EFTA01455326.pdf

Detiscv Bank Matt WINN Napapectes Waft (swap On OesTE Sank LCOUNNX Nai /*IOW* PO Ba 1776. Banenore MD 2I203 341144 *emit Nib ;kW Now *A. BY 10154 (MIIWO!. Ns% 21111409S Statement Period: 08/01/2014 - 08/3112014 Portfolio Holdings (continued) U.S. DOLLARS :continued) Adjusted Unrealized Acaued Estimated Estimated Date Acquired Quantity Unit Cost Cost Basis Maiket Price Market Value Gale Lou Interest Annual Income Yield Fixed Income (continued) Corporate Bonds (continued) EARTHLINK INC OTD SR NT FULLY EXCHANGED (continued) Original Cost Basis: 5414,000.00 10/23/12 '.3,12 600.000 000 102.4990 614.992.62 102.2500 613,500 00 -1,492.62 15,679.16 53,250 00 8.67% Original Cost Basis: $819,500.00 Total Noncovered 1,000,000.000 1,025,719.10 1,022,500.00 -3,249.10 28,131.94 88,750.00 Total 1,000,000.000 $1,025,749.10 $1,022,500.00 43,249.10 $28,131.94 288,750.00 SERYICEM ASTER CO SR NT - CUSIP FULLY Security Identifier: KITSONARO EXCHANGED FROM OLD CUSIP 81760NAL3 8.000% 02/15/20 WE DTD 02113112 Moody Rating CM' S & P Rating B- 01/24/13 '.12,13 440,000.000 104.5910 460,199.63 107.2500 471,900 01 11,700 38 1.564.44 35,200.00 7.45% Original Cost Basis: $468,050.00 02/26/13 11,13 1,000,000.000 105.1020 1,051,018.62 107.2500 1,072.499 99 21.481 37 3.555.56 80,000.00 7.45% Original Cost Basis: $1,070.000.00 Total Noncovered 1,110,000.000 1 511 218.25 1,511,100.00 33,181.75 5,120.00 115,200.00 Total 1,410,000.000 $1,511,218.25 $1,544,400.00 933,181.75 $5,120.00 $115,200.00 LLOYDS TSB BK PLC EURO ISSUE MEDIUM Security Identifier: 64515PP48 TERM NOTESISMS0717735822 9.875% 12/16/21 REG DTD 12/16/11 Moody Rating Ba1 S8 P Rating BBB 12104113 %3. 11 1,500,000.000 107.9440 1.619,166 62 117 0000 1.755.000 00 135,833.38 104,510.42 148.125.00 8.44% Original Cost Basis: 51.627.500 00 SOUTHERN CALIF EDISON CO Security Identifier: 842400FU2 PREF SER E 6.250% 02/01122 BeE DTD 01117/12 CALLABLE 02701122 Moody Rating BAA1 S & P Rating BBB- 01/30112'.1,12 3.000.000 000 99.8020 2,994,061.72 108.7500 3,262,500.00 268,438.28 15,625 00 187,500.00 5.74% Original Cost Basis: 52,992,564.97 Page 5 of 20 Nuither Rote? ELCIOUNI Go paperless f Ur tone? ..},001 SD RN NANCIAL LLC AZIK Almalrr DUCAR RATED COMNIUN iCATPC46 [POULENC? CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 114038 CONFIDENTIAL SDNY_GM_00260222 EFTA01455326