EFTA01455049.pdf

Portfol io Holdings (continued) U.S. DOLLARS (continued) Adjusted Unrealized Accrued Estimated Estimated Date Acquired Quantity Unit Cost Cost Basis Market Price Market Value Gain( Loss Interest Annual Income Yield Fixed Income (cot:inueoi Corporate Bonds (continued) SOUTHERN CAUF EDISON CO Security Identifier: PREF SER E 6.250% 02101122 EUE OTO 01117/12 CALLABLE 02101122 Moody Rating BMI S & P Rating BBB. 01/30/12'.3.1? 3,000,000.000 99.8000 2994,009.46 108 5000 3,255,000.00 260,990 54 93,750 00 187,500.00 5.76% Original Cost Basis: $2,992.564.97 BARCLAYS BK PLC CONTINGENT CAP NT Security Identifier: ISM/ US06739FHK03 7.750% 04110123 B/E DID 04110/13 CALLABLE 04110118 S& P Rating BB+ 04833/13 '.12,13 300,000 000 100.0000 300,000 00 111.3750 331,125.00 34,125.00 7,168.75 23,250.00 6.95% Original Cost Basis: $300,000 00 PM ORGAN CHASE & CO DEP SHS REPSTG Security Identifier: 1/10TH PFD SER 1 FIXED TO FUG RT 80 7.900% 04/29/49 WE DTD 04/23/08 Moody Rating MI S P Rating BBB 06/15111 'An 2,500,000.000 107.5000 2,687,500.00 110.1250 2253,125.00 85,625.00 49,375.00 197.500.00 7.17% Original Cost Basis. 32,687,500.00 06/15/11 '.3,12 2,500 000 000 107 0000 2,675,000.00 110.1250 2.753,125.00 78,125.00 49.375 00 197.500 00 717% Original Cost Basis: $2,675,000.00 Total Noncoyered 5,000,000.000 5,36;500.00 5,506,250.00 143,750.00 98,750.00 395,000.00 Total 5,000,000.000 $5,362,500.00 35,506,250.00 3143,750.00 $98,750.00 3395,000.00 BANK AMER CORP PERP NON COM ULATIVE DEP Security Identifier: SHS FIXED TO FLOAT 8.125% 04/30/58 B/E OTO 04/30108 CALLABLE 05/15/18 Moody Rating BA3 S& P Rating BB+ 01/10111 '.3,12 2,000,000.000 102.7500 2,055,000.00 110.6940 2,213,880.00 158.880 00 34.305 56 162,500.00 7.34% Original Cost Basis: $2,055,000.00 GENERAL ELEC CAP CORP NON CUM PFD SER Security Identifier: A 7.125% 06112/62 WE DTD 06112/12 CALLABLE 06115122 Moody Rating BAA1 S & P Rating AA. 06127112'.13,13 2,000,000.000 105.5300 2,110,605.12 117.0000 2,340,000.00 229,391.88 18,20833 142.500 00 6.08% Original Cost Basis: $2,122,916.67 LBO CAPITAL NO 1 PLC 144A Security Identifier: 'SINS XS0473106283 8 000% 09115/88 REG DTD 12/15109 FOREIGN SECURITY S& P Rating BB 12/04113 '.3,12 1,200,000.000 108.2500 1299,000.00 110.0010 1,320,012.00 21,012.00 12,266.67 96,000 00 7.27% Original Cost Basis: 81,209,000.00 Page 6 of 19 Account Number. Rated EV.Ient 90099073CSF3001/ OVAIIAMAL paperless f Yaw tone,' .},001 DALOAR RATED COP.WIUNICATK,16 SOUTHERN FINANCIAL RC 1k . exatiFNCT CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0113565 CONFIDENTIAL SDNY_GM_00259749 EFTA01455049