EFTA01455017.pdf

Deuticte Sam ft mate Plebeh Managenoil 'owe" Coen* Come (*.cunt era Seweset 'erg N. 'Oc•N OW* PO By 1776. Baltimore MD 2120.3 30 Pan home. 7611, k Statement Period: 0 7/ 011201 4 • 07(31/2014 Portfolio Holdings Account Activity Opeoing Closing Accrued Income 30.Day Current Opening Date Quantity Number Ending Balance Balance Income ThisYear Yield Yield Cash, Money Funds, and Bank Deposits 42.00% of Portfolio Money Market DWS GOVERNMENT CASH INSTL 07/01/14 9 064.258 280 0000001492 07131111 9,855,506.19 9,884,258.28 0.00 790.27 0.03% 0.03% Total Money Market 89,855,500.19 89,684,258.28 80.00 $790.27 FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM 07101/14 846024943 07131/14 0.00 0.00 0.00 882.25 N/A A.A Total FDIC Insured Bank Deposits $0.00 $0.00 $0.00 8682.25 Total Cash, Money Funds, and Bank Deposits $9,855,506.19 59,861,258.28 $0.00 $1,672.52 Adjusted Unrealized Acatied Estimated Estimated Date Acquired Quantity Unit Cost Cost Basis Market Price Market Value !tale/ Len Interest Annual Income Yield Fixed Income 10.00% of Portfolio (In Maracay Date Sequence) 6Asset Backed Securities OS Id TO SECS CORP 2005-SF M TO PASSTHRU Security Identifier: 36242D7X5 CIF CL B1 VAR 5151% 06/25/35 B/E DTD 05101105 S8 P Fisting B4 Fedor 010504403 Effective Date:07/01/14 Current Face Value: 1,201,566.045 12113113 '.3.12 1,500,000.000 97.1780 1,173,486.79 96.9440 1,170,662.83 .2.82316 5.788.02 Original Cost Basis. 51,189,588.80 Total Asset Backed Securities 81,173,486.79 81,170,682.83 42,823.96 $5,781.02 80.00 1,500,000.000 Total Current Face Value: 1,207,566.045 Corporate Bonds PEABODY ENERGY CORP SR NT Security Identifier: 704549AE4 7.375% 11/01116 B/E DTD 10/12/06 MULTIPLE GUARANTORS 1ST CFN DTE 05101/07 Moody Rating BA3 S 8 P Rating Elli- 05/10,11 1,200,000.000 106.0270 1,272,329.84 107.0000 1,284,000.00 11,670.16 22,12500 88,500.00 6.89% Original Cost Basis: 51,363,500.00 Page 3 or 12 Account Number: N40424943 Rated E‘c•snent CS.till: rOttlar • 1511111.1“:41 Go paperless f Very Yea* toneo .},001 TFE HAZE TRUST DALOAR RAT ED COP•WIONICATC•16 CPCMISPCP CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0113530 CONFIDENTIAL SDNY_GM_00259714 EFTA01455017