Epstein Secrets

/1/12 to 8/31/12 Price US Fixed Income BANC OF AMERICA MORTGAGE SECURITIES SER 2007-1 CL 2Al2 6% JAN 25 2037 DTD 02/27/2007 05952H-BY-4 CCC /C BANK OF AMERICA CORP 8 1/8% PFD STK DEC 29 2049 DTD 04/30/2008 060505-DT-8 BB+ /B1 SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 842400-FU-2 BBB /BAA Total

TRIKE 118.50 EXPIRING 02/08/2013 100,000 BARRELS OTCBDC-NB-N BRT PUT OPTION USD CALL OPTION STRIKE 96.50 EXPIRING 11/12/2012 125,000 BARRELS OTCBDP-JQ-R BRT PUT OPTION USD CALL OPTION STRIKE 80.00 EXPIRING 11/12/2012 100,000 BARRELS OTCBDP-JQ-U BRT PUT OPTION USD CALL OPTION STRIKE 79.50 EXP

2007-1 CL 2Al2 6% JAN 25 2037 DTD 02/27/2007 05952H-BY-4 CC /C P GENERAL ELEC CAP CORP 7.125% DEC 15 2049 DTD 06/12/2012 369622-SN-6 AA- /BAA BANK OF AMERICA CORP 8 1/8% PFD STK DEC 29 2049 DTD 04/30/2008 060505-DT-8 BB+ /B1 SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 842400-FU-2 BBB /BAA Total

TRIKE 126.50 EXPIRING 11/12/2012 125,000 BARRELS OTCBDC-NA-W BRT PUT OPTION USD CALL 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) 368,71

R 2007-1 CL 2Al2 6% JAN 25 2037 DTD 02/27/2007 05952H-BY-4 CCC /C GENERAL ELEC CAP CORP 7.125% DEC 15 2049 DTD 06/12/2012 369622-SN-6 AA- /BAA BANK OF AMERICA CORP 8 1/8% PFD STK DEC 29 2049 DTD 04/30/2008 060505-DT-8 BB+ /B1 SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 842400-FU-2 BBB /BAA Total

TRIKE 100.00 EXPIRING 08/13/2012 250,000 BARRELS OTCBDP-JN-G BRT PUT OPTION USD CALL OPTION STRIKE 96.50 EXPIRING 11/12/2012 125,000 BARRELS OTCBDP-JQ-R BRT PUT OPTION USD CALL OPTION STRIKE 80.00 EXPIRING 11/12/2012 100,000 BARRELS OTCBDP-JQ-U 862.92 (100.000) (86,292.10) (184,000.00) 4,01