EFTA02684043.pdf

From: Lesley Groff < Sent: Friday, September 5, 2014 1:46 PM To: Jeffrey Epstein CC Subject: Fwd: Atorus Portfolio Report & UPDATE Attachments: Atorus_NAVSimulation_082914.pdf; Untitled attachment 00094.htm; Atorus_InvestorPresentation_0829JE.pdf; Untitled attachment 00097.htm; Atorus_QuickIntro_0829JE.pdf; Untitled attachment 00100.htm Sent from my iPhone Begin forwarded message: =b>From: Michael Fowler Date: September 5, 2014, 9:40:37 AM EDT T=: Lesley Groff < Subject: Atorus Portfolio Report & UPDATE<=b> Lesley, &n=sp; Can you please pass along the following to Jeffrey. Hope you had a nice=summer. We've b=en engaging with a large multi strat fund and have updated our risk allocat=on to optimize scale. I've attached a reporting format (#3) similar to you'=e been used to. I've also either attached or provided a link to the additio=al documents we've provided to others. Specif=cally, slides 14-24 in the Investor Presentation (#2) are new. #4 is the up=ated risk allocation. #5 is the daily simulation from 1995 till today on po=ition level. #6 allows you to input any security and compare our trade sign=ls/exposure versus its price. 1.&nbs=;Quick Intro (attached) 2.=nbsp;Investor Presentation (attached) =div>3. August 29th Bi-Weekly Report - report we'll be providi=g going forward. To the extent it is more beneficial for you to have an inc=eased frequency than bi-weekly, we are happy to provide. (attached)<=r style="font- family:arial,sans-seritfont-size:13.3333339691162px"> 4. Simulation Documents - includes (i) IR= Analysis, (ii) Global Risk Allocation by Category, an= (iii) Key Simulation Characteristics & Assumptions) 5. 20-Year Simulation Day-by-Day Analysis=/b>Snapshot Analysis' you have the ability to put in any date and see what t=e contribution of each individual position was to NAV over the preceding X a=ount of days. EFTA_R1_02002785 EFTA02684043  (link to download https://www.sugarsync.com/pf/D78110_95146941_6605520 <https://www.sugarsync.com/pf/D78110_951469=1_6605520> <=pan style="font-family:arial,sans-seritfont- size:13.3333339691162px">)<Apan> 6. 20-Year Exposure & Price C=mparison - ability to visually compare the actual prices of the s=curities overlayed with our positioning at any time. (=ink to download https://www.sugarsync.com=pf/D78110_95146941_6605524) The day-by-day analysis is a=very large file (166MB). If there is an issue with downloading a file of th=s size on your corporate network, we're happy to FedEx you a thumb drive.&n=sp; Let me=know when you had an opportunity to review, would welcome a chat. Hope all i= well. Best Regards, Michael 1. Fowler The information contained in this electronic mail message is confidential information intended=only for the use of the individual entity named above, and may be privilege=. If the reader of this message is not the intended recipient, you are here=y notified that any dissemination, distribution, or copying of this message=is strictly prohibited. If you have received this communication in error, p=ease immediately notify us by telephone, and delete the original messagexhiv> =AtmI>. 2 EFTA_R1_02002786 EFTA02684044