EFTA01455361.pdf

Holdings Summary by Currency Exchange-Traded Currency Cash Fixed Income allies Ends Total byCurren, L S DOLLARS 34 850.094 27.313 781 38,6 631 2,992,800 103,835,301 USD EURO 291,846 0 0 0 291,848 EUR Total USD Equivalent 35,234,485 27,313,781 38,618,831 2,992,800 104,219,698 USD % of Allocation 33.81% 26.21% 37.11% 2.87% 100.00% Schedule of Realized Gains and Losses Current Period Disposition Acquisition Disposition Realized Gain/ Lost Date Date Transaction Description Nairn, Cost Basis Proceeds Disallowance Short Term 08121114 12113113' RPP WASHINGTON MUT MTG S 004-RA2 MTG PASSTHRU CTFCL 1.290.000.000 1,92761 2 519 13 591.52 C. B-I VAR RATE 6.972% 07125133 Security Identifier Original Cost Basis: 1.927.61 08125114 12/13/13' RPP COUNTRYWIDE HOME LOA 1 CL B1 4.090% 03125133 WED 4,500,000.000 19,579.74 20,968 60 1,388.86 TD 01130103 Security Identifier Original Cost Basis: 19.579.74 Total Short Term $21,507.35 $23,481.73 $1,980.38 Long Term 08101114 07114105' SELL P MORGAN CHASE/. CO US48825H1005 1 450 000 708,302.44 81,889 92 .626,41252 First In First Out Security Identifier PM 08105114 07125113' RDMG 13SG STRUCTURED PRODS ITY LKD MKT PLUS PROTECTED 2.000.000.000 2,000,000.00 2.200,000 00 200,000 00 First In First Out NOT ES 0.000% 08105114 MOTO 07 Security Identifier 78423EH56 Original Cost Basis: 2,000,000.00 08107114 07114105' SELL .P MORGAN CHASE 8 CO U546825111005 1.450 000 708.302.44 82,091.18 -626,211.26 First In First Out Security Identifier 1M 08114114 07114105' SELL ..P MORGAN CHASE 8 CO US48625H1005 1.450.000 708,302.43 82,431.92 -825,870.51 First In First Out Security Identifier Stil 08119114 07114105' SELL .13 MORGAN CHASE 8 CO 0546625111005 1.450.000 708.302.44 83,418.63 -624.88311 Rut In First Out Security Identifier...PM 08126114 07114105' SELL ,I3 MORGAN CHASE 8 CO 1.448825H1005 1,450 000 708.302.43 86,40413 -821,897.00 First In First Out Security Identifier PM 08129114 05124113' RDMG ITHSBC USA INC MEDIUM UFFERED NOTES LKD TO EURO 2.000.000.000 2,000,000.00 2,313,482.05 313,482.05 Rid In RR Out STOX X50 0.000% 08129114 WE DTD Security Identifier 40432XFP1 Original Cost Basis: 2,000,000.00 Total Long Term $7,541,512.18 $4,929,698.53 -62,611,813.65 Page 12 of 20 Account Number RettO E•conent ••••••,.• 'kit • 'ol, •••••••C • 41•••••••• Go paperless f VC" , Yaw tone, .},001 [NAGAR RATED COMMONICATK,I6 SOUTHERN FINANCIAL LLC eXallENC? CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0114082 CONFIDENTIAL SDNY_GM_00260266 EFTA01455361