Epstein Secrets

or the Period 5/1/12 to 5/31/12 Price Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 76. KI @ 71 XJPYCA-RC-Z CAD JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 83.25 XJPYPA-YX-Z CAD MXN CALL USD PUT FX EUROPEAN STYLE OPTION JUN 19, 2012 @ 12.565

E APR 20 2033 DTD 02/27/2003 81743P-AH-9 AA+ /B2 P CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035 DTD 02/01/2005 172973-P9-4 NA /NR BANC OF AMERICA FUNDING CORPORATION SER 2006-G CL 2A5 FLOATING RATE JUL 20 2036 DTD 07/31/2006 05950M-AF-7 CC /CA BANK OF AMERICA CORP 8 1/8% P

ALL OPTION STRIKE 96.50 EXPIRING 11/12/2012 125,000 BARRELS OTCBDP-JQ-R JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 76. KI @ 71 XJPYCA-RC-Z CAD 0.01 (760,000,000.00 ) (42,718.28) (411,436.90) 368,718.62 6,748.95 (125.00) (843,618.19) (1,087,500.00) 243,881.81 31.47% Quantity Valu

ATE APR 20 2033 DTD 02/27/2003 81743P-AH-9 AA+ /B2 CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035 DTD 02/01/2005 172973-P9-4 NA /NR BANC OF AMERICA FUNDING CORPORATION SER 2006-G CL 2A5 FLOATING RATE JUL 20 2036 DTD 07/31/2006 05950M-AF-7 CC /CA Account Page 16 of 34 Consol

$577,052.70) $318,849.11 $200,312.98 Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 76. KI @ 71 XJPYCA-RC-Z CAD JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 83.25 XJPYPA-YX-Z CAD HSBC MARKET PLUS MXN NOTE 11/2/12 LNKED TO MXN VS USD 25% BUFFE

ATE APR 20 2033 DTD 02/27/2003 81743P-AH-9 AA+ /B2 CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035 DTD 02/01/2005 172973-P9-4 NA /NR BANC OF AMERICA FUNDING CORPORATION SER 2006-G CL 2A5 FLOATING RATE JUL 20 2036 DTD 07/31/2006 05950M-AF-7 CCC /CA Account Page 15 of 28 Conso