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 -

y 7 (4,396) 32.33 32.27 0.24 0.70% SU FP Equity 18 1,473 80.83 81.81 1.27 0.96% SU US Equity (1) (3,458) 32.24 32.26 -0.06 0.68% SWEOA SS Equity 480 6,013 24.71 26.68 7.39 1.08% SYNN VX Equity 68 (3,085) 350.52 342.80 2.43 0.91% T US Equity 579 (7,348) 34.70 31.96

,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

y 7 (4,396) 32.33 32.27 0.24 0.70% SU FP Equity 18 1,473 80.83 81.81 1.27 0.96% SU US Equity (1) (3,458) 32.24 32.26 -0.06 0.68% SWEOA SS Equity 480 6,013 24.71 26.68 7.39 1.08% SYNN VX Equity 68 (3,085) 350.52 342.80 2.43 0.91% T US Equity 579 (7,348) 34.70 31.96

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

(216) 3,221 69.01 64.67 -6.86 0.98% SU CN Equity 77 (3,744) 32.43 31.77 3.06 0.67% SU US Equity 54 (2,802) 32.36 31.74 2.96 0.65% SWEOA SS Equity 416 5,994 24.71 26.42 6.36 1.09% SYNN VX Equity 91 (2,482) 353.19 340.20 4.16 0.89% T US Equity 537 (6,942) 34.86 32.16

0,000.00 ,;$ < 11 %.1' 4,1) °' .7) ib 04 0, e• P P S P S P S Q'S e• e• 4S 4 4 A\ 4 % 4 1% 4 c*P sbt' —NAV EFTA00293085 Atorus, LLC 3/10/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) largest MTM Gains Current Posi ions (90th

6 -0.58 0.65% (22.41) SU FP Equity 419 6,518 84.31 89.73 7.13 0.90% 14.71 SU US Equity (22) 4,606 33.29 33.13 -0.74 0.64% (26.48) SWEOA SS Equity 858 5,950 24.71 28.27 15.06 0.96% (19.57) SYNN VX Equity (365) (8,069) 359.52 375.80 -4.76 0.95% 91.37 T US Equity 471 (8

Short • EMEA Long a EMEA Short a AMER Long a AMER Short • EquityCom Long • EquityCom Short • G20 Rates Long • G20 Rates Short EFTA00293071 Atorus, LLC 3/7/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodlites, G20 Gov. Credit) 2,000,000 4500,000

8 33.32 0.17 0.68% 24.91 SU FP Equity 404 6,518 84.31 89.54 6.50 0.95% (52.29) SU US Equity 5 4,606 33.29 33.33 0.15 0.68% 26.63 SWEOA SS Equity 878 5,950 24.71 28.35 15.03 0.98% (42.53) SYNN VX Equity (466) (8,069) 359.52 380.31 -5.77 1.00% (1.46) T US Equity 451 (

Short • EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short • EquityCom Long • EquityCom Short • G20 Rates Long • G20 Rates Short EFTA00293055 Atorus, LI.0 3/6/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) — EMEA —AMER — Eq

8 33.14 -0.64 0.67% 9.99 SU P Equity 457 6,518 84.31 90.22 6.99 1.00% 20.41 SU US Equity (22) 4,606 33.29 33.14 -0.71 0.67% 7.39 SWEOA SS Equity 920 5,950 24.71 28.53 15.21 1.02% 89.04 SYNN VX Equity (465) (8,069) 359.52 380.23 -5.12 1.13% (52.62) T US Equity 493 (8

600,000.00 600,000.00 O4ry Nrtg O O O O Q. O O O O O O O O O 9# .• el• 4% 4 4' k 4 4" 4' -Nt' 4 4" 4' •• -NAV EFTA00293266 Atorus, LLC 3/21/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Largest MTM Gains Current Posi ions (90th

32.58 -0.79 0.50% (3.02) SU P Equity 343 6,518 84.31 88.75 4.87 1.08% 174.19 SU US Equity (15) 737 33.28 32.62 -4.04 0.50% 4.44 SWEOA SS Equity 462 6,088 24.78 26.66 6.63 1.15% (42.13) SYNN VX Equity (144) (8,069) 359.52 365.95 -2.43 0.74% (52.40) T US Equity (50)

000.000.0D 800,000.0D 600,C00.0D 4 1 4609 tic). e, c4.1. J., 4, ..‘), 4,b 14 % 4 . e , , • p 4 Ap 4' 4 -\\'' eb —NAV EFTA00293101 Atorus, LLC 3/11/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) largest MTM Gains Current Positions (90th

-1.70 0.60% (28.94) SU P Equity 377 6,518 84.31 89.19 6.33 0.91% (41.36) SU US Equity (50) 4,606 33.29 32.93 -1.80 0.60% (27.54) SWEOA SS Equity 909 5,950 24.71 28.48 17.32 0.88% 51.76 SYNN VX Equity (354) (8,069) 359.52 375.29 -4.65 0.94% 10.48 T US Equity 506 (8,9

latility profile. NAV 2P03,000.00 1)300O00.00 1.640000.00 1.400.000.00 1.200.000.00 1.000.000.00 800,000.00 600)300.00 -NAV EFTA00293410 Atorus, LLC 2/26/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex.M7M) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security N

-1.00 0.66% (23.95) SU P Equity 283 6,518 84.31 87.97 4.53 0.96% (127.18) SU US Equity (29) 4,606 33.29 33.09 -0.94 0.67% (21.29) SWEOA SS Equity 687 5,950 24.71 27.56 13.13 0.88% 30.24 SYNN VX Equity (43) (8,069) 359.52 361.43 -0.52 1.02% 86.16 T US Equity 568 (8,52

Short ■ EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short ■ EquityCom Long ■ EquityCom Short ■ G20 Rates Long ■ G20 Rates Short EFTA00288273 Atorus, LLC 4/14/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) —APAC EMEA —AMER —

) 2,205 68.78 64.23 -6.09 1.16% 5.19 SU CN Equity 36.13 - SU FP Equity 328 6,518 84.31 88.56 4.79 1.05% (45.04) SU US Equity 36.13 SWEOA SS Equity 214 6,088 24.78 25.65 3.08 1.14% (49.19) SYNN VX Equity (375) (6,455) 359.52 380.38 -8.66 0.67% 2.50 T US Equity (12) (51