EFTA01455333

Holdings Summary by Currency Currency U S DOLLARS 34.850.094 27.313 761 38.678 631 2.992,800 103,835.307 USD EURO 291.846 0 0 0 291.846 EA Total USD Equivalent 35,234,485 27,313,781 38,678,631 2,992,800 104,219,698 USD % of Allocation 3311% 26.21% 37.11% 2.87% 100.00% Cash Fixed Income Equities Erobange.Traded Funds Total by Currency Schedule of Realized Gains and Losses Current Period Disposition Acquisition Disposition Realized Gain/ Lose Date Date Transadion Description Quantity Cost Basis Proceeds Disallowance Short Term 08/21/14 12113113' RPP WASHINGTON MUT MTG 5 004-RA2 M TG PASSTHIRU CTF CL 1,290,000.000 1,927.61 2.519.13 591.52 C. B-I VAR RATE 6.972% 07125133 Security Identifier. 939336520 Original Cost Basis 1.927.61 08/25/11 12113113' RPP COUNTRYWIDE HOME LOA I CL B1 4.090% 03125133 81E D 4,500,000.000 19.579.74 20,968 50 1.388.86 TD 01130/03 Security Identifier 12669DYS1 Original Cost Basis 19.579.74 Total Short Term S21 ,S07.35 $23,487.73 57 ,960.38 Long Term 08/01/11 07114105' SELL P MORGAN CHASE 8 CO US48625H1005 1,050.000 708,302 44 81,889 92 -626,41252 First In First Out Security Identifier PM 08/05/14 07125/131 RDMG Inc STRUCTURED PRODS ITY LKD MKT PLUS PROTECTED 2,000,000.000 2.000.000.00 2,200,000 00 201000.00 First In First Out NOT ES 0.000% 08/05114 WE OTO 07 Security Identifier. 78423816 Original Cost Basis. 2,000,000.00 08107114 07114105' SELL .13 MORGAN CHASE 8 CO US46625H1005 1,450.000 708.302 44 82,091.18 -626.21126 First In First Out Security Identifier PM 08114114 07/14105' SELL P MORGAN CHASE 8 CO US46625H1005 1.450.000 708.302.43 82,431.92 -625,870.51 First In First Out Security Identifier. PM 08119114 07/14/05' SELL ?MORGAN CHASE 8 CO UW5625111005 1.450.000 708.302.44 83.418 63 -624.883.81 First In First Out Security Identifier. PM 08/26/14 07/14/05' SELL .P MORGAN CHASE 8 CO US46625H1005 1.450.000 708.302.43 86.404.83 -621.89760 First In First Out Security Identifier PM 08/29/14 05/24/13' PDMG ITHSBC USA INC MEDIUM UFFERF_O NOTES LKO TO EURO 2,000,000.000 2.000.000.00 2,313,462.05 313,462.05 First In First Out STO X X 50 0000% 08/29114 B/E DTD Security Identifier 40432XFP1 Original Cost Basis: 2.000.000.00 Total Long Term Account Number: SO ERN FINANCIAL LLC Go ilaperless „ 57,541,512.18 $4,929,698.53 -$2,611,813.65 Page 12 of 20 V.., Pyr.....11010. • ••••,.. CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0114045 CONFIDENTIAL SDNY_GM_00260229 EFTA01455333