EFTA01455327.pdf

Portfolio Holdings (continued) U.S. DOLLARS (continued) Adjusted Unrealized Awned Estimated Estimated Date Acquired Quantity Unit Cost Cost Basis Market Price Market Value Gain/ Loss Interest AA nual Income Yield Fixed Income (44tiinu40) Corporate Bonds (continued) BARCLAYS BK PLC CONTINGENT CAP NT Security identifier 08730FHKO ISINSUS06739FIIK03 7.750% 04/10/23 B/E OTD 04/10/13 CALLABLE 04110/18 S8 P Rating BB• 04103113 '.17,13 300.000.000 100.0000 300,000.00 111.2500 333,750.00 33,750.00 9.106.25 23,250.00 6.96% Original Cost Buis: 5300.000.00 PM ORGAN CHASE II CO DEP SHS REPSTG Security Identifier: 16625HHA1 1/10TH PFD SERI FIXED TO FUG RT I30 1.900% 04129149 WE DTD 04123108 Moody Rating BA1 SIT P Rating BBB 06115/11 '.3.I2 2,500,000.000 107.5000 2,687,500.00 110.6250 2,765,625.00 78,125 00 65 833.34 197.500.00 7.14% Original Cost Basis: 52,687,500.00 06/15/11 '.3.12 2,500,000.000 107.0000 2,675,000.00 110.8250 2.765,625 00 90.62500 65.833 33 197.500.00 7.14% Original Cost Basis: $2,675,000.00 Total Nonmvered 5,000,000.000 5 362 600 00 5,531,250.00 168,750.00 131,666.67 395,000.00 Total 5,000,000.000 $5,362,500.00 $5,531,250.00 $168,750.00 $131,666.67 $395,000.00 BANK AMER CORP PERP NON COM ULATIVE DEP Security Identifier: 060505DT8 SHS FIXED TO FLOAT 8.125% 04130158 B/E DTD 04130/08 CALLABLE 05/15/18 Moody Rating BM S 8 P Rating BB+ 01/10/11 'Jill 2,000,000.000 102.7500 2,055,000.00 111.0000 2,220.000 00 165,000.00 47,84722 162 500 00 7 31% Original Cost Basis: $2,055,000.00 GENERAL ELEC CAP CORP NON CUM PFD SER Security identifier: 389822SN A 7.125% 06112162 WE Lap 06/12/12 CALLABLE 06/15122 Moody Rating BAA1 $ P Rating AA- 06/27/12 '.12.13 2.000.000.000 105.5300 2110,805.12 117.8750 2,357,500.00 246.89418 30,083 33 142,500.00 6.04% Original Cost Basis: 52,122,916.67 LBG CAPITAL NO I PLC 144A Security Identifier: 054339908 16114X30473106283 8.000% 09115188 REG DID 12/15109 CALLABLE 06115120 S8 P Rating BB 12/04/13 ',3.12 1,200,000.000 108.2500 1,299.000 00 109 4000 1,312,600.00 13,800 00 0.00 96,000 00 7.31% Original Cost Basis $1,299,000 00 5LLOYDS BANKING GROUP PLC FXD RATE RESET Security Identifier: 539439A04 ADD L TIER 1 SECS ISIA*LS539439AG42 7.500% 09/27188 EUE DTD 04/07/14 S 8 P Rating BB- Please Provide' 1,903,000.000 N/A Please Provide 104.8750 1.995.771.25 N/A 24,976.88 142.725.00 7.15% Page 6 o120 Account Number. Rated EVant a.till: •Ottlar, P.. -Ara Ill.!. • Go paperless f Way Yaw tone,' .},007 [NAGAR RATED COMMONICATK,I6 SOUTHERN FINANCIAL LIG eXallENC? CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0114039 CONFIDENTIAL SDNY_GM_00260223 EFTA01455327