Epstein Secrets

ng 148 AMER Short 71 EquityCom Long 53 EquityCom Short 18 Credit Long 15 Credit Short 9 Total Long 300 Total Short 159 EFTA00292832 Atorus, LLC 2/6/2014 Historical Net Exposure by Geography (Listed Equities) & Maao (Equity Indices & Commodites, G20 Gov. Credit) -----EMEA -----AMER -

7,991 106.68 106.14 -0.85 0.60% KMI US Equity 302 (6,808) 35.17 33.61 6.80 0.65% KO US Equity 122 (6,929) 38.83 38.15 2.58 0.69% KRFT US Equity 942 51.55 51.55 0.00 0.58% LBTYA US Equity (109) 2,296 84.74 80.90 -5.92 0.80% LBTYK US Equity 51 1,923 77.86 79.93 3.32 0.80% LI

,000.00 Ott G 41. ~ti 5) O~ry c #C3 c51, 153 1 .9 153 c9 elY elf 4' I), 4 A\ CP. 4 % 'O . A\ 4 as. - NAV EFTA00292846 Atorus, LLC 2/6/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security No

7,991 106.68 106.14 -0.85 0.60% KMI US Equity 302 (6,808) 35.17 33.61 6.80 0.65% KO US Equity 122 (6,929) 38.83 38.15 2.58 0.69% KRFT US Equity 942 51.55 51.55 0.00 0.58% LBTYA US Equity (109) 2,296 84.74 80.90 -5.92 0.80% LBTYK US Equity 51 1,923 77.86 79.93 3.32 0.80% LI

30 Day Realized Volatility Atorus 2.00% 1.80% 1.60% 1.40% 1.20% 1.00% 0.80% 0.60% 0.40% 0.20% Rolling30D ayRealized Vol EFTA00292818 Atorus, LLC 2/5/2014 Percentile Distribution of Current NITM Gains In Vol Days by Position (ex.99pct & ex-1st percentiles) 60.00 50.00 40.00 30.00 20

7,991 106.68 105.62 -1.69 0.59% KMI US Equity 371 (6,801) 35.17 33.25 8.20 0.67% KO US Equity 223 (6,397) 38.95 37.59 5.42 0.64% KRFT US Equity (58) 1,018 53.88 50.98 -10.26 0.55% LBTYA US Equity (135) 2,289 84.64 79.92 -7.71 0.77% LBTYK US Equity 24 1,915 77.86 78.85 1.67