EFTA01361661.pdf

Portfolio Holdings (continued) Adjusted Unrealized Accrued Estimated Estimated Date Acquired Quantity Unit Cost Cost Basis Market Price Market Value Gain/ loss interest Annual income Yield Fixed Income 20.00% of Portfolio (In Maturity Date Sequence) 'Asset Backed Securities COUNTRYWIDE HOME LOANS Security Identifier: 12669DYS1 SER 03.1 CL B1 4 090% 03125/33 WE OTO 01130103 Factor: 0.21613804 Effective Date:12101114 Current Face Value: 972,821.180 12113/13'.3,12 4,500000.000 93.3760 908,199.05 83.3080 810,271 25 .97 927 90 3 315 02 Original Cost Basis: $1,111,573.07 WASHINGTON NUT M TG SECS CORP 2004-RA2 Security Identifier: 939338520 WIG PASSTH RU CTF CL C-B-1 VAR RATE 6.982% 07725/33 WE DID 06/01/04 S & P Rating D Factor: 0.56774322 Effective Date:12/01/14 Current Fate Value: 732,388.754 12/13/13 '.3.12 1,290,000.000 76.5190 560,413.70 85.9290 629,334.33 68,920.63 4.261 35 Original Cost Basis: $638,906.71 Total Asset Backed Securities 91,488,812.75 $1,439,605.58 -$29,007.17 $7,576.37 $0.00 5,790,000.000 Total Current Face Value : 1,705,009.934 Corporate Bonds PETROLEOS DE VENEZUELA Security Identifier: P7807HAF2 NOTES SENIOR IMO:50460546525 5.000% 10/28115 REG DID 10128109 S & P Rating B' 12/04113'.3.12 2,500,000.000 95.3590 2,383,961.71 75.5000 1,887,500.00 -496,481.71 21.527.78 125,000.00 6.62% Original Cost Basis: $2.250.000 00 HEADWATERS INC GED SR NT Security identifier: 42210PAQS 7625% 04/01/19 WE DTD 03/11/11 CALLABLE 04101115 9 103.813 Moody Rating B1 SI P Rating B• 10/22/12',I 2,13 1,000,000.000 101.9080 1,019,080.22 104.2500 1,042,500.00 23,40.78 19,062 50 76,250 00 7.31% Original Cost Basis $1.035,000.00 EARTHLINK INC GTD SR NT FULLY EXCHANGED Security Identifier: 270321AC8 CUSP FROM 270321A88 8 875% 05115119 WE OTD 05/17711 CALLABLE 05115115 S& P Rating CCC' 10/22112'.3.12 400,000.000 102.5300 410,121.26 98.7000 394,800.00 -15,32128 4,536.11 35,500.00 8.99% Original Cost Basis' 9414.000.00 10/23/12 '•2,12 600,000.000 102.3510 814,108 22 98.7000 592,200.00 -21,908.22 6,804.17 53.250.00 8.99% Original Cost Basis. 5619,500.00 Total Noncovered 1,000,000.000 1 024 229.48 987,000.00 -37,229.48 11,340.28 88,750.00 Total 1,000,000.000 21,024,229.48 $987,000.00 -$37,229.48 $11,340.28 $88,750.00 Page r of 21 Account Num Rstat Ewsnent wew inft.atn BOICAMSCSI3002? Go paperless f VC" , Yaw tone• .},001 [NAGAR RATED COMMONICA7 • ••••••- • 4, n v. •• • SO TI-ERN FINANCIAL LLC AR ^SOOT reaCtraltv eXallENC? CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0050886 CONFIDENTIAL SDNY_GM_00197070 EFTA01361661