Epstein Secrets

0-AK-4) 12/17 12/17 12/17 12/18 12/18 12/19 12/19 12/26 Interest Income Div Domest Corporate Interest Foreign Interest Foreign Interest FX Fwd Contract Spot FX Corporate Interest REGIONS FINANCIAL CORP PFD 6.375% PERPETUAL @ 0.19479 PER SHARE (ID: 7591EP-30-8) GENERAL ELEC CAP CORP 7.125% DEC 15

004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 (ID: 378961-AH-9) MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 (ID: 61915R-AD-8) IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 (ID: 45254N-NB-9) TO REVERSE ENTRY OF 12/17/2012 JP MORGAN CHASE BANK NA 6.200% 04/16/2015 DTD 04/16/2012 AS OF

d 3/1/13 to 3/31/13 Portfolio Activity Detail - Canadian Dollar INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 3/12 3/12 3/29 FX Fwd Contract FX Fwd Contract Description SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL CAD CONTRACT RATE : 93.384900000 TRADE 2/07/13 VALUE 3/12/13 (ID: OCAD

L B3 5.250% 11/25/2032 DTD 11/01/2004 (ID: 378961-AH-9) HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT 08/25/2029 DTD 07/30/2004 (ID: 43739E-AC-1) IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT EFTA01540690 04/25/2035 DTD 03/03/2005 (ID: 45254N-NB-9) 998,523.674 1,622,079.740 0.001 0.001 916.73 1,068.21 685,056.360 0.004 2

e Period 8/1/13 to 8/31/13 Portfolio Activity Detail - Canadian INFLOWS & OUTFLOWS Type Settle Date Selection Method Foreign Exchange - Inflows FX Fwd Contract 8/28 8/28 Spot FX Total Foreign Type Settle Date Selection Method Foreign Exchange - Outflows FX Fwd Contract 8/28 Description SETTLE FORW

: 18683K-40-8) TO REVERSE ENTRY OF 05/30/2013 IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 AS OF 05/30/13 (ID: 45254N-NB-9) IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 (ID: 45254N-NB-9) ALLY FINANCIAL INC 8 1/2% PFD @ 0.53125 PER SHARE (ID: 02005N-30-8) SERVICEMASTER COMPANY 8% F

TEREST LEG - DEAL REF 50038481 (ID: SWPBDR-RT-4) 2/15 2/15 2/20 2/22 2/22 2/25 2/25 Corporate Interest Interest Income Corporate Interest FX Fwd Contract FX Fwd Contract Corporate Interest Corporate Interest SERVICEMASTER COMPANY 8% FEB 15 2020 DTD 02/13/2012 (ID: 81760N-AN-9) GMAC CAPITAL TRUST

26 CL B1 5.33684% 08/25/2033 DTD 06/01/2003 12669E-RR-9 WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD 12/01/2004 949779-AD-4 CCC /NR IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 45254N-NB-9 CCC /CAA CHASE MORTGAGE FINANCE CORPORATION REMIC 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/2007

5 @ 70.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/14/12 FACE VALUE 10,000,000.00 (ID: 45254N-NB-9) 11/26 11/26 11/26 11/26 11/26 11/27 FX Fwd Contract Corporate Interest Corporate Interest Corporate Interest Spot FX Accrued Int Paid SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL USD CONTRACT R

005 @ 70.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/14/12 FACE VALUE 10,000,000.00 AS OF 11/21/12 (ID: 45254N-NB-9) 11/27 Accrued Int Paid IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 @ 70.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/14/12 FACE VALUE 10,000,000.00 (ID: 45254N-NB-9) 11/28 Ac

TFLOWS Type Settle Date Selection Method 1/15 1/16 1/22 1/22 1/24 1/24 1/25 1/25 1/25 1/25 1/25 Corporate Interest Corporate Interest FX Fwd Contract Spot FX Corporate Interest Corporate Interest Corporate Interest Corporate Interest Corporate Interest Corporate Interest Corporate Interest

250% 11/25/2032 DTD 11/01/2004 EFTA01540488 (ID: 378961-AH-9) MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 (ID: 61915R-AD-8) IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 (ID: 45254N-NB-9) 2,008,890.076 1,656,462.480 0.001 0.001 1,087.65 1,179.82 711,465.110 0.004 3,112.66 1,