EFTA01452687.pdf

Portfolio Holdings (continued) U.S. DOLLARS (continued) *Amsted Unrealized Accrued Estimated Estimated Cate wired Ouaritn Unit Cost Cost Din Market Price Market Value Gaini Loss Interest Annual Income Yield Fixed Income (continued) 'Asset Backed Securities (continued) IM PAC CIA B TR 2005-2 ASSET BKD BD CL (continued) Total Unallocated 5,499,448.000 Please Provide 888,013.98 NIA 185.76 Total 10,000,000.000 N/A 51,044,790.43 NIA $218.54 50.00 Total Asset Backed Securities $1,896,169.87 55,592,181.57 $48,941.07 $11,617.77 50.00 24,040,000.000 Total Current Face Value: 6,462,038.737 Corporate Bonds SG STRUCTURED PRODS INC Security Identifier: COMMODITY LKD MKT PLUS PROTECTED NOTES 0.000% 08105114 B1E DTD 07130113 07125113 '.11,13 2.000.000.000 100.0000 2,000,000.00 100.3900 2.007.800 00 7.800.00 0.00 Original Cost Basis 52.000.000 00 HSBC USA INC MEDIUM TERM NTS Security Identifier: 40432XFP1 BUFFERED NOTES LKD TO EURO STOU 50 0.000% 08129114 WE DTD 05/30/13 05124113 '.12,13 2.000.000.000 100.0000 2.000500 00 105 9300 2,118,600 00 118,600 00 0.00 Original Cost Basis 52,000,000 00 .PM ORGAN CHASES CO MEDIUM TERM NTS Security Identifier: 48126NVE4 CAPPED CONTMGEKT BUFFERED EQUITY NTS 0.000% 10/18/14 WE DTD 09/27113 12105113 'AM 1,000,000.000 100.0000 1,000,000.00 101.6900 1,016,900.00 16,900.00 0.00 Original Cost Basis: 51,000,000 00 PETROLEOS DE VENEZUELA Security Identifier: P7807HAF2 NOTES SENIOR ISINIIXS0480546525 5.000% 10128115 REG DID 10128109 55 P Rating Be 12104113 %kik 2,500,000.000 90.6830 2.267.064 32 82.8000 2,070,000.00 -197,084.32 31,94444 125,000.00 6.03% Original Cost Bass 52.250,000 00 HEADWATERS INC GTD SR NT Security Identifier: 42210PAQ5 7.625% 04101119 WE DTD 03/11/11 CALLABLE 04101115 103.813 Moody Rating B2 55 P Rating Be 10122112 1,000,000.000 102.6060 1,026.056 46 108 0000 1.080.000 00 53,943.52 25.416 67 76.250 00 706% Original Cost Basis 51.035.000 00 EARTHLINK INC GTD SR NT FULLY EXCHANGED Security Identifier: 270321ACS CUSP FROM 270321468 8.875% 05/15/19 WE DID 05/11/11 CALLABLE 05/15115 S8 P Rating CCC+ 10122112'•12.13 400,000 000 102.6520 410,608 59 99.7500 399,000 00 -11,608.59 7,494.44 35,500.00 8.89% Original Cost Basis 5414.000 00 Page 6 of 23 Account Num be &On, LAAIRwit R seTstin . o.sTessr....Ar ACA.ATIR•Artroosv ..... BRICO242CSE30016 rAtabri r Go paperless Ynaa OEMARRATED COMEAtRACATOAS AAA*. onmeof ERA tem we SO ThERk FINANCIAL LLC VI AllOUT tramway EXCELLENCE CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0109871 CONFIDENTIAL SDNY_GM_00256055 EFTA01452687