Etuatv Bristol Myers 2.50 Pfizer 2.50 Merck S 2.50 Valeant 5 1.50 Actavrs S 150 Gilead 5 1.50 Mylan S 1.00 Endo Health S 1.00 FICA S 0.50 Rile Aid 0.50 Sub Total 15.00 Energy Equity Eneroy Rena isa nce Theme S 15.0C Sub Total Financials Equity Bank of America S 3.00 F Had-to-Float Preferreds' (ODI Eligible' JPM 6.75%. BBB. callable 2024 3.00 Cil - K 6.875% BEI+. callable 2023 3.00 Morgan Stanley - F 8.875%, BB+, callable 2024 2.00 Ally - B B.50%. B. callable 2016 1.00 Sub Total 9.00 Fixed Income Agency Interest Only Mortgages 5% Coupon S 5.00 Agency Interest Only Mortgages 4.5% Coupon 5.00 Sub Total 10.00 Tidal 52 00 Europe Equity Recovery Consumer Carrefour S 1.50 Financial intesa Sanoaolo S 1.50 Auto Volkswagen 1.50 Advertent/ JC Decaux S 1.50 Staffing Adecco S 1.50 Insurance Gnico Catalan 5 0.50 Heaklicare Rothe Hold nos 1.00 Energy Total 1.00 Sub Total 10.00 Floosie's% Samar Note 5 10.00 Tow S 20.00 Japan Equity Financials Sumitomo S 0.50 Insurance Mitsui Fudosan S 0.50 Daiichi Ufa 0.50 Consumer Seven and I S 0.50 Unicharrn 5 0.50 Exporters Sumitomo Electric 5 0.50 Toyota S 0.50 Japan Tobacco S 0.50 Mach, 5 0.50 Advertising Dentsu S 0.50 Sub Total S 5.00 TOPIX Delta One Note 7.00 Foreign Exchange Long USD / Short Yon 155 hedge. 58 sat) 5 13.00 Total 5 20.00 Arens Credit Watford Re: S 800 Total S 5.00 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0109412 CONFIDENTIAL SDNY_GM_00255596 EFTA01452415