EFTA01455048.pdf

DeasOe earn Mono WNW. Managen eel Merl. Cease Gmte PeAstne SP*Setweset Plc Pastel Ms PO By 1776. Baltimore MD 2120.3 MPH POMP. Statement Period: 0710112014 47(31)2014 Portfolio Holdings (continued) U.S. DOLLARS (continued) Adjusted Unrealized Accrued Estimated Estimated Date Acquired Quantity Unit Cost Cost Basis Market Price Market Value Gain/ Lott Interest Annual income Yield Fixed Income (continued) Corporate Bonds (continued) HEADWATERS INC OTD SR NT Security Identifier: 7.625% 04(01119 B/E DTD 03111111 CALLABLE 04101115 (i) 102813 Moody Rating B2 SI P Rating B• 10122112 ..12.13 1,000,000.000 102.2300 1,022,304.34 105.0000 1,050,000.00 27,695.66 25.416.67 78,250.00 7.26% Original Cost Basis: $1,035,000.00 EARTHLINK INC OTD SR NT FULLY EXCHANGED Security Identifier: CUSIP FROM 270321A988.875% 05/15/19 B/E OTO 05117/11 CALLABLE 05/15/15 Sd P Rating CCC+ 10122112'.3,12 400,000.000 102.7280 410,912.83 102.2500 409,000.00 -1,912.83 7,494 44 35,500.00 8.67% Original Cost Basis: $414.000.00 10/23112 '.3.12 600.000.000 102.5350 615,210.29 102.2500 613,500 00 -1,71029 11,241 67 53.250 00 8.67% Original Cost Basis: S619,500 00 Total Noncovered 1,000,000.000 1,026,123.12 1,022500.00 4,823.12 18,738.11 88,150.00 Total 1,000,000.000 $1,026,123.12 $1,022,500.00 43,623.12 $18,738.11 888,750.00 SERVICal ASTER CO SR NT - CUSIP FULLY Security Identifier: EXCHANGED FROM OLD CUSP 81760NAL3 8.000% 02115120 8/E DTD 02113112 Moody Rating CAAI S P Rating IT. 01/24/13 '.12,13 440,000.000 104.6890 460,632.52 105.7500 465,300.01 4,667.49 16,231 11 35,200.00 7.56% Original Cost Basis: 5468,050.00 02125113 '.11.13 1,000,000.000 105.2120 1,052,11713 1051500 1.057,499 99 5,382.76 36 888 89 60,000 00 7.58% Original Cost Basis: 51,070,000.00 Total Noncovered 1,440,000.000 1 512 749 75 1,522,800.00 10,050.25 53,120.00 115,200.00 Total 1,440,000.000 51,512,749.75 $1,522,800.00 $10,050.25 $53,120.00 $115,200.00 LLOYDS TSB BK PLC EURO ISSUE MEDIUM Security Identifier: TERM NOTES IS/J*0717735822 9.875% 12116121 REG DTD 12/16/11 Moody Rating Bat S PRsting BBB 12104113 '.3.12 1,500,000.000 108.0100 1,820,150.37 117.3750 1,760,625.00 140,474.83 92,168.67 148125.00 8.41% Original Cost Basis: $1,627,500.00 Page Sof 19 Account Number: Rett0 E•coent Csi.tr.; •!.. • .p.4 Go pai,zrless f view Yaw tont", .},001 • • 4, n a sr tien• SOUTHERN FINANCIAL LLC AnC ASOUT LOCAJVCIIV [NAGAR RAT ED COMMONICATK,I6 CPCMISCP CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0113564 CONFIDENTIAL SDNY_GM_00259748 EFTA01455048