EFTA01452688.pdf

DeresemM. P,411, 6t J. Irtypi Mr.r.,...00.n. (004 p ptotSOW. UM satyr:taint tueVu1011ice PO Ba 1776. &Amore MD 21203 34, Part ifullat. ZYth Piatitri. POI 1015.4 Statement Period: 01:01:2014 - 011 31:2014 Portfolio Holdings (continued) U.S. DOLLARS :continued) kluged Unrealized Accrued Estimated Estimated Date Ac Iced Guanti Unit Cost Cog Bass Market Price Market Value Gain Loss Interest Annual Income Yield Fixed Income (continued) Corporate Bonds (continued) EARTHLINK INC GTD SR NT FULLY EXCHANGED (continued) 10123/12 600,000.000 102.4650 614,789.17 99.1500 598,500.00 46,28917 11.241.67 53,250.00 8.89% Original Cost Basis: 5611500.00 Total Noncovered 1,000,000.000 1,025,397.76 997,500.00 -27,897.76 18,736.11 88,750.00 Total 1100,000.000 11,025,391.76 $997,500.00 -$27,897.76 518,736.11 588,750.00 SERVICEM ASTER CO SR NT - CUSIP FULLY Security Identifier: 81760N AN9 EXCHANGED FROM OLD CUSIP 81160NAL3 8.000% 02115120 WE DTD 02/13112 Moody Rating CAM S P Rating CCC+ 01124113 '.12.13 1,500,000.000 105.2880 1,579,026.96 103.5000 1,552,500.00 .26,526.98 55,333 33 120,000.00 7.72% Original Cost Basis: 51,595,825.00 02/25113 1,000,000.000 105.8590 1,058,588.49 103.5000 1.035.000.00 •23,58849 38188.89 80,000 00 7.72% Original Cost Basis: 51,010,000.00 Total Noncoyered 2,500,000.000 2,637,615.45 2,587,500.00 -50,115.45 92,222.22 200,000.00 Total 2,500,000.000 $2,637,615.45 $2,587,500.00 -80,115.45 692,222.22 5200,000.00 LLOYDS TSB BK PLC EURO ISSUE MEDIUM Security Identifier: 04515111248 TERM NOTES 1%170717735822 9.875% 12116121 REG DTD 12/16/11 Moody Rating Bat S8 P Riding BBB 12/04113 '.1,12 1,500,000.000 108.3940 1,625,910.86 119.2500 1,788,750.00 162,839.34 18,104.17 148,125.00 828% 0 nginal Cost Basis: 51,627,500.00 SOUTHERN CALIF EDISON CO Security Identifier: 842400FU2 FREE SER E 6.250% 02101122 WE DTD 01117/12 CALLABLE 02101122 Moody Rating BAA2 S P Rating BBB- 01/30/12 'An 3,000,000.000 99.7900 2193.701 54 103.7500 3,112,500.00 118,798.46 93,750 00 187,500.00 6.02% Original Cost Basis: 52,992,564.97 BARCLAYS BK PLC CONTINGENT CAP NT Security Identifier: 06739FHKO MINS US06739FHK03 7.750% 04/10/23 WE DTD 04110113 CALLABLE 04110118 S 8 P Rating BB+ 04103113'.12,13 300,000.000 100.0000 300,000.00 108.3750 325,125.00 25,125.00 7,168.75 23,250.00 1.15% Page 7 of 23 Account Number: RatoM LocalPwit POI COP4PCSI,P01 74tAll•C r Go paperless Y" .t DALISAP RATED COMMtIPMCATOP6 fl oe I.MM.te evestetnte • In :I int; SO Idri-ERN FasiatiCIALLLC ASK &NOV ' . t4PCLPARY EXCELLEOCE CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 109872 CONFIDENTIAL SDNY_GM_00256056 EFTA01452688