EFTA01452689.pdf

Portfolio Holdings (continued) U.S. DOLLARS (continued) Adjusted Unrealized Accrued Estimated Estimated Oate sired Cluantn Unit Cost Cost Was Market Price Market Value Gaini Loss Interest Annual Intone Yield Fixed Income (cortinueo) Corporate Bonds (continued) BARCLAYS BK PLC CONTINGENT CAP NT (continued) Original Cost Basis: 9300.000.00 PM ORGAN CHASE 6 CO DEP SHS REPSTG Security Identifier: MOTH PFD SER 1 FIXED TO FLTG RI 80 7900% 04/29149 WE DTD 04/23/08 Moody Rating BA1 S6 P Rating BBB 06115/11 'Alt 2,500,000.000 107.5000 2,681,500.00 110.6200 2,765,500.00 78,000.00 49 375 00 197.500.00 714% Original Cost Basis: $2,667,500.00 05/15/11 2,500,000.000 107.0000 2,675,000.00 110.8200 2,765,500.00 90,500.00 49,375 00 197.500.00 7.14% Original Cost Basis' 52.675,000 00 Total Noncovered 5,000,000.000 5 362 500.00 5,531,000.00 166,500.00 98,750.00 395,000.00 Total 5,000,000.000 95,362,500.00 $5,531,000.00 9168,500.00 $98,750.00 9395,000.00 BANK AMER CORP PERP NON COM ULATIVE DEP Security Identifier: 060505078 SHS FIXED TO FLOAT 8.125% 04/30158 WE DTD 04/30/08 CALLABLE 05/15118 Moody Rating BA3 S8 P Rating BB+ WIWI 1 %Elk 2,000,000.000 102.7500 2,055,000.00 111.2800 2,225,200.00 170,200.00 34,305.56 182,500.00 7.30% Original Cost Basis: $2,055,000.00 GENERAL ELEC CAP CORP NON CUM PFD SER Security Identifier: 369622SNII A 7.125% 06112162 B/E 010 06112/12 CALLABLE 06/15(22 Moody Rating BAA1 P Rating AA- 06/27/12 '.12.13 2.000.000.000 105.5300 2,110,605 12 112 3750 2,247,500.00 136,894 88 18.208 33 142,500.00 6.34% Original Cost Basis 52.122,916 67 LBO CAPITAL NO 1 PLC 144A Security Identifier: 1354338806 'SINS X93473106283 8.000% 09115/88 REG DTD 12/15109 FOREIGN SECURITY SS P Rating BB 12104113',3,12 3,000,000.000 108.2500 3,247,500.00 107.0000 3,210,000.00 -37,50000 30.666 67 240,000.00 7.47% Original Cost Basis: $3,247,500.00 Total Corporate Bonds $29,651,351.33 930,318,375.00 $661,023.67 9469,272.92 91,788,875.00 28,800,000.000 Total Fixed Income 531,547,521.20 $35,910,556.57 9715,964.74 $480,950.69 $1,788,875.00 52,840,000.000 Page 8 of 23 Account Number: Rat•J Urcall•nt yr i t u.a•misarnmptrore. seten .0.•Tessar ikr .... 130100242CSF 30016 re/41,C° r Go paperless t....... vnt I . ge0w Cvki.SA4 RATED COMMIJNICATOKS ;vas. ate 'swam rte. ,n5{ we * SOUTHERN FINANCIAL LLC ASK AllOUT C-DCLIVIIRY EXCELW4CE CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0109873 CONFIDENTIAL SDNY_GM_00256057 EFTA01452689