EFTA Document EFTA01455361

Holdings Summary by Currency Exchange-Traded Currency Cash Fixed Income allies Ends L S DOLLARS 34 850.094 27.313 781 38,6 631 2,992,800 EURO 291,846 0 [repeated 3 times] Total USD Equivalent 35,234,485 27,313,781 38,618,831 2,992,800 % of Allocation 33.81% 26.21% 37.11% 2.87% Schedule of Realized Gains and Losses Current Period Disposition Acquisition Date Date Disposition Transaction Description Short Term 08121114 12113113' RPP WASHINGTON MUT MTG S 004-RA2 MTG PASSTHRU CTFCL 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 TD 01130103 Security Identifier Original Cost Basis: 19.579.74 Total Short Term Long Term 08101114 07114105' SELL P MORGAN CHASE/. CO US48825H1005 First In First Out Security Identifier PM 08105114 07125113' RDMG 13SG STRUCTURED PRODS ITY LKD MKT PLUS PROTECTED 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 Security Identifier 1M 08114114 07114105' SELL ..P MORGAN CHASE 8 CO US48625H1005 Security Identifier Stil 08119114 07114105' SELL .13 MORGAN CHASE 8 CO 0546625111005 Rut In First Out Security Identifier...PM 08126114 07114105' SELL ,I3 MORGAN CHASE 8 CO 1.448825H1005 Security Identifier PM 08129114 05124113' RDMG ITHSBC USA INC MEDIUM UFFERED NOTES LKD TO EURO Rid In RR Out STOX X50 0.000% 08129114 WE DTD Security Identifier 40432XFP1 Original Cost Basis: 2,000,000.00 Total Long Term Account Number SOUTHERN FINANCIAL LLC Total byCurren, 103,835,301 USD 291,848 EUR 104,219,698 USD 100.00% Realized Gain/ Lost Nairn, Cost Basis Proceeds Disallowance 1.290.000.000 1,92761 2 519 13 591.52 4,500,000.000 19,579.74 20,968 60 1,388.86 $21,507.35 $23,481.73 $1,980.38 1 450 000 708,302.44 81,889 92 626,41252 2.000.000.000 2,000,000.00 2.200,000 00 200,000 00 1.450 000 708.302.44 82,091.18 -626,211.26 1.450.000 708,302.43 82,431.92 -825,870.51 1.450.000 708.302.44 83,418.63 -624.88311 1,450 000 708.302.43 86,40413 -821,897.00 2.000.000.000 2,000,000.00 2,313,482.05 313,482.05 $7,541,512.18 $4,929,698.53 -62,611,813.65 Go paperless RettO E•conent f VC", Yaw tone, .},001 [NAGAR RATED COMMON ICATK,I6 eXallENC? Page 12 of 20 ••••••,.• 'kit • 'ol, CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0114082 CONFIDENTIAL PROT1 PROT0