EFTA01455353.pdf

Portfolio Holdings (continued) U.S. DOLLARS (continued) Adjusted Unrealised Accrued Estimated Estimated Date Acquired Quantity Unit Cost Cost Basis Market Price Market Value Gain/ Loss Interest Annual Income Yield Fixed Income (to 3281311Zy Daze Sneer3e) 'Asset Backed Securities COUNTRYWIDE HOME LOANS Security Identifier: SER 03-1 CL BI 4 090% 03125/33 WE DM 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 66.1950 899,167.69 -74,915.26 3.555.50 Original Cost Basis: $1.111,573.07 WASHINGTON MUT MTG SECS CORP 20044tA2 Security Identifier IITG PASSTH RU CTF CI. C-B-1 VAR RATE 6.972% 07/25/33 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,'2 1,290,000.000 76.5190 510,309 83 87.0420 648,742.95 78,433.12 4,330.58 Original Cost Basis' $638.906.71 Total Asset Backed Securities $1,544,392.78 $1,547,910.64 $3,517.86 $7,886.08 $0.00 5,790,000.000 Total Current Face Value: 1,788,500.29 Corporate Bonds PM ORGAN CHASE & CO MEDIUM TERM NTS Security Identifier: CAPPED CONTINGENT BUFFERED EQUITY NTS 0.000% 10/16114 WE DID 09/27113 12/05/13 'In 1,000,000.000 100.0000 1,000,000.00 105.0400 1,050,400.00 50.400.00 0.00 Original Cost Basis: $1,000,000.00 PETROLEOS DE VENEZUELA Security Identifier: NOTES SENIOR ISIN1XS0460546525 5.000% 10128/15 REG DTD 10/28/09 S& P Rating Bi 12/04/13'•3,12 2,500,000.000 93.6050 2,34011626 93.0000 2325.000 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: 7.825% 04101119 WE DTD 03/11111 CALLABLE 04/01/15 411 103.813 Moody Rating B2 SA P Rating Et+ 10/22/12'.12,13 1,000,000.000 102.1670 1,021.666 69 105 5000 1,055,000.00 33,333 31 31170B3 76,250 00 7.22% Original Cost Bass $1.035.000 00 EARTHLINK INC OTD SR NT FULLY EXCHANGED Security Identifier: CUSIP FROM 270321ABII 8.875% 05/15/19 WE DID 05117/11 CALLABLE 05/15115 S& P Rating CCC+ 10/22/12 '.4.11 400,000.000 102.6890 410,756A8 1022500 409,000 00 .1,756.48 10,452.78 35,500 00 887% Page t of 20 Account Number: 13& Rstr0 E•conent aw,c ....ora Ott • oarnme ••••••••• Cio paperless f Very Yaw Wne• .}001 DALOAR RATED COMMONICATK,I6 SOUMIRK FINANCIAL LLC AZK *MUT C.-OCLIVLIIV eXallENC? CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0114074 CONFIDENTIAL SDNY_GM_00260258 EFTA01455353