Epstein Secrets

22.61% ;05'. 4.tri. Sharpe Ratio* 1.85 .' 0.25 Sortino Ratio• 6.74 022 014 Standard Deviation (Annual) 10.22°• 15.22•. Gan Deviation (Mao* 9.64% 21-•. 941% Loss Deviation (Annuaf) 3.53°• 4 ::.. 12 2?. Careintion to S&P 500 -0.02 Largest Drawdown .- .- 2°0 .50.95•. Loosest L

d tradable processes that will not trade beyond certain pre- defined level(s). Ongoing research calibrates the model on historical data to maximize Sharpe ratio. 14 Month P/L 2011 2012 Jan 33,221 Feb 58,331 Mar -65,454 Apr 42,746 May -28,551 Jun 335 251,157 Jul 3,703 39,146 Aug 1

ategies ranging from taking, making and mean reverting on all major pairs. • FX Models With Very Successful Track Record ($10M+ +/annum), with live Sharpe ratios in excess of 7, trading more than 5 yards a day. • Prior to joining BGT in July - Bank of America Merrill Lynch, London as Systematic algori

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ated Dialing; WsNights and Weekends Number Rate Rate Fee- Airtime LD Total Item Day Date Time CI. I Call To min. Code. Pd tore Caere.. DA Sharpe ....rt ..: it -.11.06V. 03 14TIPM .: .14 4.• • :1..- . CO2431.6Ln't 'i 74 1.4 7 112 -::''' . XI : 2 .L.:-:it'70- i'. 3' .: - i:: 0.00.-1.112.

xposure by Geography (Usted Equities) & Macro (Equity indkes & Commodlites, G20 Gov. Credit) Historical Gross Exposure by Geography (Usted Equities) & Maao (Equity Indices & Commodlites, G20 Gov. Credit) 6/9/2014 2,910000 2.000.000 1,910000 1.000.000 ØA00 ,c9 cis, <9 <9' c9 <9 <9 c9 Q.", <9 <9

Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: 124M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: 6/9/2014 94.94% 41.18% 4.80% 5.85% 5,901,163 (501,638) 5,399,525 1,000,000 1,949,397 Change on D

■ EquityCom Short ■ G20 Rates Long ■ G20 Rates Short EFTA00288433 Atorus, LLC 6/3/2014 Historical Net Exposure by Geography (Listed Equities) & Maao (Equity Indices & Commodites, G20 Gov. Credit) 6,000.000 5,000,000 4,000,000 "°" 30 2,000,000 1,000,000 —APAC — EWA —AMER — EqurtyCom —G2

d Equities Target Voladj. Risk Global Macro Targeted Max Loss (ex•Leverage) Leverage Target At Inception: Notes on Leverage: T24M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: 2,800,000.00 1,800,000.00 1,6004:00.00 1,400,000.00 1,200,000.00 1,000,000.00 800,000.00 600 MO 00

G20 Rates Long WW-0 1 • G20 Rates Short $(500,000) EFTA00288545 Atorus, LLC 6/20/2014 Historical Net Exposure by Geography (Listed Equities) & Maao (Equity Indices & Commodites, G20 Gov. Credit) —APAC — amp —AMER — EquityCom •- G20 Rates NexEposute RIC 2,500,000 7,000,000 6,000,000 5

Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex•Leverage) Leverage Target At Inception: Notes on Leverage: T24M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: Historically 2.25X • 3.25X, depending on measurement Interval 40%- 50% histor tally 52% 1.00% -0.89%

■ EquityCom Short ■ G20 Rates Long ■ G20 Rates Short EFTA00288561 Atorus, LLC 7/1/2014 Historical Net Exposure by Geography (Listed Equities) & Maao (Equity Indices & Commodlites, G20 Gov. Credit) - APAC — EMEA — AMER — EquityCom -G20 Rates NexEposule RIG 2,500,000 2,000,000 7,000,00

Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: T24M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: Historically 2.25X • 3.25X, depending on measurement Interval 40%- 50% histor tally 53% 0.99% .0.89%