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EFTA00293376Dataset 9

2p1,229w

…and risk management. The portfolio Q3 2014. is systematically constructed for reasons of Fund Characteristics and Metrics Average # of positions: 400 Sharpe Ratio: 1.2 (daily from Scalability: Daily TDVT >$ltillion Average net leverage (notional 1995 to current simulation) Position Level Liquidity: One day risk): 3.8x, 1.8x Ex Rates Average Annualized Return: Max leverage (notional risk): 23.66% (1995 to current 5.5x simulation) Asset doss allocation: Volatility Average position hold period: risk based 100 days Our Edge…

https://www.justice.gov/epstein/files/DataSet%209/EFTA00293376.pdf

EFTA00593204Dataset 9

2p1,229w

…and risk management. The portfolio Q3 2014. is systematically constructed for reasons of Fund Characteristics and Metrics Average # of positions: 400 Sharpe Ratio: 1.2 (daily from Scalability: Daily TDVT >$ltillion Average net leverage (notional 1995 to current simulation) Position Level Liquidity: One day risk): 3.8x, 1.8x Ex Rates Average Annualized Return: Max leverage (notional risk): 23.66% (1995 to current 5.5x simulation) Asset doss allocation: Volatility Average position hold period: risk based 100 days Our Edge…

https://www.justice.gov/epstein/files/DataSet%209/EFTA00593204.pdf

EFTA01086756Dataset 9

2p1,289w

… capital raise of $100m for a launch date of Q2 2014. The portfolio is constructed for reasons of neutrality, Fund Characteristics and Metrics Max # of positions: 700 Target correlation range to Sharpe Ratio: 1.6 Average leverage: 2.35x MSCI World: -30 to+30% (in Average position hold period: Max leverage: 4.5x periods of high volatility the 100 days Average Position Size: 20 bps fund's correlation shall increase Scalability: Daily dollar volume Max Position Size: 5% of NAV…

https://www.justice.gov/epstein/files/DataSet%209/EFTA01086756.pdf

EFTA01165215Dataset 9

2011-05-234p3,000w

…first-time issuers or speed-to-market needs, credit availability is often even more constrained. This latter development is what created an opportunity for providers of second lien and subordinated private credit (sometimes referred to as mezzanine debt), Private credit fund characteristics assuming that it's priced right, and that companies and Equal-weighted averages commercial properties are re-appraised before lending. Fund A Fund B Fund C Fund D The table shows our progress so far. Our managers have …

https://www.justice.gov/epstein/files/DataSet%209/EFTA01165215.pdf

EFTA01165210Dataset 9

2011-05-235p2,904w

Subject: Eye on the Market, May 23, 2011: Feast or Famine

From: US GIOTo: Undisclosed recipients:;

…private credit lending is illiquid, and is best designed for the part of an overall portfolio that sacrifices liquidity in exchange for potential returns in excess of what public credit markets have to offer. EFTA01165211 Private credit fund characteristics Equal-weighted averages Rind A Rind B Rind C Rind 0 Type of collateral Corporate Corporate Corporate Comm. R/E Yield to call 15.7% 17.0% 19.3% 12.3% Yield to maturity 13.4% 13.2% 16.4% 12…

https://www.justice.gov/epstein/files/DataSet%209/EFTA01165210.pdf