EFTA01461940.pdf

tleulseh0 Asset & Wealth Management Sample Corporate Bond Portfolio July 24, 2014 10-Year Ladder Portfolio Advan age — : Principal • Net Money Modif t 1,. Ducat 50 30161NAD3 CORP Exelon Corp Sr GIN N14.99615, Make 104.017 0.313 0.313 52008.50 299.44 52,307.94 0.87 Whole Call Baa2 /BBB- /BBB+ 4 6145.900015 50 69362BAN2 CORP Pseg Pwr LLC Sr Nt 5.5%15, Make Whole 12/1/2015 106.759 0.431 0.431 53,379.50 443.06 53,822.56 1.30 Call Baal /BBB+ /888+ 5.500 50 92343VBN3 CORP Verizon Communications Inc G101 Nt 9115/2016 103.597 0.792 0.792 51,798.50 465.28 52.283.78 2.06 2.5%16, Cond Call. Make Whole Call Baal /BBB+ /A- 2.500 50 055650814 CORP BP Cap Mkts P I. C Gtd Nt 2.248%16, 11/1/2016 103314 0.763 0.763 51,657.00 274.76 51.931.76 2.19 Cond Call A2 /A /A 2.248 50 256677AA3 CORP Dollar Gen Corp New Sr Nt 4.125%17, 7/15/2017 107.791 1.428 1.428 53,895.50 80.21 53,975.71 2.80 Cond Put Change Of Control, Cond Call, Baa3 /BBB- /- 4.125 Make Whole Cal 50 48126EAA5 CORP JP Morgan Chase & Co Sr Gib] Nt 2%17 6/15/2017 102.096 1.296 1.296 51,048.00 455.56 51,503.56 2.93 A3 /A /A+ 2.000 50 68389XAC9 CORP Oracle Corp Nt 5.75%18, Make Whole Call 4/15/2018 115.300 1.496 1.496 57,650.00 830.56 58,480.56 3.35 Al /A+ /A+ 5.750 50 345397WL3 CORP Ford Motor Credit Co LLC Nt 2.875%18 10/1/2018 103.753 1,934 1.934 51,876.50 471.18 52.347.68 3.89 Baa3 /BBB- /BBB- 2.875 50 172967HM6 CORP Citigroup Inc Sr Nt 2.55%19, Cond Call 418/2019 101.200 2.278 2.278 sonoo 393.13 50,993.13 4.37 Baa2 /A- /A 2.550 50 8225824J1 CORP Shell International Fin By Nt 4.3%19, Cond 9122/2019 111.524 1.936 1.936 55,762.00 758.47 56,520.47 4.60 Call, Make Whole Cal Ml /AA /AA 4.300 50 36962G2TO CORP General Elec Cap Cow MTN Be Fr 5/42020 117.066 2.365 2.365 58.533.00 655.21 59.188.21 4.97 5.55%050420 Al /AA+ I- 5.550 50 191216AR1 CORP Coca Cola Co Sr GIN Eld 20, Make Whole 11/15/2020 105.555 2.200 2.200 52,777.50 323.75 53,101.25 5.68 50 25459MM/16 CORP ctdvk itialine DiCti Cal gei gfirr iv 511 4.6%21, 4 Aa3 /AA /A+ ...2t /13136t /888- 3.150 211451 2021 109.885 2.872 2.929 54,942.50 1647.78 55,990.28 5.40 11/15/20.Par. Make Whole Call t 50 364760AK4 CORP Gap Inc Del Sr Nt 5.95%21, Cond Put 4/12/2021 115.743 3.228 3.311 57,871.50 884.24 58,755.74 5.37 Change Of Control. Cont Call Baa3 /888- /888- 5.950 01/1221@Par, Make Whole Call 50 55616XAF4 CORP Macys Retail Hldgs Inc Sr Nt 3.875%22, 1/15/2022 106.502 2.871 2.899 53,251.00 75.35 53,326.35 6.29 Cond Put Change Of Control, Cont Call Baa2 /BBB+ /BBB 3.875 10/15121(par. Make Whole Call 50 084664617 CORP Berkshire Hathaway Fin Corp Fr 5/15/2022 101.560 2.776 2.776 50,780.00 308.33 51,088.33 6.88 3%051522, Make Whole Call Aa2 /AA /A+ 3.000 50 06053FAA7 CORP Bank Amer Corp Fr 4.1%072423 7/24/2023 104.638 3.494 3.494 52,319.00 28.47 52,347.47 7.51 Baa2 /A- /A 4.100 50 478160BH6 CORP Johnson & Johnson Sr Nt 3.375%23, 12/5/2023 105.948 2.652 2.652 52,974.00 253.13 53,227.13 8.00 Make Whole Cal Aaa /AAA /AAA 3.375 50 494550654 Cont TrigziPartneprsarSr CORP 4.11<isnic61;r4 Morgan r i Nt Make Baa2 /BBB /BBB 2J1/2024 4.150 101.737 3.925 3.929 50.868.50 1,025.97 51,894.47 7.49 Whole Call 50 38259PAD4 CORP Google Inc Sr Gltil Nt 24, Make Whole Call 2/25/2024 103.116 2.998 2.998 51,558.00 721.88 52,279.88 8.05 Aa2 /AA /- 3.375 Page 3 0113 CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) DIES-SDNY-0 124257 CONFIDENTIAL SDNY_GM_00270441 EFTA01461940