EFTA01361640.pdf

Portfolio Holdings (continued) U.S. DOLLARS (continued) Adjusted Unrealized Accrued Estimated Estimated Date Acquired Quantity Unit Cost Cost Basis Market Price Market Value Gaintloss Interest Annual Income Yield Fixed Income (cortinueo) Corporate Bonds (continued) PETROLEOS DE VENEZUELA (continued) Original Cost Basis: 51.800.000.00 Total Corporate Bonds $1,907,185.37 $1,510,000.00 -6397,185.37 $17.222.22 5100.000.00 2,000,000.000 Total Fixed Income $1,907,185.37 61,510,000.00 -T397,185.37 $17,222.22 $100,000.00 2,000,000.000 Unrealized Estimated Estimated Date Acquired Qv/014 Unit Cosa Cost Basis Market Price Market Value Gain/ Loss Annual Income Yield Equities Preferred Stocks (bled by expiration dare) ALLY FINL INC FIX TO FLT Security Identifier: ALLY PRB 014.8.50% FRE0•QTRLY CALLABLE@ 25.00 CL SIP 020051008 Ok A Q TRLY BASIS AFTER 05115/2016 Dividend Option: Cash 06/11113 '•rs 57,000.000 25.0780 1.429,417.50 26.8800 1.532.160.00 102,742 50 121,125.00 7.90% Total Preferred Stocks $1,429,417.50 61,532,160.00 $102,742.60 $121,126.00 Total Equities $1,429,417.50 $1,532,160.00 $102,742.60 $121,126.00 Unrealized Accrued Estimated Cost Basis Market Value Gain/ Loss Interest Annual Income Total U.S. DOLLARS $4,532,606.61 $4,238,183.74 .5294,442.87 $17,222.22 5221.138.38 BRITISH POUND Opening Closing Accrued 30-Day Description Quantity Balance Balance Currency Income Yield Cash, Money Funds, and Bank Deposits Global Cash Balance 38,160.00 106,920.00 GBP 166,688 28 LSD Total Cash, Money Funds, and Bank Deposits 38,160.00 106,920.00 GBP 0.00 166.688 28 LSD 0.00 Paget of 13 Account Number N4G-023612 Rated EVant lOttlatn P••••-ftra Ill.!. • 'S.!, Cio imperless f Way Yaw tone,' .},001 SOLTI-ERA TRLST COMPANY INC [NAGAR RATED COMMONICATK,I6 eXallENC? CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0050851 CONFIDENTIAL SDNY_GM_00197035 EFTA01361640