EFTA00614919Set 9
2014-10-1411p3,779w
Category % of Notional Exposure
Listed Equities
Inflation Protection
14%
19%
G20 EIF
9%
US Sectors
2%
EU Sectors
EM 3%
0%
Commodities ... G20 EIF 240,834,378 4,193,116,611 (3,952,282,233) 2,714,235,972
US Sectors ... Impact by Category in Percentage Points
29 712M
Listed Equities -1.74% 0.35%
G20 EIF -4.73% 1.47%
US Sectors -1.45% 2.56%
EU Sectors 0.10% 0.75%
EM -0.01% -1.18%
Commodities
https://www.justice.gov/epstein/files/DataSet%209/EFTA00614919.pdf
EFTA00293365Set 9
2014-10-1411p3,779w
Category % of Notional Exposure
Listed Equities
Inflation Protection
14%
19%
G20 EIF
9%
US Sectors
2%
EU Sectors
EM 3%
0%
Commodities ... G20 EIF 240,834,378 4,193,116,611 (3,952,282,233) 2,714,235,972
US Sectors ... Impact by Category in Percentage Points
29 712M
Listed Equities -1.74% 0.35%
G20 EIF -4.73% 1.47%
US Sectors -1.45% 2.56%
EU Sectors 0.10% 0.75%
EM -0.01% -1.18%
Commodities
https://www.justice.gov/epstein/files/DataSet%209/EFTA00293365.pdf
EFTA00293356Set 9
2014-08-299p3,486w
G20 EIF 4,193,116,611 3,562,745,145 630,371,465 2,370,254,062
US Sectors ... Impact by Category in Percentage Points
5. Tl2M
Listed Equities 0.41% 4.67%
G20 EIF 1.34% 11.07%
US Sectors 0.76% 5.82%
EU Sectors 0.07% 1.50%
EM 0.18% -2.10%
Commodities ... Positions by Category
Lonq Short
Listed Equities 227 61
G20 EIF 24 6
US Sectors 9 0
EU Sectors 9 6
EM 1 0
Commodities 3 8
WGBI Rates
https://www.justice.gov/epstein/files/DataSet%209/EFTA00293356.pdf