EFTA01455325.pdf

Portfolio Holdings (continued) U.S. DOLLARS (continued) Adjusted Unrealized Aomed Estimated Estimated Date Acquired Quantity Unit Cost Cost Basis Market Price Market Value Gain! Loss Interest Annual Income Yield Fixed Income /in riaturq Daze Sequence) 6Asset Backed Securities COUNTRYWIDE HOME LOANS Security Identifier 12889DYS1 SER 03-1 CL 61 4 090% 03/25/33 WE DID 01/30103 Factor: 0.23181744 Effective Date:08/01/14 Current Face Value: 1,043,118.480 12/13/13'.3.12 4,500,000.000 93.3780 974,082.95 86.1950 899,167.69 .74,915.26 3.555.50 Original Cost Basis: $1,111,573.07 WASHINGTON MUT M TO SECS CORP 2004-RA2 Security Identifier: 939336520 M TG PASSTHRU CTF CL C-B-1 VAR RATE 6.972% 07/25133 WE DTD 06/01/04 S 8 P Rating D Factor: 0.57776879 Effective Date:08/01/14 Current Face Value: 745,321.739 12/13/13',3,12 1,290,000.000 78.5190 510,309.83 87.0420 648,742.95 78,433.12 4,330.58 Original Cost Basis' 9638.906.71 Total Asset Backed Securities $1,544,392.78 51,547,910.54 53,517.88 57,888.08 50.00 5,790,000.000 Total Current Face Value: 1,788,500.219 Corporate Bonds PM ORGAN CHASE & CO MEDIUM TERM NTS Security Identifier: 48120IVE4 CAMEO CONTINGENT BUFFERED EOU ITY NTS 0.000% 1011611181E DID 09/27113 12/05113 1,000,000.000 100.0000 1,000,000.00 105 0400 1,050,400.00 50.400.00 0.00 Original Cost Basis. S1.000,000.00 PETROLEOS DE VENEZUELA Security Identifier: P7807HAF2 NOTES SENIOR ISIN/XS0160546525 5.000% 10/28115 REG DTD 10/28)09 S& P Rating Bi 12/04/13'.3,12 2,500,000.000 93.6050 2.340,116,28 93.0000 2.325.000 00 -15.116 28 42.361.11 125.000.00 5.37% Original Cost Basis: $2,250,000.00 HEADWATERS INC OTD SR NT Security Identifier: 42210PA05 7.825% 04101119 EVE DTD 03/11111 CALLABLE 04/01/15 ell 103.813 Moody Rating B2 S 8 P Rating EM 10/22/12'.12,13 1,000,000.000 102.1670 1,021,666 69 105.5000 1,055,000.00 33,333.31 31,770 83 76,250 00 7.22% Original Cost Basis: 51,035,000.00 EARTHLINK INC OTD SR NT FULLY EXCHANGED Security Identifier: 270321AC8 CUSIP FROM 270321AB8 8.875% 05/15/19 WE DID 05/17/11 CALLABLE 05/15115 S& P Rating CCC+ 10/22112'.3,12 400,000.000 102.8890 410,756.48 102.2500 409,000.00 -1,756.48 10,452.78 35,500 00 887% Page Et of 20 Account Number Rstr0 Ewsnent pno 9 72. FMOI <X)paperless f Yaw Writ", .W 1 DALOAR RATED COMMONICATK,I6 •••••••••Y • SO TI-ERN FINANCIAL LLC AZK Amur C.-OCLIVLIIV Ce . rxentrncr CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 114037 CONFIDENTIAL SDNY_GM_00260221 EFTA01455325