EFTA01361712.pdf

Portfolio Holdings (continued) Adjoined Unrealized Accrued Estimated Estimated Date Acquired Quantity Unit Cost Cost Basis Market Price Market Value Gain/ Loss Interest AA nual Income Yield Fixed Income 15.00% of Portfolio (In Mammy Date Sequence) 6Asset Backed Securities GS M TG SECS CORP 2005.5F M TG PASSTHRU Security Identifier: 3624201X5 CTF CL 81 VAR 5.752% 06125/35 WE DTO 05101105 S8 P Rating 8. Factor: 0.79603595 Effective Date:12/01114 Current Face Value: 1,194,053.925 12/13/13 '.1.11 1.500.000.000 97.1780 1.160,355 99 97.0240 1.158.518.88 -1.837,11 5.723.51 0 nginal Cost Basis 51.189.588 80 Total Asset Backed Securities 11,160,355.99 $1,156,518.88 -$1,837.11 15,723.51 $0.00 1,500,000.000 Total Current Face Value : 1,194,053.926 Corporate Bonds PEABODY ENERGY CORP SR NT Security Identifier: 104549AE4 7.375% 11/01/16 8/E DTD 10/12/06 MULTIPLE GUARANTORS 1ST CPN DTE 05101/07 Moody Rating BA3 S8 P Rating BB- 051101t1'.12,13 1,200,000.000 104.9590 1.259,504.58 102 7500 1.233.000.00 -28,504.58 14350.00 88,500 00 7.17% Original Cost Basis 51.363.500 00 IPAYM ENT INC GTD SR NT Security Identifier: 46262EAE5 10.250% 05/15118 B/E DTD 11/15111 CALLABLE 05/15115 105.125 Moody Rating CAA3 S& P Rating CCC 10102112'.12,13 500,000.000 92.4590 462,295.37 69.0000 445,000.00 -17,295.37 6.548.61 51.250 00 1151'% Original Cost Basis: 5445.000 00 PM ORGAN CHASE f. CO DEP SHS REPSTG Security Identifier: 46625HHA1 1/10TH PFD SER 1 FIXED TO FLTG RT 80 1.900% 04/29149 WE DTD 04/23/08 Moody Rating BA1 58 P Rating BBB- 05110111',I2,13 3,000,000.000 111.2650 3,331,958.33 107.6300 3,228,900.00 -109,058.33 39,500.00 237,000.00 7.33% Original Cost Bass: $3,331,958.33 BANK AM ER CORP PERP NON COMULATIVE DEP Security Identifier: 060505DT8 SHS FIXED TO FLOAT 8.125% 04/30/58 BIE DID 04/30/08 CALLABLE 05/15/18 Moody Rating BM SI P Rating BB 05110/11 '.12,13 3,000,000.000 112.9870 3.389.620.83 107.8750 3,236,250.00 -153.370.83 31,145.83 243.750.00 7.53% Page 4 of 15 Account Number Rated EVant .0n.at•I •••••••ra Ill.!. • .0.4 •••••me •..4•••••••• Go paperless f Way Yaw tone, .}001 THE FAZE TRUST [NAGAR RATED COMMONICATK,I6 eXallENC? CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0050938 CONFIDENTIAL SDNY_GM_00197122 EFTA01361712