Epstein Files Search

EFTA01195656Set 9

2015-09-1110p1,894w

financial fair-value — spot +/-2 std dev band — residual mean — residual +/-2 std dev band USDZAR: EFTA01195660 ... financial fair value" — spot al +/-2 std dev band — residual — residual mean +/-2 std dev band USDRUB: EFTA01195661 ... financial fair value —spot +/-2 std dev band — residual mean — residual +/-2 std dev band Another point to highlight from the financial fair value metric, other than the cheapness

https://www.justice.gov/epstein/files/DataSet%209/EFTA01195656.pdf

EFTA01458337Set 10

1p196w

financial fair value —spot +f-2 std dev band — residual mean — residual +/-2 std dev band Mother point to highlight from the financial fair value metric, other than the cheapness

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458337.pdf

EFTA01458342Set 10

1p75w

financial fair-value —spot +/-2 std dev band — residual mean — residual +/-2 std dev band USDZAR: CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0118221 CONFIDENTIAL SDNY

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458342.pdf

EFTA01458359Set 10

1p75w

financial fair-value —spot +/-2 std dev band — residual mean — residual +/-2 std dev band USDZAR: CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0118243 CONFIDENTIAL SDNY

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458359.pdf

EFTA01458321Set 10

1p196w

financial fair value —spot +f-2 std dev band — residual mean — residual +/-2 std dev band Mother point to highlight from the financial fair value metric, other than the cheapness

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458321.pdf

EFTA01458352Set 10

1p196w

financial fair value —spot +f-2 std dev band — residual mean — residual +/-2 std dev band Mother point to highlight from the financial fair value metric, other than the cheapness

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458352.pdf

EFTA02691355Set 11

2011-06-0740p3,425w

Sensitive Overall Risk/ Std. Dye.: 12 - 13% Std. Dem.: 11 - 12% Std. Dev.: 10 - 12% Std. bev.: (10% Downside Risk Max Loss: 40% Max Loss: 35 - 40% Max Loss

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02691355.pdf

EFTA01458320Set 10

1p72w

financial fair value" — spot +/-2 std dev band — residual — residual mean ÷f-2 std dev band USDRUB: CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0118188 CONFIDENTIAL

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458320.pdf

EFTA01458319Set 10

1p80w

financial fair-value —spot +1-2 std dev band — residual mean — residual +1-2 std dev band USDZAR: CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458319.pdf

EFTA01458344Set 10

1p203w

financial fair value —spot 4+2 std dev band — residual mean — residual 41-2 std dev band Mother point to highlight from the financial fair value metric, other than

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458344.pdf

EFTA01458336Set 10

1p72w

financial fair value" — spot +/-2 std dev band — residual — residual mean ÷f-2 std dev band USDRUB: CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0118211 CONFIDENTIAL

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458336.pdf

EFTA01458327Set 10

1p80w

financial fair-value —spot +1-2 std dev band — residual mean — residual +1-2 std dev band USDZAR: CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458327.pdf

EFTA01458328Set 10

1p72w

financial fair value" — spot +/-2 std dev band — residual — residual mean ÷f-2 std dev band USDRUB: CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0118198 CONFIDENTIAL

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458328.pdf

EFTA01458351Set 10

1p80w

financial fair-value —spot +1-2 std dev band — residual mean — residual +1-2 std dev band USDZAR: CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458351.pdf

EFTA01458361Set 10

1p204w

financial fair value —spot 4+2 std dev band — residual mean — residual 41-2 std dev band Mother point to highlight from the financial fair value metric, other than

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458361.pdf

EFTA01421840Set 10

2011-04-0115p2,996w

Rate Risk/Return Analysis (%) Time Period: 4/1/2011 to 3/31/2016 0.0 2.0 4.0 6.0 8.0 10.0 Std Dev 0.0 1.7 Spectrum Pfds (gross) 3.3 5.0 Spectrum Pfds (net) Portfolio Characteristics Inception Date ... Prfds Fixed Rate 0.00 0.21 -1.19 Beta 1.08 1.08 1.00 R2 97.12 97.12 100.00 Std Dev EFTA01421844 5.26 4.80 5.26 Tracking Error 0.00 0.97 0.97 Up-Down Capture (%) Time Period ... portfolio's movements that can be explained by movements in its benchmark. Std Dev - Standard Deviation is a statistical measurement of dispersion about an average, which, for a mutual fund

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01421840.pdf

EFTA00556664Set 9

2012-06-0433p5,638w

last 10; it is a large 7.8% 30% (or 0.85 std dev) below 25% average over the entire period 20% 15% 15% target return is coherent with 4.27% max backtested ... extrapolated for the remainder of the calendar year Average 28.85% 1.87% 5.72% Std. Dev. 9.04% 6.68% 17.85% QARMIN June 2012 - Confidential ARMIN EFTA00556692 Backtested Performance Market Neutral HistoricalDrawdown Market Neutral ... extrapolated for the remainder of the period Average 7.54% -0.59% 4.12% Std. Dev. 5.64% 2.49% 10.21% ARMIN EFTA00556694 Expected Performance MIVM US (*MY Volatility Arbitrage - Relative Value Focus Relative Value

https://www.justice.gov/epstein/files/DataSet%209/EFTA00556664.pdf

EFTA01288458Set 10

2013-12-3162p26,219w

Account Inception Inception 12/31/2008 12/31/2010 Months YTD OTR Index Date Returns Std Vey Returns Std Dev Returns Std Dew Returns Returns Returns BALANCED No Benchmark Selected N4G-023804 10/11/2013

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01288458.pdf

EFTA01458343Set 10

1p72w

financial fair value" — spot +/-2 std dev band — residual —residual mean sl 41-2 std dev band USDRUB: CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458343.pdf

EFTA01458360Set 10

1p61w

financial fair value" — spot +/-2 std dev band — residual —residual mean sl 41-2 std dev band USDRUB: CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458360.pdf