EFTA02350300Set 11
2017-02-027p1,526w
Lynch, Pierce, Fenner & Smith, Incorporated
("ML"). The material is not a publication of BofA Merrill Lynch Global Research, and it has not been reviewed or
approved by BofA Merrill Lynch ... summary of ML Research notes and reports, and/or any reference
or link to BofA Merrill Lynch Global Research notes and reports, are qualified in their entirety by the views ... BofA
Merrill Lynch Global Research. Any reference to or summary of ML Research in this material is qualified in its entirety by
the views of BofA Merrill Lynch Global Research
https://www.justice.gov/epstein/files/DataSet%2011/EFTA02350300.pdf
EFTA00636006Set 9
2017-02-074p1,724w
Lynch, Pierce, Fenner & Smith, Incorporated
("ML"). The material is not a publication of BofA Merrill Lynch Global Research, and it has not been reviewed or approved by
BofA Merrill Lynch ... summary of ML Research notes and reports, and/or any reference or link to BofA
Merrill Lynch Global Research notes and reports, are qualified in their entirety by the views ... BofA Merrill Lynch Global
Research. Any reference to or summary of ML Research in this material is qualified in its entirety by the views of BofA
Merrill Lynch Global Research
https://www.justice.gov/epstein/files/DataSet%209/EFTA00636006.pdf
EFTA02455428Set 11
2016-08-097p1,795w
potential risk parity unwinds.
Consequently, risk parity portfolio volatility remained quite =uted
</=>
Source: BofA Merrill Lynch Global Research. Daily data from=4-Jan-16 through 5-Aug-16. <=>
Source: BofA ... using EWMA with a lambda equal to 0.94.
EFTA_R1_01558036
EFTA02455428
Source: BofA Merrill Lynch Global Research. Daily data from=31-Dec-12 through 27-Jun-16. Equity, fixed ... respectively,
and leverage at a maximum of 2.0 times
</=>
Source: BofA Merrill Lynch Global Research. Data as of 5-Aug-16.=C2 Equity and fixed income components within the
theoretical
https://www.justice.gov/epstein/files/DataSet%2011/EFTA02455428.pdf
EFTA01055161Set 9
2017-02-022p1,089w
Lynch, Pierce, Fenner & Smith,
Incorporated ("ML"). The material is not a publication of BofA Merrill Lynch Global Research, and it has not
been reviewed or approved by BofA Merrill Lynch ... Research notes and
EFTA01055161
reports, and/or any reference or link to BofA Merrill Lynch Global Research notes and reports, are qualified in
their entirety by the views of BofA Merrill ... Research in this material is qualified in its entirety by the views of BofA Merrill Lynch Global Research.
Please refer to BofA Merrill Lynch Global Research for more details
https://www.justice.gov/epstein/files/DataSet%209/EFTA01055161.pdf
EFTA02513876Set 11
2018-03-085p1,866w
Lynch, Pierce, Fenner & Smith, Incorporated ("ML"). The
material is not a publication of BofA Merrill Lynch Global Research, and it has not been reviewed or approved by BofA
Merrill Lynch ... summary of ML Research notes and reports, and/or any reference or link to BofA
Merrill Lynch Global Research notes and reports, are qualified in their entirety by the views ... BofA Merrill Lynch Global
Research. Any reference to or summary of ML Research in this material is qualified in its entirety by the views of BofA
Merrill Lynch Global Research
https://www.justice.gov/epstein/files/DataSet%2011/EFTA02513876.pdf
EFTA01055163Set 9
2017-02-024p1,226w
Lynch, Pierce, Fenner & Smith,
Incorporated ("ML"). The material is not a publication of BofA Merrill Lynch Global Research, and it has not
been reviewed or approved by BofA Merrill Lynch ... summary of ML Research notes
and reports, and/or any reference or link to BofA Merrill Lynch Global Research notes and reports, are
qualified in their entirety by the views ... BofA Merrill Lynch Global Research. Any reference to or summary
of ML Research in this material is qualified in its entirety by the views of BofA Merrill Lynch Global
Research
https://www.justice.gov/epstein/files/DataSet%209/EFTA01055163.pdf
EFTA02511651Set 11
2018-03-054p1,266w
errill Lynch Global Research, and it has not been reviewed or approved =y BofA
Merrill Lynch Global Research. Any summary of ML Research notes =nd reports, and/or any reference ... link to BofA
Merrill Lynch Global =esearch notes and reports, are qualified in their entirety by the views =f BofA Merrill Lynch Global
Research. Any reference to or summary ... entirety by the views of =ofA
Merrill Lynch Global Research. Please refer to BofA Merrill Lynch =lobal Research for more details (baml.com/markets
<http://www.baml.com/markets> ).
The estimated values provided
https://www.justice.gov/epstein/files/DataSet%2011/EFTA02511651.pdf
EFTA02512785Set 11
2018-03-075p1,695w
Merrill Lynch Global Research, and it has not been reviewed or approve= by BofA
Merrill Lynch Global Research. Any summary of ML Research notes a=d reports, and/or any reference ... link to BofA
Merrill Lynch Global Resea=ch notes and reports, are qualified in their entirety by the views of BofA=Merrill Lynch Global
Research. Any reference to or summary ... entirety by the views of BofA
Merrill =ynch Global Research. Please refer to BofA Merrill Lynch Global Research f=r more details (baml.com/markets
<http://www.baml.com/markets> ).<=span>
The estimated
https://www.justice.gov/epstein/files/DataSet%2011/EFTA02512785.pdf