Epstein Files Search

EFTA01120831Set 9

2013-08-3132p2,246w

MONTH END PRICES AS OF 8/31/13 Premium MARK USD NET USD (paid)/rec VALUE P/L 11USD 19893USD 17USD 323000SD -12407USD 1OUSD 997USD 16USD 16000SD -603USD Price % Premium Marked ... VALUE NET USD (paid)/rec P/L 1.0250% 96350USD -0.220% -20680USD 75670USD 1.0900% 43655USD -1.930% -77297USD -33642USD Price % Premium Marked to USD NET USD (paid)/rec Market VALUE ... P/L 1.0000% 82O00USD -0.07% -5740USD 76260USD 1.8050% 4332OUSD -4.240% -101760USD -58440USD 0.9550% 1528OUSD -0.180% -2880USD 124000SD Price % Premium Marked to USD NET USD (paid)/rec Market

https://www.justice.gov/epstein/files/DataSet%209/EFTA01120831.pdf

EFTA01077898Set 9

2013-12-0321p9,270w

premia and relative magnitude of risks While delta is the main driver of call P/L longer-dated options have a higher exposure to other risks. We compare the impact ... passed. The price sensitivity to spot moves does tend to dominate any volatility P/L. Also, you can see for the 36M trade that if fixed strike vols and spot ... leaves the 36M ATM call option holder relatively flat. Figure 25: Simulated P/L of 36M ATM options after 12M Figure 26: Simulated P/L of 18M ATM options after 12M have

https://www.justice.gov/epstein/files/DataSet%209/EFTA01077898.pdf

EFTA02707944Set 11

2013-08-3132p1,778w

8/31/13 _AC INFO Premium MARK USD NET ABS VALUE USD paidyrec $ VALUE P/L ... Price % Premium Marked to ,USD VALUE NET ABS VALUE USD (paidyrec % P/L ... Price % Premium Marked to USD NET ABS VALUE USD paidyrec Market VALUE P/L

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02707944.pdf

EFTA01121630Set 9

2013-11-2215p10,820w

3iluni13 25.00 22.58 ($46,698) International Fixed Income P/L 512,939 Mortgage and Asset Backed Entry Price Closing Price Trade Date Maturity Original Face Issue S&P Rating Next Call ... Total Return Swaps Pil. (524.456) Total 2013 P/L (5132.532) (C)20121PMornan Chase & Co. EFTA01121636 Global Investment Opportunities Group J.P. Morgan Securities LLC. GI0 Global Invenenent Opportunities Account Position and NITIVI

https://www.justice.gov/epstein/files/DataSet%209/EFTA01121630.pdf

EFTA01405764Set 10

2015-09-04147p21,516w

Risks Maximum total loss is the premium outlay Opened 12/19/14 Entry 29c Current P/L Curve flattens 12/19/14 Vulnerable to rally below the breakevens, with potentially unlimited downside. Unilateral spike ... Opened 12/19/14 Entry Current +5 bp +21 bp (Closed on 2/25) 12/19/14 1.95% 1.60% P/L +1,249k -1,367k 12/19/14 12/19/14 12/19/14 1.92% 2.18% 1.71% 1.97% -3,400k ... Current +8 bp +20 bp 0.30% -1.45% 5s/30s@0.97% P/L -6k -106k +1,042k -1,563k 105/30s@1.48% +3,464k

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01405764.pdf

EFTA02707861Set 11

44p6,869w

EFTA_R1_02108941 EFTA02707865 Live P&L Trading Groups - Pairs Arbitrage Trade Description Month P/L ... Trading Groups - Metals Arbitrage This trade exploits a Copper arbitrage between the Month P/L LME and Comex products. The trade utilizes a 2011 2012 systematic approach, trading approximately ... EFTA_R1_02106946 EFTA02707870 Live P&L Trading Groups - FX 5 Trade Description Month P/L

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02707861.pdf

EFTA01123162Set 9

2015-03-2768p30,795w

148/0.4/2014. EFTA01123162 2015 Outlook Recommendations Trade Detail Rationale Risks Opened Entry Current P/L Overly aggressive Fed could produce a FVH5 Sell FVH5 puts versus buy like "tightening tantrum" which ... Deutsche Bank Securities Inc. 2015 Outlook Recommendations Trade Detail Rationale Risks Opened Entry Current P/L Further Treasury +5 bp Sell rich bond futures against The classic bond futures look rich ... Other Current Recommendations CO CO CD a Trade Detail Rationale Risks Opened Entry Current P/L Treasury Sell rich bond futures against Sell the rich classic bond futures versus Classic bond

https://www.justice.gov/epstein/files/DataSet%209/EFTA01123162.pdf

EFTA01097815Set 9

2015-09-0447p20,445w

124/04/2015. EFTA01097815 2015 Outlook Recommendations co NJ Trade Detail Rationale Risks Opened Entry Current P/L Option Buy 1x1, 1y1y receiver spreads The post-Fed sell-off has left the spot/forward ... Deutsche Bank Securities Inc. 2015 Outlook Recommendations Trade Detail Rationale Risks Opened Entry Current P/L Treasury Further outperformance +5 bp Sell rich bond futures against The classic bond futures look ... Other Current Recommendations o (D a Trade Detail Rationale Risks Opened Entry Current P/L Treasury 10s look rich on the curve against 5s Short 10s versus

https://www.justice.gov/epstein/files/DataSet%209/EFTA01097815.pdf

EFTA02561406Set 11

2018-06-255p1,028w

much reliance on EM to make a mea=ingful impact right now. $431K; P/L -$51K. 2. Sell BAC. Also a very small position. Would rather re-allocate to KRE (regi ... bank exposure). $213K; P/L +$112K. I think KRE is well positioned given the regulato=y tailwinds, strength on Main Street, no FICC reliance etc. Just to mainta=n Fins exposure ... theme has legs but MSFT and EQIX positions too small. Sell those. MSFT $508K. P/L +$11K; EQIX $497K P/L +$4K. 4. JD.Com <http://JD.Com> - sell if it drops

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02561406.pdf

EFTA00944791Set 9

2018-06-253p674w

with too much reliance on EM to make a meaningful impact right now. $431K; P/L -$51K. 2. Sell BAC. Also a very small position. Would rather re-allocate ... regional bank exposure). $213K; P/L +$112K. I think KRE is well positioned given the regulatory tailwinds, strength on Main Street, no FICC reliance etc. Just to maintain Fins exposure ... this theme has legs but MSFT and 116lositions too small. Sell those. MSFT $508K. P/L +$11K; EQIX $497K P/L +$4K. 4. - sell if it drops below

https://www.justice.gov/epstein/files/DataSet%209/EFTA00944791.pdf

EFTA01102347Set 9

2011-11-045p1,183w

MOTION TO INTERVENE: E-MAILS WITH RB CONCERNING REID WEINGARTEN. 6.10 3,507.50 P/L PARALEGAL FEES - WORK RE: CASE LAW FROM WESTLAW FOR JP REVIEW; WORK RE: SEVERAL DOCKET ENTRIES ... READ MATERIALS ON MOTION TO INTERVENE; START WORKING ON DRAFT REPLY. 6.50 3,737.50 P/L PARALEGAL FEES - RESEARCH FARMER JAFFEE FACEBOOK PAGE AND READ ARTICLES TO SEE WHERE BRAD EDWARDS ... MOTION TO INTERVENE; MEET WITH RB; CALLS WITH DARREN INDYKE. 7.60 4,370.00 P/L PARALEGAL FEES - WORK RE: VARIOUS CASE LAW FROM WESTLAW FOR JP. 1.50 262.50 10/13/2011 JP LEGAL

https://www.justice.gov/epstein/files/DataSet%209/EFTA01102347.pdf

EFTA00945176Set 9

2018-06-254p917w

with too much reliance on EM to make a meaningful impact right now. $431K; P/L -$51K. 2. Sell BAC. Also a very small position. Would rather re-allocate ... regional bank exposure). $213K; P/L +$112K. I think KRE is well positioned given the regulatory tailwinds, strength on Main Street, no FICC reliance etc. Just to maintain Fins exposure ... theme has legs but MSFT and EQIX positions too small. Sell those. MSFT $508K. P/L +$11K; EQIX $497K P/L +$4K. 4. JD.Com - sell if it drops below

https://www.justice.gov/epstein/files/DataSet%209/EFTA00945176.pdf

EFTA01121574Set 9

2013-04-3014p9,342w

./20/2013 70.00 79.00 1213,895 Mortgage and Asset Backed P/L 5213.893 ISS.0 Listed Prefemeds Dividends Entry Price Closing Price Trade Date Maturity Shares Company Rating Par Amount Coupon Principal Cost ... Market Value (5) Closing Date P/L Received (5) (Local) (Local) 9-Jan-13 1/15/2073 15,200 Duke Energy Corp 08(1• S2S00 ... Closing Price Trade Date Underlying Shares Rate Spread (bps) Notional Entry Price Closing Date P/L Date Date Paid Earned (Local) 31-Jan-12 3-Feb-12 -5Feb-13 Apple

https://www.justice.gov/epstein/files/DataSet%209/EFTA01121574.pdf

EFTA01418148Set 10

2018-06-203p474w

Subject: RE: Southern Financial P/L - YTD [C] From: Martin Zeman Date: Wed, 20 Jun 21.111,11 1. > To: Stewart Oldfield Cc: Liam Osullivan Davide-A Sferraz Joshua Shoshan < Xavier Avila ... Kaiser m>, Nina Tona Alastair Mackinlay < Ian Salters , Vahe Stepanian Subject: RE: Southern Financial P/L - YTD [C] Thanks. I see Terri listed as the banker ... Kaiser ; Martin Zeman ; Nina Tona < Alastair Mackinlay Ian Salters Vahe Stepanian Subject: Southern Financial P/L - YTD [C] Importance: High EFTA01418148 Classification: Confidential Stewart, Here is the breakdown of what

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01418148.pdf

EFTA01373264Set 10

2018-06-201p281w

Kaiser ; Nina Tona ; Alastair Mackinlay ; Ian Salters ); Vahe Stepanian j Subject: RE: Southern Financial P/L - no [C] Will do mate. From: Stewart oldricki Date: Wednesday ... Kaiser ~~~ri>, Nina Tona Alastair Mackinlay . Ian Salters <1~~~>. Vak Stepanian ~"emPinancial ubject P/L - YTD Thanks. I see Terri listed as the banker on the OTC tab. Can you make ... Zeman <11. ; Nina Tona < ; Alastair Mackinlay er»; Ian Salters Vahe Stepanian < Subject: Southern Financial P/L - YTD [C] Importante: High Classification: Confidential Stewart, Here is the breakdown of what

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01373264.pdf

EFTA00945350Set 9

2018-06-255p952w

with too much reliance on EM to make a meaningful impact right now. $431K; P/L -$51K. 2. Sell BAC. Also a very small position. Would rather re-allocate ... regional bank exposure). $213K; P/L +$112K. I think KRE is well positioned given the regulatory tailwinds, strength on Main Street, no FICC reliance etc. Just to maintain Fins exposure ... theme has legs but MSFT and EQIX positions too small. Sell those. MSFT $508K. P/L +$11K; EQIX $497K P/L +$4K. 4. JD.Com - sell if it drops below

https://www.justice.gov/epstein/files/DataSet%209/EFTA00945350.pdf

EFTA00945392Set 9

2018-06-255p1,050w

very small position. Would rather re-allocate to KRE (regional bank exposure). $213K; P/L +$112K. I think KRE is well positioned given the regulatory tailwinds, strength on Main Street ... theme has legs but MSFT and EQIX positions too small. Sell those. MSFT $508K. P/L +$11K; EQIX $497K P/L +$4K. 4. JD.Com - sell if it drops below ... China. However it cannot seem to break higher due to margin concerns. $1.9MM; P/L -$59K at current level. Paul Barrett Alpha Group Capital LLC 142 W 57th Street, 11th

https://www.justice.gov/epstein/files/DataSet%209/EFTA00945392.pdf

EFTA01148564Set 9

2010-02-1910p8,351w

options (see question 10) • Static carry: Carry is a catch-all for the P/L that accrues can reduce the potential negative settlement impact of to any investment ... predictions, hence using the accounts have direct exposure. latter results in conservative estimates of P/L for option owners. We compute projected P/Ls for all options under A. Corporates the assumption ... market liquidity and some of the more aggressive P/L 146% 143% 141% 137% 133% 128% 123% 117% 111% characteristics of shorter dated options

https://www.justice.gov/epstein/files/DataSet%209/EFTA01148564.pdf

EFTA01144207Set 9

2013-11-2214p8,791w

25.Mar.13 25.00 24 92 ($888) inted Preferred, PLL 564 Listed Prete rreds Syndicate P/L 564 Forward Contacts Trade Date Value Data 1 Bought Notional Sold Notional Fix Date Contract ... Total Return Swaps PIL S49.989 Total 2013 P/L (5429.449) /C12013 PhSofor Ches. 8 Co. EFTA01144211 Global Investment Opportunities Group M. Morgan SeCurttleS 11C. G I 0 bbbbb

https://www.justice.gov/epstein/files/DataSet%209/EFTA01144207.pdf

EFTA01118337Set 9

2015-02-044p1,003w

LEGAL FEES - REVIEW OF DERSHOWITZ'S MOTION TO STRIKE AND ACCOMPANYING AFFIDAVIT. 0.20 125.00 P/L PARALEGAL FEES - RESEARCH ONLINE PUBLICATIONS FOR INFORMATION REGARDING . 1.00 210.00 01/06/2015 JP LEGAL FEES - STRATEGY ... ACTION, ALLEGATIONS AGAINST JEFFREY: RESEARCH/LOCATE 39-PAGE 'STATEMENT OF FACTS'; EMAIL ROY. 0.70 437.50 P/L PARALEGAL FEES - SEARCH ONLINE FOR EDWARD AND CASSELL V. DERSHOWITZ LAWSUIT ... RESEARCH TO RESPOND TO JUDGE MARRA'S ORDER; EMAILS WITH MARTY. 5.30 3,312.50 P/L PARALEGAL FEES - SEARCH ONLINE FOR DIARY. 1.00 210.00 01/17/2015 JP LEGAL FEES - EMAILS CONCERNING DERSHOWITZ

https://www.justice.gov/epstein/files/DataSet%209/EFTA01118337.pdf