EFTA01452560

US Healthcare Equity Best°. Myers Pfizer S 2 50 $ 2 tiC Marne 5 2 50 Valeant S 150 AMY'S $ 50 Gilboa $ Mylan S Endo Health FICA $ 0 56 Rio AM S C Sub Total 15.00 Energy Equity Lit only Renabence Thome S 15 00 Sub Total Financials Equity Bank of America $ 3 30 Fixed.to-Float Preferreds• (QM Eligible) PM 6.75%. BBB, catiobe 2024 $ 3.00 Cal- K 8.875% BB... callable 2023 $ 3.00 Morton Stanley • F 8.875%. 88•. callable 2024 5 200 Ally- B 5.5016. B. callable 2016 $ 1.00 Sub Total 9.00 Fixed Income Agency Interest Only Mortgages 5% Coupon S 500 Agorcy interest Only Mortgages 4.5% Coupon S 5 00 Sub Total S 10.00 I Dial S 52 Ou Europe Equity Recovery Consumer Carucci., S 1 50 Financial 'Mesa Sanpaolo 5 1.50 Auto Vo*swagon S 1.50 AcNertisino JC Gems 1.50 Stamp Meow S 1.50 insurance Grupo Catalano 0.50 Healthcare Roche Holdings S 1 00 Energy Total 5 1 00 Sub Total 10.00 Eurostoxx Darner Note 10.00 Total 5 20.00 Japan Equity Sumitomo 0.50 rt.L",i"LC Mitsui Fuclosen 0.50 Galen Life 0.50 Consumer Seven end I $ 0.50 Unrcharm 0.50 Exporters Sumitomo Electric 0.50 Toyota 0.50 Japan Tobacco S 0.50 Htachi 0.50 Advertising Dental' 0.50 Sub Total 5.00 rOPIX Della One Note 7.00 Foreign Exchange Lung USD: Short Yen ($5 hedge. $5 spec) 13.00 Total S 20 3C Alternatives Credit Watford Re: 5 8 30 Total $ 8.00 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 109670 CONFIDENTIAL SDNY_GM_00255854 EFTA01452560