EFTA01455047.pdf

Portfolio Holdings (continued) U.S. DOLLARS (continued) Adjusted Unrealired Awned Estimated Estimated Date Acquired Quantity Unit Cost Cost Basis Market Price Market Value Gain/ Loss Interest Annual Income Yield Fixed Income (in Maim!), Daze Sequence) 'Asset Backed Securities COUNTRYWIDE HOME LOANS Security Identifier: 12669DYS1 SER 03-1 CL BI 4 090% 03125/33 B/E DM 01)30/03 Factor: 0.23647713 Effective Date:07/01/14 Current Face Value: 1,064,147.085 12/13/13'.3,12 4,500,000.000 93.3780 993,662 89 86.5880 921,423.68 42,239.01 3,626.91 Original Cost Basis: $1,111,573.07 WASHINGTON MUT MTG SECS CORP 2004-RA2 Security Identifier: 939336520 MTG PASSTH RU CTF CI. C-B-1 VAR RATE 6.973% 07/25/33 WE DTD 06/01/04 S 6 P Rating D Factor: 0.57972161 Effective Date:07/01/14 Current Face Value: 747,840.877 12/13/13'.3,11 1,290,000.000 76.5190 572.237 44 86.9620 650,337.38 78,099.94 4 346 08 Original Cost Basis' 5638.906.71 Total Asset Backed Securities $1,565,900.13 $1,511,161.06 $5,860.93 $7,973.05 $0.00 5,790,000.000 Total Current Face Value: 1,811,987.962 Corporate Bonds ISG STRUCTURED PRODS INC Security Identifier: 7842301Se COMMODITY LKD MKT PLUS PROTECTED NOTES 0800% 08/05114 WE DID 07/30/13 07/25113 '.12.13 2,000,000.000 100.0000 2,000,000.00 109.1200 2,162,400.00 182,400 00 0.00 Original Cost Basis: S2,000,000.00 IFISBC USA INC MEDIUM TERM NTS Security Identifier: 40432XFP1 BUFFERED NOTES LKD TO EURO STOM 50 0.000% 08/29114 WE DTD 05/30/13 05/24/13'.12,13 2.000.000.000 100.0000 2,000,000.00 111.1300 2.222.600.00 222,600 00 0.00 Original Coq Basis: 52,000,000.00 PM ORGAN CHASE II CO MEDIUM TERM NTS Security Identifier: 4$126NVE4 CAPPED CONTINGENT BUFFERED EQUITY NTS 0.000% 10/18/14 WE DTD 09/21/13 12/05/13 'AM 1.000,000 000 100.0000 1,000,000.00 103.5900 1,035,900.00 35,900.00 0.00 Original Cost anal $1,000,000.00 PETROLEOS OE VENEZUELA Security Identifier: P180710182 NOTES SENIOR ISMS0460546525 5.000% 10/28/15 REG DID 10/28/09 58 P Rating Be 12/04/13'•3,13 2,500,000.000 93.1760 2,329,395.36 93.8750 2,346,815.00 17,479.64 31,944.44 125 000 00 5.32% Original Cost Basis: 52,250,000.00 Page t of 19 Account Num ber Rated E•C•nent lOttlatn P••••••raill.!. • 1,111,1414:4 Go paperle.ss f Way Yaw tone,' .},001 [NAGAR RATED COMMONICATK,I6 SOUTHERN FINANCIAL LLC rxcntn.cr CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0113563 CONFIDENTIAL SDNY_GM_00259747 EFTA01455047