EFTA00605676Set 9
2014-05-0116p5,412w
Equity 7,545 0.40%
FR_TSY CREDIT 79,806 1.44% FTSEMIB Index 7,737 0.42%
NL_TSY CREDIT 81,163 1.46% AZN US Equity 7,830 0.42%
GB_TSY CREDIT ... Index 7,455 46,103 8,271.65 9,609.28 33.96 0.48%
FTSEMIB Index 7,737 25,266 23,118.94 30,198.56 32.38 0.95%
PSI2O Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00605676.pdf
EFTA00288447Set 9
2014-06-0516p5,556w
Equity 7,449 0.39%
AT_TSY CREDIT 81,569 1.30% FTSEMIB Index 7,449 0.39%
FR_TSY CREDIT 82,246 1.31% SXXP Index 7,603 0.40%
NL_TSY CREDIT ... FTSEMIB Index
PSI2O Index
7,449
5,568
25,266
24,476
23,118.94
8,041.34
29,934.68
9,870.53
26.72
25.60
I.
1.10%
0.89%
567.49
371.45
ISEQ Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288447.pdf
EFTA00288736Set 9
2014-04-2916p5,489w
Index 7,846 0.43%
DE_TSY CREDIT 80,183 1.47% FTSEMIB Index 7,905 0.43%
FI_TSY CREDIT 80,881 1.48% PRU LN Equity 8,170 0.44%
TMO US Equity ... Index 7,088 44,753 8,236.84 9,541.47 32.62 0.49% 95.53
FTSEMIB Index 7,905 25,266 23,118.94 30,352.22 29.88 1.05% 625.81
P5120 Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288736.pdf
EFTA00288543Set 9
2014-06-2016p5,483w
Equity 7,109 0.36%
AU TSY CREDIT 81,398 1.22% FTSEMIB Index 7,377 0.38%
AT_TSY CREDIT 81,569 1.23% AEX Index 7,404 0.38%
FR_TSY CREDIT ... Index 8,035 52,752 8,424.18 9,707.29 53.79 0.28% (33.59)
FTSEMIB Index 7,377 25,266 23,118.94 29,868.61 30.64 0.95% (423.57)
P512O Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288543.pdf
EFTA00288383Set 9
2014-05-2316p5,487w
Equity 5,369 0.29%
TSCO LN Equity (6,286) 0.11% FTSEMIB Index 5,632 0.30%
KMI US Equity (6,775) 0.12% AZN LN Equity 5,645 0.31%
DISCA US Equity ... Index 8,066 50,070 8,365.44 9,713.02 43.77 0.37% (25.00)
FTSEMIB Index 5,632 25,266 23,118.94 28,272.60 19.37 1.15% IL_ 515.43
P5120 Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288383.pdf
EFTA00288191Set 9
2014-04-0716p5,485w
Equity 7,627 0.42%
BE_TSY CREDIT 76,813 1.32% FTSEMIB Index 7,749 0.43%
AT_TSY CREDIT 77,381 1.33% ASE Index 7,781 0.43%
FR_TSY CREDIT ... Index 6,645 44,078 8,219.62 9,458.81 23.62 0.64% (414.73)
FTSEMIB Index 7,749 25,266 23,118.99 30,209.78 29.25 1.05% (197.40)
P5120 Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288191.pdf
EFTA00288527Set 9
2014-06-1616p5,505w
Equity 7,045 0.37%
AU TSY CREDIT 81,398 1.26% FTSEMIB Index 7,325 0.38%
AT_TSY CREDIT 81,569 1.26% SXXP Index 7,414 0.39%
FR_TSY CREDIT ... Index 7,702 52,752 8,424.18 9,654.10 52.77 0.28% 264.25
FTSEMIB Index 7,325 25,266 23,118.94 29,821.78 27.76 1.04% (185.80)
PSI20 Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288527.pdf
EFTA00293298Set 9
2014-03-2516p5,558w
Index (22,524) 0.40% SXSE Index 6,196 0.34%
CO1 Comdty (24,622) 0.43% FTSEMIB Index 6,200 0.34%
MEXBOL Index (26,146) 0.46% DAI GR Equity ... Index 6,341 44,078 8,219.62 9,402.05 22.74 0.63% 396.69
FTSEMIB Index 6,200 25,266 23,118.99 28,792.18 26.66 0.92% 187.71
PSI2O Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00293298.pdf
EFTA00293234Set 9
2014-03-1916p5,605w
Comdty (24,622) 0.43% SX6P Index 6,565 0.36%
MEXBOL Index (26,146) 0.45% FTSEMIB Index 6,637 0.36%
INDEXCF Index (26,563) 0.46% DAI GR Equity ... Index 6,357 44,078 8,219.62 9,405.00 21.56 0.67% (128.81)
FTSEMIB Index 6,637 25,266 23,118.99 29,191.58 26.13 1.01% (106.27)
PSI20 Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00293234.pdf
EFTA00293218Set 9
2014-03-1816p5,572w
CMCSK US Equity 6,661 0.36%
SPX Index 62,272 1.08% FTSEMIB Index 6,743 0.37%
CH_TSY CREDIT 65,265 1.13% GS US Equity ... Index 6,486 44,078 8,219.62 9,429.08 21.85 0.67% i 432.45
FTSEMIB Index 6,743 25,266 23,118.99 29,289.15 26.53 1.01% 268.02
P5120 Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00293218.pdf
EFTA00293282Set 9
2014-03-2416p5,471w
Equity 5,958 0.33%
CO1 Comdty (24,622) 0.43% FTSEMIB Index 6,013 0.34%
MEXSOL Index (26,146) 0.46% HON US Equity 6,072 0.34%
INDEXCF Index ... Index 5,947 44,078 8,219.62 9,328.65 21.73 0.62% (339.69)
FTSEMIB Index 6,013 25,266 23,118.99 28,621.44 25.40 0.94% (337.15)
P5120 Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00293282.pdf
EFTA00288111Set 9
2014-03-3116p5,532w
Equity 7,326 0.40%
DK_TSY CREDIT 67,396 1.18% FTSEMIB Index 7,383 0.40%
STBCNZL Index 73,231 1.28% PSI20 Index 7,415 0.40%
FI_TSY CREDIT ... Index 7,193 44,078 8,219.62 9,560.98 24.48 0.67% 633.97
FTSEMIB Index 7,383 25,266 23,118.99 29,874.11 31.17 0.94% 339.65
PSI20 Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288111.pdf
EFTA00288399Set 9
2014-05-2916p5,488w
Equity 6,716 0.36%
BE_TSY CREDIT 79,771 1.30% FTSEMIB Index 6,728 0.36%
AU TSY CREDIT 81,398 1.33% DAI GR Equity 7,238 0.38%
AT_TSY CREDIT ... Index 7,926 51,115 #N/A N/A 47.98 0.32%
FTSEMIB Index 6,728 25,266 23,118.94 29,274.80 21.22 1.26% (70.78)
PSI20 Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288399.pdf
EFTA00288800Set 9
2014-05-1416p5,488w
Equity 6,463 0.35%
JP_TSY CREDIT (18,3O4) 0.31% FTSEMIB Index 6,471 0.35%
INDEXCF Index (21,271) 0.37% ROG VX Equity 6,489 0.35%
XAU Comdty ... Index 7,841 49,310 8,347.57 9,674.98 36.91 0.43%IIIIIII,62.16
FTSEMIB Index 6,471 25,266 23,118.94 29,039.85 24.52 1.04% (88.12)
P5120 Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288800.pdf
EFTA00288255Set 9
2014-04-1116p5,309w
Index 6,875 0.39%
DE_TSY CREDIT 76,711 1.35% FTSEMIB Index 6,930 0.39%
FR_TSY CREDIT 76,756 1.36% ACA FP Equity 6,940 0.39%
AT_TSY CREDIT ... Index 6,800 44,078 8,219.62 9,487.62 23.14 0.67% I (649.69)
FTSEMIB Index 6,930 25,266 23,118.99 29,459.96 25.58 1.07% (323.08)
P5120 index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288255.pdf
EFTA00288271Set 9
2014-04-1416p5,374w
Index 6,876 0.40%
FR_TSY CREDIT 77,569 1.48% FTSEMIB Index 6,945 0.40%
DE_TSY CREDIT 77,869 1.48% MDT US Equity 6,952 0.40%
BE_TSY CREDIT ... Index 6,648 44,078 8,219.63 9,459.38 25.49 0.59% (150.99)
FTSEMIB Index 6,945 25,266 23,118.94 29,473.77 29.07 0.95% 15.11
P5120 Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288271.pdf
EFTA00288223Set 9
2014-04-0916p5,490w
SXSE Index 7,424 0.41%
DK_TSY CREDIT 67,396 1.19% FTSEMIB Index 7,508 0.41%
STBCNZL Index 73,231 1.29% ASE Index 7,600 0.42%
DE_TSY CREDIT ... Index 7,052 44,078 8,219.62 9,534.61 25.06 0.64% 8.61
FTSEMIB Index 7,508 25,266 23,118.99 29,989.03 28.04 1.06% 106.54
P5120 Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288223.pdf
EFTA00288864Set 9
2014-05-2016p5,476w
Total NAV
24 Positions • 20.47% 45 Positions 25.00%
TSCO LN Equity (6,286) 0.11% FTSEMIB Index 5,223 0.29%
KMI US Equity (6,775) 0.12% BE_TSY CREDIT ... Index 7,846 49,310 8,347.57 9,675.75 38.67 0.41% (100.79)
FTSEMIB Index 5,223 25,266 23,118.94 27,897.98 18.70 1.11% 45.27
PSI20 Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288864.pdf
EFTA00288688Set 9
2014-03-2616p5,621w
Equity 6,468 0.36%
SHCOMP Index (33,700) 0.59% FTSEMIB Index 6,543 0.36%
AU TSY CREDIT (37,984) 0.66% SXSE Index 6,569 0.36%
US_TSY CREDIT ... Index 6,446 44,078 8,219.62 9,421.59 22.88 0.64% 105.01
FTSEMIB Index 6,543 25,266 23,118.99 29,106.03 27.86 0.93% 346.73
P5120 index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288688.pdf
EFTA00288768Set 9
2014-05-1216p5,523w
Equity 6,498 0.35%
INDEXCF Index (21,271) 0.37% FTSEMIB Index 6,559 0.35%
XAU Comdty (23,727) 0.41% MAERSKB DC Equity 6,614 0.35%
SHCOMP Index ... Index 7,547 48,298 8,324.23 9,625.05 37.06 0.42% 152.11
FTSEMIB Index 7,049 25,266 23,118.94 29,568.84 25.64 1.09% 154.09
P5120 Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288768.pdf