EFTA01741496.pdf

Subject: WAM Global Macro Program - September 2016 U ate revised] From: Whitman Asset Management (WAM) To: Jeffrey Epstein <jeevacation©grnail.corn> Sent Thursday, October 20, 2016 4:03:21 PM Whitman Asset Management - September 2016 Performance Update View this email in your browser WAM Global Macro Program (2X and 1X) September 2016 Update Noteworthy: • Market and Strategy commentary now available via links below • WAM positive returns diverge from SG CTA Index for a 2nd consecutive month • WAM increases proprietary capital allocation by 50% in September 2X Net Returns* September: +2.30% 2016 YTD: +4.06% AROR: +12.73% lx Net Returns* EFTA_R1_00031548 EFTA01741496 September: +1.31% 2016 YTD: +1.10% AROR: +5.97% 2X Risk Metrics Sharpe: 1.96 Volatility: 6.48% Max DD: 2.02% lx Risk Metrics Sharpe: 1.52 Volatility: 3.92% Max DD: 1.40% 2X Nominal AUM Program: $12.5M EFTA_R1_00031549 EFTA01741497  Firm: $32.5M Proprietary: $7.5M lx Nominal AUM Program: $25M Firm: $32.5M Proprietary: $7.5M Download 2X Performance & Commentary Download 1X Performance & Commentary PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS * Please see Performance Notes below Contact: Jeffrey Roy Whitman Asset Management Performance Notes: The performance tables and charts herein contain the actual results of WAM proprietary accounts from Oct 2014 - Nov 2015 and client accounts from Dec 2015 forward. For the standard (1X) Program, gross returns EFTA_R1_00031550 EFTA01741498 have been adjusted by 2% management and 20% incentive fees. For the 2X Program, gross returns have been pro-forma adjusted by 0% management and 35% incentive fees and for approximately twice the leverage of the standard Program. As such, reported 2X Program AUM is 1/2 the AUM of the standard program. Disclaimers: This message w/attachments is intended solely for the use of the intended recipient(s) and may contain information that is privileged, confidential or proprietary. If you are not an intended recipient, please notify the sender, and then please delete and destroy all copies and attachments, and be advised that any review or dissemination of, or the taking of any action in reliance on, the information contained in or attached to this message is prohibited. The WAM Global Macro Program is available only to "qualified eligible persons" as defined in CFTC Rule 4.7. Nothing set forth herein shall constitute an offer to sell any securities or constitute a solicitation of an offer to purchase any securities. Any such offer to sell or solicitation of an offer to purchase shall be made only by formal offering documents. Each potential investor should read the formal offering documents in their entirety and should carefully consider the risks, warnings and disclosures. The information contained in this document is strictly confidential and supplied with the understanding that it will be held in confidence and not copied or disclosed to third parties without prior consent of Whitman Asset Management LLC. If this message contains estimated performance, the information has been obtained from or based upon sources believed by the sender to be reliable, but the sender does not represent or warrant its accuracy or completeness and is not responsible for losses or damages arising out of errors and/or omissions. EFTA_R1_00031551 EFTA01741499 Copyright O2016 Whitman Asset Management. All rights reserved. Our mailing address is: Whitman Asset Management 401 N. Michigan Avenue Suite 1910 Chicago. IL 60611 Add us to your address book Want to change how you receive these emails? You can update your preferences or unsubscribe from this list EFTA_R1_00031552 EFTA01741500