EFTA01288520

Deutsche Asset & Wealth Management PO Bon 1778. Bellmore. MO 21203 Gnaw.< Rana Pnwale wren rearmenret Pdaele$ COMM,. Gro.t) Dettfor4 la% Settonenk HI Put Annie. Ita I bet Valuation at a Glance Account Number: Statement Period:12/01/2014 -1213112014 This Period Year-to-Date SOUTHERN FINANCIAL LLC Beginning Account Value $128,056,222.31 $90,573,050.28 6100 RED HOOK QUARTER B3 net Cash Deposits and Wilhdrawals 0 00 31.086.436 34 ST THOMAS VI 00802 Adjusted Previous Account Value 128,056,222.31 121,659,486.62 Dividends. Interest and Other Income 707.088 33 4,134,773.87 het Other Activity 0 00 -369.754 18 Net Chan e in Porllolio -2 049.017 62 I 289 786 71 nding Account Value $126.714 293.02 S126,714,293.02 Your Client Advisor: Estim ated Annual lncom e 53,853,190.64 CAMEL SABBA Asset Allocation Prior Year-End US Period This Period % Allocation USD Cash. Money Funds and Bank Deposits 18,295,949.71 43,562,095.04 14,273,984.33 34.94% USD Axed Income 21,7313 72.38 18,308,152.94 18,177,455.58 14.35% l,, on-I, SD Axed Income 10,227,309.46 7.422228.50 7,150,052.50 5.64% USD Equities 30,410,519.65 55,404,667.83 54,126,544.61 42.71% hon-L SD Equities 3,137,192.74 3.359.080.00 2.988.256.00 2.36% Non-USD Cash, Money Funds. and Bank Deposits 102106.34 0.00 0.00 0.00% Other 363.000.00 0.00 0.00 0.00% Account Total (Pie Chart) $90,573,050.28 8128,066,222.31 $126,714,293.02 100.00% See the Asset Auxaton Dscbsure and Footnotes secton for Fmportant information regardiv yea Asset AlocatOn. OsAe Rota CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CON Fl 8010 R1 »23e30023 P ease renew yo.• a iozeo- Pate 1021 Bore [memos (very Vas. Woes 2007 DALMR RATED COMMUNICATIONS rxciturner SDNCGM_00045548 DB-SDNY-0008372 EFTA_00 156157 EFTA01288520 Asset Allocation Disclosure and Footnotes Certain values have been defaulted into the Other Asset Class due to incomplete categorizing data Al values are displayed in U.S. dollars based on interbank exchange rates as of 12/3112014. Exchange rates can vary. Equities contains Equity Mutual Funds. Summary of Gains and Losses Realized Unrealized This Period Year-to-Date Short-Term Gain/Loss 000 558,368 41 2.914.886.15 Long-Term Gain/Loss 1.025 53 -8,900.250 31 3.812.149.65 Net Galn/Loss 1,025.53 -8,341,881.93 6,727,03510 This summary excludes transactions where cost basis information is not available. For Your Information On June 5. 2014, the European Central Bank (the ICI?) introduced 'negative interest rates'. This negative interest rate applied to all deposits held at the EC8 and other credit institutions. Effective February 1, 2015. the negative interest expense on any euro deposits will be charged to your account. The initial interest charge will be -.20% (20 basis points), and will reflect on your account statement as 'Free Credit Balance Interest Charge'. The interest will be reported on your Forms 1099 andfor 1042-S for tax year 2015. These rates are subject to change in response to market changes, and we may, in the future and based on our normal interest rate setting arrangements, begin to charge negative interest rates on additional foreign currency balances. Money Market Fund Detail Date Activity Type Description Amount Balance Sweep Money Market Fund ()WSGOVERNMENTCASH INSTL Account Number Current Yield: 0.03% Activity Ending: 12/31/14 11129(14 Opening Balance 43,562.09504 13.562,095 04 12116114 Deposit MONEY FUND PURCHASE 119250.00 43.681.345.04 12117111 Deposit MONEY FUND PURCHASE 141125.00 13,829,170.04 12/24114 Deposit MONEY FUND PURCHASE 29,257.50 13,851727.54 12/29114 Deposit MONEY FUND PURCHASE 316.02822 44.174.755.76 12130(14 Deposit MONEY FUND PURCHASE 43.739.08 44.218.494.84 12131114 Deposit INCOME REINVEST 1.11419 44.219.609 33 1213111/ Closing Balance 541,219,609.33 Total All Money Market Funds 514,219,609.33 Page 2 of 21 (ISM, von It1 LLC. FIDAENTIAL ON CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) SOUTHER Account Num ber. Go paperless Rated tsallera Lyon, Vs.Since 2007 DALBAR RATED COMMUNCATIONS rxarturnaer SDNY GM 00045549 DB-SDNY-0008373 EFTA_00136138 EFTA01288521 Deutsche Asset & Wealth Management Pa &a 1778, Balamore, MO21203 Income and Expense Summary Dividend income Equities Money Market Other Dividends Interest Income Bond Interest FDIC Insured Bank Deposits Other Interest Total Dividends, Interest, Income and Expenses Distributions Long -Term Capital Gain Distributions Short • Term Capital Gin Distributions Alternative Investments Other Distributions Total Distributions Portfolio Holdings Opening Date Cash, Money Funds, and Bank Deposits 35.00% of Portfolio Cash Balance Account Activity Quantity Number Ending Money Market DWS GOVERNMENT CASH INSTL 11129114 14.219.609.330 12131114 Total Money Market FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM 11129114 1213111/ Total FDIC insured Bank Deposits Total Cash, Money Funds, and Bank Deposits Oeviwv Si,, 7.mor 707.0.M.viam-tent Vinets C0/007 0,0‘P Deot 94 em . s<4.-nei AC *A Mk* lee 7.0 A n, kci. Current Period Statement Period: 1 210112114 Year•to•Date -1213112814 Taxable Non Taxable Taxable Non Taxable 83,632.50 0.00 828,19918 0.00 1,114.49 0.00 7,312.02 0.00 23.679.00 0.00 801,43420 0.00 312,014.14 0.00 1,227,570.19 0.00 0.00 0.00 2,691.15 0.00 0.00 0.00 162,500.16 0.00 $420,440.13 $0.00 $3,029,707.40 $0.00 177.726.00 0.00 177,72600 000 108.922.20 0.00 108,92220 0.00 0.00 0.00 0.00 818.418.27 0.00 4.800.96 0.00 584.143.35 $256,646.20 $4,800.96 $288,848.20 $1,382,581.82 Opening Balance Ching Balance Accrued Income Income This Year 38•Day Ylec Cement Yield 0.00 54,375.00 43.562.095.04 44,219,609.33 0.00 7.312.02 0.03% 0.03% $43,582,095.04 514,219,609.33 $0.00 $7,312.02 0.00 0.00 0.00 2,691.15 NM NM $0.00 $0.00 10.00 $2,891.15 $43,562,095.04 $44,273,914.33 10.00 $10,003.17 Page 3 021 Account Number: tacellenti Go papedess ty.,, Vat SW). 2007 DPW" 90Ill DAL BAR RA702 COMMUNICATIONS SO 17 Matt na_ F I DrErriA exclurnaer CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) rr. it 7 ." • rr-trizt., SDNY_GM_00045550 OB-SDNY-0008374 EFTA_00 I 56 I 59 EFTA01288522 Portfolio Holdings (continued) Date ANL tred Quantity Usit Cost Adjusted Cod Basis Market Price Market Value Fixed Income 2 0.0 0% of Portfolio (In Meurity Dee Sequence) (Asset Backed Securities COUNTRYWIDE HOM E LOANS Security Identifier: 12669DY51 SER 03-1 CL 81 4.090% 03/25(33 WE DTD 01130103 Factor: 0.21613804 Effective Date:12/01/14 Current Face Value: 972.621.180 12113113'•x•12 4,500.000.000 93.3760 908.19805 83.3080 810,27125 WASHINGTON MUT M TG SECS CORP 3001•RA2 M TG PASSTHRU CTF CL C-B-1 VAR RATE 6.982% 07125133 BlE 010 06/01/04 S 8 P Rating 0 Factor. 0.56774322 Effective Date 12101/14 Current Face Value. 732.388 754 Onginal Cost Basis 51.111.573.07 Security Identifier: 939336520 12113/13 '. 3.I 2 1,290,oao 000 76.5190 560.413.70 85.9290 629,334.33 Onginal Cost Basis $638.906.71 Total Asset Backed Securities 61,466,612.76 11,139,805.56 6,790,000.000 Total Current Face Value : 1,706,009.931 Corporate Bonds PETROLEOS DE VENEZUELA NOTES SENIOR MA0=460546525 5.000% 10/28/15 REG D TO 10/28109 Sd P Rating By Security Identifier: P7807HAF2 12/04(13'.3•t2 2 500 000.000 95.3590 2,383,981.71 75.5000 1,887,500.00 HEADWATERS INC GTD SR NT 7.625% 04101/19 GrE DID 03111111 CALLABLE 04/01115 0 103 813 Moody Riling 81 S 1 P Rating Ti+ Original Cost Basis. 52.250.000.00 Security Identifier: 42210PAO5 10122/12 '. 12.13 1.000,000 000 101 9080 1,019,080.22 104 2500 1,042,500.00 EARTHLINK INC GTD SR NT FULLY EXCHANGED CUSP FROM 270321AB8 8.875% 05/15/19 WE DTD 05117/11 CALLABLE 05/15/15 S5 P Rating CCU Onginal Cost Basis $1.035.00.00 Security Identifier: 270321AC6 10/22/12 '. 3.12 400,000.000 102 5300 410.121.26 98.7000 394,800.00 Onginal Cost Basis: $414,000.00 10/23112 '.7.17 600.000.000 102 3510 614.10822 98.7000 592,200.00 Original Cod Basis: $619,500.00 Total Noncomod 1,000,000.000 1 021 229.18 987,000.00 Total 1,000,000.000 $1,024,229.18 1987,000.00 110100S3SCSTV ORAN SOL THERIZ1 LW. ON FIDENTIAL CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) Unrealized Gain/ Loss Aomued Interest Estimated Estimated Annual Income Yield .97,927.80 68,920.63 3.315.02 4,261.35 ,129,007.17 17,578.37 $0.00 .196,481 71 21,527.78 125,000.00 6.62% 23,419.78 19,062 50 76,250.00 7.31% -15 321 26 4336.11 35,500.00 8.99% -21,908 22 6.804.17 53.250.00 8.99% -37,229.18 11,310.28 55,750.00 -137,229.18 111,310.28 $58,750.00 Page< of 21 Account Num ber. Go paperless Rated two-SYS [very Vs. since 2007 DAL BAR RATEDCOMMUNICATIONS T %Ca L MICR SDNY_GM_00045551 OB-SDNY-00O8375 EFrA_00 I 56160 EFTA01288523 Deutsche Asset & Wealth Management P.O. Boa 1778, BaMimonx, MO 21203 Portfolio Holdings (continued) Dale Acquired Quantity Unit Cod Fixed Income (continued) Corporate Bonds (continued) SERVICEM ASTER CO SR NT • CUSIP FULLY EXCFANGED FROM OLD COP 81760kAL3 8.000% 02115120 BIE DTD 02113112 Moody Rating CAA' S 8 P Rating B- 01124/13 '.3.12 440.000.000 104 9300 461.692,79 105.2500 Original Cost Basis $468,050.00 02125/13 '.3.17 1,000,000.000 105 4560 1.054.555.77 105.2500 Original Cosl Basis: 51,070,000.00 Total Maneuvered 1,440,000.000 1,516,218.56 Total 1,140,000.000 $1,516,248.56 LLOYDS 768 BK PLC EURO ISSUE MEDIUM TERM NOTES151NR XS0717735822 9.875% 12/16/21 RIG DTO 12/16/11 Moody Rating Bat SS P Rating BBB- 12/04113 '.3.17 1,500.000 000 107 6770 Adjusted Cost Basis Drallsre Rant Pnwile *Mahn &Waren Mu Caen., 6 ,0‘p Des-bOX la* SelloneraC Yoe bet Pik* la Put Annie. liver War Int Pet BMA Market Price Market Value Statement Period:12/01/2014 • 12/3112014 Unrealized Gain/ Loss Acaued Meted Estimated Estimated Annual Income Yield Security Identifier: 81760NAN9 BARCLAYS 8K PLC CONTINGENT CAP NT ISIA81.936739FFKO3 7.750% 04/10123 B/E DTD 04110113 CALLABLE 04110118 S 8 P Rating BB' 04/03/13 %UM 300.000.000 100 0000 RN ORGAN CHASE & CO DEP SHS REPSTG 1110T1- FPO S2 1 FIXED TO FLTG RT 80 7.900% 04/29/49 B/E DTO 04/23/08 Moody Rating MI S P Rating BBB. 06/15/11 '.3,12 2.500.000.000 107 5000 2.687.500.00 107.6300 Original Cosl Bads' $2,687,500.00 06/15/11 '.3.12 2.500.000.000 107 0000 2.675.000.00 107.6300 Original Cosl Basis 52,675,00000 Total Maneuvered 5,000,000.000 6,362,500.00 Total 5,000,000.000 55,362,500.00 Security Identifier: GIS1SPP18 1,615,162.18 114.7500 Original Cos' Basis: $1.627,500.00 Security Identifier: 06739FHK0 300.000.00 109.0000 Original Cosl Basis $300,000.00 Security Identifier: 46625HISA1 titt&t• ROI t LLC. F I DESITIAL CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) SOUTHERN N 463.100.01 1.052.499.99 1,515,600.00 81,515,600.00 1 721 250 00 317.000 00 2.690.750.00 2,690.750 00 5,381,500.00 $5,381,500.00 1.407.22 13.297 78 35,200.00 7.60% .2.055.78 30.222 22 80,000.00 7.60% .846.56 43,520.00 115,200.00 -8646.56 843,520.00 5115,200.00 106,087 82 5,760.42 148.125.00 8.60% 27.000 00 5.23125 23.250.00 7.11% 3.250.00 32.916 61 197.500.00 7.33% 15.750.00 32.91666 197.500.00 7.33% 19,000.00 65,833.33 395,000.00 519,000.00 565,03.33 $395,000.00 Page 5 021 Account Num ber. Go paperless Italia es:SYS beefy Year Siva 2007 DAL BAR RATED COMMUN CATIONS rx.criurnser SDNY_GM_00045552 DB-SDNY-0008376 EFTA_00156161 EFTA01288524 Portfolio Holdings (continued) Dore Acquired Quantity Uait Cosl Fixed Income (continued) Corporate Bonds (continued) BANK AM ER CORP PERP NON COM ULATIVE DEP SFS FIXED TO FLOAT 8.125% 04/30/58 WE DTD 04/30/08 CALLABLE 05/15118 Moody Rating BA3 SE P Rating 813 01/10/11 %tit 2,000,000.000 1021500 Adjusted Cod Basis Market Price Markel Value Unrealized GaiN Loss Mated Interest Estimated Estimated Annual Income Yield SOUTHERN CAUF EDISON CO PREF SER E 6150% 01/17/62 WE DID 01/17/12 CALLABLE 02/01/22 @ 100000 Moody Rating BAA1 SS P Rating BBB- 01130/12'.3.1: 3.000.000.000 99 8090 GENERAL ELEC CAP CORP NON CUM PFD SER A 7.125% 06/12/62 WE DID 06112/12 CALLABLE 06115/22 Moody Rating SAM S P Rating A+ 06127/12'.12.13 2,000,000.000 104 9450 LOG CAPITAL NO 1 PLC 144A ISIN# X50473106283 8.000% 09115188 REG DTD 12i 15109 CALLABLE 06115/20 $8 P Rating BB 12104/13 '.3.12 1.200.000.000 108 2500 5LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1 SECSISIAOUS539439AG42 7.500% 09/27/88 WE DTD 04107/14 S 8 P Rating II+ Please Provide' 1,903,000.000 N/A Total Corporate Bonds 22,843,000.000 Security Identifier: 0605050T8 2.055.000.00 107.8750 Original Cosl Basis: $2,055,000.00 Stonily Identifier: 842400FU2 2,994,273.52 110 8750 Original Cosl Basic $2.992.564.97 Security Identifier: 3696225746 2.098.907.53 116.3750 Original Cost Basis 52.122.916.67 Security Identifier: G5433B668 1.299.000.00 106.5000 Original Cosl Basis. 51.299.000.00 Stonily identifier: 539439AG4 please Provide 1011500 0 opal Cosl Basis Please Provide $21,668,383.20 2,157,500.00 3,326 250 00 2,327.500 00 1 278 000 00 1.936.302.50 323,881,902.60 102,500.00 331,97648 228,59247 41.000 00 20,763 89 78,125 00 6.33333 4 000 00 1.189 38 162,500.00 153% 167,500.00 5.63% 142.500 00 6.12% 96.000 00 7.51% 142.725.00 7.37% $283,216.80 $282,687.16 31,702,800.00 Total Fixed Income 28,633,000.000 WIAti ROLL 523,136,995.95 $25,327,508.08 $254,209.63 $290,263.53 $1,702,800.00 Page 6 of 21 (very Von Since 2007 CALMAR RATCOCOMMUMULTIONS CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6: THERM F i DrgiaiA rxciurmer Account Number: Go paperless SDNY_GM_00045553 DB-SDNY-0008377 EFTA 00156162 EFTA01288525 Deutsche Asset & Wealth Management Boa 1770, Ba!ammo, MO 21203 Portfolio Holdings (continued) Dale Acquired Quality Unit Cog Equities 4 3.0 0% of Portfolio Common Stocks N OBILEYE NV AM STELVEEN ORD SHS ISMAL0010831061 Dividend Option: Cash 08101/14 800.000 APOLLO GLOBAL MGM' LLC CL A SHS Dividend Option Cash 03129/11 '.13 263,157.000 APPLE INC COM Dividend Option. Cash 10128113 09105/14 Total Covered Total 164,000.000 MUD PHARN ACEUTICALS INC Dividend Option: Cash 02111/12 7,535 000 01124113 . •13 9,000 000 Total Noncovered 16,535.000 Total 16,535.000 ASCENA RETAIL GROUP INC COM Dividend Option: Cash 01116101 '.3 70.500 000 BANK OF NEW YORK II ELLON CORP CON Dividend Option Cash 06125/14 250.000 000 BIOGEN IDEC INC CON Dividend Option Cash 02114112••I3 2,095 000 Dean Boa P Wealth PADeaeenne Meals COveateGKe0 Derticre NM Seabee Mt. New Net Ma HS Pen /base Melba , ferr Vat NY WIL Cog Basis Market Price Market Value Statement Period: 1 21011211 4 -1213112114 Unrealized Gain, Loss Estimated Estimated Mood Income Yield 14,000.000 150,000 000 164,000.000 tient. YOU( 25 0000 19 0000 75 5800 98 9500 15 2090 19 6000 212770 36 3040 119 5490 Security Identifier: M BLY CL SIP k 51488117 20,000.00 40.5700 Security Identifier: APO CUSP: 037612306 32.456 00 12.456 00 1,999,983.00 23.5800 6,205,242.06 1,205,259 06 818,418.27 13.18% Security Identifier: AAPL CUSP. 037833100 1,058,120.50 110.3800 1,545,319.93 187,199 13 26,320.00 1.70% 14,842.506 00 110 3800 16.557.000 07 1,711,194 07 282.000.00 1.70% 15,900,626.50 16,102,320.00 2,201,893.50 308,320.00 115,900,626.50 $16,102,320.00 $2,201,893.50 1308,320.00 Security Idendller: ARIA CUSP 04033A100 114.597.10 6.8700 51,765.15 -62,631.95 176.400.00 6.8700 61,830.00 -114,570.00 290,997.40 113,596.45 -171,401.96 1290,997.40 1113,595.45 -1117,401.95 $0.00 Security Identifier: ASNA CUSP. 01351G101 1,500,000.00 12.5600 885,480.00 •614,52000 Security Identifier: BK CUSP. 084058100 9.076.406 00 40.5700 10,142,500.00 1.066.094 00 170,000 00 1.67% Security Identifier: BilB CUSP 09062%103 250.451.95 339.1500 711,147.75 460,692 80 Pagel of 21 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) F I DAENT1AL Account Num ber Go paperless SOL THERA tit„ Rated Cobb re Every year Lab 2007 DAL BAR RATED COMMUNICATIONS exam, NCI SDNY_GM_00045554 DB-SDNY-0008378 EFTA_00156163 EFTA01288526 Portfolio Holdings (continued) Date tied Quiet Limit Cod Equities (continued) Common Stocks (continued) FACEBOOK INC CI. A Dividend Option: Cash 05117/12'.13 17.501000 38.0000 FOUNDATION MEDICINE INC COM Dividend Option: Cash 01113/14 25,000100 27.5070 08105114 24,830.000 232530 Total Covered 49,830.000 Total 49130.000 GENERAL ELECTRIC CO CON Dividend Option: Cash 04123113'.I3 GENERAL MTRS CO COM Dividend Option: Cash 11118/10 12109/10' Total Hammered Total 97,525.000 GILEAD SCIENCES INC Dividend Option: Cash 02105/14 03107/14 Total Covered Total 8,100.000 HEALTH NET INC COM Dividend Option: Cash 09108/14 250/0.000 SANGAM 0 BIOSCIENCES INC CON Dividend Option: Cash 05/28113'•13 scioact000 SANTANDER CONSUMER USA HLDGS INC COM Dividend Option: Cash 01123/14 1.000.000 TWITTER INC CON Dividend Option: Cash 11107/13 1,500.000 Total Common Stocks Cost Basis Market Price Market Value Unrealized Gale/ Lou Estimated Estimated Anoual !name Yield Security Identifier: FB CUSP: 3030311102 665.000.00 78.0200 Security Identifier: FM I CUSP: 350465100 687,683.50 22.2200 577,373.02 22.2200 1 205 030.52 1.365 350 00 555.500 00 551,722.60 1,107,222.60 700,350 00 -132.163 50 -25,65012 -151,813.92 23,000.000 21 5700 10.988.200 88.536.800 97,525.000 36 4010 38 8160 $1,265,038.52 Security Identifier: GE CUSP: 369604103 496,109.08 25.2700 Security Identifier: GM CUSP: 37045V100 399.978.18 34.9100 3,185,969.22 34.9100 3 585 947.38 11,107,222.60 581,210.00 383.598.07 3,020,999.68 3,404,597.76 -$157,013.92 85,100 92 -16.380 09 -161,969 54 -111,349.13 30.00 21,180.00 3.61% 13,185.84 3.43% 103,844.18 3.43% 117,030.00 5,000.000 3.100.000 8,100.000 63,515147.38 Security Identifier: GILD CUSP: 375558103 792810 396,407.00 942800 796120 246.797.00 942600 643,204.00 $843,204.00 Security Identifier: H NT CUSP 422226108 16 9800 1171,506.00 53.5300 Security Identifier: SGM 0 CUSP: 800677106 8.4140 422,214.00 15.2100 Security Identifier: SC CUSP. 8028311101 24 0000 21,000.00 19.6100 Security Identifier: 76VTR CUSP. 9018/1102 26 0000 39,000.00 35.8700 $3,404,597.75 471,300.00 292,208.00 763,506.00 $763,506.00 1,338,250.00 760,500.00 19,610.00 53,805.00 -$111,349.13 74,893.00 45,409.00 120,302.00 $120,302.00 163.744 00 338,286 00 -4.390.00 14,805 00 $117,030.00 $0.00 OnOCS.SCSF!' 00A11 MOIL $40,353,464.83 $46,581792.61 Account Number. Go paperless L O NFID AENTIA CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(eSO) THEM C4 $5,233,307.78 $1,434,928.27 Page 8 021 Matadi tacellenti Every Tom Same 2007 DAUM. RATED COMMUNICATIONS rxerturraer :rat' "17= IC tara• SDNY_GM_0004555.5 O13-SDNY-0008379 EFTA_00156164 EFTA01288527 Deutsche Asset & Wealth Management PO 84:* 1778, 8shemore. MO2t203 Portfolio Holdings (continued) Date Acquired Quaetlly Uefi Cost Equities (continued) Preferred Stocks (Listed by expiraliort date) ALLY FINL INC AX TO FLT 0 N-8.50% FREQ-QTRLY CALLABLE Q 25.00 Oli. A OTRLY BASIS AFTER 05/15/2016 Dividend Option: Cash 02103/12'.13 46.600.000 19 3820 02109/12 '. 13 80.000 000 20 1250 Total Noncovered 128,800.000 Total 125,800.000 GM AC CAP TR I GTD TR PFD SECS SER 2 CPN- 8.125% FRED CIR112 MATT-0211512010 CALL ANYTIME (I 25 W130 DAYS BEGINS 02/15116 Dividend Option: Cash 02122/12'.13 80.000.000 23.5350 ROYAL BK SCOTLAND GP PLC WON AOR REPSTG SER T PFD CPN-7.25% FRED 43RTLY FERP M TY CALL@ 25 ANY W130 D NOTICE AFTR 12/31/12 Dividend Option: Cash 10/24/12 '.13 40,000.000 231900 01/07/13'.17 40.000.000 21.4100 01/14/13 *.I3 10,000.000 24.8800 Total Noncovered 120,000.000 Total 120 000 000 Total Preferred Stocks Total Equities Oeuici•v Ram Pon. Wealth Manamnan Mlf•tt% COMM< 4,04P 0...Uht Marla SeCyri AC lire bet Mc* Ma Part 4 ,•••••• Mk I kw 'Inv Wet IlY I14 Cost Basis Market Price Market Value Statement Period: 12/01/2014 - 12/31/2014 Serialized Gall/ Loss Estimated Estimated Annual Income Yield PC.:,0SZ,CSF3, Security Identifier: ALLY PRB CL SIP 02005N308 903 217 51 26 8600 1,252 608.01 349,390.50 99,025.00 7.90% 1,610,000.00 26 8800 2 150 399.99 540,399 99 170,000.00 7.90% 201;217.51 3,403,008.00 889,790.49 289,025.00 $2,513,217.51 83,103,008.00 3889,790.49 $269,025.00 Secorlty Identifier: ALLY PM CUSP: 361860208 1.882.773.60 26.3800 2.110.400.00 227.62640 162,500.00 7.69% Security Identifier: RIM PRT CUSP: 780091113 951,600.00 25.4900 1,019,599.99 67,999.99 72,500.00 7.11% 977.600.00 25.4900 1,019,599.99 41,999.99 72,500.00 7.11% 995,200.00 25.4900 1,019,600.02 24,400.02 72,500.00 7.11% 2,921,100,00 3,058,800.00 134,400.00 217,500.00 82 924 100 00 83 058 800 00 $134,400.00 $217,500.00 $7,320,391.11 it 572 208.00 31 251 516.89 8619,025.00 847,673,875.94 954,159,000.81 96,485,124.67 12.083.953.27 Account Num ber Cio paperlesS L TH ERN CNO N LLC. F I DAENTIAL CONFIDENTIAL — PURSUANT TO FED. R CRINI P. 6(e) Page 9021 14504 tscollonli (very Vs. Woes 2007 OALBAR RATED COMMUNICATIONS rxesur NCI ocIda.rutt.7= Yr= SDNY_GM_00045.558 DB-SDNY-0008380 EFTA_00156165 EFTA01288528 Portfolio Holdings (continued) Date Acquired Quantity Unit Cost Exchange-Traded Products 2.00% of Portfolio WISDOM TREE TR JAPAN HEDGED EQUITY ED Dividend Option: Cash; Capital Gains Option: Cash 60,000 00 of these shares are in your margin account 12111113 60.000.000 49 4350 2.966.098.50 492300 2.953.800 00 -12.298.50 58,131.20 1.91% Total Exchange-Traded Products 12,988,098.50 Cod Bads $2,953,800.00 Market Value -$12,298.50 Um/talked Galot Loss Acaued Interest $56,434.20 Estimated Animal Income Total Portfolio Holdings $118,050,951.72 $126,714,293.02 16,727,035.80 1290,263.53 13,853,190.84 Unrealized Cod Basis Market Prkt Markel Value Gadd Loss Estimated Estimated Annual Income Yield Security Identifier: DIU CliSIR 97717W851 Footnotes • Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') (incorporating amendments enacted by P.1.110-343, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered " noncovered,' under the new cost basis reporting rules, and marked or denoted as such. All other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their 'applicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis wall be reported to the IRS on form 109943 for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period. as follows: • Stock in a corporation acquired on or after January 1, 2011 • Mutual funds and dividend reinvestment plan (DRP) shares acquired on or after January 1, 2012 • Other securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or more of these attributes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds, foreign bonds, variable rates, bonds in default, index-linked bonds, bonds sold shod or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. 7 The cost basis of this security has been provided to us by you or your introducing firm and Pershing makes no representation as to the accuracy of this information. Unrealized gains and losses are not reported for securities for which cost basis or market value is not evadable. The Current Face value represents the outstanding principal balance of the underlying security. The Current Face value is determined by multiplying the current factor times the original face amount of the security. Factors may change over time and are obtained from sources we believe to be reliable. 12 Pershing has received updated cost basis information, therefore cost basis provided on previous dent brokerage statements may differ from the new cost basis reported in this section. 17 The cost basis of this security has been provided to us by the delivering fern or transferring agent and Pershing makes no representation as to the accuracy of this information. OftAti ,t011. Account Num ber Go paperless Page 10 of 21 SO I. TH ERN CO N LLC. F I DAENTIAL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Raba tacellenti (very V.a. Siam 2007 DALBAR RATED COMMUNICATIONS IXCILLINC, SDNY_GM_000155.57 DB-SDNY-OOO8381 EFTA_00156166 EFTA01288529 Deutsche Asset & Wealth Management PO Dox 1778, Sallimore. MD 21203 Dean a na km,. vinitn•Apmgenan Minns tonna 6.0‘P Deelsch• Sank Sta. On at. Mar Mbin HS Pia Asa. member —'..t NY 10IM Schedule of Realized Gains and Losses Current Period Disposition Acquisition Disposition Dale Date Transaction Description Quantity Statement Period: 1210112014 - 12/31/2014 Realized Gain/ loss/ Cost Basis Proceeds Disallowance Long Term 12123114 12/13113' FFP WASHINGTON MUT MTG S 004-RA2 M TG PASSTHRU CTF CL C- B-1 VAR RATE 6.982% 07/25133 Security Identifier: 939336820 Original Cost Bair 2612.09 12126/14 12)13113' l 'P COUNTRYWIDE HOME LOA 1 CL 81 4.090% 03/2583 WE CI TD 01130103 Security Identifier: 12869DYS1 Original Cost Basis: 3,157.20 1.290900.000 4.509009000 2,61209 3,15720 3 413 67 3.381 15 801 58 223 95 Total Long Term $5,769.29 16,794.82 $1,025.53 Total Short Term and Long Term $5,769.29 $6,790.82 $1,025.53 • Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') (incorporating amendments enacted by P.L.110-343, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered "noncovered," under the new cost basis reporting rules. and marked or denoted as such. Al other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their 'applicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis will be reported to the IRS on form 1099.8 for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as folows: • Stock in a corporation acquired on or after January 1. 2011 • Mutual funds and dividend reinvestment plan (DRP) shares acquired on or after January 1, 2012 • Other securities, principally debt securities and options, acquired on or after January 1, 2914. or later. as determined by the Secretary of the Treasury. This Schedule may not reflect an cost basis adjustments necessary for tax reporting purposes, especially for noncovered securities. Adjustments to cost basis may have been made for prior income received and subsequently reclassified by the issuer as a return of capital. In addition, corporate action events may require adjustments to your original cost basis. Return of capital information and cost basis information, as it relates to corporate actions. has been obtained from sources we believe to be reliable. Adjustments to cost basis can be made after year-end, in particular, for return of capital adjustments, but may also include adjustments for corporate action events. Therefore there may be differences in cost basis reflected on your monthly client brokerage statement at year end versus any subsequent reports, including your 1099-8 or online displays you may have available to you. When you report your cost basis on your tax return, it should be verified using all of your own records. In particular, there may be other adjustments which you need to make, but are not requted to be made by Pershing as it relates to H.R. 1424. You should consult with your tax advisor in order to properly report your gain or loss for tax purposes. Pershing shall not be responsible for and makes no representations or warranties with respect to the accuracy of any information that you report to the IRS or other taxing authorities, and, accordingly, disclaims any and all liability that may arise with respect to your use and rekance on the information provided herein for such reporting. OBA0 ROLL Account Num ber Go paperless SQL THERA CON F . I DAE RMA L. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Page 11 of 21 Rated racelle Lyon. Yew Siva 2907 DAL OAR RATED COMMUNICATIONS rxerturnaer SDNY_GM_000455.58 DB-SDNY-0008382 EFTA_00 156167 EFTA01288530 Schedule of Realized Gains and Losses Current Period (continued) Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or more of these attrtutes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds, foreign bonds, variable rates, bonds in default, index-linked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax retums. Please refer to the Your Account Information Section in your brokerage account statement for your accounts existing tax4ot disposition method. The disposition method is the method Mich you have selected to use in the disposal of each tax lot of the securities held in your account. If you do not select a method, your account will be defaulted to First In, First Out (FIFO). Your account's selected tax lot method will be used to determine the cost basis for calculating gain and/or loss, unless another method was selected at the time of the security disposal, and this may be reported on the IRS Form 1099-8. Messages Federal Deposit Insurance Corporation (FDIC)-Insured Bank Deposits are not protected by Securities Investor Protection Corporation.(SIPC). For disclosure of rates for DWS money market hinds, please visit the DWS Investments website at https:/NAwrdwsrtivestments.com/EN/productshnoney-marketfunds-yeldsjsp. Please note that all money market funds listed on the website may not be offered through us. Although a money market mutual fund seeks to preserve the value of your investment at $1 per share, it is possible to lose money by Investing In a money market mutual fund. Shares of a money market mutual fund or the balance of a bank deposit product held in your brokerage account may be liquidated upon request with the proceeds credited to your brokerage account Please see the money market mutual fund's prospectus or the bank deposit product's disclosure document or contact your advisor for additional information. Please note the /Oohing information for Pershmg's 20f4 IRS Forms 1099 (8. DlIONT, 010 and MISC): Your form 1099 will be delivered as early as possible, beginning January 31. 2015. By February 17. you will receive either your 1099 form or a special Pending 1099 Notice. The Pending 1099 Notice will be sent if issuers of securities you hold have not yet provided their final tax information. It will inform you of the securities that are pending final reporting, and will provide the anticipated mail date of your 1099 form. Your 1099 will be mailed no later than March 16. 2015. Pershing's Impartial Lottery Process: Partial Calls Information about Pershing's impartial lottery process can be found on pershing.com/business_continuity. You may also request a printed copy of this information by calling (888)387-2583, option 3 then option 5. When a security is subject to a partial redemption, pursuant to FINRA Rule 4340. Pershing must have procedures in place that are designed to treat clients fatty in accordance with an impartial lottery process. When an issuer initiates a partial call of securities. the depository holding such securities (typically, the Depository Trust Cleating and Corporation, or DTCC) conducts an impartial. computerized lottery using an incremental random number technique to determine the alocation of called securities to participants for which it holds securities on deposit (including Pershing). Because DTC's lottery is random and impartial. participants may or may not receive an allocation of securities selected for redemption. When Pershing is notified that it received an allocation of called securities, Pershing conducts a similar, computer-generated random lottery. The lottery determines the accounts that will be selected and the number of securities in the account that will be redeemed. Allocations are based on the number of trading units held in the account The probability of any trading unit held by an account being selected as called in a partial call is proportional to the total number of trading units held through Pershing. Once the lottery is complete. Pershing notifies introducing broker-dealers whose introduced accounts have received an alocation. Securities registered in the client's name, either in transit or held in custody, are excluded from the Pershing lottery process. Pershing initiates the lottery process by identifying the accounts holding the called security, the total par value of the called securities held, and the trading unit of the security. Example (unit of trader $25,000): Client Account Par Value Number of Trading Units $100,000 4 Page 12 of 21 EN CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) F I DA TIAL Account Number ()BAN 901 Go paperless L THERA ct„ Itned [mane Si (very Yew Sante 2007 DAL BAR RAT ED COMMUNICATIONS rxellultaer "v. SDNY_GM_00045559 OB-SDNY-0008383 EFTA_00 156168 EFTA01288531 Deutsche Asset & Wealth Management PO Boa 1778. Baltimore. MO 2t203 M essages (continued) Deshoe Um Power...in mymitnent Mann. teem. 6 ,0.1) ontsciv sem sm. cies M. Now TM Clio, HS Pia Asa. loth I tom Rem *A NY 101M Statement Period: 1210112014 • 12/3112014 $75,000 3 $150.000 6 $50.000 2 $25.000 $25.000 $75,000 3 In brief, the allocation process involves the following steps: • The number of trading units held in each account is identified. • A sequential number is assigned to each trading unit (e.g.. account would be assigned six numbers). • A random number is generated that will result in one of these trading units being the first unit in the selection process. • Thereafter, the trading units participating in the allocation are based on an incremental random number technique until the number of trading units allocated to Pershing is exhausted. Additional Information ' The allocation of called securities is not made on a pro-rata basis. Therefore, it is possible that a client may receive a full or partial redemption of shares held. Conversely, it is also possible that a client may not have any securities selected for redemption at all. ' When a partial call is deemed favorable to the holders of the called security. Pershing will exclude certain accounts from the lottery. Excluded accounts wit include Pershing's proprietary and employee accounts. as well as proprietary and employee accounts of introducing broker-dealers (if Pershing carries and clears those accounts). No allocation wit be made to these proprietary and employee accounts until al other client positions at Pershing in such securities have been called. When a partial cal is deemed unfavorable to holders of the called security, Pershing will not exclude any accounts from the lottery. ' If the partial call is made at a price above the current market price as captured in Pershingl's price reporting system, Pershing will generally categorize the partial call as one that is favorable to the holders of such security. if the partial call is made at a price that is equal to or below the current market price of the security as captured in Pershing's price reporting system, Pershing will generaly categorize that call as one that is unfavorable to holders of the security. ' Clients have the right to withdraw uncalled, fully paid securities from Pershing at any time prior to the cutoff date and time established by the issuer, transfer agent and/or depository with respect to the partial Page13 of 21 Account Number Plated 1..c•IS Go paperiess vwf ...N.' Slats 2007 SO L ThERh LL0. CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) F I DAENTIA L Et,,,,CIALMWEDC°MMUNICAb°16 SDNY_GM_00045560 OB-SDNY-0008384 EFrA_00 I 56169 EFTA01288532 M essages (continued) cal. CChents also have the right to withdraw excess margin secuntes, provided that the client account is not subject to restriction under Regulation T or that such withdrawal will not cause an under-margined condition. Activity Sum m a ry (All amounts shown are in base currency) Credits This Period Year.to.0 ate Debits This Period Year.to•Date Securities Securities Securities &ought 0 00 0 00 Secudties Bought 0 CO .36 037.468 11 Securities Sold 0 00 19119.726.27 Secunhes Sold 0 00 0 00 Total Securities $0.00 119,419,726.27 Total Securities $0.00 -136,037,488.11 Dividends and Interest $120,410.13 $3,123,511.91 Dividends and Interest $0.00 -$93,807.51 Distributions $291,449.16 18,339,518.77 Distributions $0.00 $0.00 Fees $0.00 $0.00 Fees $0.00 -$72.00 Other $0.00 172,188.00 Other $0.00 .1141,870.18 Cash Cash Withdrawals 0 00 0.00 Withdrawals 0 00 -1.331.245.00 Depots 0 00 32.117.681 34 Deposits 0 00 0 00 Total Cash $0.00 $32,417,681.34 Total Cash $0.00 -$1,331,245.00 FDIC Insured Bank Deposits $0.00 $37,486,437.18 FDIC Insured Bank Deposits $0.00 ,119,301,781.85 Money Market Funds $0.00 $25,931,926.31 M oney Market Funds •$657,514.29 -170,151,535.64 Total Credits $711,889.29 1126,820,992.78 Total Debits .1657,514.29 -$127,360,763.29 Transactions by Type of Activity Process/ Settlement Date Adivity Type Desaiption Quantity Price Awued interest Amount currency Dividends and Interest 12/15/11 FOREIGN BOND INTEREST 1200000 LE1G CAPITAL NO 1 PLC 111A ISINIXS0173106283 18.000.00 LSD G54338848 8.000% 09115188 REG DID 12/15109 CLB RD 12/12 PD 12115/14 12/15/14 80h INTEREST RECEIVED 2000000 GENERAL ELEC CAP CORP NON CG M PFD SER A 71,250.00 I.,50 369622Sh6 7.125% 06/12/62 B/E DID 06112/12 CLB RD 11/28 PO 12/15/14 12/16111 FORBGN BOND INTEREST 1500000 LLOYDS TSB BK PLC EL RO ISSUE MEDIUM TERM 148.125 00 LSD GISISPP18 NOTES ISINSXS0717735822 9.875% 12/16121 REG DTO 12116/11 CLB RD 12/15 PD 1211611/ Page 14 of 21 08A0 R011 SOL IZ LLC. FIDESMAL ON CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) TM Account Number. Go paperless Rsd tacellera L very Year Siva 2'007 DAL BAR RATEDCOMMUNICATIONS rxeiturmer SDNW_GM_00045561 DB-SDNY-0008385 EFTA_00156170 EFTA01288533 Deutsche Asset & Wealth Management P.O. Box 1778, Babimore, MO21203 Transactions by Type of Activity (continued) Process/ Settlement Date Activi Dew ion DNS, ' Bmt PrmaInvkan•Aptagenan Margit. tisear 6, P ocautv sem setv 0. ous Mewbrio:Mar HS M. Pan ASS., nth I ICISt Clean Statement Period:12/0112014 • 12/31/2014 Price Mated Interest Dividends and Interest (continued) 12/23114 CASH DIVIDEND RECEIVED GM 12/26114 GOAD INTEREST RECEIVED 939336520 12/26/14 CASH DIVIDEND RECEIVED OYJ 12/29114 80ND INTEREST RECEIVED 12669DYS1 12/29/14 FOREIGN BOND INTEREST 539139AG/ 12/31/14 12131/14 MONEY MARKET FUND INCOME RECEIVED 233993682 FOREIGN SECURITY DIVIDEND RECEIVED RBS PRT 97525 SF RS GENERAL N IRS CO COM RD 12/10 PD 12/23/14 1290000 WASHINGTON MUT MTG SECS CORP 2004-RA2 MTG PASSTFRL CTF CL C-B-1 VAR RATE 6.982% 07125/33 BIE DTD 06101/04 RD 11128 PD 12125/14 60000 SHRS WISDOM TREE TR JAPAN HEDGED EQUITY FD RD 12123 PD 12126114 4500000 COUNTRYWIDE HOME LOANS SER 03.1 CL BI 4.090% 03125/33 WE DTD 01130103 RD 11128 PD 12125/14 1903000 LLOYDS BANKING GROUP PLC RD RATE RESET ADDL TIER I SECS ISM US539139AG42 7.500% 09/27/88 WE DTD 04107/14 CLB RD 12/26 PO 12/27/14 DWS GO VT CASH INSTL 120000 SHRS ROYAL BK SCOTLAND GP PLC SPON ADR PIPSTG SER T PFD CP1,-7 25% FREO DRILY PERP MTV CAUG 25 ANY W/30 D NOTICE AFTR 12131112 RD 12116 PD 1213111/ Amount Curren 29.257 50 LSO 4281 21 LSO 23,679.00 LSD 4.676.68 LSD 35,661 25 LSD 1,11449 LSD 54,375.00 LSD Total Dividends and Interest • UNITED STATES DOLLAR Distributions 12/26/14 RETURN OF PRINCIPAL RECEIVED 939336520 12/26/14 SHORT TERM CAPITAL GAIN DISTRIBUTION OYJ oftwO ROI t I! LLC. FIDESMAL ON CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) SOUTHERN 1290000 WASHINGTON NUTMEG SECS CORP 2004•RA2 MTG PASSTFRL CTF CL C-6-1 VAR RATE 6.982% 07125/33 WE DID 06101/04 RD 11128 PD 12125/14 WISDOM TREE TR SWAN HEDGED EOUITY FD RD 12/23 PD 12/26/14 5Gt, @ 1.815370 60000 SFS Account Number. Go paperless 0.00 120,410.13 1.119 81 USD 108,922 20 LSD Paget5of21 Rad [sailer. L very Vs. since 2007 DAL BAR RATES) COMMUNICATIONS rxenurmer SDNY_GM_00045562 DB-SDNY-0008386 EFTA_0015617I EFTA01288534 Transactions by Type of Activity (continued) Process/ Settlement Date Activity Type Denai ion Qum Price Accrued Interest Moult Curren Distributions (continued) 12126114 LONG TERM CAPITAL GAIN 60000 SI- RS WISDOM TREE TR JAPAN HEDGED EQUITY FO RD 177.726 00 US0 DISTRIBUTION 12123 PD 12(26114 DXI 12129114 RETURN OF PRINCIPAL 4500000 COUNTRYWIDE HOME LOANS SERO3.1 CL 81 3,381.15 LSD RECEIVED 4.010% 03125133 WE DTD 01130103 RD 11128 PD 12125/14 126690Y51 Total Distributions • UNITED STATES DOLLAR 0.00 291,449.16 Money Market Funds 12/16/14 MONEY FUND PURCHASE DWS GOUT CASP INSTL •119,25000 LSD USD999997 12/17/14 MONEY FUND PURCHASE DWSGOVT CASH INSTL •148,12500 LSD USD999997 12124114 MONEY FUND PURCHASE DWSGOVT CASH INSTL -29.257.50 LSO US0999997 12/29/14 MONEY FUND PURCHASE DWS GOUT CASI- INSTL •316,028.22 LSD USD999997 12/30/14 MONEY FUND PURCHASE DWSGOVT CASP INSTL -43,73908 LSD US0999997 12/31/14 MONEY MARKET FUND DWSGOVT CASH INSTL INCOME REINVESTED -1,110.49 LSD REINVESTMENT 233993682 Total Money Market Funds- UNITED STATES DOLLAR 0.00 ,657,514.29 Total Value of Transactions 0.00 64,376.00 USD The price and quantity displayed may have been rounded. Cash Not Yet Received Security Record Date Payable Date Quality Held Rate Dividend Option Mont of Payment Dividends GENERAL ELECTRIC CO COM 12/22/14 01/26/15 23.000.000 0.230000 Cash 5.290 00 Total Cash Not Yet Received $5,290.00 Page 16 of 21 Account ti Number a Rated taalbria 07.1, ROI Go paperless L very Year Siva 2007 SOUTHERN ter LLC. F IDES,ITIAL DAL BAR RAT CO COMMUNCATOONS •-" r xelu MCI CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) =awn of Ms vs+IN= •'" Ce:Le div Awe Iwo. , SDNY_GM_00045563 DB-SDNY-0008387 EFTA 00156172 EFTA01288535 Deutsch,' & Man:lc:en:2. it PO Po. 1776, Ball] TOT(' ND 212(3 Bond Maturity Schedule Bond Maturity 01,1400 RIM Priam Weain mragenmt Weals Coerce 4,0“) DeAsov Ssoonei lire wan Mar Na Pon Ammo. Hai ter Nar wet in• 2111.4 Market Value of Bond Markel Value 7 to 12 months 1,887,500 00 8% 1 to 5 years 2,029,500 00 8% 6 to 10 years 3.563.850 00 14% Over 10 ears 17 846 658 013 70% Total 25,327,501.08 100% Bond Quality Bond Quality Market Value % of Bond Market Value Statement Period:12/01/2014 • 12/31/2014 me Percentages of bond market values are rounded to the nearest whole percentage. BAA 5.653.750 00 22% Bikkower 18.863.486 83 74% Not Rated 810,271 25 4% Total 25,327,508.08 100% Client Service Information Percentages of bond market values are rounded to the nearest whole percentage. Your Client Advisor: DAN DANIEL SABBA 345 PAR( AVEK LE, 26Th FLOOR NEW YORK NY 10154 Your Account Information Tax Lot Default Disposition Method Default Method for Mutual Funds: FIRST IN FIRST OUT Default Method for Stocks in a Dividend Reinvestm ent Ran: FIRST IN FIRST OUT Default Method for all Other Securities: FIRST IN FIRST OUT Bond Amortization Elections: Treat all interest as original issue discount tOID): No Am areae premium on taxable bonds based on Constant Yield Method: Yes Accrual market discount method for all other bond types. Ratable Method Include market discount in income annually. No t)BAB Dc,,, SOUTHERN CH LUC. ONFI DrwriAL CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Page 17 of 21 Account Num her. Go paperless tacolikingi Lvov", Vs.. Leto 2007 0ALBAR RATO2COMMUNCATIONS 7XCILL7NC2 SDNY_GM_00045564 DB-SDNY-0008388 EFTA_00156173 EFTA01288536 Your Account Information (continued) Electronic Delivery You have not selected any account communications for electronic delivery. To register and turn off paper communications, log in to your account or contact your Client Advisor for more inform ation. Important Information and Disclosures Pricing This section includes the net market value of the securities in your account on a settlement date basis, including short positions, at the close of the statement period. The market prices, unless otherwise noted, have been obtained from independent vendor services, which we believe to be reliable. Market prices do not constitute a bid or an offer, and may differ from the actual sale price. Securities for which a price is not available are marked "NIA" and are omitted from the Total. THE AS OF PRICE DATE ONLY APPEARS WHEN THE PRICE DATE DOES NOT EQUAL THE STATEMENT DATE. Estimated Annual Figures The estimated annual income (EAI) and estimated annual yield (EAY) figures are estimates and for informational purposes only. These figures are not considered to be a forecast or guarantee of future results. These figures are computed using information from providers believed to be reliable; however, no assurance can be made as to the accuracy. Since interest and dividend rates are subject to change at any time, and may be affected by current and future economic, political, and business conditions, they should not be relied on for making investment, trading, or tax decisions. These figures assume that the position quantities, interest and dividend rates, and prices remain constant. A capital gain or return of principal may be included in the figures for certain securities, thereby overstating them. Refer to YAW/ pershing.correttsiness_continuity.htri for specific deeds as to formulas used to calculate the figures. Accrued interest represents interest eamed but not yet received. Reinvestment The dollar amount of Mutual Fund distributions, Money Market Fund dividend income, Bank Deposit interest income, or dividends (or other securities shown on your statement may have been reinvested. You wil not receive confirmation of these reinvestments. Upon written request to your financial institution, information pertaining to these transactions, including the time of execution and the name of the person from whom your security was purchased, may be obtained. In dividend reinvestment transactions, Pershing acts as your agent and receives payment for order flow. Options Information with respect to commissions and other charges incurred in connection with the execution of option transactions has been included in confirmations previously furnished to you. A summary of this information is available to you promptly upon your written request directed to your introducing firm. In order to assist your introducing firm in maintaining current background and financial information concerning your option accounts, please promptly advise them in writing of any material change in your investment objectives or financial situation. Expiring options which are valuable are exercised automatically pursuant to the exercise by exception procedure of the Options Clearing Corporation. Additional information regarding this procedure is available upon written request to your introducing firm. Proxy Vote Securities not fully paid for in your margin account may be lent by Pershing to itself or others in accordance with the terms outlined in the Margin Agreement. The right to vote your shares held on margin may be reduced by the amount of shares on loan. The Proxy Voting Instruction Form sent to you may reflect a smaller number of shares entitled to vote than the number of shares in your margin account. Foreign Currency Transactions Pershing may execute foreign currency transactions as principal for your account. Pershing may automatically convert foreign currency to a from U.S. dollars for dividends and similar corporate action transactions unless you instruct your financial organization othervirse. Pershing's currency conversion rate will not exceed the highest interbank conversion rate identified from customary banking sources on the conversion date or the prior business day, increased by up to 1%, unless a particular rate is required by applicable law. Your financial organization may also increase the currency conversion rate. This conversion rate may differ from rates in effect on the date you executed a transaction, incurred a charge, or received a credit. Transactions converted by agents (such as depositories) will be billed at the rates such agents use. Ratings This statement may contain credit rating information obtained from Standard & Pools. Reproducing and distributing any information received from Standard & Poor's is not permitted without prior written authorization from Standard & Poor's. Standard & Poor's does not guarantee the accuracy, completeness, timeliness or availability of any information. Standard & Pools is not responsible for any errors or omissions, regardless of the cause, a for the results of using such content. Standard & Pools makes no express or implied warranties includng warranties of merchantability or fitness for a particular purpose. Standard & Poor's shall not be legally responsible for any lees, costs, expenses or losses in connection with the use of their content Credit ratings are opinions and not statements of facts; are not recommendations to purchase, hold or sell securities; and do not address suitability for investment purpose. Credit ratings should not be relied upon as investment advice. Cash Not Yet Received Assets shown here are not reflected in your account This information has been received from sources we believe to be reliable. Pershing does not guarantee the accuracy of the information. Bond Maturity Schedule Bonds that are in default are not included. Page IS 021 Account Nun ber Go paperless SO t, THERA CNO N LLC. F I DrariAL CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) Rated tscollordi [very Year Since 2007 DAL BAN MUD COMMUNICATIONS rxesartraer YS c~IM'~c„wYr1 ••Ji SDNY_GM_00045565 OB-SDNY-0006389 EFrA_00 156174 EFTA01288537 Deutsche Asset & Wealth Management PO &a 1778. Ballimore, MO21203 Important Information and Disclosures (continued) ()PASO( Sint PO• lir *mall PI Manapnad Mae WS Coot r r G. ot,p ontsciv sank Smote Ac. Mn *4 MS Put Asa. lob Hee Web* NY 101W Statement Period: 1210112014 • 12/31/2014 Bond Quality Bond quality ratings reflect Moody's or Standard and Pools ratings. Bonds may be rated by other services. Bonds that are in default are not included. Please refer to your Portfolio Holdings section. The Role of Pershing • Pershing carries your account as clearing broker pursuant to a clearing agreement with your financial institution. Pershing may accept from your financial institution without inquiry or investigation (i) orders for the purchase and sale of securities and other property and (I) any other instructions concerning your account. Pershing is not responsible or liable for any acts or omissions of your financial institution Of its employees and it does not supervise them. Pershing provides no investment advice nor does it assess the suitability of any transaction or order. Pershing acts as the agent of your financial institution and you agree that you will not hold Pershing or any person confiding or under common control with it liable for any investment losses Mcurred by you. • Pershing performs several key functions at the direction of your financial institution. It acts as custodian for funds and securities you may deposit with it directly or through your financial institution or that it receives as the result of securities transactions it processes. • Your financial institution is responsible for adherence to the securities laws, regulations and rules which apply to it regarding its own operations and the supervision of your account, its sales representatives and other personnel. Your financial institution is also responsible for approving the opening of accounts and obtaining account documents; the acceptance and, in certain instances, execution of securities orders; the assessment of the suitability of those transactions, where applicable; the rendering of investment advice, if any, to you and in general, for the ongoing relationship that it has with you. • Inquiries conceming the positions and balances in your account may be directed to the Pershing Customer Smite Department at (201) 413-3333. AI other inquiries regarding your account or activity should be directed to your financial institution. Your financial organization's contact information can be found on the first page of this statement. • For a description of other functions performed by Pershing please consult the Disclosure Statement provided to you upon the opening of your account. This notice is not meant as a definitive enumeration of every possible circumstance, but as a general disclosure. If you have any questions regarding this notice or if you would like additional copies of the Disclosure Statement, please contact your financial institution. • Pershing is a member of the $ecuribes Investor Protection Corporation (SIPC`). Please note that SIPC does not protect against loss due to market fluctuation. In addition to SIPC protection, Pershing provides coverage in excess of SIPC limits. For more detailed information please visit: vnviv.pershing.cordstrength_stability.html. • This statement will be deemed conclusive. You are advised to report any inaccuracy or discrepancy (including unauthorized trading) promptly, but no later than ten days after receipt of this statement, to your financial organization and Pershing. Please be advised that any oral communication should be re-confirmed in writing to further protect your rights, including your rights under the Securities Investor Protection Act. • Your financial organization's contact information can be found on the first page of this statement. Pershing's contact information is as follows: Pershing LLC, Legal Department, One Pershing Plaza, Jersey City, New Jersey 07399; MM. Errors and Omissions excepts. Important Arbitration Disclosures • All parties to this agreement are giving up the right to sue each other it court, including the right to a trial by jury, except as provided by the rules of the arbitration forum in which a claim is filed. • Arbitration awards are generally final and binding; a party's ability to have a court reverse or modify an arbitration award is very limited. • The ability of the parties to obtain documents, witness statements and other discovery is generally more limited in arbitration than in court proceedings. • The arbitrators do not have to explain the reason(s) for their award, unless, in an eligible case, a joint request for an explained decision has been submitted by all parties to the panel at least 20 days prior to the first scheduled hearing date. • The panel of arbitrators wit typically include a minority of arbitrators who were or are affiliated with the securities industry. • The rules of some arbitration (mans may impose time limits for bringing a claim in arbitration. In some cases, a claim that is ineligible for arbitration may be brought in court. • The rules of the arbitration forum in which the claim is filed, and any amendments thereto, shall be incorporated into this agreement. Important Arbitration Agreement Any controversy between you and Pershing LLC shall be submitted to arbitration before the Financial Industry Regulatory Authority. No person shall bring a putative or certified class action to arbitration, nor seek to enforce any predispute arbitration agreement against any person who has initiated in court a putative class action, who is a member of a putative class who has not opted out of the class with respell to any Page19 of 21 Account Number Go paperless Eng, ••••• SMc• 2007 )1, THERA LLC. DAL OAR RA T ED COMMUN CATIONS CONFIDENTIAL — PURSUANT TO FED. R CRIM. 6: N F I DAENTIAL rxourMee r itry. IwaaM lab rear —tart. K SDNY_GM_00045566 OB-SDNY-0008390 EFTA_00156175 EFTA01288538 Important Information and Disclosures (continued) Important Arbitration Agreement (continued) claims encompassed by the putative class action until; (I) the class certification is denied; (II) the class is decertified; or (III) the client is excluded from the class by the court. Such forbearance to enforce an agreement to arbitrate shall not constitute a waiver of any rights under this agreement except to the extent stated herein. The laws of the State of New York govern. Pershing's contact information is as follows: Pershing LLC, Legal Department, One Pershing Plaza, Jersey City, New Jersey 07399; Page 20 021 ORAL Roll Account Nu® ber Go paperless ESTI CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) soLTHERtz. NFID TAL Rated tacellenti Lvery Vat 5.90. 2907 DAUM. RATED COMMUNICATIONS rxerartraer SDNY_GM_00045567 DB-SDNY-0008391 EFTA_00156176 EFTA01288539 TERMS AND CONDITIONS TRANSACTIONS • ALL ORDERS AND TRANSACTIONS SHALL BE SOLELY FOR YOUR ACCOUNT AND RISK SHALL BE SUBJECT TO THE CONSTITUTION. RULES. REGULATIONS. CUSTOMS. USAGES. RULINGS AND INTERPRETATIONS OF THE EXCHANGE OR MARKET AND THE CLEARING FACILITY. IF ANY. WHERE THE TRANSACTIONS ARE EXECUTED AND/OR SETTLED. OR IF APPLICABLE. OF THE FINANCIAL INDUSTRY REGULATORY AUTHORITY AND TO ALL APPLICABLE LAWS AND REGULATIONS. • TITLE TO SECURITIES SOLD TO YOU. WHERE PERSHING HAS ACTED AS PRINCIPAL SHALL REMAIN WITH PERSHING UNTIL THE ENTIRE PURCHASE PRICE IS RECEIVED OR UNTIL THE SETTLEMENT DATE. WHICHEVER IS LATER. • YOU MAY HAVE RECEIVED CONFIRMATIONS FOR TRANSACTIONS WHICH DO NOT APPEAR ON YOUR STATEMENT. IF SO, THE TRANSACTIONS WILL APPEAR ON YOUR NEXT PERIODIC STATEMENT, SUCH TRANSACTIONS MUST BE CONSIDERED BY YOU WHEN COMPUTING THE VALUE OF YOUR ACCOUNT. THIS IS ESPECIALLY TRUE IF YOU HAVE WRITTEN OPTIONS WHCH HAVE BEEN EXERCISED. FREE CREDIT BALANCES: ANY FREE CREDIT BALANCE CARRIED FOR YOUR ACCOUNT REPRESENTS FUNDS PAYABLE UPON DEMAND WHICH. ALTHOUGH PROPERLY ACCOUNTED FOR ON PERSHING'S BOOKS OF RECORD. ARE NOT SEGREGATED AND MAY BE USED IN THE CONDUCT OF ITS BUSINESS. DEBIT BALANCES: INTEREST CHARGED ON DEBIT BALANCES IN YOUR ACCOUNT APPEARS ON THE STATEMENT, THE RATE OF INTEREST AND PERIOD COVERED ARE INDICATED, THE RATE MAY CHANGE FROM TIME TO TIME DUE TO FLUCTUATIONS IN MONEY RATES OR OTHER REASONS. INTEREST IS COMPUTED AS DESCRIBED IN MATERIAL PREVIOUSLY FURNISHED TO YOU. PLEASE CONTACT YOUR FINANCIAL INSTITUTION F YOU DESIRE ADDITIONAL COPES. MARGIN INFORMATION: IF YOU MAINTAN A MARGIN ACCOUNT. THIS IS A COMBINED STATEMENT OF YOUR GENERAL ACCOUNT AND A SPECIAL MEMORANDUM ACCOUNT MAINTAINED FOR YOU UNDER REGULATION T OF THE BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM, THE PERMANENT RECORD OF THE SEPARATE ACCJMINT AS REQUIRED BY REGULATION T IS AVALABLE FOR YOUR INSPECTION UPON REQUEST. TAX INFORMATION • AFTER YEAR END. PERSHING IS REQUIRED TO PROVIDE TAX INFORMATION TO THE INTERNAL REVENUE SERVICE AND OTHER GOVERNMENTAL AUTHORITIES AT THAT TIME PERSHING WILL PROVIDE THAT INFORMATION ON THE ANNUAL TAX INFORMATION STATEMENT TO YOU; USE THAT STATEMENT TO PREPARE YOUR TAX FLINGS. THE TAX STATEMENT ALSO INCLUDES OTHER USEFUL INFORMATION TO ASSIST IN ACCUMULATING THE DATA TO PREPARE YOUR TAX RETURNS, • DIVIDENDS. INTEREST AND OTHER DISTRIBUTIONS SHOWN ON THIS STATEMENT WERE CLASSIFIED AS TAXABLE OR NONTAXABLE BASED ON CERTAIN INFORMATION KNOWN AS OF THE DISTRIBUTION DATE. THIS CLASSIFICATION IS SUBJECT TO CHANGE AND IS SOLELY INTENDED FOR USE AS GENERAL INFORMATION. • PERSHING DOES NOT PROVIDE TAX, INVESTMENT OR LEGAL ADVISORY SERVICES AND NO ONE ASSOCIATED WITH PERSHING IS AUTHORIZED TO RENDER SUCH ADVICE. DO NOT RELY UPON ANY SUCH ADVICE. IF GIVEN. INVESTORS ARE ENCOURAGED TO CONSULT THEIR TM ADVISORS TO DETERMINE THE APPROPRIATE TAX TREATMENT OF THEIR BUSINESS. GENERAL INFORMATION • WHENEVER YOU ARE INDEBTED TO PERSHING LLC (*PERSHING') FOR ANY AMOUNT. ALL SECURITIES HELD BY IT FOR YOU IN ANY ACCOUNT IN WHICH YOU HAVE ANY INTEREST SHALL SECURE ALL YOUR LIABILITIES TO PERSHING. AND PERSHNG MAY IN ITS DISCRETION AT ANY TIME. WITHOUT TENDER. DEMAND OR NOTICE TO YOU. CLOSE OR REDUCE ANY OR ALL OF YOUR ACCOUNTS BY PUBLIC OR PRIVATE SALE OR PURCHASE OR BOTH OF ALL OR ANY SECURITIES CARRIED IN SUCH ACCOUNTS: ANY BALANCE REMAINING DUE PERSHING TO BE PROMPTLY PAID BY YOU. • WHENEVER YOU ARE INDEBTED TO PERSHING FOR ANY AMOUNT. ALL SECURITIES CARRIED FOR YOUR ACCOUNT ARE OR MAY BE. WITHOUT FURTHER NOTICE TO YOU. LOANED OR PLEDGED BY PERSHING. EITHER SEPARATELY OR UNDER CIRCUMSTANCES WHICH WLL PERMIT THE COMMINGLING THEREOF. WITH OTHER SECURITIES FOR ANY AMOUNT LESS THAN. EQUAL TO OR GREATER THAN YOUR LIABLMES TO PERSHING. BUT NOT UNDER CIRCUMSTANCES FOR AN AMOUNT PROHIBITED BY LAW. F n • PERSHNG MAY TRADE FOR ITS OWN ACCOUNT AS A MARKET MAKER. SPECIALIST, 000 LOT DEALER. BLOCK POSITIONER. ARBITRAGEUR OR INVESTOR. CONSEQUENTLY. AT THE TIME OF ANY TRANSACTION YOU MAY MAKE. PERSHING MAY HAVE A POSITION IN SUCH SECURITIES. WHICH POSITION MAY BE PARTIALLY OR COMPLETELY HEDGED. • IF AVERAGE PRICE TRANSACTION IS INDICATED ON THE FRONT OF THIS STATEMENT YOUR FINANCIAL INSTITUTION OR PERSHING MAY HAVE ACTED AS PRINCIPAL. AGENT OR BOTH. DETAILS AVAILABLE UPON REQUEST • A FINANCIAL STATEMENT OF PERSHING IS AVALABLE FOR YOUR PERSONAL INSPECTION AT PERSHING'S OFFICES. A COPY OF IT WILL BE MAILED UPON YOUR WRITTEN REQUEST OR YOU CAN VIEW IT ONLINE AT W•VIN,PERSHING,COM • FOR BUSINESS CONTINUITY AND ADDITIONAL DISCLOSURES: VIIWW.PERSHING.COMEUSINESS_CONTINUITY.HTML • THIS STATEMENT SHOULD BE RETAINED FOR YOUR RECORDS. PAYMENT FOR ORDER FLOW AND ORDER ROUTING POLICIES DISCLOSURES (REGULATION NMS- RULE 607(A)(1)-(2)] PERSHING SENDS CERTAIN EQUITY ORDERS TO EXCHANGES. ELECTRONIC COMMUNICATION NETWORKS. OR BROKER-DEALERS DURING NORMAL BUSINESS HOURS AND DURING EXTENDED TRADING SESSIONS. CERTAIN OF THESE VENUES PROVIDE PAYMENTS TO PERSHING OR CHARGE ACCESS FEES TO PERSHING DEPENDING UPON THE CHARACTERISTICS OF THE ORDER AND ANY SUBSEQUENT EXECUTION. THE DETAILS OF THESE PAYMENTS AND FEES ARE AVAILABLE UPON WRITTEN REQUEST. PERSHING RECEIVES PAYMENTS FOR DIRECTING LISTED OPTIONS ORDER FLOW TO CERTAIN OPTION EXCHANGES. IN ADDITION. PERSHING ROUTES CERTAIN EQUITY AND OPTION ORDERS TO ITS AFFILIATE. 8NY MELLON CAPITAL MARKETS. LLC. FOR EXECUTION AS PRINCIPAL COMPENSATION IS GENERALLY IN THE FORM OF A PER OPTION CONTRACT CASH PAYMENT. BEST EXECUTION: NOTWITHSTANDING THE PREVIOUS PARAGRAPH REGARDING PAYMENT FOR ORDER FLOW. PERSHNG SELECTS CERTAIN MARKET CENTERS TO PROVIDE EXECUTION OF OVER-THE COUNTER AND EXCHANGE-LISTED SECURITIES TRANSACTIONS WHICH AGREE TO ACCEPT ORDERS. TRANSMITTED ELECTRONICALLY UP TO A SPECIFIED SIZE. AND TO EXECUTE THEM AT OR BETTER THAN THE NATIONAL BEST BID OR OFFER (N880) ON CERTAIN LARGER ORDERS. OR F THE DESIGNATED MARKET CENTERS DO NOT MAKE A MARKET IN THE SUBJECT SECURITY. PERSHING DIRECTLY CONTACTS MARKET CENTERS TO OBTAIN AN EXECUTION. THE DESIGNATED MARKET CENTERS TO WHICH ORDERS ARE AUTOMATICALLY ROUTED ARE SELECTED BASED ON THE CONSISTENT HIGH QUALITY OF THEIR EXECUTIONS IN ONE OR MORE MARKET SEGMENTS AND THEIR ABILITY TO PROVIDE OPPORTUNITIES FOR EXECUTIONS AT PRICES SUPERIOR TO THE N880. PERSHING ALSO REGULARLY REVIEWS REPORTS FOR QUALITY OF EXECUTION PURPOSES. F ANY OF DE MOVE TERMS AND OONINTIONS ARE I maraPTASTE TO 10U, PLEASE HOTFY PEREANG SALEMATELY IN WRITING BY GERTFED MAIL TOONE PERSHNG RATA JERSEY CITY, NI OT3S9, ATM LEON. DEPT OBAO ROLL CH LIC. FIDENTIAL ON CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) THETA Account Number. Go paperless Page21ot 21 PALA tacoPerA L very VIA. Nate 2007 ML OAR RATED COMMUNICATIONS pm:Ammer rtit7=73....9==== imm••••••• SONY GM 00045568 DB-SDNY-0008392 EFTA_00156177 EFTA01288540 PD Dal?* Boltonsto MD2203 SOUTHERN FINANCIAL LLC 6100 RED HOOK QUARTER B3 ST THOMAS VI 00802 Your Client Advisor: DANIEL SABBA 01,41.1. e 114n. of .4. W.W .n 44.41",t. Myers (Intact C.c., De•Iteht Bar n< Niev.b4 Offia, N>S Anrmw. )Ighticst wet AT 101M Account Num ber: Statement Period: 11101r2014 - 1113012014 Valuation at a Glance Beginning Account Value het Cash Deposits and Withdrawals Adjusted Previous Account Value Dividends, Interest and Other Income het Other Activity het Chan e in Portfolio nding Account Value Estimated Annual Income Asset Allocation Prior Year-ES Lad Period Ibis Period %Allocation (.80 Cash. Money Funds. and Bank Deposits 18,295,949.71 12,858,891.12 43,562,095.01 34.02% LSD Axed Income 27,736,972.38 18,263,210.87 18,308,152.91 14.30% hon.L SD Axed Income 10,227,309.46 7,532,495.00 7,422,22650 5.80% LSD Equities 30,410,519.65 52,601121.35 55,404,88713 43.26% hen-LSD Equities 3,137,192.74 3.270.704.00 3.359.080.00 2.62% Non-LSD Cash, Money Funds. and Bank Deposals 402,106.31 0.00 0.00 0.00% Other 363.000.00 0.00 0.00 0.00% Account Total (Pie Chart) $90,673,060.28 $124,528,322.34 1128,0 68,22 2.3 1 100.00% See the Asset AllocatOn Disclosure and Footnotes SeCtOA for tniportant dorrnaton regardiv yote Asset Alocebon. 08A1 ROL I CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) CON F I dERFfisA L B011179SCSF30016 This Period Year-to-Date $124,598,399.34 $90,573,050.28 143,704.98 31,088,436.34 124,870,027.30 121,85 9,48 8.62 555,244.08 3,427,885.54 0 00 -369.754.18 2130,950 93 3 338.801 33 5128 056 222.31 5128.056 222 31 $3,849.726.35 Pease a loceo- Pap 1 of 18 Rimed tocollordi tv..y Vow Saxe 2007 DAUM* RATED COMMUNCATIONS rxest unser it .""r= " 0007•Zrt e SDNY_GM_00045569 OB-SDNY-0008393 EFTA_00 I 56178 EFTA01288541 Asset Allocation Disclosure and Footnotes Certain values have been defaulted into the Other Asset Class due to incomplete categorizing data Al values are displayed in U.S. dollars based on interbank exchange rates as of 1113012014. Exchange rates can vary. Equities contains Equity Mutual Funds. Summary of Gains and Losses Realized Unrealized Ibis Period Yeanio•Date Short•Term Gain/Loss 985.85 558,388.41 4,316,350.12 Long-Term Gain/Loss 0.00 4.895.387.36 4.427.630.12 Net GaIn/Loss 98S.86 4,337,01835 1,773,910.64 This summary excludes transactions where cost basis information is not available. Money Market Fund Detail Date Wive Type Dew lo i V iroeet Balaece Sweep Money Market Fund DWS GOVERNMENT CASH iNSTL Account Num ber Current Yield: 0.03% Activity Ending: 11128/1/ 11/01114 Opening Balance 42.858.309.92 42,858,309.92 11103/14 Deposit MONEY FUND PURCHASE 581.20 12,858,891.12 11110/14 Deposit MONEY FLU PURCHASE 12,500.00 12,901,391.12 11/14114 Detroit MONEY FLU PURCHASE 77,080.00 12,978,171.12 11/18114 Detroit MOKEY FLO PURCHASE 233,50629 13,211,977.41 11124114 Deplete MOKEY RAD PURCHASE 192.10111 43,404,082.02 11/26111 Deposit MONEY FLO PURCHASE 156,950.06 13,561,032.08 11128114 Deposit INCOME RBA VEST 1.062.96 13,562.095 04 11/2811/ Cloing Balance 943 662,095.04 Total All Money Market Funds 943,662,095.04 Income and Expense Summary Correnl Period Yeantaate Taxable Noe Taxable Taxable Non Taxable Dividend Income Equines 186136 25 0.00 714,567.18 0.00 Money Market 1,062.96 0.00 6,197.53 0.00 Other Dividends 81.25000 0.00 777,755.20 0.00 Page 2 of 18 Account Number: etir (v"' tmollonti OSSA WU. Go paperless (very VANSims 2007 OALBAR RATED COMMUNICATIONS CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 67: HEIMCON F I DENTIA rxenurtraer owastni=r,..=1.0":74...'"= SDNY_GM_00045570 DB-SDNY-0008394 EFTA_00156179 EFTA01288542 Dreatifle Um rrvwm veka•n•Aptagenan Margit. toomeit GIO‘P DeelsON ML Sew Oe. Inc Now *4 Olk• PC B4Il 2120 HS Psi Asa 260.1 tom I•r• Vett NY 10114 Income and Expense Summary (continued) Caned Period Statement Period:1110112114 -11/3012114 Year-to•Date Taxable Non Taxable Taxable Non Taxable Interest Income Bond Interest 53,36522 0.00 915,556.05 0.00 FDIC Insured Bank Deporits 0.00 0.00 2,691.15 0.00 Other Interest 40,625.04 0.00 162,500.16 0.00 Total Dividends, Interest, Income and Expenses $363,139.11 30.00 $2,609,267.27 $0.00 Distributions /4lernative Investm ents 0.00 192,104.61 0.00 818.418.27 Other Distributions 000 4.254.88 0.00 559,342.39 Total Distributions $0.00 9196,359.49 $0.00 $1,377,760.66 Portfolio Holdings Account Opening Date Quantity Number Activity Ending Opening Balance Closing Balance Accrued Income income This Year 30.Day Yield Cement Yield Cash, Money Funds, and Bank Deposits 34.00% of Portfolio Cash Balance 581 20 0.00 Money Market DWS GOVERN M DI T CASH INSTL 11101(14 43.562095140 1108114 42,858,309.92 43,562,095.04 0.00 6,197.53 003% 0.03% Total Money Market 642,959,309.92 $43,662,095.04 $0.00 $6,197.53 FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM 11101/14 11/25/14 0.00 0.00 0.00 2.691.15 N/A NIA Total FDIC Insured Bank Deposits $0.00 $0.00 $0.00 92,691.16 Total Cash, Money Funds, and Bank Deposits 342,958,891.12 $43,562,095.04 $0.00 $6,696.66 Account Number l)8AN non Go paperless SOUTHERN CNO LLC. F I DarariA L N CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Page 3 014 Rated [walls nil (very "Arm Woos 2007 DAL OAR RAT ED COMMUNICATIONS rxenmser SDNY_GM_00045571 DB-SDNY-0008395 EFTA_00 I 56I 80 EFTA01288543 Portfolio Holdings (continued) Cale Acquired Quaetlty Unit Cod Fixed Income 20.00% of Portfolio (In M aiunry Dee Sequence) tAsset Badred Securities COUNTRYWIDE HONE LOANS SER 03-1 CL 814.090% 03125133 B/E DM 01130103 Factor. 0.21688941 Effective Date:11103/11 Current Face Value: 976.002 315 12/13/13'.,12 4,500,000.000 93.3760 Adjusted Cod Basis Market Price Markel Valle Unrealized Gain/ Loa Ana ued Interest Estimated Estimated Annual Income Yield WASHINGTON NUT MEG SECS CORP 2004•RA2 MI6 PASSTHRU CTF CL C.B.1 VAR RATE 6.981% 07125133 B/E DTO 06/01/01 S 6 P Rating 0 Fedor: 0.57038948 Effective Date:11103/14 Current Face Value: 735.802 129 12113/13 '•3.12 1,290,000.000 76.5190 Security Identifier: 12669DYS1 911 356 25 85 1530 Ong nal Cost Basis. 51.111.573 07 Security Identifier: 939336520 563,025.79 87.1970 Original Cod Basis. 5838.906.71 $1,414,312.04 840,855.30 611,597.61 Total Asset Backed Securities 6,790,000.000 Total Current Face Value : 1,711,801.771 Corporate Bonds PETROLEOS DE VENEZUELA AOTESSEAI0RISIX XS0460546525 5.000% 10/28/15 REG DTO 10/28/09 S 6 P Rating 9 4 Security Identifier: P7807HAF2 12/04113 %LT? 2 500 060.000 94.9150 2,372,866.32 84.9000 2,122,500.00 HEADWATERS INC GM SR NT 7.625% 04101/19 NE DID 03/11/11 CALLABLE04101/150 103.813 Moody Rating 82 St P Rating B. Original Coal Basis: 52,250,000.00 Security Identifier: 42210PAQ5 10122/12 '.12.13 1,000,000.000 101.9730 1,019,732.26 104.7500 1,047,500.00 EARTHUNK INC GM SR NT FULLY EXCHANGED CUSP FROM 270321A19 8.875% 05/15/19 DIE DM 05117/11 CALLABLE 05/15115 SI P Rating CCC+ Original Cod Basis: 51.035.001700 Security Identifier: 270321AC6 10122/12 '.3.12 400,000.000 102 5710 410,284.01 101.8750 407,500.00 Onginal Coal Basis 5414,000.00 10/23/12'•3.12 600.000 000 102 3890 614,334.84 101.8750 611,250.00 Original Cost Basis: $619,500.00 Total Noncomed 1,000,000.000 1 024 618.86 1,018,760.00 Total 1,000,000.000 $1,024,818.86 $1,016,750.00 81,182,452.94 8011179SCSP, t)8A11 ROIL Account Number: Go paperless CONFIDENTIAL — PURSUANT TO FED. R CRIK1 P. 6(e) F I D ENTIAL SCLTHERA re:5 KJ 70.500 95 78,571 85 3.215.66 4,137.96 58,070.90 0,353.62 80.00 •250.366.32 11.111 11 125.000 00 5.88% 27,767.74 12,496 53 76,250 00 7.27% .2,784.01 1,479.17 35,500.00 8.71% .3.084.84 2,218.75 53.250.00 8.71% +5,888.86 3,697.92 88,750.00 -KUM $3,697.92 688,750.00 Page4 of 18 Railed tacoller4 Every V.ar SkX• 1007 DALOAR RATED COMMUNCATIONS rxfIL MCI .113.3=1-== —4-••••ann•C SDNY_GM_00045572 OB-SDNY-0008396 EFrA_00156181 EFTA01288544 Portfolio Holdings (continued) Dale Acquired Cluaelity Unit Cost Fixed Income (continued) Corporate Bonds (continued) SERVICEM ASTER CO SR NT - CUSP FULLY EXCFANGED FROM OLD CUSP 817601413 8.000% 02/15/20 BIE DTD 02/13112 Moody Rating CAA' S 8 P Rating B- 01124/13 %UM 440.000.000 104 2920 458.886.80 106.0000 Original Cosl Basis: $468,050.00 02/25113 %UM 1.000.004.000 104 7690 1.047.687.78 1136.0000 Original Cosl Basis: $1070,000.00 Total Noncovered 1,410,000.000 1,506,574.56 Total 1,410,000.000 $1,506,574.58 LLOYDS TSB BK PLC EURO ISSUE MEDIUM TERM NOTES WM0717735822 9.875% 12/16121 REG DM 12/16111 Moody Rating BA' S P Rating 8%- 12104/13 U.12 1.500 000 000 107.7450 Adjusted Cost Basis Draw< Um Pon. Witain Alvvitneat Marais Can.'. OgSD Devbch• Sank Secio0e. Maw *4 Ma HS DH /ass. 2/00 bet IO M Market Price Market Value Statement Period: 11101/2014 - 11/30/2014 Unrealized Gain/ Loss Accrued Estimated Estimated Interest Annual Income Yield Security Identifier: 81760NAN9 BARCLAYS BK PLC CONTINGENT CAP NT 16941.506739A-K03 7.750% 04/10123 BIE DTD 04110113 CALLABLE04/10118 S 8 P Rating 884 04103/13 %UM 300.000.000 100 0000 PM ORGAN CHASE & CO DEP SHS REPSTG 1110TH PFD SER 1 FIXED TO FUG RI BD 7.900% 0029/49 81E DTO 01/23/08 Moody Rating BA1 S P Rating BBB• 06115111 '.3.12 2.500.000.000 107.5000 2.687.500.00 108.5610 Original Cosl Basis: $2,687,500.00 06115/11 '.3.12 2.500.000 000 107 0000 2.675.000.00 108.5610 Original Cosl Basis: $2,675,000.00 Total Noncovered 5,000,000.000 5,362,500.00 Total 5,000,000.000 $5,382,500.00 Security Identifier: 64$15PP48 1,616,173.81 115.2500 Original Cosl Basis: 51.627.500.00 Security Identifier: 08739FHKO 300.000.00 109.1880 Original Cosl Basic $300,000.00 Security Identifier: 46625HHA1 466.400.01 1.059.999.99 1,526,400.00 $1,526,100.00 1,728,750.00 327.561 00 2.714.025.00 2.714.025 00 5,426,050.00 $5,428,050.00 Account Num bet. Go paperless CONFIDENTIAL — PURSUANT TO FED. R CR[CA. P. 6(e) FIDEsianAL SOLTHERA co. Ki 7.513.21 10.266 67 35.200.00 7.54% 12.31221 23.333 33 80,000.00 7.54% 19,825.42 33,600.00 115,200.00 $19,825.12 $33,600.00 $115,200.00 112,576.19 141,541.67 148,125.00 8.56% 27.561 00 3.22917 23.250.00 7.09% 26.525.00 16.158 34 197.500.00 7.27% 39.025 00 16.458 33 197.500 00 7.27% 65,550.00 32,915.67 395.000.00 $65,550.00 $32,916.67 $395,000.00 Rated excellent, beery 'Ism Lace 2007 MUM. RATED COMMUNCA TIONS rxestur NC! Page 5 of 18 SDNY_GM_00045573 DB-SDNY-0008397 EF7A_00156182 EFTA01288545 Portfolio Holdings (continued) Date Acquired Quantity Wit Cosi Fixed Income (continued) Corporate Bonds (continued) BANK AM ER CORP PERP NON COM ULATIVE DEP S FIXED TO FLOAT 8.125% 04/30158 WE DTD 04130108 CALLABLE 05/15118 Moody Rating BA3 St P Rating BB 01110111 %sin 2,000,000.000 102.7500 SOUTNEFOI CALIF EDISON CO PREF SER E 6.250% 01117162 WE DM 01117/12 CALLABLE 02101122@ 100000 Moody Rating BAA1 S 8P Rating BBB- 2.055.000.00 107.7500 Onginal Cost Basis 52,055,00600 Security Identifier: 842400FU2 2,155,000.00 01/30N2'.3.11 3.000.000.000 99.8070 2,994,220.16 110.5000 3,315.000 00 Original Cost Basis 52.992.564 97 GENERAL ELEC CAP CORP NON CUM PFD SER Security Identifier: 3698225148 A 7.125% 06/12/62 WE DID 06112/12 CALLABLE 06115/22 Moody Rating BAAI S P Rating A+ 06/21112 '.12.13 2,000,000.000 104 9890 2.099.771 77 116 7500 2.335.000 00 Original Cost Basis. 52.122.916 67 USG CAPITAL NO 1 PLC 144A Security Identifier: 654338868 ISM* X50473106283 8.000% OM 5188 FIEG DTD 12/15/09 CALLABLE06115/20 S8 P Rating BB 12104/13 1.200.000.000 108 2500 1.299.000.00 107.3400 1,288,080.00 Original Cost Basis. 51.299.000.00 5LLOYDS BANKING GROUP PLC FXD RATE RESET Security identifier: 539439A64 ADDL TIER 1 SECS INNS US539439A642 7.500% 09/27/88 WE DID 04/07/I4 S 8 P Rating B+ Please Provide' 1,903,000.000 N/A Neese Provide 1067500 1,955,332.50 Original Cost Basis Please Provide Total Corporate Bonds $21,850,157.15 $24,217,828.50 22,843,000.000 Total Fixed Income $23,124,839.79 $25,130,379.41 28,633,000.000 Adjusted Cod Basis Market Price Markel Value Unrealized Gain/ Loss Accrued Interest Estimated Estimated Annual Income Yield Security Identifier: 0605050T8 lift ,kM '4011. Account Num berms Go paperless SOLTHERA CZ" N LLC. F I DAENTIAL CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) 100.000 00 6.770 83 162,500.00 7.54% 320.779 81 61.979 17 187.500 00 5.65% 23522823 65.312 50 112.500 00 6.10% -10.920 00 44.000 00 96,000.00 7.45% N/A 24.976 88 142.725.00 7.29% $8•12,136.25 $441,632.45 $1,702,800.00 $550,207.15 $448,986.07 11,702,800.00 Page 6 of 18 Rated tacellerigi L very year Woes 2007 DAL BAR RA TED COMMUNICA TIONS rxesur NCI SDNY_GM_00045574 DB-SDNY-0008398 EFTA_00156183 EFTA01288546 isre Ram Pow, Wealth Marra, Mat% Cowan 4.,.p Ch.M.!. Ws Sewnel Yee bet Mc* 341P srli Anew. 110mm Statement Period: 11101/2014 • 11/30/2014 Portfolio Holdings (continued) Date Acquired Equities 43.00% of Portfolio Common Stocks M OBILEYE NV AM STELVEEN ORD SHS ISIARAL0010831051 Dividend Option: Cash 08101/14 800.000 APOLLO GLOBAL M GM T LLC CL A SIM Dividend Option: Cash 03129111 '.13 283,157.000 APPLE INC CON Dividend Option: Cash 10128113 14.000 000 09105114 150.000 000 Total Covered 181,000.000 Total 164,000.000 ARIAD PHARMACEUTICALS INC Dividend Option: Cash 02114112',13 7,535.000 01124/13 9,000.000 Total Noncovered 16,535.000 Total 16,535.000 ASCENA RETAIL GROUP INC CON Dividend Option. Cash 01116101 '.3 70,500.000 BANK OF NEW YORK M ELLON CORP COM Dividend Option: Cash 06125114 250.000.000 BIOGEN IDEC INC CON Dividend Option: Cash 02114112'.13 2,095.000 Quantity Unit Cost Cost Basis Market Price Market Value Unrealized Gala/ Loss Estimated Estimated Annual Income Yield 25 0000 19 0000 75 5800 98 9500 Security Identifier: M BLY CL SIP A51188117 20.000.00 13.8500 Security Identifier: APO CUSP: 037612308 4,999,983.00 24.4400 Security Identifier: AAPL CUSP. 037833100 1,058,120.59 118.9300 14 812.506.00 118.9300 15,900,626.50 35,080.00 6,431,557.08 1,665,019.93 17.839.500 07 19,504,520.00 15,080 00 1,431,574 08 606,899 43 2,996,091 07 3,603,893.50 818,418.27 12.72% 26,320.00 1.58% 282.000.00 1.58% 300,320.00 ()PAN Lb I 115,900,526.50 Security 'defiler ARIA CUSP 04033A100 152090 114,597.40 7.1100 19.6000 176,400.00 7.1100 290,997.40 21.2770 363080 119 5490 5290,997.40 Security Identifier: ASNA CUSP 04351G101 1,500,000.00 13.3900 Security 'dentine': BK CUSP: 06/058100 9,076,408.00 10.0300 Security Identifier: BIM CUSP 09062X103 250.154.95 307.6900 $19,504,520.00 53,573.85 63,990.00 117,50315 $117,5$3.85 943.995.00 10.007,500 00 644,610.55 Account Number. Go paperless CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) F I DAENTEAL S13 L THERA rej $3,603,893.50 -61,023.55 -112,410.00 -173,433.55 -$173,433.55 -556.005 00 931,094 00 394,155 60 $308,320.00 $0.00 170,000 00 1139% pateieti8 Rated excellent bray v«. Since 2007 DAUM. RATED COMMUNCATIONS rxciurnaer .r .Lt "rar: SDNY_GM_OOO45575 OB-SDNY-0008399 EFTA_00156 84 EFTA01288547 Portfolio Holdings (continued) Dale ired Equities (continued) Common Stocks (continued) FACEBOOK INC CL A Dividend Option: Cash 05117112 '.13 17.500100 FOUNDATION MEDICINE INC COM Dividend Option: Cash 01113114 25,000.000 08105114 24.830.000 Total Covered 19,830.000 Total 19,830.000 GENERAL ELECTRIC CO COM Dividend Option: Cash 01123113'.13 GENERAL MTRS CO COM Dividend Option: Cash 11118/10 12/09/10 ' Total Noncovered Total 97,525.000 GILEAD SCIENCES INC Dividend Option: Cash 02105114 5,000.000 03107114 3,100.000 Total Cowed 8,100.000 Total 8,100.000 $813,201.00 1812,592.00 HEALTH NET INC CON Smutty identifier: N NT Dividend Option: Cash CUSP. 422226108 09108114 25.000100 46 9800 1,174,506.00 51.3800 1.284.500.00 SANGAM 0 BIOSCIENCES INC CON Security Identifier: %MO Dividend Option: Cash CUSP: 800677106 05128113'•13 Roam 8.100 422,211.00 12.0800 604.00010 SANTANDER CONSUMER USA SLOGS INC COM Security Identifier: SC Dividend Option: Cash CUSP: 8028314101 01123114 1.000.000 24 0000 24,000.00 18.5900 18190.00 TWITTER INC CON Security Identifier: TVITR Dividend Option: Cash CUSP: 901841102 11101113 1,500.000 26 0000 39,000.00 41.7100 62,610.00 Total Common Stocks Unrealized Quiet Unit Cod Cod Bads Market Price Markel Value GaldLoss Estimated Estimated Annual Income Yield Security Identifier: FB CUSP. 303031.1102 38.0000 665.00010 77.7000 1.359,750.00 694.750.013 Security Identifier: FR I CUSIP. 350465100 27.5070 887,663.50 23.6200 590.500.00 -97,163.50 232530 577,373.02 23.6200 588,484.60 9,111.58 1 285 030.52 1,176,98410 48,051.02 23.000.000 10,988.200 88.536.800 97,525.000 21 5700 36 1010 36 8160 $1,205,038.52 $1,171,981.80 488,051.92 $0.00 Security Identifier: GE CUSP: 38960/103 496,109.08 26.4900 Security Identifier: GM CUSP: 37045V100 399.978.16 33.4300 3,185,969.22 33.4300 3 585 947.38 609,270.00 113,160.92 20,240.00 3.32% 367.335.53 2,892,925.22 3,280,280.76 -32,642.63 -293,014.00 -325,88813 13,185.84 3.58% 103,844.16 3.58% 117,030.00 $3,585,947.31 63,280,280.75 .$326,688.83 $117,030.00 Security Identifier: GILD CUSP: 375558103 792810 396,407.00 1001200 79.6120 246.797.00 100.3200 643,204.00 501,600.00 310.092.00 812,592.00 105,193.00 64,195.00 169,388.00 $180,388.00 $0.00 109.994 00 181,786 00 -5,410.00 23,610 00 640,363,484.83 615,813,383.83 16,610,899.00 $1,434,008.27 Page 8 018 Account Number: Rated tacellere E,11,79SCSF's : Go paperless (very Since DIME, ROLL DAUM. Yen RATED 2001 COMMUNOTIONS SOUTHERN CC3 F I DriSiTiA ixortuNer CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) seenerSO nre. . 00 SDNY_GM_00045578 OB-SDNY-0008400 EFIA_00 I 56 I 85 EFTA01288548 ontintv Rant ihttfle Vfteklt Mantrent Mattet% CettftiaGrottIO P•„414 2.0 Servnessc Mee bet 000P. Ma Part Annwa. )Mn I tact Statement Period: 1110112014 - 11/30/2014 Portfolio Holdings (continued) Date Acquired Equities (continued) Preferred Stocks (Listed by expiration date) ALLY ANL INC AX TO FLT DIV-8.50% FREO-OTRLY CALLABLE f) 25,00 ON A OTRLY BASIS AFTER 05/15/2016 Dividend Option: Cash 02103!12'.13 46.600.000 191820 903 217 51 26 5400 1,236,764.01 333.546.50 99.025 00 8.00% 02109112 '.13 80,000.000 20 1250 1,610,000 00 26 5400 2,123,199.99 513,199.99 170,000 00 8.00% Total Noncovered 126,800.000 2,513,217.51 3,359,964.00 848,746.49 289,025.00 Total 126,600.000 32,513,217.51 13,359,964.00 3646,746.49 3249,025.00 GM AC CAP TR 1 GTD TR PFD SECS SER 2 CPN- Secodty Identifier: ALLY PRA 8.125% FRED DRILY MATT-0211512040 CALL CUSP. 381860208 ANYTIME 0 25 W130 DAYS BEGINS 02/15116 Dividend Option: Cash 02122112'.13 80.000.000 23.5350 1.882.773.60 26 4400 2,115,200.00 232.42640 162,500.00 7.68% ROYAL BK SCOTLAND GP PLC SION AOR REPSTG Security Identifier: PBS PM SER T PR) CPN-7.25% FRED ORTLY FERP M TY CUSP: 780097713 CALL® 25 ANY W!30 D NOTICE AFTR 12/31/12 Dividend Option: Cash 10124112'.13 40,000.000 231900 951,600.00 25.7600 1,030,399.99 78,799.99 72,500.00 7.03% 01107113'•13 40.000.000 24.4400 977.800.00 25.7600 1,030,399.99 52,799.99 72,500.00 7.03% 01114113'•13 40,000.000 24.8800 995,200.00 25.7600 1,030,400.02 35,200.02 72,500.00 7.03% Total Noncovered 120,000.000 2,924,400.00 3,091,200.00 168,800.00 217,500.00 Total 120 000 000 $2 924 400 00 33 091 200 00 $168 800 00 3211 500.00 Total Preferred Stocks $7,320,391.11 WM 364.00 31 245972.49 9649,02$.00 Total Equities 347,673,875.94 355,439,747.83 $7,745,171.89 32,083,033.27 Otmetity Lien Cost Cod Basis Market Price Seetnity Identifier: ALLY PRB CL SIP 02005K308 Nadel Vole. Serialized Gain! Loa Estimated Estimated Annual Income Yield Et : Itttitit t Account Num ber Go paperless SO L THERA C3N6 N LLC. F I DAEN11AL CONFIDENTIAL - PURSUANT TO FED. R CRINI P. 6(e) Page 9 018 Rated twallent Bray Vs.. Lace 2007 DAL BAR RATED COMMUNICATIONS rxeriurnaer /WIWI. LAG ream...IS Peva. OM SDNY_GM_00045577 DB-SDNY-0008401 EFrA_00 I 56 I 86 EFTA01288549 Portfolio Holdings (continued) Dale Acquired Quality Unit Cost Exchange-Traded Products 3.00% of Portfolio WISDOM TREE TR JAPAN HEDGED EQUITY FD Security 'deadlier: DXJ Dividend Option: Cash; Capital Gains Option: Caen CUSP: 97717W851 60,000 00 of these shares are in your margin account 12/11113 60.000.000 49 4350 2 966 098 50 55.4000 3.324.000.00 357,901.50 55.001.00 1.65% Total Exchange-Traded Products $2,956,098.50 Cost Bans $3,324,000.00 Market Value $357,901.50 Unrea'Med Gala/ Loss Accrued leered 165,001.10 Estimated Animal Income Total Portfolio Holdings 6117,326,909.27 $128,056,222.31 $6,773,980.54 $448,986.07 $3,949,726.35 Unrealized Cod Bodo Market Price Markel Value Gale Loss Estimated Estimated Annual Income Yield Footnotes Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') (incorporating amendments enacted by P.L.110-343, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered " noncovered," under the new cost basis reporting rules, and marked or denoted as such. All other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their 'applicable dates)' at which they are subject to the cost basis reporting rules and the adjusted basis wil be reported to the IRS on form 109943 for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period. as follows: • Stock in a corporation acquired on or after January 1, 2011 • Mutual funds and dividend reinvestment plan (CRP) shares acquired on or after January 1, 2012 • Other securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or more of these attributes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds, foreign bonds, variable rates, bonds in default, index-linked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. t The cost basis of this security has been provided to us by you or your introducing firm and Pershing makes no representation as to the accuracy of this information. Unrealized gains and losses are not reported for securities for which cost basis or market value is not evadable. I The Current Face value represents the outstanding principal balance of the underlying security. The Current Face value is determined by multiplying the current factor times the original face amount of the security. Factors may change over time and are obtained from sources we believe to be reliable. 12 Pershing has received updated cost basis information, therefore cost basis provided on previous client brokerage statements may differ from the new cost basis reported in this section. 13 The cost basis of this security has been provided to us by the delivering fen or transferring agent and Pershing makes no representation as to the accuracy of this information. Account Number Go 0802 ROLL paperless SOUTHERN y, LC N F I DAENTEA L CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Pap 10 of 18 Rated [.ones twiny ye Lae, 2007 CALM* RATEOCOMMUNICATIONS rxenurtraer SDNY_GM_00046678 DB-SDNY-0008402 EFTA_00 I 56187 EFTA01288550 &II rwc M021202 Destine Sim Prmair Wealth lAymereneas Mani& Cow'.. Group 0_ d' UN Selo On Inc Now *4 Oat* HS Pan Asa. member Wry** NY 101M Schedule of Realized Gains and Losses Current Period Disposition Acquisition Disposition Dale Date Transaction Description Quantity Statement Period: 1110112014 - 11/30/2014 Realized Gain/ Loss/ Cost Basis Proceeds Disallowance Short Term 11121114 12/13113' RIP WASHINGTON MUT MTG S 004-RA1 M TG PASSTHRU CTF CL C- B-1 VAR RATE 6.981% 07/15133 Security Identifier: 939336820 Original Cost Basis: 2,832.20 11125/14 12/13113' I P COUNTRYWIDE HOME LOA 1 CL 81 4.090% 03125/33 WED TD 01130103 Security Identifier: 12689DYS1 Original Cost Basis: 2.510.85 1,290.000 000 4,500,000.000 2,63220 2,510.85 3 439 95 2,888.95 807 75 178 10 Total Short Term $6,143.05 $6,120.90 $985.85 Total Short Term and Long Term $5,143.05 16,128.90 $985.85 • Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') (incorporating amendments enacted by P.L.110-34 3, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered "noncovered," under the new cost basis reporting rules, and marked or denoted as such. M other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their 'applicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis will be reported to the IRS on form 1099.8 for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as folows: • Stock in a corporation acquired on or after January 1. 2011 • Mutual funds and dividend reinvestment plan (DRP) shares acquired on or after January 1, 2012 • Other securities, principally debt securities and options, acquired on or after January 1, 2014. or later. as determined by the Secretary of the Treasury. This Schedule may not reflect all cost basis adjustments necessary for tax reporting purposes, especially for noncovered securities. Adjustments to cost basis may have been made for prior income received and subsequently reclassified by the issuer as a return of capital In addition, corporate action events may require adjustments to your original cost basis. Return of capital information and cost basis information, as it relates to corporate actions. has been obtained from sources we believe to be reliable. Adjustments to cost basis can be made after yearend, in particular, for retum of capital adjustments, but may also include adjustments for corporate action events. Therefore there may be differences in cost basis reflected on your monthly client brokerage statement at year end versus any subsequent reports, including your 1099E or online displays you may have available to you. When you report your cost basis on your tax return, it should be verified using all of your own records. In particular, there may be other adjustments which you need to make, but are not requted to be made by Pershing as it relates to H.R. 1424. You should consult with your tax advisor in order to properly report your gain or loss for tax purposes. Pershing shall not be responsible for and makes no representations or warranties with respect to the accuracy of any information that you report to the IRS or other taxing authorities, and, accordingly, disclaims any and all liability that may arise with respect to your use and rekance on the information provided herein for such reporting. 08..“ RC)1.1. Account Number Go paperless SOL THERA Cr, C. F I DAENTIAL CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Page 11 of 18 Nat excellent (very Va. Since 2007 CALMAR RAT CO COMMUNICATIONS rxciturtraer SDNY_GM_00045579 DB-SDNY-0008403 EFrA_00 156 I SS EFTA01288551 Schedule of Realized Gains and Losses Current Period (continued) Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or mote of these attrtutes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds, foreign bonds, variable rates, bonds in default, index-linked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. Please refer to the Your Account Information Section in your brokerage account statement for your accounts existing tax-lot disposition method. The disposition method is the method which you have selected to use in the disposal of each tax lot of the securities held in your account. If you do not select a method, your account will be defaulted to First In, First Out (FIFO). Your accounts selected tax lot method cull be used to determine the cost basis for calculating gain and/or loss, unless another method was selected at the time of the security disposal, and this may be reported on the IRS Form 1099-8. Messages Please note the followng information for Pershing's 20f 4 IRS Forms 1099 (6, DIV. INT, OID and MISC ): Your form 1099 will be delivered as early as possible, begiining January 31, 2015. By February 17, you will receive either your 1099 form or a special Pending 1099 Notice. The Pending 1099 Notice will be sent it issuers of securities you hold have not yet provided their final tax information. It will inform you of the securities that are pending final reporting, and will provide the anticipated mail date of your 1099 form. Your 1099 will be mailed no later than March 16. 2015. Although a money market mutual fund seeks to preserve the value of your investment at $1 per share, it is possible to lose money by investing in a money market mutual fund. Shares of a money market mutual fund or the balance of a bank deposit product held in your brokerage account may be liquidated upon request with the proceeds credited to your brokerage account Please see the money market mutual fund's prospectus or the bank deposit products disclosure document or contact your advisor for additional information. Federal Deposit Insurance Corporation (FDIC)-Insured Bank Deposits are not protected by Securities Investor Protection Corporation.(SIPC). For disclosure of rates for DWS money market funds, please visit the DVVS Investments website at https://wmv.dws-investments.conVEN/productshnoney-market-funds-yields.jsp. Please note that all money market funds fisted on the website may not be offered through us. Page 12 of 18 Account Number Go paperless S0L THERA IV N LLC. F I DEN" CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) Rsd tocellordi (very V.A. Stub 2007 DALOAR RATED COMMUNICATIONS rxeiturner etrastrlanes....IM IL:• ••• ••=let Sias* SDNY_GM_00045580 OB-SDNY-0008404 EFrA_00156189 EFTA01288552 ()now< Rana Prmair Warn lapmgenait Weals teem., 6 ,0‘P Dettsch4 M %„<4n +a. lire Ion Onto HI Part Ramo. 160. I ter War int 10. 101A4 Activity Sum m ary (All amounts shown are in base currency) Statement Period: 1110112014 • 11/3012014 Credits This Period Year-to-Date Debits This Period Year-to-Date Securities Securities Securities Bought 0 00 0 00 Secunties Bought 0 00 -36.037.468 I l Securities Sold 0 00 19,449,726 27 Securities Sold 0 00 0 00 Total Securities 10.00 $19,449,726.27 Total Securities $0.00 -$36,037,468.11 Dividends and Interest 6383,139.47 $2,703,074.78 Dividends and Interest $0.00 -$93,607.51 Distributions 6196,359.49 11,008,069.61 Distributions $0.00 $0.00 Fees 10.00 $0.00 Fees $0.00 -$72.00 Other $0.00 $72,188.00 Other $0.00 -8441,810.18 Cash Cash Withdrawals 0 00 0.00 Withdrawals 0 00 -1.331.245.00 Deposits 143 704 96 32 417 681 34 Deposits 0 00 0 00 Total Cash $143,704.96 $32,417,681.34 Total Cash $0.00 -$1,331,245.00 FDIC Insured Bank Deposits $0.00 137,186,437.10 FDIC Insured Bank Deposits $0.00 -$19,304,784.85 Money Market Funds $0.00 $25,931,926.31 Money Market Funds -8703,785.12 -$19,194,021.35 Total Credits 8703,203.92 $126,109,103.49 Total Debits -$703,785.12 -$126,703,249.00 Transactions by Type of Activity Process( Settlement Date Activity Type Description Quantity Prism Accrued Interest Amount Currency Dividends and Interest 11107114 CASF DIVIDEND RECEIVED 250000 SI-RSBANK OF NEW YORK MELLON COPP COM RD 42,500.00 LSD 8K 10/28 PD 11/02114 11/13/14 CAST DIVIDEND RECEIVED 164000 SF RS APPLE INC COM RD 11110 PD 11113/14 77,080.00 LSD MPL 11/17/14 CAST DIVIDEND RECEIVED 126600 SF RS ALLY FINL INC FIX TO FLT DIV-8 50% 67,256.25 LSD ALLY PRB FRECI-CITRLY CALLABLE Q 25.00 ON A OTRLY BASIS AFTER 05/15/2016 RD 11/01 FO 11/17114 LAMB 'toll SOL LLC. FID TAL ON ETI CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) THERA Account Number. Go paperless Page 13 of 18 Ital.. Excellent ',try Year Since 2007 DAUM. RATED COMMUNCATIONS fX0FLLINCt —Ice —w-wa -w .-,- SDNY GM 00045581 DB-SDNY-0008405 EFTA_00156190 EFTA01288553 Transactions by Type of Activity (continued) Process/ &Klement Date Activity Type Dina NA Qum Price Accrued Interest Mount Curren Dividends and Interest (continued) 11/17114 CASE. DIVIDEND RECEIVED BANK AMER CORP PER? NO N COM ULATWE DEP SHS FIXED 81.250 00 LSO 060505DT8 TO FLOAT 8.125% 04130/58 WE RD 11114 PO 11/15114 DIV PAID AT 40.6250 2000000 11117/14 80N0 INTEREST RECEIVED 1000000 EARTH LINK INC GTD SR AT FULLY EXCHANGED 44.375.00 LSD 270321AC6 CUSIP FROM 270321A88 8 875% 05115119 &E DTD 05117111 CLB RD 10/31 PO 11/15/14 11/17/14 80AD INTEREST RECEIVED 80000 ShRS GM AC CAP TR I GTO IR PFD SECS SER 2 CPS/- 40,625.04 LSO ALLY PRA 8 125% FRED DRILY M ATY-02/1512040 CALL ANYTIME C/25 *130 DAYS BEGINS 02115/16 RD 11/14 PO 11/15/14 11125114 BOND INTEREST RECEIVED 4500000 COUNTRYWIDE HOME LOANS SER 03-1 CL 81 4,689.56 LSD 126690Y51 4.090% 03125133 WE OTD 01130103 RD 10131 PD 11125/14 11125114 BOND INTEREST RECEIVED 1290000 WASHINGTON MLTMTG SECS CORP 2004-RA2 4,300.66 LSD 939336520 MTG PASSTF Rt. CTF CA. C.8.1 VAR RATE 6.981% 07125/33 EWE DTD 06101104 RD 10131 PD 11125114 11128114 MONEY MARKET FUND DWS GOO' CASH INSTL 1.062.96 LSD INCOME RECEIVED 233993682 Total Dividends and Interest • UNITED STATES DOLLAR 0.00 363,139.47 Distributions 11/21/14 PARTNERSHIP DISTRIBUTION 263157 SI- RS APOLLO GLOBAL MGM T LLC CL A 51-IS RD 192.104 61 LSO APO 11114 PD 11/21/14 11/25/14 RETURN OF PRINCIPAL 4500000 COUNTRYWIDE HOME LOANS SER 03.1 CL BI 2.688.96 LSO RECEIVED 4 NO% 03125133 WE DTD 01130103 RD 10131 PD 11125114 12669DYS1 11125/14 RETURN OF PRINCIPAL 1290000 WASHINGTON IALTMTG SECS CORP 2004.RA2 1,565.92 LSO RECEIVED MTG PASSTFRL. CTF CL C-8-1 VAR RATE 6.981% 07125/33 939336$20 WE OTD 06101/04 RD 10/31 PD 11125/14 Total Distributions • UNITED STATES DOLLAR 0.00 196,359.49 Cash Withdrawals and Deposits 11/25/14 FEDERAL FL N CIS RECEIVED DEL TSCHE BANK TRUST 00091 143.704 96 LSO S0999997 Total Cash Withdrawals and Deposits • UNITED STATES DOLLAR 0.00 143,704.96 Money Market Funds 11/03/14 MONEY SUM) PURCHASE DWSGOVT CASH INSTL -581.20 LSO 050999997 11/10/14 MONEY FUND PURCHASE DWSGOVT CASH INSTL -42,500.09 LSO 050999997 Pape 14 of 18 vet.° Roll C6N LLC. FI D TIAL ON rN CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) SOUTHERN Account Number. Go paperless Rated too-Mora Lvery Veer SMC. 2007 DAL OAR RATED COMMUNCATKINS 7XCIIIL7Net SDNY_GM_00045582 DB-SDNY-0008406 EFTA_OOIS6I9I EFTA01288554 PC. &w 1775. Belt 11) 21203 Snowy Rant Pair Weainstragenmt Pdaeals Coon., 6,0‘P Devisag Sat %twos +Ic Y. wan 011ic• Na Pan Anr.es. !Note, Nar wet liY 101A4 Transactions by Type of Activity (continued) Process/ Settlement Date Activity Type Description Quantity Statement Period: 1110112114 -11/30/2114 Price Accrued Interest Amount Currenry Money Market Funds (continued) 11/14114 MONEY FUND PURChASE DWSGOVTCASh INSTL .77.080.00 USD US0999997 11/18114 MONEY FUND PURCHASE DWSGOVT CASH INSTL •233.506.29 LSD USD999997 11/24/14 MONEY FUND PURCHASE DWSGOVT CASH INSTL -192,10461 LSO USD999997 11/26/14 MONEY FUND PURCHASE DWSGOVT CAS} INSTL •156.95006 USD USD999997 11/28114 MONEY MARKET FUND DWSGOVT CAST INSTL INCOME REINVESTED .1,062.96 LSD REINVESTMENT 233993682 Total Money Market Funds UNITED STATES DOLLAR 0.00 -703,185.12 Total Value of Transactions 0.00 -581.20 USD The price and quantity displayed may have been rounded. Cash Not Yet Received Security Record Date Payable Date Quantity Held Rate Dividend Option Amount of Payment Interest GENERAL ELEC CAP CORP NON CLAM PFD SER 11128/14 12115114 2 00D000 000 0 035625 Cash 71 250 00 A Total Cash Not Yet Received VOAD v011 CH LW. FIDENTIAL ON CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) SOUTHERN $71,250.00 Page 15 018 Account Number. Go paperless Masa tacellenvi Every Veer ace 2007 DAL BAR RATED COMMUNICATIONS rxerumer SDNCGM_00045583 DB-SDNY-0008407 EFTA 00156192 EFTA01288555 Bond Maturity Schedule Bond Maturity Market Value % of Bond Markel Value Ito 12 months 2.122,500 00 8% to 5 years 2.064.250 00 8% 6 to 10 years 3.582.714 00 14x Over 10 years 17.958,915 44 70% Total 25,730,379.11 100% Bond Quality Bond Quality Market Valve % of Bond Market Value Percentages of bond market values are rounded to the nearest whole percentage. BAA 5,650,000.00 22% BAllower 19.239.524.14 75% Not Rated 840,855.30 3% Total 15,730,379.41 100% Client Service Information L. (111Itl Percentages of bond market values are rounded to the nearest whole percentage. Your Client Advisor: DAN DANIEL SABBA 345 PARK AVENUE, 26Th FLOOR KEY/YORK NY 10151 Your Account Information Tax Lot Default Disposition Method Default Method for Mutual Funds: FIRST IN FIRST OUT Default Method for Stocks in a Dividend Reinvestm ent Ran: FIRST IN FIRST OUT Default Method for all Other Securities: FIRST IN FIRST OUT Bond Amortization Elections: Treat an interest as original issue discount f OID): No Am craze premium on taxable bonds based on Constant Yield Method: Yes Accrual market discount method for all other bond types. Ratable Method Include market discount in income annually: No Electronic Delivery You have not selected any account communications for electronic delivery. To register and turn off paper communications. log in to your account or contact your Client Advisor for more information. Important Information and Disclosures Pricing This section includes the net market value of the securities in your account on a settlement dale basis, including shod positions, at the close of the statement period. The market prices, unless otherwise noted. have been obtained from independent vendor services, which we believe to be reliable. Market prices do not constitute a bid or an offer, and may differ from the actual sale price. Securities for which a price is Page 16 of 18 Account Number Rated v excellent, I? :II beefy ar . INC* 2'007 ti8AB ROLL 6° PaPerless eit't DAUM. RATED COMMUNICATCP4S SOUTHERN CH orJFIDtrwriAL--------:- "nun." CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) SDNY_GM_00015584 DB-SDNY-0008408 EFTA_00156193 EFTA01288556 Important Information and Disclosures (continued) Pricing (continued) not available are marked "N/A" and are omitted from the Total. THE AS OF PRICE DATE ONLY APPEARS WHEN THE PRICE DATE DOES NOT EQUAL THE STATEMENT DATE. Estimated Annual Figures The estimated annual income (EAI) and estimated annual yield (EAY) figures are estimates and for informational purposes only. These figures are not considered to be a forecast or guarantee of future results. These figures are computed using information from providers believed to be reliable; however, no assurance can be made as to the accuracy. Since interest and dividend rates are subject to change at any time, and may be affected by current and future economic, political, and business conditions, they should not be relied on for making investment, trading, or tax decisions. These figures assume that the position quantities. interest and dividend rates, and prices remain constant A capital gain or return of principal may be included in the figures for certain securities, thereby overstating them. Refer to viwornershing.comlbusiness_continuity.htni for specific details as to formulas used to calculate the figures. Accrued interest represents interest earned but not yet received. Reinvestment The dollar amount of Mutual Fund distributions, Money Market Fund dividend income, Bank Deposit interest income, or dividends for other securities shown on your statement may have been reinvested. You wit not receive confirmation of these reinvestments. Upon written request to your financial institution, information pertaining to these transactions, including the time of execution and the name of the person from whom your security was purchased, may be obtained. In dividend reinvestment transactions, Pershing acts as your agent and receives payment for order flow. Options Information with respect to commissions and other charges incurred in connection with the execution of option transactions has been included in confirmations previously furnished to you. A summary of this information is available to you promptly upon your written request directed to your introducing firm. In order to assist your introducing firm in maintaining current background and financial information concerning your option accounts, please promptly advise them in miring of any material change in your investment objectives or financial situation. Expiring options which are valuable are exercised automatically pursuant to the exercise by exception procedure of the Options Clearing Corporation. Additional information regarding this procedure is available upon written request to your introducing firm. Proxy Vote Securities not fully paid for in your margin account may be lent by Pershing to itself or others in accordance with the terms outlined in the Merger Agreement. The right to vote your shares held on margin may be reduced by the amount of shares on loan. The Proxy Voting Instruction Form sent to you may reflect a smaller number of shares entitled to vote than the number of shares in your margin account. Foreign Currency Transactions Pershing may execute foreign currency transactions as principal for your account. Pershing may automatically convert foreign currency to or from U.S. dollars for dividends and similar corporate action transactions unless you instruct your financial organization otherwise. Pershing's currency conversion rate will not exceed the highest interbank conversion rate identified from customary banking sources on the conversion date or the prior business day, increased by up to 1%. unless a particular rate is required by applicable law. Your financial organization may also increase the currency conversion rate. This conversion rate may differ from rates in effect on the date you executed a transaction, incurred a charge, or received a credit. Transactions convened by agents (such as depositories) will be billed at the rates such agents use. Ratings This statement may contain credit rating information obtained from Standard & Poor's. Reproducing and distributing any information received from Standard & Poor% is not permitted without prior written authorization from Standard & Pouts. Standard & Poor's does not guarantee the accuracy, completeness, timeliness or availability of any information. Standard & Pools is not responsible for any errors or omissions, regardless of the cause, or for the results of using such content. Standard & Pools makes no express or implied warranties including warranties of merchantability or fitness for a particular purpose. Standard & Pools shall not be legally responsible for any fees, costs, expenses or losses in connection with the use of their content Credit ratings are opinions and not statements of facts; are not recommendations to purchase, hold or sell securities; and do not address suitability for investment purpose. Credit ratings should not be relied upon as investment advice. Cash Not Yet Received Assets shown here are not reflected in your account. This information has been received from sources we believe to be reliable. Pershing does not guarantee the accuracy of the information. Bond Maturity Schedule Bonds that are in default are not included. (*Jim. c Paamir,tat Mtioets Owego c.a., De.ticta Nom Sel,"4.1 Yin bet Office Pant Annw. !Mk noct tInv tn. W1t.4 Statement Period: 11/01/2014.11/30/2014 1}1.1A.,r volt Account Num ber Go paperless SOL coN F . tv.twa CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) THERh DE t. TIAL Page IT of 1$ Rama excellent, Every Year Unto 2007 DAL BAR RATED COMMUNICATIONS exclumer 1413,trotr.77='..—nr... ...a SDNY_GM_00045585 OB-SDNY-0008409 EFTA_00 I 56194 EFTA01288557 Important Information and Disclosures (continued) Bond Quality Bond quality ratings reflect hloodys or Staroard arc Poor s ratings Bonds may be rated by other services. Bonds that are in default are not included. Please refer to your Portfolio Holdings section. The Role of Pershing • Pershing carries your account as cleating broker pursuant to a cleating agreement with your financial institution. Pershing may accept from your financial institution without inquiry or investigation (i) orders for the purchase and sale of securities and other property and (i) any other instructions concerning your account. Pershing is not responsible or hable for any acts or omissions of your financial institution or its employees and it does not supervise them. Pershing provides no investment advice nor does it assess the suitability of any transaction or order. Pershing acts as the agent of your financial institution and you agree that you will not hold Pershing or any person confiding or under common control with it liable for any investment losses incurred by you. • Pershing performs several key functions at the direction of your financial institution. It acts as custodian for funds and securities you may deposit with it directly or through your financial institution or that it receives as the result of securities transactions it processes. • Your financial institution is responsible for adherence to the securities laws, regulations and rules which apply to it regarding its cam operations and the supervision of your account. its sales representatives and other personnel. Your financial institution is also responsible for approving the opening of accounts and obtaining account documents; the acceptance and, in certain instances, execution of securities orders; the assessment of the suitability of those transactions, where applicable, the rendering of investment advice, if any, to you and in general, for the ongoing relationship that it has with you. • Inquiries conceming the positions and balances in your account may be directed to the Pershing Customer Service Department at (201)413-3333. Al other inquiries regarding your account or activity should be directed to your financial institution. Your financial organization's contact information can be found on the first page of this statement • For a description of other functions performed by Pershing please consult the Disclosure Statement provided to you upon the opening of your account. This notice is not meant as a definitive enumeration of every possible circumstance, but as a general disclosure. II you have any questions regarding this notice or if you would like additional copies of the Disclosure Statement, please contact your financial institution. • Pershing is a member of the Securities Investor Protection Corporation (SIPCm). Please note that SIPC does not protect against loss due to market fluctuation. In addition to SIPC protection, Pershing provides coverage in excess of SIPC limits. For more detailed information please visit: www.pershing.com/strength_stability.html. • This statement will be deemed conclusive. You are advised to report any inaccuracy or discrepancy (including unauthorized trading) promptly, but no later than ten days after receipt of this statement, to your financial organization and Pershing. Please be advised that any oral communication should be re-confrmed in writing to further protect your rights, including your rights under the Securities Investor Protection Act. • Your financial organization's contact information can be found on the first page of this statement. Pershing's contact information is as follows: Pershing LLC, Legal Department, One Pershing Plaza, Jersey City, New Jersey 07399; Errors and Omissions excepted. Important Arbitration Disclosures • All parties to this agreement are giving up the right to sue each other at court, including the right to a trial by jury, except as provided by the rules of the arbitration forum in which a claim is filed. • Arbitration awards are generally final and binding; a party's ability to have a court reverse or modify an arbitration award is very limited. • The ability of the parties to obtain documents, witness statements and other discovery is generally more limited in arbitration than in court proceedings. • The arbitrators do not have to explain the reason(s) for their award, unless, in an eligible case, a joint request for an explained decision has been submitted by all parties to the panel at least 20 days prior to the first scheduled hearing date. • The panel of arbitrators vall typically include a minorty of arbitrators who were or are affiliated with the securities industry. • The rules of some arbitration forums may impose time limits for bringing a claim in arbitration. In some cases, a claim that is ineligible for arbitration may be brought in court. • The rules of the arbitration forum in which the claim is filed, and any amendments thereto, shall be incorporated into this agreement. Important Arbitration Agreement Any controversy between you and Pershing LLC shall be submitted to arbitration before the Financial Industry Regulatory Authority. No person shall bring a putative or certified class action to arbitration, nor seek to enforce any predispute arbitration agreement against any person who has initiated in court a putative class action, who is a member of a putative class who has not opted out of the class with respect to any claims encompassed by the putative class action until; (I) the class certification is denied; (II) the class is decertified; or (III) the client is excluded from the class by the court. Such forbearance to enforce an agreement to arbitrate shall not constitute a waiver of any rights under this agreement except to the extent stated herein. The laws of the State of New York govem. Pershing's contact information is as follows: Pershing LLC. Legal Department, One Pershing Plaza, Jersey City, New Jersey 07399; Page IS of IS Account Number: ROI e t ) Mal tacellera Mint, Go paperless (very V . Siva 2'007 s✓JLTHERA u -n F I DrErriA DALBAR RATED COMMUNICATIONS IXCIFLUNCE CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) ••••••••.4 —••••••A im• SDNY_GM_00045586 OB-SDNY-0008410 EFTA_00156195 EFTA01288558 PO. Set 1770. Billers•MD21203 Ogvitre ..410 "Mall PI manair-wa PAN4CSOnti C•ccp De.tic I. Nom n< “twbAMar M.N. hymn. Henri.. Valuation at a Glance Account Number: Statement Period:10/01/2014 -10131/2014 This Period Year-to-Ode SOUTHERN FINANCIAL LLC Beginning Account Value $102,964,199.79 $90,573,050.2$ 6100 RED HOOK QUARTER B3 Net Cash Deposits and Withdrawals 20,785,189.23 30,942,731.38 ST THOMAS VI 00802 Adjusted Previous Account Value 123,719,689.02 121,515,781.88 Dividends. Interest and Other Income 325,411.48 2,872,411.46 Net Other Activity -369.700.18 -369.754.18 Net Chan e in Portfolio 820.922 02 507.853 40 nding Account Value 5124 526 322.34 6124.526 322 34 Your Client Advisor: Estim sled Annual horn e 13,848,663.39 TAZIA SMITH Asset Allocation Prior Year-Esd Lad Period This Period % Allocation USD Cash. Money Funds. and Bank Deposits 18,295,949.71 19,558,803.88 12,858,891.12 34.42% USD Axed Income 27,736,972.38 19,311,881.53 18,263,210.87 14.67% on-l. SD Fixed Income 10,227,309.46 7.466.705.00 7.532,495.00 6.05% USD Equities 30,110,519.65 53,078.425.85 52,601,021.35 42.23% hamU SD Equities 3,137,192.71 3.182.072.00 3.270.701.00 2.63% Non-LSD Cash, Money Funds. and Bank Deposits 102,106.31 368,631.53 0.00 0.00% Other 363.000.00 0.00 0.00 0.00% Account Total (Pie Chart) 990,573,060.21 2102,904,499.79 $121,526,322.34 100.00% See the Asset Allocation Disclosure and Footnotes secton for important information regardrig your Asset Anocaton. Please revie your allocation Pagel of 21 CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) BOOMSICSP30011 Go Paper CON F IDAMSITiA Et Rated f sawner. Every V . Woes 2007 DAUM. RATED COMMUNICATIONS xesturnaer •—••••••••Awn. SDNY_GM_00045587 OB-SDNY-0008411 EFTA_00156196 EFTA01288559 Asset Allocation Disclosure and Footnotes Certain values have been defaulted into the Other Asset Class due to incomplete categorizing data AI values are displayed in U.S. dollars based on interbank exchange rates as of 10/3112014. Exchange rates can vary. Equities contains Equity Mutual Funds. Summary of Gains and Losses Realized Unrealized This Period Year-to-Date Short-Term GainfLoss 486.508.77 657,382 56 2.519.418.95 Long-Term Gain, Loss -622821.03 -8,895.387.36 3.405.552.45 Net Galnlloss -136,312.28 -8,338,004.60 5,924,971.40 This summary excludes transactions where cost basis information is not available. Exchange Rate Table Currency Current) USD Equivalent per USD EL RO 1 2528 0.7982 Exchange rates are based Oil interbank exchange rates as of 10/31/2014. Exchange rates can vary. Money Market Fund Detail Date Aaivity Type Dewiplion Amount Balance Sweep Money Market Fund CaliS GOVERNMENT CASH INSTL Account Number: Cuirenl Yield 10101(14 Opening Balance 0.03% Activity Ending: 10131114 19,502,428 88 19.502,428 88 10101/14 Deposit MONEY RAO PURCHASE 54,375.00 19.556.803 88 10102(14 Deposit MONEY FUND PURCHASE 38.107.00 19.594.910.88 10107(14 Deposit MONEY RAO RIRCFASE 20,785,189 23 40.380,100 11 10108114 Deposit MONEY RAO PURCHASE 86,946.86 40,467,046.97 10114(14 Deposit MONEY FUND PURCHASE 11.62500 40.478.671 97 10116114 Deposit MONEY FUND PURCHASE 1,012,048.90 41.490.718.87 10117114 Deposit MONEY FUND PURCHASE 1.150.650.50 42,641,369.37 10123(14 Withdrawal MONEY FUND REDEMPTION -72.18800 42.569.181 37 10128(14 Deposit MONEY RAO PURCHASE 28,172.87 42.597,354 24 10129(14 Deposit MONEY RAO PURCHASE 62,500.00 42.659.854 24 10131(14 Deposit MONEY FUND PURCHASE 197.500.00 42.857.354 24 10131114 Deposit INCOME REINVEST 955.68 42.858.309.92 10131114 Closing Balance 942,868,309.92 Total All Money Market Funds 342,868,309.92 Page2o121 Account Num Der. paperless a CONFIDENTIAL — PURSUANT TO FED. R CRINI P. 6(e) F I D TTIA L SOUTHERN CZ. Ig kilted tacell•ne (very Year Siva 2'007 DAL BAR RATED COMMUNCATIONS rxenurnser SDNY_GM_000455138 OB-SDNY-0008412 EFTA_00156197 EFTA01288560 PC. Bcp 1776 &It rnxt MD 21203 Dram*. Boma .OUR Weak h 10.8encol IAW•elt CO•Wip Coa 0 De•baht BM Stwaies Now 004 Ma HI PH Omega. nth I Nast Na. Viet NY 101M Income and Expense Summary Current Period Statement Period: 1111112114 -1013112114 Year-1o•Date Taxable Non Taxable Taxable Non Taxable Dividend income Equities 5,841.20 0.00 551,130.93 0.00 Money Market 955.68 0.00 5,134.57 0.00 Other Dividends 197,500.00 0.00 696,50520 0.00 Interest Income Bond 'Merest 121,311.60 0.00 862,190.83 0.00 FDIC Insured Bank Oeposts 0.00 0.00 2,891.1$ 0.00 Other interest 0.00 0.00 121.875.12 0.00 Total Dividends, Interest, Income and Expenses $328,411.48 $0.00 82,246,127.80 80.00 Distributions Alternative Investm ents 0.00 0.00 0.00 626,313.66 Other Distributions 0.00 14,048 27 0.00 555.087.51 Total Distributions $0.00 $14,018.27 $0.00 $1,1$1,401.11 Portfolio Holdings U.S. DOLLARS Account Opening Date Quantity Number Adbrity Sdig Openly Balance Oodng Balsam Accrued income fame This Year 30•Day Yield Omit Yield Cash, Money Funds, and Bank Deposits Cash Balance 54,375.00 581.20 Money Market DWS GOVERN M DI T CASH INSTL 10101114 12.858.309.920 10131114 19.502.428.88 12.858.309.92 70.46 5.13457 003% 0.03% Total Money Market $19,502,428.81 612,158,309.92 $70.46 $6,134.57 FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM 10101114 10131114 0.00 0.00 0.00 2.691.15 NIA NIA Total FDIC insured Bank Deposits $0.00 80.00 $0.00 $2,691.15 Total Cash, Money Funds, and Bank Deposits $19,556,803.81 612,158,891.12 $70.46 17,825.72 Of tAkl 001.1. Account Num ber Go paperless SO tktrie:3 LLC. F I DAENTIA L CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) TM ERN N Page 3 of 21 Rimed [atoll* nil Every V... Late 2007 DAL OAR MTED COMMUNICATIONS rxcturtraer .717.6,-'70...=."0.=.' SDNY_GM_00045589 DB-SDNY-0008413 EFTA_00156198 EFTA01288561 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date 'aired Quint Dalt Cosi Adjusted Cost Basis Market Price Market Value Fixed Income Maturity Doe Sequence) tAsset Backed Securities COUNTRYWIDE HOME LOANS SER 03-1 CL 814.090% 03125133 WE DTD 01130103 Factor: 0.21148695 Effective Date:10101/14 Current Face Value: 978,691275 Security Identifier: 17669 DYS1 12113113'•3.12 4,500,00&000 93.3160 913,867.10 86.1240 812,888.07 WASHINGTON MUT NI TG SECS CORP 2004.RA2 MTG PASSTHRU CTF CL C.B.1 VAR RATE 6.974% 07125133 WE DTO 06/01/04 S 8 P Rating D Factor:0.57105611 Effective Date:10101114 Current Face Value: 739.242 382 Original Coal Bass. 51,111,513.07 Security Identifier: 939336520 12113113 '.3,12 1,290,000.000 76.5190 565,657.99 87.1680 644,38210 Original Coal Basis 5638.906.71 Total Asset Backed Securities 61,479,625.09 $1,407,270.07 5,790,000.000 Total Current Face Value : 1,717,933.657 Corporate Bonds PETROLEOSDE VENEZUELA 9.0TES SEA ID R ISA 0 X50460546525 5.000% 10/28/15 REG DID 10/28/09 58 P Rating 8+ Security identifier: P7007HAF2 12104/13 '.3.12 2,500,000.000 94.4740 2,361,850.88 88.5000 2,212,500.00 HEADWATERS INC GTO SR NT 7.625% 04101/19 WE DTO 03/11/11 CALLABLE 04/011150 103 813 Moody Rating 82 St P Rating B+ Original Coal Basic 82,250,000.00 Security identifier. 42210PAQ5 10/22/12 '.12,13 1,000,000.000 102 0380 1,020,380.67 104.5000 1,045,000.00 EARTHUNK INC GTD SR NT FULLY EXCHANGED CUSP FROM 270321AB8 8.875% 05/15119 WE DTD 05117/11 CALLABLE 05/15115 S8 P Rating CCC+ Original Cad Basis: $1,035,000.00 Security Identifier: 270321AC6 10122/12 400,000.000 102.8110 410,443.77 97.2500 389,000.00 Original Cod Bait 5414,000.00 10/23/12 'AM 600 000 000 102 4260 614,557.29 97.2500 583,500.00 Original Cost Basis: $619,500.00 Total Noncovereti 1,000,000.000 1,026,001.06 972,600.00 Total 1,000,000.000 81,025,001.06 8972,500.00 B1,0 4713)ICSF.,' . Ment, Rea Unrealized Gain( loss Accrued Interest Estimated Estimated Annual Income Yield Account Num ber. Go paperless CONFIDENTIAL — PURSUANT TO FED. R CRINI P. 6(e) F I DAENTIAL SDLYNERA KJ .70,979 03 78,724 81 3 335 71 4,296.36 $1,145.78 37,632.07 $0.00 •149,35088 694.44 125,000.00 5.64% 24,619.33 6,354.17 76,250.00 7.29% .21,443.11 16,369 44 35,500.00 9.12% .31,057.29 24,554 17 53,250.00 9.12% -62,601.06 40,923.61 88,750.00 -02,501.06 $40,923.81 08,750.00 Page< of 21 R.I.d excellerdi bray Year Unto 2007 DAL OAR RATED COMMUNICATIONS rxesurner O=N., tt.. ••••••••,.4 •••••••ns•A Pent SDNY_GM_00045590 OB-SDNY-0008414 EFrA_00156199 EFTA01288562 P.O. Bag 1776. Barron MD 21203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cost Fixed Income (continued) Corporate Bonds (continued) SERVICEM ASTER CO SR NT - CUSP FULLY EXChANGED FROM OLD CUSIP 81780NAL3 8.000% 02/15/20 WE DM 02113112 Moody Rating CAA1 S P Rating B- 01124113 *AM 440,000.000 104.3920 02125113 %Mu 1,000,000.000 1042800 Total Noncovered 1,440,000.000 Total 1,140,000.000 LLOYDS TSB BK PLC EURO ISSUE MEDIUM TERM NOTES ISMS X93717735822 9.875% 12116/21 REG 010 12116111 Moody Rating 8a1 S P Rating BB8- 12/04113 **3.12 1,500,000.000 107.8120 Adjusted Cost Basis ()raffle 8.4 Pr Wolin PAIMWVIII MY f6 ICS cont.,. 4,0..p °taunt sat se...ft+ 4.K. sonbrio:Mar Hf Put Asa.. loth bet Wm** NY 101$4 Market Price Market Value Statement Period: 10101/2014 - 10/3112014 Unrealized Gad Loss Accrued Interest Estimated Estimated Annual Income Yield BARCLAYS BK PLC CONTINGENT CAP NT ISA US06739FPK03 7.750% 04110123 WE DM 04110113 CALLABLE 04/10118 St P Rating BB+ 04103113 '.12.13 300,000.000 1020000 PM ORGAN CHASES CO DEP SHS REPSTG 1/10TH PFD SER I FIXED TO FLTG RI BD 1.900% 04129149 WE DM 04/23/08 Moody Rating BA1 S P Rating BB& 06/15111 '.3.12 2,500.000.000 1072000 06/15/11 'AM 2.500.000.000 107 0000 Total Noncoms' 5,000,000.000 Total 5,000,000.000 BOW IYSICSF : Security Identifier: 81760NAN9 459,326.78 106.7500 Original Cost Basic 2468250 00 1,048,803.93 106.7500 Original Cost Basis: 51.070.000 00 1,508,130.71 51,508,130.71 Security Identifier: G4S15PP48 1,617,178.39 115.0000 Original Cost Buis: $1,627,500.00 Security Identifier: 06739FIIKO 300.00200 109.6250 0 nginal Cost Basis: $300,000 00 Security Identifier: 45625HHA1 2,687,500.00 108.3750 Original Cost Basic $2,687,500.00 2,675,000.00 108.3750 Original Cost Basis: $2275,000.00 5,362,500.00 $5,362,500.00 469,700.01 1,067,499.99 1,537,200.00 $1,537,200.00 10,37323 18,696 06 29,069.29 7,431.11 16,888.89 24,320.00 35,200.00 7.49% 80,000 00 7.49% 115,200.00 1,725,000 00 328.875 00 2,709,375.00 2.709.375 00 5,418,750.00 25,418,750.00 Account Number: Go paperless $29,069.29 $24,320.00 $115,200.00 107,821 61 129,197.92 28.875 00 21 875 00 34,375 00 56,250.00 $56,250.00 1.3513.25 0.00 0.00 0.00 148,125.00 6.58% 23,250 00 7,06% 197,500.00 7.28% 197,500.00 7.28% 395,000.00 $0.00 $395,000.00 Pap SON CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) F I DAENTIAL LTHERA ct.„ Natal Excellent, (very Vs, sane. 2007 DAUM. RATED COMMUNICATIONS rxeriumer ..W.C"=4:===" 4= SDNY_GM_00045591 O13-SDNY-0008415 EFEk_00 856200 EFTA01288563 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cog Fixed Income (continued) Corporate Bonds (continued) BANK AM ER CORP PERP NON COM ULATIVE DEP SF S FIXED TO FLOAT 8.125% 04/30/58 WE DTD 04130/08 CALLABLE 05/15118 Moody Rating BA3 St P Rating BB 01/10111 . .3.12 2400400.000 102.7500 Adjuded Cog Basis Market Pro Market Vain Unrealized Ogg Loss Awued Estimated Estimated Interest Annual Income Yield GENERAL ELEC CAP CORP NON CUM PFD SER A 7125% 06/12/62 EUE DTD 06112/12 CALLABLE06/15/22 Moody Rating BAA1 S6 P Rating A+ 06127/12 '. 12.13 2.000.000.000 105.0320 LBG CAPITAL NO 1 PLC 144A ISIN $ X90473106283 8.000% 09/15/88 REG DTD 12115/09 CALLABLE 06/15/20 S 6 P Rating BB 12/04113 '.3.12 1,200,000.000 108 2500 5LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1 SECS ISINIKS539439AG42 7.500% 09/27/88 WE DTO 04/07/14 S 8 P Rating B. Pease Provide' 1.903.004 000 SOUTHERN CALIF EDISON CO PREF SER E 6.250% 12/31/99 WE DT0 01/17/12 CALLABLE 02/01122 0 100 000 Moody Rating BAA1 S 8 P Rating BBB- 01130/12 '. 3.12 3.000.000.000 99 8060 2.994.167.07 110.0830 Original Cod Basis $2,992,564.97 Total Corporate Bonds 22,843,000.000 $21,643,840.29 Total Fixed Income 28,633,000.000 $23,123,365.38 N/A Security Identifier: 080506078 2,055,000.00 108.5000 Original Cog Basis: $2.055.000.00 Seaffity Identifier: 389822S/46 2,100,631.51 116.5000 Onginal Cog Basis. $2.122.916 67 Security Identifier: G54336868 1.299.000.00 107.2500 Original Cosl Basis: $1.299,000.00 Security Identifier: 539439AG4 Pease Provide 104.0000 Original Cosl Basis Pease Provide Security Identifier: 842400FU2 I}UAN +Oil SOL THERA CH LI.C. ONFIDENTIAL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) 2,170,000 00 2.330.000 00 1,287.000 00 1.979.120 00 3.302.490 00 $24,308,435.00 $25,795,705.87 Account Num Der. Go paperless 115,000 00 74,930 56 162.500.00 7.48% 229,368.49 53,833 33 142,500.00 6.11% -12,000.00 36,000 00 96,000.00 7.45% N/A 13.08113 142.725,00 7.21% 308.32213 0.00 187.500.00 5.67% $686,474.71 $310,693.41 $1,702,800.00 $693,220.49 $308,325.46 $1,702,000.00 Page 6 of 21 Rated Excellent L very Vs. Late 2O07 DAL6All RATED COMMUNCATIONS rxciur NCI SDNY_GM_00045592 DB-SDNY-0008416 EFTA_00156201 EFTA01288564 P.O. Bag 1776. Sawa* MD 21200 Portfolio Holdings (continued) U.S. DOLLARS (confirmed) Date Aomilred Quantity Unit Cost Equities Common Stocks M OBILEYE NV AM STELVEEN ORD SHS IS/4010010831061 Dividend Option: Cash 08101114 800.000 APOLLO GLOBAL MGM T LLC CL A SHS Dividend Option. Cash 03129111'.13 263,157.000 APPLE INC CON Dividend Option: Cash 10126113 11.000 000 00105114 150,000 000 Total Covered 164,000.000 Total 164,000.000 ARIAD PHARMACEUTICALS INC Dividend Option: Cash 0211/112 '. 13 7,535 000 0112/113 '. 13 9.000 000 Total Noncovered 16,535.000 Total 16,535.000 ASCENA RETAIL GROUP INC CON Dividend Option: Cash 01116/01 '. 3 70,500.000 BANK OF NEW YORK MELLON CORP CON Dividend Option: Cash 06125114 250.000.000 MOGEN IDEC INC CON Dividend Option: Cash 02114112'.13 2,095.000 Draft, ' Illmt "Wats Conran 4omp daunt sank Smote' SK. Now b4 Mar SO ran Nona loth I WV Wow** NY 101M Cost Bays Market Price Market Value Statement Period: 1010112014 - 10131[2014 Unrealized Gain; Loss Estimated Estimated Annual Income Yield 25 0000 19 0000 75 5800 98 9500 Security Identifier: M BLY CLSIP N51188117 20.00010 51 8800 Security Identifier: APO CUSP. 037612306 1,999,983.00 22.7500 Security Identifier: AAPL CUSP: 037833100 1,058,120.50 108.0000 14,842,506.00 108.0000 15 900 626 50 41.504.00 5.98682175 1,511,999 91 16,200,000 06 17,712,000.00 21.501 00 986,838.75 453,879 41 1,357,491 06 1,811,313.50 818,418.27 13.67% 26,320.00 1.74% 282,000.00 1.74% 308,320.00 ORAN 15 2090 19 6000 21.2710 38.3080 119 5490 $16,900,826.50 111.597.10 176400.00 290,997.10 Security Identifier: ARIA CUSP 0/0334100 5 9600 5.9600 1290,997.10 Security Identifier: ASNA CUSP. 013516101 1,500,000.00 12.1500 Security Identifier: BK CUSP 08/058100 9176.406 00 38.7200 Security BNB CUSP 09062X103 250,154.95 321.0800 911,712,000.00 41.908.60 53,610.00 98,518.60 $98,548.60 877.725.00 9.680.000.00 672,662 60 $1,811,31310 -69,688.80 -122,760.00 -112,448.80 -$192,448.80 •622,27500 603.594 00 122,207.65 $308,320.00 $0.00 170.000.00 1.75% Pate 7 of 21 flaked f.scolbrigi [very Von Since 2007 DAL OAR RA TED COMMUNICAT,ONS CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6: 6 THERM I DAirriA rxcournaer Account Number: Go paperless ek Nary 'LAC - IS -on. -c SDNY_GM_00045593 OB-SDNY-0008417 EFTA_00156202 EFTA01288565 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Goan Unit Cosi Cod Basis Market Price EqUiiieS (continued) Common Stocks (continued) FACEBOOK INC CL A Dividend Option: Cash Security Identifier: FB CUSP. 30303M 102 05117/12 '.13 17 500 000 38.0000 665,000.00 74.9900 FOUNDATION MEDICINE INC COM Dividend Option: Cash Security Identifier: FM I CUSP: 350465100 01113114 25.000 000 27 5070 687.663.50 25.8800 08/05114 24.830 000 23 2530 577,373.02 25.8800 Total Covered 19,030.000 Total 19.830.000 GENERAL ELECTRIC CO COM Dividend Option Cash 1 266 036.52 11,265,036.52 Seaulty Identifier: GE CUSP: 36960/103 01123113'.13 23,000 000 21.5700 196,109.08 25.8100 GENERAL MTRS CO COM Dividend Option: Cash Security Identifier: GM CUSP. 37045V100 11118110 ' 10.988.200 36.1010 399,978.16 31.4000 12109/10 ' 86,536.800 36.8160 3,185,969.22 31.4000 Total Moncovered 97,525.000 Total 97,625.000 GILEAD SCIENCES INC Dividend Option: Cash 3,565,917.36 13,665,947.36 Security Identifier: GILD CUSP: 375558103 02/05/14 5,000 000 79 2810 396,407.00 112.0000 03107/14 3.100 000 79 6120 246,797.00 112.0000 Total Covered 8,100.000 Total 11,100.000 HEALTH NET INC CON Dividend Option: Cash 643,204 00 1013,201.00 Security Identifier: H NT CUSP. 422226108 09108114 25,000.000 46.9800 1,174,506.00 47.5100 SAMOAN° BIOSCIENCES INC CON Dividend Option: Cash Security Identifier: SOH 0 CUSP: 800677106 05128113'13 50,000.000 8.4440 122,214.00 12.1100 SANTANDER CONSUMER USA HLDGS INC COM Dividend Option. Cash Security Identifier: SC CUSP: 80283M101 01123114 1,000.000 24.0000 24,000.00 18.5000 TWITTER INC CON Dividend Option: Cash Security Identifier: TIVTR CUSP: 901841102 OMR RUI Markel Value Unrealized Galatians Estimated Estimated Annual Income Yield 1,312,325.00 647.000.00 642,600.40 1,281,600.10 11,289,000.40 593,630.00 345,029.49 2.717,255.51 3,062,285.00 13,062,265.00 560.000 00 317.200 00 907,200.00 1907,200.00 1.187.750.00 607.000.00 18,500.00 Account Number: Go paperless CONFIDENTIAL — PURSUANT TO FED. R CRINI P. 6(e) F I DAENT1AL S'JLTHERA ckt.„ 647.325 00 -40.663.50 65,227.38 24,563.68 $21,563.86 97,520.92 -54,948.67 -168,713.71 ,523,661.36 .1523,662.38 163,593.00 100.403 00 263,996.00 1263,996.00 13.244 00 181.786 00 5.500.00 10.00 20,210 00 3.40% 13,185.84 3.82% 103,844.16 3.82% 117,030.00 1117,030.00 10.00 Page 8 021 RAMA tmelleni Every VAN WAR 2007 DAL OAR RATED COMMUNICATIONS rxesartraer Immo AC =mar IIMIA AMR. MR SDNY_GM_00045594 DB-SDNY-0008418 EFTA_00156203 EFTA01288566 P.O. Bag 1776. Obi/VAMD21200 Portfolio Holdings (continued) U.S. DOLLARS (continued) Dale &mired Equities (continued) Common Stocks (continued) TWITTER INC COM (continued) 11107/13 1,500.000 Total Common Stocks Preferred Stotts (listed by expiration date) ALLY FINL INC FIX TO FLT DIV.8.50% FREO•OTRLY CALLABLE° 25.00 ON A OTRLY BASIS AFTER 05/15/2016 Dividend Option: Cash 02/03/12 '.13 46,600.000 02109112'•13 80,000.000 Total Noncovered 126,600.000 Total 126,600.000 GM AC CAP TR I GTD TR PFD SECS SER 2 CPR- 8.125% FRED ORTLY MATY-0211512040 CALL ANYTIME Q 25 W130 GAYS BEGINS 02/15118 Dividend Option: Cash 02122112 .." 80.000.000 23.5350 ROYAL BK SCOTLAND GP PLC WON ADR REPSTG SER T PFD CPN-7.25% FRED ORTLY FERP M TY CALL@ 25 MY W/30 D NOTICE AFTR 12131/12 Dividend Option: Cash 10124112 '.13 40,000.000 23.7900 01107/13 . .13 40,000.000 24.4400 01114113'.13 40,000.000 24.8800 Total Noncovered 120,000.000 Total Total Preferred Stocks Total Equities Ouatithy Unit Cosi Draftee8m, PO.). Venal P.m...lune. Idarat$ COMIC< 4,0‘1, ontscip opt *woes 4%. Na. Mbn HS rut Asia. lid, le PA' 101 . 16111 Cod Basis Market Price 26 0000 39.000.00 41.4700 Markel Value 62,205.00 Statement Period: 1010112014 • 10i31!2014 Unrealized Gait( Lon 23,205.00 Estimated Estimated Annual Income Yield 19.3820 20 1250 140,363,48413 Security Identifier: ALLY PRB CL SIR 02005N 308 903,217.51 1,610,000.00 2,513,217.51 26 4800 264800 $2,513,217.51 Security Identifier: ALLY PRA CUSII, 361860208 1.882.773.60 26.7300 Security Identifier: RBS PRT CUSP. 780097713 951,600.00 977,600.00 995,200.00 2,924,400.00 25.3500 25.3500 25.3500 $44,109,757.35 1,233,968.01 2.118.399.99 3,352,368.00 13,352,36100 2.138.400.00 1,013,999.99 1,013,999.99 1,014.000,02 3,042,000.00 $3,756,272.52 330 750 50 508.399 99 839,150.49 $839,150.49 255,62840 62,399.99 36,39999 18,600.02 117,600.00 11,434,008.27 99,025 00 8.02% 170.000 00 8.02% 269,025.00 1269,025.00 161.500.00 7.59% 72,500.00 7.14% 72,500.00 7.14% 72,500 00 7.14% 217,500.00 120,000.000 $2,924,400.00 $7,320,391.11 $47,673,075.94 13142,000.00 18132.768.00 $52,642,525.35 1117,600.00 $1,212.370.0 $4,960,640.41 $217,600.00 $649,025.00 $2,003,033.27 Pap 9 of 2I Account Number: t aoiss 800778SICSP, : Ga paperless ets Lyon, Yea. vote ZOO7 Deal! Wit 0LOAR RATED COMMUNCATIONS CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6:3; THERN CON F I DENTIA rxesturtraer SDNY_GM_00045595 OB-SDNY-0008419 EFIA_00156204 EFTA01288567 Portfolio Holdings (continued) U.S. DOLLARS (continued) Unrealized Date Acquired Gustily Unit Cost Cod Buis Markel Price Markel Valve Gail Loss Exchange-Traded Products WISDOM TREE TR JAPAN HEDGED EQUITY FD Dividend Option: Cash; Capital Gins Option: Cash 60,00000 of these shares are in your margin account 12111113 60,000.000 49.4350 Total Exchange-Traded Products Estimated Estimated Annual Income Yield Security Identifier: WU CUSP. 97717W851 2.966.098.50 53.8200 3.229.200.00 263,10150 $2,988,098.50 63,220,200.00 $283,101.50 Cod Barb Market Value 55 004 40 1.70% 355,004.40 Versified Accrued Estimated Gain; Loss Interest Annual Income Total U.S. DOLLARS $118,822,230.94 $124,526,322.34 55,924,971.40 $388,325.48 53,848,663.39 EURO Opening Closing Accrued 30-Day Description Ciantily Balance Balance Currency Income Yield Cash, Money Funds, and Bank Deposits Global Cash Balance 291,848.87 0.00 EUR 0.00 USD Total Cash, Money Funds, and Bank Deposits 291,848.87 0.00 EUR 0.00 0.00 USD 0.00 Accrued Markel Value falrmrq Interest Total EURO 0.00 EUR 0.00 0.00 USD 0.00 Unrealized Acaued Estimated Cost Basis Markel Value Gait( Loss Interest Annual Income Total Portfolio Holdings • U.S. DOLLARS 5116,622,230.94 $124,626,322.34 $5,924,971.40 $388,325.48 $3,848,663.39 Footnotes • Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') (incorporating amendments enacted by P.L.t 10-343, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered " noncovered, under the new cost basis reporting rules. and marked or denoted as such. All other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their 'applicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis MI be reported to the IRS on form 109943 for the applicable tax year in which the security is disposed. Account Num her Go paperless LAMB ROLL SOL THERk COL LLC.F I DrisrriAL N1 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Page 10 021 Rood [madam', Lamy Vas. Sava 2007 OALBAR RATED COMMUNICATIONS rxenurtraer —.-•••••••••••• •ac SDNY_GM_00045596 DB-SDNY-0008420 EFrA_00 I 56205 EFTA01288568 PC. Bat 1776 .1110 21203 Portfolio Holdings (continued) Omisov Rant PnweWeatnPaptagenan Pants Caen., 6 ,0“) Des-1MM M . Setunla Vert Na Pan Ammo. 'ter Y 1. Statement Period: 9/01/2914 • 10/3112014 Reporting requirements generally will be phased in over a three-year period, as follows: • Stock in a corporation acquired on or after January 1, 2011 • Mutual funds and dividend reinvestment plan (ORP) shares acquired on or after January 1, 2012 • Other securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. Cost Basis on fixed income securities is adjusted for amortization. accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or more of these attributes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds, foreign bonds, variable rates, bonds in default, index-linked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax retums. 3 The cost basis of this security has been provided to us by you or your introducing firm and Pershing makes no representation as to the accuracy of this information. T Unrealized gains and losses are not reported for securities for which cost basis or market value is not available. The Cunent Face value represents the outstanding principal balance of the underlying security. The Current Face value is determined by multiplying the cunent factor times the original face amount of the security. Factors may change over time and are obtained from sources we believe to be reliable. 12 Pershing has received updated cost basis information, therefore cost basis provided on previous client brokerage statements may differ from the new cost basis reported in this section. 13 The cost basis of this security has been provided to us by the delivering Tim or transferring agent and Pershing makes no representation as to the accuracy of this intonation. Holdings Summary by Currency Exchange-Traded Currency Can Filed Income Equities Funds U.S. DOLLARS 42 858 891 25.795.705 52842.525 3,229.200 BIRD 0 0 0 0 Total USD Equivalent 42,858,891 26,796,705 52,042,526 3,229,200 % of Allocation 34.42% 20.72% 42.27% 2.69% Schedule of Realized Gains and Losses Current Period Disposition Date Acquisition Date Disposition Transaction Description Short Term 10116114 12/05113' ROM G Al ORGAN CHASE/. CO U NTS CAPPED CONTINGENT First In First Out BUFFER ED EQUITY NTS 0.000% 10116114 Security Identifier: 48126kVE4 Original Cost Basis: 1,000,000.00 10/16114 12/11113' SELL CALL AMERICAN AIRLS 20.00 First In Rrst Out Security Identifier AAL 01172 I 18 &E, MOI Total by Currency 121.526.322 LSD 0 EuR 124,628,322 USO 100.00% Realized Gain/ Loss! Quantity Cod Ms Proceeds Disallowance 1,000,000.000 1,000,000.00 1,012,01690 12,016.90 1,000.000 803,311.50 1,150,650.50 317,336.00 Page 11 of 21 Account Num berms Go nanerless SO L TH ERN L LC . F I DAENTIAL CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Raid tacellera Event Year Siva 7007 DALOAR RAT ED COMMUNICATIONS exclumer SDNY_GM_00045597 DB-SDNY-0008421 EFTA_00 156206 EFTA01288569 Schedule of Realized Gains and Losses Current Period (continued) DI:politics Acquisition Dale Dale Disposition Transaction Desaiptioe Quantity Coil Basis Proaeds Realized Gain/ Loss! Diallorana Short Term (continued) 10116/14 12111113 BUY KT AMERICAN AIRLS 20.00 -1,000.000 72,188.00 197,702 00 125,511.00 AM In First Out Security Identifier MI. 01172 10123/14 12113113' RFP WASHINGTON MUT M TG S 004-RA2 LUG PASSTHRU CTF CL 1,290,000.000 2,597 15 3,39414 796.99 C. B-1 VAR RATE 6.974% 07/25133 Security Identifier: 939336S20 Original Cost Basit 2,597.15 10127/14 12113113' RPP COUNTRYWIDE HOIA E LOA I CL 81 4.090% 03125133 WE D 4.500.000.000 11,487.85 12.302 73 814.88 TD 01/30103 Security Identifier: 12169DYS1 Original Cost Bait 11.487.85 Total Short Term 91,889,687.60 $2,376,096.27 $486,508.77 Long Term 10103/14 07114105' SELL P MORGAN CHASE 8 CO US46625H 1005 1,453.000 709,767.89 86,946.86 -622.821.03 NM In First Out Security Identifier: ..Pal Total Long Term $709,767.89 $86,946.86 M22,821.03 Total Short Term and Long Term $2,599,356.39 $2,463,043.13 .$136,312.26 • Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') (incorporating amendments enacted by P.b.110-343, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered "noncovered' under the new cost basis reporting rules, and marked or denoted as such. Al other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on a after their 'applicable date(s)° at which they are subject to the cost basis reporting rules and the adjusted basis wilt be reported to the IRS on form 1099E for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as blows: • Stock in a corporation acquired on or after January 1, 2011 • Mutual funds and dividend reinvestment plan (DRP) shares acquired on or after January 1. 2012 • Other securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. This Schedule may not reflect all cost basis adjustments necessary for tax reporting purposes, especially for noncovered securities. Adjustments to cost basis may have been made for prior income received and subsequently reclassified by the issuer as a return of capital. In addition, corporate action events may require adjustments to your original cost basis. Return of capital information and cost basis information, as it relates to corporate actions. has been obtained from sources we believe to be reliable. Adjustments to cost basis can be made after year-end. in particular, for retum of capital adjustments, but may also include adjustments for corporate action events. Therefore there may be differences in cost basis reflected on your monthly client brokerage statement at year end versus any subsequent reports, including your 1099E or online displays you may have available to you. When you report your cost basis on your tax return, it should be verified using all of your own records. In particular, there may be other adjustments which you need to make, but are not required to be made by Pershing as it relates to H.R. 1424. You should consul with your tax advisor in order to properly report your gain or loss for tax purposes. Pershing shall not be responsible for and makes no representations or warranties with respect to the accuracy of any information that you report to the IRS or other taxing authorities. and, accordingly, disclaims any and all liability that may arise with respect to your use and reliance on the information provided herein for such reporting. Page12 of 21 MIAS 1101.t. Account Number. paperless CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) F I DAENTIAL SC L THERIttle_5. Rated tovidlordi Ivory Vs., Santo 2007 DAL BAR RATED COMMUNICATIONS rxestimer SDNY_GM_00046698 OB-SDNY-0008422 EFrA_00 156207 EFTA01288570 Or, PC B<.1776 Elul PK": MD 2120 Online Illam Prmiln MEM IMAArnas d Idarem Drover DAR °TARN Sat StatAM. MA MAWR* MS PTA AsaY, member Pa th D Statement Period: 910112114 • 10/3112014 Schedule of Realized Gains and Losses Current Period (continued) Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certaii attributes, obtained from sources believed to be reliable. In the event, one or more of these attfoutes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds. foreign bonds. variable rates, bonds in default, index-linked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. Please refer to the Your Account Information Section in your brokerage account statement for your account's existing tax-lot disposition method. The disposition method is the method which you have selected to use in the disposal of each tax lot of the securities held in your account. If you do not select a method, your account will be defaulted to First In, Fist Out (FIFO). Your accounts selected tax lot method wit be used to determine the cost basis for calculating gain andlor loss, unless another method was selected at the time of the security disposal, and this may be reported on the IRS Form 1099-8. Messages Federal Deposit Insurance Corporation (FDIC)-Insured Bank Deposits are not protected by Securities Investor Protection Corporation.(SIPC). For disclosure of rates for DWS money market funds, please visit the DWS Investments website at https://swoydws-investments.comENIproductshnoney-market-lunds-yields.jsp. Please note that all money market funds listed on the website may not be offered through us. Although a money market mutual fund seeks to preserve the value of your investment at $1 per share, it is possible to lose money by investing in a money market mutual fund. Shares of a money market mutual fund or the balance of a bank deposit product held in your brokerage account may be liquidated upon request with the proceeds credited to your brokerage account. Please see the money market mutual fund's prospectus or the bank deposit product's disclosure document or contact your advisor for additional information. Account Number L)BAR ROU Go paperless SOUTHERN I!, LLC. F I D-ENTIAL N CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Page 13 of 21 Rated excellent Every VAN tM 2007 DAL OAR RA TED COMMUNICATIONS rxesurtraer SDNY_GM_00045599 DB-SDNY-0008423 EFTA_00 156208 EFTA01288571 Activity Sum m ary (All amounts shown are In base currency) Credits This Period Year-to-Date Debits This Period Year-to-Date Securities Securities Securities Bought 0 00 0.00 Securities Bought .72 188 00 .36 037 468 II Secunties Sold 1,237,597 36 19119.726 27 Secunties Sold 0 00 0 00 Total Securities $1,237,597.36 $19,449,726.27 Total Securities -$12,188.00 -$36,037,486.11 Dividends and Interest $325,411.48 $2,339,935.31 Dividends and Interest $0.00 ,193,807.51 Distributions $1,026,095.17 $7,851,710.12 Distributions $0.00 $0.00 Fees $0.00 $0.00 Fees -118.00 -$72.00 Other $72,188.00 $72,188.00 Other -$441,870.18 -$441,870.18 Cash Cash Withdrawals 000 000 Withdrawals 000 -1,331245.00 Deposits 20.785,189 23 32 27397638 Deposits 000 000 Total Cash $20,785,189.23 $32,273,976.36 Total Cash $0.00 .11,331,245.00 FDIC Insured Bank Deposits $0.00 $37,488,437.18 FDIC Insured Bank Deposits $0.00 -$19,304,764.85 Money Market Funds $72,188.00 $25,931,926.31 Money Market Funds 423,428,089.04 -$68,790,236.23 Total Credits $23,510,869.24 $125,405,899.57 Total Debits -123,942,145.22 -$125,999,463.68 Transactions by Type of Activity Promo/ Trader Settlement Transaction Date Date Activity Type Securities Bought and Sold 10/08/14 10103/14 SOLD .F1.1 Description Quantity 10117/14 10116/14 SOLD 990ADT2J1 10/17/14 10/16114 PURCHASED 990ADTZ00 PM ORGAA CHASE B CO COM ISM/1446625H 1005 BKCM 4453.000 A PERSHIAG AFFILIATE M AKES A MKT IN THIS SECURTY ACTED AS PRACIPAL UNSOLICITED ORDER CALL 100 AMERICAN AIRLS GROUP 'AC COM EXP -1,000.000 0147.15020 000 OPTION ROOT= AAL CLOSING TRANSACTION UNSOLICITED ORDER UNCYRD EXCHANGE LISTED PUT 100 AMERICAN AIRLSGROLP 'AC COM EXP 1.000.000 01.17.150 20.000 OPTION ROOT= ML CLOSING TRANSACTION UNSOLICITED ORDER LAURI) EXCHANGE LISTED Total Securities Bought and Sold • UNITED STATES DOLLAR +01, SOUTHERN LLC. (5N FIDESITIAL CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) Prim Accrued littered Amount Currenry 59.9050 86,946 86 USD 11.5368 1,150,650.50 LSD 0.7118 •72.188.00 USD 0.00 1,185,409.36 Page 14 of 21 Account Number Go paperless Rated tacelibra (very Year Siva 2007 DAL BAR RATED COMMUNCATIONS xClultaCt SDNY_GM_00045600 DB-SDNY-0008424 EFTA_00 156209 EFTA01288572 PC. Sot 17/E. Ball rPoot MD 21202 ()micro Ram Pnwair WeahnPapmernan Weets Coon., ,0‘P Dettsag WA %twos 'ac wan ,Yin la Pan Ammo. 160. I be, War int 10. 1011.4 Transactions by Type of Activity (continued) Procter/ Trade! Settlement Transaction Date Date Activi Dividends and Interest 10/01114 80ND INTEREST RECEIVED 1000000 HEADWATERS INC GTD SR NT 7 625% 01/01/19 42210PAO 5 WE DID 03/11/11 CLB RD 09/15 PD 10/01114 Death ion Clean Statement Period: 10/01/2014 • 1013112014 Price Accrued Interest Amount Curren 38.125 00 LSD 10110114 FOREIGN BOND INTEREST 300000 BARCLAYS BK PLC CONTINGENT CAP AT 11.625 00 LSO 06739FFNO ISINIUS06739FHK03 7.750% 04110123 WE DTD 04110113 CLB RD 10109 PD 10/10/14 10127114 80AD INTEREST RECEIVED 4500000 COUNTRYWIDE HOME LOANS SER 03.1 CL 81 12669DYS1 1.090% 03125133 B/E DID 01130103 RD 09130 PD 10/25/14 10/27/14 CASH DIVIDEND RECEIVED 23000 ShRS GENERAL ELECTRIC CO COM RD 09/22 PD GE 10127/14 10/27/14 80AD INTEREST RE-CEIVED 1290000 WASFINGTON LT MTG SECS CORP 2004-RA2 939336S20 M TG PASSTF RU CTF CL C-B-1 VAR RATE 6.974% 07/2933 WE DTD 06101/01 RD 09130 PD 10125/11 10128114 FOREIGN BOND INTEREST 2500000 PETROLEOS DE VENEZL B.A NOTES SENIOR P7807FAF2 ISINIXS0160516525 5.000% 10/28/15 REG DTD 10/28/09 RD 10/27 PO 10128114 1013011/ CAW, DIVIDEND RECEIVED StiORGAN CHASES CO DEP SHS REPSTG 1710TH PFD SER 1 466251-HA1 7.900% 04129149 BIE RD 09/30 Ft 10/30/11 CASH PAYMENT 5000000 10131114 DWSGOVT CASF !NUL 10131114 MONEY MARKET FUND INCOME RECEIVED 233993682 CASH DIVIDEND RECEIVED PM 'SINS US16625F 1005 RD 10106 PD 10131114 1153 SFRS P MORGAN CHASES CO COM 1,718.51 LSD 5.060.00 LSD 4,316 09 LSD 62,500 00 LSD 197.500 00 USD 955.68 LSD 581.20 LSD Total Dividends and Interest • UNITED STATES DOLLAR Account Number. Go paperless SOUTHERN .N LLC. N F I Dr simA L CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) 0.00 325,411.48 Pap 15021 Rated tacellerigi L very Year Since 2007 DAUM. RATED COMMUNCATIONS rxartirmer SDNY_GM_00045801 DB-SDNY-0008425 EFTA _001562I0 EFTA01288573 Transactions by Type of Activity (continued) Process/ Trade/ Settlement Transaction Date Date Activity Type Desaiption Quantity Price Accrued Merest Moult Currency Distributions 10116114 SECU RITY REDEEMED 48126NVE4 10127/14 RETURN OF PRINCIPAL RECEIVED 126690Y51 10/27/14 RETURN OF PRINCIPAL RECEIVED 939336520 SIAORGAN CPASEd CO MEDIUM TERM NTS CAPPED CONTINGENT BUFFERED EQUITY NTS0.000% 10116/14 B/E DID 09/27/13 ACCOUNT REDEMPTION 4500000 COUNTRYWIDE NOME LOANS SER 03-1 CL BI 4.090% 03125133 BIE DTD 01130103 RD 09130 PD 10125114 1290000 WASFINGTON NUT MTG SECS CORP 2004•RA2 MTG PASSIM-RU CTF CI. C-B-1 VAR RATE 6.974% 07/25/33 WE DTD 06/01/04 RD 09/30 PD 10/25/14 -1.000.000000 1.012,04690 12.302.73 1,745.54 USD LSO LSD Total Distributions • UNITED STATES DOLLAR 0.00 1,020,095.17 Fees 10/01/14 FOREIGN CUSTODY FEE Fgn Safekeeping SEP 2014 CUSIP GIS15P-P4.8 -6.00 USD G4S15PP48 10101/14 FOREIGN CUSTODY FEE Fgn Safekeeping SEP 2014 CUSIP 05433B-11G-8 -6.00 1.,S0 G5433B8G8 10/01/14 FOREIGN CUSTODY FEE Fgn Safekeeping SEP 2014 CUSIP. P7807HAF-2 -6.00 LSD P7807PAF2 Total Fees • UNITED STATES DOLLAR 0.00 -18.00 Other Transactions 10/23/14 MARK TO MARKET FROM MARGIN ACCOUNT TO SPORT ACCOUNT -72,188.00 LSD USD999997 10/23/14 MARK TO MARKET FROM MARGIN ACCOUNT TO SPORT ACCOUNT 72,188.00 USD US0999997 10/27/14 OUTGOING NON LSD CUKENCY OUTGOING NON USD CURRENCY WIRE EURO CURRENCY ,291,846.67 EUR WIRE -369,682.18 USD EUR999995 Exchange Rate' 1 2667 Total Other Transactions EURO 0.00 -291,846.67 EUR TOTAL USD EQUIVALENT 0.00 -369,682.18 LSD UNITED STATES DOLLAR 0.00 0.00 LSO Cash Withdrawals and Deposits 10106/14 FEDERAL FUNDS RECEIVED I-58C BANK USA, NA 09427 20,785,189.23 LSD U S0999997 Total Cash Withdrawals and Deposits - UNITED STATES DOLLAR 0.00 20,106,189.23 Money Market Funds 10101/14 MONEY FUND PURCPASE DWS GOO' CASP INSTL -54,375.00 LSD USD999997 10/02/14 MONEY FUND PURCPASE DWSGOVT CAST INSTL 38.101.00 LSO USD999997 08AN 11011 Page 16 of 21 Account Number Go paperless /4 LLC. FIDESITAL ON CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) WHET Rated 4cMYSL beery Yen Since 2007 DAL BAR RATED COMMUNICATIONS IXCIFIUNCE SDNY_GM_00045802 DB-SDNY-0008426 EFTA_00156211 EFTA01288574 Orvitec limi.mileVeta•nManair-wrat MN•ets Ont•gt De-tic la Nom 141,,r1 M. Viva bark Mar 11)Pant Ann**. 101.01cce tine W. I0VA Transactions by Type of Activity (continued) Proasa Trader %Moment Trsnuction Data Date Adis Description Quan Statement Period: 10/0112014 • 1013112014 Price Accreed Interest Amount Curren Money Market Funds (continued) 10107/14 MONEY FUND PURCHASE EMS GOVT CASE INSTL •20.785.18923 LSD USD999997 10/08/14 MONEY FUND PURCHASE DWSGOVT CASH INSTL -86.946.86 LSD USD999997 10114114 MONEY FUND PURCHASE DWSGOVT CASH INSTL -11,625.00 LSD US0999997 10/16/14 MONEY FUND PURCHASE DWSGOVT CASH INSTL -1,012646.90 LSO USD999997 10/17/14 MONEY FUND PURCHASE DWS GOUT CAS- INSTL -1150,650.SO LSO USD999997 10123114 MONEY FUND REDEMPTION DWS GOUT CASH INSTL 72,188.00 LSD USD999997 10/28/14 MONEY FUND PURCHASE DWSGOVT CASH INSTL 48,17187 LSD USD999997 10129114 MONEY FUND PURCFASE DWSGOVT CASH INSTL -62.500.00 LSD US0999997 10/31/14 MONEY FUND PURCHASE DWSGOVT CASH INSTL .197,500 00 LSD USD999997 10131114 MONEY MARKET FUND DWS GOVT CASH INSTL INCOME REINVESTED -95568 LSD REINVESTMENT 233993682 Total Money Market Funds- UNITED STATESDOLLAR 0.00 -23,355,881.04 Total Awned liters Total Mount Trani:adios Summary Total Acaued Interest Total Amount Curreag USD Equisakat USD Equivalent EL RO 010 -291.846.67 EUR 0.00 -369,682.18 UNITED STATES DOLLAR 0.D0 -53.793.80 USD 0.00 -53 793 80 The price and quantity displayed may have been rounded. Page 17021 Account Number. Go paperless CONFIDENTIAL - PURSUANT TO FED. R CRI9,1 P. 6(e) F I EYENTIAL SOUTHERN cbici Mead CamplImil beery Year Since 200'7 MUM. RATED COMMUNICA TIMMS eff a rName.rIZZIffeittrraiNsIONYNMNI SDNY_GM_00045603 OB-SDNY-0006427 EFIA_00 156212 EFTA01288575 Cash Not Yet Received Sea* Record Dab Payable Date Quainky Held Rate Dividend Option Amount of Payment Dividends BANK OF NEVi TOR( MELLON COPP COM interest 1012811/ 1110711/ 250.000.000 0.170000 Cash 42 500 00 BANK AMER CORP PERP NON COMULATIVE DEP 1110111/ 11115114 2A00,000 000 0.010625 Cash 81 250 00 %IS FIXED TO FLOAT EARTHLINK INC GTD SR NT FULLY SCHANGED 1013111/ 11115114 1,000,000.000 0.011375 Cash 44.375.00 CUSP FROM 210321A08 Total Cash Not Yet Received 0111,125.00 Bond Maturity Schedule Bond Maturity Market Win % of Bond Market Value 1 to 12 months 2,212,500.00 9',. ME 1 to 5 yews 2,017,500.00 8% CI 6 to 10 years 3,591,075.00 14% I I Over 1C it t•t 17,974,630.87 69% fl Total 25,795,70621 100% Bond Quality Bond Oualiti Market Value % of Bond Markel Value Percentages of bond market values are rounded to the neatest whole percentage. BAA 5,632,19000 22!4 MiLower 19,320,327.80 75% hot Rated 812,686.07 3% Total 25,705,70627 100% Client Service information Percentages of bond market values are rounded to the nearest %tole percentage. Your Client Advisor: TDS TAZIA SMITH 315 PARK AVENUE 11TH FLOOR NEW YORK NY 10151 OFIAI1 9()I Contaa Information Telephone Number: Account Numbers paperless CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 67:KRIM ñ F I ID-n (71AL Page II 021 "Mud [moms (very Yoe. Sento 2007 DAL SAFI RAT ED COMMUNICATIONS rxerturnaer SDNY_GM_00045604 OB-SDNY-0008428 EFTA_00156213 EFTA01288576 Oeuiv.v gam Pon. VOW. Ma nlintat MII•tt% Cote tar 4.pp.p Dtotem Mr Secylei At linsbrk 41,Pstli Anine. 161111.:Cr Statement Period: 1010112014 • 10/3112014 Your Account Inform ation Tax Lot Default Disposition Method Default Method for Mutual Funds FIRST IN FIRST OUT Default Method for Stocks in a Dividend Reinvestment Ran: FIRST IN FIRST OUT Default Method for all Other Securities FIRST IN FIRST OUT Bond Amortization Elections: Treat al interest as original issue discount lOID): No Amortize premium on taxable bonds based on Constant Yield Method: Yes Accrual market discount method for all other bond types: Ratable Method Include market discount in income annually: No Electronic Delivery You have not selected any account comm unications for electronic delivery. To register and turn off paper con m unications, log in to your account or contact your Dient Advisor for in ore inform align. Important Information and Disclosures Pricing This section includes the net market value of the securities in your account on a settlement date basis, including short positions, at the dose of the statement period. The market prices, unless otherwise noted, have been obtained from independent vendor services, which we believe to be reliable. Market prices do not constitute a bid or an offer, and may differ from the actual sale price. Securities for which a price is not available are marked 'N/A" and are omitted from the Total. THE AS OF PRICE DATE ONLY APPEARS WHEN THE PRICE DATE DOES NOT EQUAL THE STATEMENT DATE. Estimated Annual Figures The estimated annual income (EAI) and estimated annual yield (EAY) figures are estimates and for informational purposes only. These figures are not considered to be a forecast or guarantee of future results. These figures are computed using information from providers believed to be reliable; however, no assurance can be made as to the accuracy. Since interest and dividend rates are subject to change at any time, and may be affected by current and future economic, political, and business conditions, they should not be relied on for making investment, trading, or tax decisions. These figures assume that the position quantities, interest and dividend rates, and prices remain constant. A capital gain or return of principal may be included in the figures for certain securities, thereby overstating them. Refer to vnwrpershing.corritusiness_conbnuity.html for specific details as to formulas used to calculate the figures. Accrued interest represents interest eamed but not yet received. Reinvestment The dollar amount of Mutual Fund distributions, Money Market Fund dividend income, Bank Deposit interest income, or dividends for other securities show on your statement may have been reinvested. You will not receive confirmation of these reinvestments. Upon written request to your financial institution, information pertaining to these transactions, including the time of execution and the name of the person from whom your security was purchased, may be obtained. In dividend reinvestment transactions, Pershing acts as your agent and receives payment for order flow. Options Information with respect to commissions and other charges incurred in connection with the execution of option transactions has been included in conSmations previously furnished to you. A summary of this information is available to you promptly upon your written request directed to your introducing firm. In order to assist your introducing firm in maintaining current background and financial information concerning your option accounts, please promptly advise them in writing of any material change in your investment objectives or financial situation. Expiring options which are valuable are exercised automatically pursuant to the exercise by exception procedure of the Options Clearing Corporation. Additional information regarding this procedure is available upon written request to your introducing firm. Proxy Vote Securities not fully paid for in your margin account may be lent by Pershing to itself or others in accordance with the terms outlined in the Marge' Agreement. The right to vote your shares held on margin may be reduced by the amount of shares on loan. The Proxy Voting Instruction Form sent to you may reflect a smaller number of shares entitled to vote than the number of shares in your margin account. Page 19 of 21 VP AN ROI t Account Num ber. Go paperless CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) F I DAENTIAL SC L THERA ct5 Rated tacelleria (very Von Siva 2'007 DAUM. RATED COMMUNICATIONS rxciurrier -°="rat'ar:r= SDNY_GM_00045605 OB-SDNY-0008429 EFrA_00 I 56214 EFTA01288577 Important Information and Disclosures (continued) Foreign Currency Transactions Pershing may execute foreign currency transactions as principal for your account. Pershing may automatically convert foreign currency to a from U.S. dollars for dividends and similar corporate action transactions unless you instruct your financial organization otherwise. Pershing's currency conversion rate will not exceed the highest interbank conversion rate identified from customary banking sources on the conversion date or the prior business day, increased by up to 1%. unless a particular rate is required by applicable law. Your financial organization may also increase the currency conversion rate. This conversion rate may differ from rates in effect on the date you executed a transaction, incurred a charge, or received a credit. Transactions convened by agents (such as depositories) wit be billed at the rates such agents use. Ratings This statement may contain credit rating information obtained from Standard & Pool's. Reproducing and distributing any information received from Standard & Poor's is not permitted without prior written authorization from Standard & Poor's. Standard 8 Poor's does not guarantee the accuracy, completeness, timeliness or availability of any information. Standard 8. Pool's is not responsible for any errors or omissions, regardless of the cause, or for the results of using such content. Standard & Pool's makes no express or implied warranties including warranties of merchantability or fitness for a particular purpose. Standard ft Pools shall not be legally responsible for any fees, costs, expenses or losses in connection with the use of their content Credit ratings are opinions and not statements of facts; are not recommendations to purchase, hold or sell securities; and do not address suitability for investment purpose. Credit ratings should not be relied upon as investment advice. Cash Not Yet Received Assets shown here are not reflected in your account This information has been received from sources we believe to be reliable. Pershing does not guarantee the accuracy of the information. Bond Maturity Schedule Bonds that are in default are not included. Bond Quality Bond quality ratings reflect Moody's or Standard and Polls ratings. Bonds may be rated by other services. Bonds that are in default are not included. Please refer to your Portfolio Holdings section. The Role of Pershing • Pershing carries your account as clearing broker pursuant to a clearing agreement with your financial institution. Pershing may accept from your financial institution without inquiry or investigation (i) orders for the purchase and sale of securities and other property and (i) any other instructions concerning your account. Pershing is not responsible or liable for any acts or omissions of your financial institution or its employees and it does not supervise them. Pershing provides no investment advice nor does it assess the suitability of any transaction or order. Pershing acts as the agent of your financial institution and you agree that you will not hold Pershing or any person controlling or under common control with it liable for any investment losses incurred by you. • Pershing performs several key functions at the direction of your financial institution. It acts as custodian for funds and securities you may deposit with it directly or through your financial institution a that it receives as the result of securities transactions it processes. • Your financial institution is responsible for adherence to the securities laws, regulations and rules which apply to it regarding its own operations and the supervision of your account, its sales representatives and other personnel Your financial institution is also responsible for approving the opening of accounts and obtaining account documents; the acceptance and, in certain instances, execution of securities orders; the assessment of the suitability of those transactions, where applicable; the rendering of investment advice, if any, to you and in general, for the ongoing relationship that it has with you. • Inquiries conceming the positions and balances in your account may be directed to the Pershing Customer Service Department at (201) 4133333. AI other inquiries regarding your account or activity should be directed to your financial institution. Your financial organization's contact information can be found on the first page of this statement. • For a description of other functions performed by Pershing please consult the Disclosure Statement provided to you upon the opening of your account. This notice is not meant as a definitive enumeration of every possible circumstance, but as a general disclosure. If you have any questions regarding this notice or if you would like additional copies of the Disclosure Statement, please contact your financial institution. • Pershing is a member of the Securities Investor Protection Corporation (SIPC6). Please note that SIPC does not protect against loss due to market fluctuation. In addition to SIPC protection, Pershing provides coverage in excess of SIPC limits. For more detailed information please visit: www.pershing.comistrength_stability.html. • This statement will be deemed conclusive. You are advised to report any inaccuracy or discrepancy (including unauthorized trading) promptly, but no later than ten days after receipt of this statement, to your financial organization and Pershing. Please be advised that any oral communication should be reconfirmed in writing to further protect your rights, including your rights under the Securities Investor Protection Act • Your financial organization's contact information can be found on the first page of this statement. Pershing's contact information is as follows: Pershing LLC, Legal Department, One Pershing Plaza, Jersey City, New Jersey 07399; Errors and Omissions excepted. Important Arbitration Disclosures • All parties to this agreement are giving up the right to sue each other in court, including the right to a trial by jury, except as provided by the rules of the arbitration forum in which a claim is filed. • Arbitration awards are generally final and binding; a party's ability to have a court reverse or modify an arbitration award is very limited. • The ability of the parties to obtain documents, witness statements and other discovery is generally more limited in arbitration than in court proceedings. • The arbitrators do not have to explain the reason(s) for their award. unless. in an eligible case, a joint request for an explained decision has been submitted by all parties to the panel at least 20 days prior to the first scheduled hearing date. Page 20 of 21 Account Number Go paperless 90 6 THERA CNO N LLC. F I DrwriAL CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) Rabid t acelloni L very Vs, Siva 2007 DALBAR RATED COMMUNICATIONS rxenurrder -et ==" 4*= i•—••••...= writ SDNY_GM_00045606 DEI-SDNY-0008430 EFTA_00156215 EFTA01288578 Oruisov Rant 0 ,00 Vkahnia7mgenmt Pdvais Coon." 6,0“, 070$0,7 la* Sawn.. "..K. Mrs *A Onto la Pon Anre 160. Met any unv Important Information and Disclosures (continued) Statement Period: 1010112014 • 10/3112014 Important Arbitration Disclosures (continued) • The panel of arbitrators will typically include a ninority of arbitrators who were or are affiliated with the securities industry. • The rules of some arbitration forums may impose tine limits for Iminging a claim in arbitration. In some cases, a claim that is ineligible for arbitration may be brought in court. • The rules of the arbitration forum in which the claim is filed, and any amendments thereto, shall be incorporated into this agreement. Important Arbitration Agreement Any controversy between you and Pershing LLC shall be submitted to arbitration before the Financial Industry Regulatory Authority. No person shall bring a putative or certified class action to arbitration, nor seek to enforce any predispute arbitration agreement against any person who has initiated in court a putative class action, who is a member of a putative class who has not opted out of the class with respect to any claims encompassed by the putative class action until; (I) the class certification is denied. (II) the class is decertified; or (Ill) the client is excluded from the class by the cowl. Such forbearance to enlace an agreement to arbitrate shall not constitute a waiver of any rights under this agreement except to the extent stated herein. The laws of the State of New York govern. Pershing's contact information is as follows: Pershing LLC, Legal Department, One Pershing Plaza, Jersey City, New Jersey 07399: Page 21 o121 Account Number: Itatod f.scollenl OBAki ROLL Go paperless ek (way Year Since 2007 DAUM. RATED COMMUNCATIONS CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. THERk CON F I DENTIA rxemmer SDNY_GM_00045607 DB-SDNY-0008431 EFTA_00156216 EFTA01288579 r0. ea1177e, blierenPADM203 SOUTHERN FINANCIAL LLC 6100 RED HOOK QUARTER B3 ST THOMAS VI 00802 Your Client Advisor: TAD% SM ITN Oralsre Ram 7.F•or Wean Ma na rem Pant% Cowan Gtp‘p Des007 km kw lei Ac. M..bn 000P. Hann Mn,._ 16th I *xi Wye en AY 70.A Account Number: Statement Period:09101/2114 -09/3012114 Valuation at a Glance Beginning Account Value het Cash Deposits and Withdrawals Adjusted Previous Account Value Dividends, Interest and Other Income het Other Activity het Chan e in Punka ndinq Account Value Estim ated Annual horn e Asset Allocation Prior Year-End Lad Period This Period % Allocation LSD Cash. Money Funds. and Bank Deposits 18,295,949.71 34,850,094.30 19,556,803.88 18.99% LSD Axed Income 27,736,972.38 19,591,460.84 19,311,861.53 18.78% hon.L SD Axed Income 10,227,309.46 7,722,321.25 7,466,705 00 7.25% LSD Equities 30,410,519.65 38,644,087.25 53,078,425.85 5155% hont SD Equities 3,137,192.74 3.027.344.00 3,182,072.00 3.09% hon.li SD Cash. Money Funds. and Bank Depotils 402,106.34 384,391.25 368,831.53 0.36% Other 363.000.00 0.00 0.00 000% Account Total (Pie Chart) 390,573,050.28 $104,219,698.89 $102,984,499.79 100.00% See the Asset AnocatOn Cisclosure and Footnotes secton for important oformaton %Ong yote Asset Albeation. This Period Year-to-Date $104,219,698.0 $90,573,050.28 320,000.00 10,157,542.15 104,539,698.69 100,730,592.43 129,238.98 2,547,029.98 0 00 .54 00 .1 704 437 86 -31306862 S102.964 499.79 5102.964 499.79 $3,924,316.47 Please review your allocation Assets of less than 1% of holdings wit not clholay on the pe ciao. Page 10121 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Excellent, B0101216CSF30023 GUpaperless ERated vfly Yew Sine, Z007 IONS DA T CONFIDriTriA rxet""`"` cpwimmuNicaT SDNY_GM_00045608 OB-SDNY-0008432 EFTA_00 I 56217 EFTA01288580 Asset Allocation Disclosure and Footnotes Certain values have been defaulted into the Other Asset Class due to incomplele categonzing data Al values are displayed in U.S. dollars based on interbank exchange rates as of 0913012014. Exchange rates can vary. Equities contains Equity Mutual Funds. Summary of Gains and Losses Realized Unrealized This Period Year-to-Date Short-Term GainfLoss 52,660 89 70.873 79 2 252.239.74 Long-Term Gain, Loss -1.243.50521 -8.272.566.33 2.731.413.27 Net GaIn/Loss -1,190,814.32 -8,201,69231 4,983,653.01 This summary excludes transactions where cost basis information is not available. Exchange Rate Table Global Cash Currency Closing Mount in Currency USO Equivalent per USD Currency Balance Base Currency USD I EURO 1 2631 0.7917 EURO 291.846 67 368 631 53 Exchange rates are based on Mterbank exchange rates as of 09130(2014. Exchange rates can vary. Total Global Cash Balance 8368,831.53 Money Market Fund Detail Date Activity Type Description Amount Balance Sweep Money Market Fund owS GOVERNMENT CASH INSTL Account Number: Currenl Yield 0.03% Activity Ending: 09130114 08130114 Opening Balance 32,415,580.03 32415,580.03 09102/14 Deposit MONEY FUND FURCFASE 2,434,51427 34.850.094 30 09105114 Deport MONEY FUND PURCFASE 320,000.00 35,110,094.30 09110114 Withdrawal MONEY FUND REDEMPTION 44,756,362.16 20,413,732.14 09111114 Withdrawal MONEY FUND REDEMPTION -1.174,506.00 9,239,226.14 09122114 Deposit MONEY FUND PURCFASE 86,95582 9.326,181 96 09124114 Deposit MONEY FUND PURCFASE 46573.91 9.374.755.87 09126114 Deposit MONEY FUND PURCFASE 62,112.82 9,436,898.69 09129114 Deposit MONEY FUND PURCFASE 29,257.50 9,466,156.19 09130114 Deposit MONEY FUND PURCFASE 35,681 25 9,501,831.44 09130114 Deposit INCOME REIN VEST 591.44 9.502,428 88 09130114 Closing Balance 91 ,502,428.88 Total All Money Market Funds 31 ,502,421.II8 Page 2021 llitA11 .011 SOL LLC. FIDESMAL ON CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) THERA Account Number: Go paperless Rated racemes Every VAN W, 2007 DALOAR RATEDCOMMUNICATIONS rxesartraer rat tr......22...."a"...=.7"*"= ...- SDNY GM 00045609 DB-SDNY-0008433 EFTA 00156218 EFTA01288581 PC. Bo, 17P6 Elul mum MO 2120 Oruisre Karp Pr.. Weain Paptagenmt Pdaeals Coon., Destsov M Sew on Lac Preys, OlIkt Na Put Appr.w. tau bp u.. pet nY Kay Statement Period: 0910112/14 -0113012114 Income and Expense Summary Current Period Year-to•Date Taxable Non Taxable Taxable Non Taxable Dividend Income Equities 83,63250 GOO 552,089.73 0.00 Money Market 591.44 0.00 4,178.89 0.00 Other Dividends 0.00 0.00 499,005.20 0.00 Interest Income Bond 'Merest 45,015.02 0.00 740,87623 0.00 FDIC Insured Bank Oeposts 0.00 0.00 2,691.15 0.00 Other Interest 0.00 0.00 121,875.12 0.00 Total Dividends, Interest, Income and Expenses $129,238.96 $0.00 91,920,716.32 $0.00 Distributions Alternative Investm ents 0.00 0 00 0.00 626,313.66 Other Distributions 0.00 52.809 05 0.00 541.039.24 Total Distributions $0.00 152,809.05 $0.00 $1,107,352.90 Portfolio Holdings U.S. DOLLARS Account Opening Date Quantity /lumber Activity Ending (Meng Balance Closing Balance Accrued Income Income Ns Year 30•Day Yield tweet Yield Cash, Money Funds, and Bank Deposits Cash Balance 2.434.514 27 54,375.00 Money Market DWSGOVERNM ENT CASH INSTL 08130/14 19.502.428.880 09/30114 32.415.580.03 19 502.428 88 0.00 4.17149 0.03% 0.03% Total Money Market $32,416,580.03 $19,502,428.88 $0.00 44,178.19 FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM 08130114 0900/14 0.00 0.00 0.00 2.691.15 NIA N/A Total FDIC Insured Bank Deposits $0.00 20.00 $0.00 $2,891.16 Total Cash, Money Funds, and Bank Deposits $34,850,094.30 $19,556,803.88 $0.00 $6,870.04 ORAP POLL Page 3021 Account Number. Go paperless CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) F I DAENTIAL SOL THERA CIO KJ Rated' [mallard, (per/ v«. Sloop 2007 DAL BAR RATED COMMUNICATIONS r %OIL r Net SDNY_GM_00045610 DB-SDNY-0008434 EFTA 00156219 EFTA01288582 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date "aired Clues Wit Col Adjusted Cost Basis Market Puce Market Value Unrealized Gain! Loa Accrued Interest Estimated Estimated Annual Income Yield Fixed I ne0 M e (In Malurey Dere Sequence; iltsset Backed Securities COUNTRYWIDE HONE LOANS SER 03.1 CL 81 4.090% 03125133 WE DTD 01130103 Factor. 0.22022089 elective Date:09102/14 Current Face Value: 990.994005 12113/13'.3.12 4,500,000.000 93.3760 WASHINGTON NUT NIG SECS CORP 2004.RA2 MTG PASSTHRU CTF CL C-B.1 VAR RATE 6.979% 07/25/33 WE DID 06/01/01 S 8 P Rating D Factor:0.575118723 Effective Date:09102/14 Current Face Value: 742.636 527 12113/13'.3,12 1,290,000.000 76.5190 Security Identifier: 12669 DYS1 925,354.95 86.1660 Original Cost Bass. 51,111,573.01 Security Identifier: 939336820 568,255.14 87.0630 Original Coal Basin 5638.906.71 31,493,610.09 Total Asset Backed Securities 5,790,000.000 Total Current Face Value : 1,733,630.532 Corporate Bonds 1,IPM ORGAN CHASE 8 CO MEDIUM TERM NTS CAPPED CONTINGENT BLYFERED EOI/ITY NTS 0.000% 10/16/14 WE DID 09127113 12105/13 '.3.12 1,000,000.000 100 0000 PETROLEOS DE VENEZUELA NOTES SENIORISWO XS0460546525 5.000% 10128115 REG DTD 10/28109 S 8 P Rating B' 12104/13'•3.12 2,500,000.000 94.0370 HEADWATERS INC GTO SR NT 7.625% 04/01/19 WE DTD 03/1111t CALLABLE04101115 103113 Moody Rating B2 St P Rating Be 10/22/12 '.12.13 1,000,000.000 102 1030 EARTHUNK INC GM SR NT FULLY EXCHANGED CUSP FROM 270321AB8 8.815% 05/15119 WE DTD 05117111 CALLABLE 05/15/15 S8 P Rating CCC' 10122/12'.3.12 400,000.000 102.6500 ein^tr:(C"F:' USAF' MINI Security Identifier: 411126NVE4 1,000,000.00 106.1600 Original Cost Basis: 51,000,000.00 Security Identifier: P7807HAF2 2,350,934.50 85.7500 Onginal Coal Basis: S2.250.000,00 Security Identifier: 12210RAC15 1,021,025.11 104.2500 Original Coal Balk 61,035,000.00 Security Identifier: 270321ACS 410.600.12 99.5000 853,899 89 616,561.64 .71.455.06 78,306.50 3.265 05 4,175.60 61,500,461.53 66,851.44 37,440.65 $0.00 1,061,600.00 61,600 00 0.00 2,143,750.00 .207,184 50 52,777 78 125,000.00 5.83% 1,012.500 00 21,474.53 37,913.19 76,250.00 7.31% 398 000 00 .12,600.12 13,312 50 35,500 00 8,91% Account Number Go paperless SCLTHERN CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) F I DAENTIAL Page 4 of 21 rated tacellonti Lary Yaw. Sento 2007 DAUM. RATED COMMUNCATIONS rxesurner -al:1=n= ==" 4= •—•-.L4c r•••••. ••C SDNY_GM_00045611 OB-SDNY-0008435 EFTA_00156220 EFTA01288583 P.O. Bs 1776. BolemonMD21200 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cod Fixed Income (continued) Corporate Bonds (continued) EARTHUNK INC GM SR NT FULLY EXCHANGED Adjusted Cod Basis u•411.4•. Pon. Mwocts O-iuN ilor Mew de °Mop 141.Psm App.*. )Nw kse *no 'EA hY IOVA Market Price Market Value Statement Period: 09/01/2014 - 09/30/2014 Unrealized Gain/ Lou Accrued Interest Estimated Estimated Annual Income Yield 10123112 '.3.12 600 000 000 Total Noncovered 1,000,000.000 Total 1,000,000.000 SERVICES ASTER CO SR NT - CUSP FULLY EXCHANGED FROM OLD CUSP 817601413 8000% 02/15/20 8/E DTD 02/13/12 Moody Rating CAA1 S P Rating 8- 01/24113 '•13.13 410.0080130 101 1920 02125/13 %OM ismoct000 104 9910 Total Noncovered 1,440,000.000 Total 1,440,000.000 LLOYDS TSB BK PLC EURO ISSUE MEDIUM TERM NO TES ISIMS0717735822 9.875% 11/16/21 REG DID 12116/11 Moody Rating Bat 58 P Rating BBB 12101/13 '.3.12 1.500.000.000 107 8780 (continued) Original Cost Basis: $414,000.00 102.1620 61074.95 99.5000 Original Cod Bads: $619,500.00 1,021,375.01 597,000 00 995,000.00 3996,000.00 -17,771.96 19,968.75 .30,376.08 33,211.26 53,250 00 8.91% 88,750.00 BARCLAYS BK PLC CONTINGENT CAP NT ISN01,S06739FHK03 7.750% 04110/23 DIE DID 04110/13 CALLABLE 04/10/18 S8 P Rating BB• 04/03/13 '.17.13 300.000.000 100 0000 I ,RA it v. $1,026,375.06 Security Identifier: 81760NAN9 459.764.38 105.7500 Original Cost Basis: $468.050.00 1,049,914.20 105.7500 Onginal Cost Basis: $1,070,000.00 1,509,678.58 61,609,678.66 Security Rientillei: GIS15PPIS 1.618.175.98 116.1250 Original Cost Basis: $1.627.500.00 Staidly Identifier: 06739FRK0 300.000.00 108 2500 Original Cosl Buie $300,000.00 465.300 01 1,057,499 99 1,622,800.00 $1,522,800.00 1.711.875 00 324.750 00 -$30,315.08 $33,211.26 5.535 63 7,585 79 13,121.42 $13,121.42 1.400.00 10.000 00 14,400.00 88,750.00 35.200 00 7.56% 80,000.00 7.56% 115,200.00 $14,400.00 6116,200.00 123.699.02 116,854.17 24.750 00 10,979 17 148.115.00 8.50% 23,250.00 7.15% Page 5of 2i Account Number •.I [wailer/I Cio paperless tn.' Vs" USC. 20" SOUTHERN N CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) "172Ens-s-teta‘0:7:—. NY-00084 =—" 36 /At__ ;63:glintelEDC°.4.4100CATOIS SDNY_GM_00045612 F ID EFTA_00 156221 EFTA01288584 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cost Fixed Income (continued) Corporate Bonds (continued) AN ORGAN CHASE & CO DEP SHS REPSTG 1110Th FED SER 1 FIXED TO FLTG Rt BD 7.900% 04129149 B/E DTD 04/23/08 Moody Rating BAI S d P Rating BBB- 06115/11 '.1.12 2,500.060.000 107.5000 2,687,500.00 108.2500 2,706,250.00 Onginal Cosl Basis; 52.687.500.00 06/15/11 '.3.12 2.500.000 000 101 0000 2.675.000.00 108.2500 2,706,250.00 Original Cosl Basis 52,675,000.00 Total Noncovered 5,000,000.000 5,362,600.00 5,412,600.00 Total 6,000,000.000 $5,362,500.00 85,412,500.00 BANK AM ER CORP PERP NON COM ULA11VE DEP Staidly identifier: 0605050T8 SF S FIXED TO FLOAT 8.125% 04/30/58 B/E DTD 01130/08 CALLABLE 05/15/18 Moody Raling BA3 Sd P Rating BB 01/10/11 '.3.12 2.000.000.000 102 7500 2.055.000.00 108.2500 2,165,000.00 Original Cosl Basis: $2.055.000,00 GENERAL EEC CAP CORP NON CUM PFD SER Seartly Identifier: 369622946 A 7.125% 06/12162 BIE DID 06112112 CALLABLE 06/15/22 Moody Paling BAAI SS P Rating M 06127/12 '32.13 2,000,000,000 105 5300 2,110,605.12 115.7500 2,315,000.00 Onginal Cosl Basis $2.122.916.67 LBG CAPITAL NO 1 PLC 144A Security Identifier: G5433BBGB IMPX.50473108283 8.000% 09/15188 REG DTD 12115109 CALLABLE 06/15120 SB P Rating BB 12104/13 '112 1,200,000.000 108 2 500 1,299,000.00 108.0200 1,296.240 00 Onginal Cosl Basis, 51.299.000.00 !LLOYDS BANKING GROUP PLC FXD RATE RESET Security Identifier: 539439AG4 ADDL TIER 1 SECS ISM US539439AG42 7.500% 09/27/88 BIE DID 04/07/14 S d P Rating BB• Please Provide' 1.903 000 000 N/A Pease Provide 103.0000 1.960.090 00 Onginal Cosl Basis: Please Provide SOUTHERN CALIF EDISON CO PREF SER E Security Identifier: 842400FU2 6.250% 12/31/99 B/E DID 01/17112 CALLABLE 02101122 0 100,000 Moody Rating BAM S S P Rating BBB- 01/30/12 '.3.12 3,000,000.000 99.8020 2.994.061.72 109.9000 3.297.000 00 Adjusted Cost Basis Market NU Security Identifier: 4662514H A1 Market Value „RAR LICJIt SOUTHERN Lic. NI F I DESITTAL CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 603) Account Nina Der. Go paperless Unrealized Gain/ Loss Accrued Interest Estimated Estimated Annual Income Yield 18,750 00 82,291 67 191,500.00 7.29% 31.250 00 82.291 66 197.500.00 7.29% 50,000.00 161,563.33 395,000.00 150,000.00 $164,553.33 $395,000.00 110,000 00 60,937 50 162,500.00 7.50% 204,394 88 41,582 50 142,500.00 6.15% 4,76060 28.000 00 96.000 00 7.40% NIA 1.189.38 112125.00 7.28% 302,938.28 0.00 167,500.00 5.68% Page 6 of 21 Itaud tAallor• Every Vs. Siva 2007 DAL BAR RATED COMMUNOT/O16 7XCIILL7Net SIDNY_GM_0004561 3 OB-SDNY-0008437 EFTA_00156222 EFTA01288585 P.O. Bag 1776. Barron MO 21203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Cluaithy limit Cod Fixed Income (continued) Corporate Bonds (continued) SOUTHERN CALIF EDISON CO PREF SER E (continued) Oeuici.v Si,,, Pon. roam Manirri4 Mlf•tt% COMM< 4,04P Deres0A MM selvnt.t law bet Mc* Na Part Anew.. Mk I kw 'For Tett Pr 10154 Adjusted Cost Bads Market Pria Market Value Statement Period: 09/01/2014 - 09/30/2010 Unrealized Cold Loss Accrued Interest Estimated Estimated Annual Income Yield Total Corporate Bonds 23,843,000.000 Original Cosl Basis: $2.992.564.97 922,646,366.45 926,271,105.00 $671,651.55 $502,471.27 $1,702,100.00 Total Fixed Income 29,633,000.000 Date Awned Quantity Limit Cod Equities Common Stocks M OBILEYE NV AM STELVEEN ORD SHS ISA* AL0010831061 Dividend Option: Cash 08101114 800.000 25 0000 APOLLO GLOBAL MGM T Lit CL A SHS Dividend Option: Cash 03129111'.12 263,157.000 19 0000 APPLE INC CON Dividend Option: Cash 10128113 14.000 000 75 5800 09105114 150.000 000 98 9500 Total Covered 164,000.000 Total 164,000.000 ARIAS PHARMACEUTICALS INC Dividend Option: Cash 02114112 '.13 7.535.000 15,2090 114.597.40 01124113 '.I 3 9,000.000 19.6000 176,400.00 Total Noncovered 16,635.000 290,997.40 Total 16,535.000 $290,997.40 $24,139,966.54 Cod Bans Market Pria $26,771,566.53 Markel Valve 9676,509.99 $569,916.92 $1,702,800.00 Unrealized Gainfloss Estimated Estimated Annual Income Yield Security Identifier: M BLY CL SIP K51188117 20.000.00 53 5900 Security Identifier: APO CUSP 037612306 4,999,983.00 23 8400 Security Identifier: AAPI. CUSP: 037833100 1,058.120.543 100 7500 14.842.506 00 100.7500 16 900 626 60 916,900,62640 Searrity Identifier: ARIA CUSP 040336100 5.4000 5.4000 42.872 00 6,273,662.88 1,410,499.94 15.112.500 06 16,523,000.00 $16,523,000.00 40.689 00 48,600 00 69,289.00 969,269.00 22.872 00 1.273.679 88 352,37944 269.994.06 622,373.60 9622,373.50 -73.908.40 .127,80000 ,201,708.40 -$201,701.40 892,102 23 14.21% 26,320.00 1.86% 282.000,00 1.86% 3011,320.00 9301,320.00 $0.00 Page 7 021 Rated Excellent, DeAti RC1Lt tnoyVn. since 2007 DALOARRATEDODAVAUN.CATIONS SOL THERA u -n F I DrErriA rxesurmer CONFIDENTIAL — PURSUANT TO FED. R P. 6(e) Account Number: Go paperless SoNv_Gm_00045614 DB-SDNY-0008438 EFTA_00156223 EFTA01288586 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date "aired Equities (continued) Common Stocks (continued) ASCEMA RETAIL GROUP INC CON Dividend Option: Cash 01116101 70.500.000 BANK OF NEW YORK M ELLON CORP COY Dividend Option: Cash 0612511/ 250.000 000 BIOGEN !DEC INC CON Dividend Option: Cash 02114112'.13 2,095.000 FACEBOOK INC CL A Dividend Option: Cash 05117112 '.13 17.500.000 FOUNDATION MEDICINE INC COM Dividend Option: Cash 01113114 08105114 Total Covered Total 49,830.000 31,266,036.52 GENERAL ELECTRIC CO CON Security Identifier: GE Dividend Option: Cash CUSP 369604103 04123113'•13 23,000.000 21.5700 496,109.08 25.6200 GENERAL MTRS CO COM Security Identifier: GM Dividend Option: Cash CUSP: 3704511100 11118110' 10,988.200 36.4010 399,978.16 31.9400 12!09110' 88,536.800 36.8160 3,185,969.22 31.9400 Total Noncovered 97,525.000 3,686 917.31 Total 97,526.000 GILEAD SCIENCES INC Dividend Option: Cash 02/05114 03107114 Total Coveted Total 8,100.000 3643,204.00 HEALTH NET INC CON Security Identifier: NNE Dividend Option: Cash Cie SIP. 422226108 09108114 25,000.000 46.9800 1,174,506.00 46.1100 Quo Unit Cosl Cost Bads Market Price Market Value Unrealized Gala( Loss Estimated Estimated Annual Income Yield 25.000.000 24,830.000 49,830.000 Security Identifier: ASNA CUSP. 043516101 21 2770 1,500,000.00 13.3000 Security Identifier: BK CUSP: 084058100 36.3060 9.076.406.00 38.7300 Security Identifier: BNB CUSP 090623103 119 5490 250,451.95 330.8100 Security Identifier: F8 CUSP: 3030311102 38.0000 665,000.00 79.0400 Security Identifier: FM I CUSP: 350465100 27.5070 687,663.50 18.9600 23 2530 577,373.02 18.9600 1,266,038.52 937.650 00 9.682 500 00 693,046 95 1,383,200.00 474,000.00 170,776.80 941,776.80 -562.350 00 606.094 00 442,592 00 718,200.00 -213.663 50 -106 596 22 -320,259.72 170.000.00 1 75% 3944,776.80 589,260.00 350,963.12 2.763.985.38 3,114,946.50 -$320,259.72 93 15092 -49.015.04 -421.983 84 ,470,998.86 $0.00 20 240 00 343% 13.185 84 3.75% 103.844 16 3.75% 117,030.00 5,000.000 3,100.000 8,100.000 33,586,917.30 Security identifier: GILD CUSP: 375558103 792810 396,407.00 106.4500 796120 246,797.00 106.4500 643,204.00 ein^tr:CCM DEAN 9.r.X1 $3,114,948.50 532,250.00 329,995.00 862,246.00 3862,245.00 1,152,150.00 Account Number Go paperless .5470,998.86 135,843 00 83,198 00 219,041.00 3219,041.00 -21,756.00 $117,030.00 30.00 Page 8 of 21 CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) F I DriSignAL SOt, THERA tet, Rated Excellonil (very Vest Sista 2907 DAUM. MT ED COMMUNIC4TIOI4S. ryttstro-rett.t.r 1.14 moor IS WM. MC SDNY_GM_00045615 OB-SDNY-0008439 EFTA_00 156224 EFTA01288587 P.O. Bag 1776. Barron MO 21203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Ameired Clue'My Unit Cosi Equities (continued) Common Stocks (continued) 11 ORGAN CHASE & CO COM ISMtUS46625H1005 Dividend Option: Cash 07114105 '.3.12 1,453100 SAMOAN° BIOSCIENCES INC CON Dividend Option: Cash 05128/13 50,001000 SANTANDER CONSUMER USA HLDGS INC COM Dividend Option: Cash 01123/14 1,000100 TWITTER INC CON Dividend Option: Cash 11101113 1,500.000 Total Common Stodm Preferred Stocks (Listed by expiration date) ALLY SRL INC AX TO FLT DIY-8.50% FRED•QTRLY CALLABLE 2510 ON A QTRLY BASS AFTER 05/15/2016 Dividend Option: Cash 02103112'.13 46.600.000 02109112'.13 81000.000 Total Noncovered 126,600.000 Total 126,600.000 GM AC CAP TR I GTD TR PFD SECS SER 2 CPN• 8.125% FLED OILY MATY•0211512040 CALL ANYTIME 025 W130 GAYS BEGINS 02115116 Dividend Option: Cash 02122/12 80,000.000 235359 Destine (Wit POIFIleVNISOMMI,Nat Marais Conran 4 rap Deautv Sanii Smokes .4t. Mee Ibri HS Fla MY. nth I bet a ir/ MSG Cost Basis Market Price Market Value Statement Period: 0910112014 - 09/30/2014 Unrealized Gale/ Loss Estimated Estimated Annual Income Yield 488 4840 8.4440 24 0000 28.0000 Security Identifier: ill CUSP 46625):100 709,767.89 60.2400 Security Identifier: SOHO CUSP 800677106 422,214.00 10.7850 Security Identifier: SC VAR 80283M101 24,000.00 17.8100 Security Identifier: WITH CUSP. 901841102 39.000.00 51.5800 87.528.72 539,250 00 17,810.00 77,370.00 ,622,239.17 117138.00 1.190.00 38.370.00 2124.80 2.65% 600.00 3.36% 191820 201250 141,063,252.72 Security Identifier: ALLY PRB CUSP. 020055308 903.217.51 1,610,000.00 2,513,217.51 26.9300 26.9300 $43,011,159.85 1,254,938.01 2,154,399.99 3,409,330.00 11,947,907.13 351.720.50 544,399.99 896,120.49 $1,510,017.03 99,025.00 7.89% 17010100 7.89% 269,025.00 B010,216CSF,' 12,513,217.51 Security Identifier: ALLY PRA OLSIP 361860208 Dann Reit t 1 882 773 60 26 6100 13,409,335.00 2,128,800.00 1896,120.49 241026 40 1269,025.00 162500.00 7.63% Pays 9 of 21 Every Vitae Lace 2'007 DALOAR RATED COMMUNCATIONS CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. THERk CON F I D 90L rErriA rxerartraer Account Number: Go paperless tt. Rated excellent, wavy AC massy IS wet. •••C SDNY_GM 00045616 OB-SDNY:0008440 EFTA_00 1 56225 EFTA01288588 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Equities (continued) Preferred Stocks (continued) ROYAL BK SCOTLAND GP PLC WON ADR REPSTG SER T PFD CPN•7.25% FRED ORTLYF'ERP M TY CALL® 25 ANY W!30 D NOTICE AFIR 12131112 Dividend Option: Cash 10124112'.13 40,000.000 23.7900 01107/13 40.000.000 21.1400 01111113'.13 40,000.000 21.8800 Total Noncovered 120,000.000 Total 120,000.000 Security Identifier: RBS PRT CUSP: 780097713 951,600.00 25.2500 977,600.00 25.2500 995,200.00 25.2500 2 924 100.00 $2,924,400.00 1,009,999.99 1,009,999.99 1,010,000.02 3,030,000.00 $3,030,000.00 58,399.99 32,399 99 11,600 02 105,600.00 1105,600.00 72,500.00 7.17% 72,500.00 7.17% 72,5430.00 7.17% 217,600.00 $217,600.00 Total Preferred Stocks $7,320,391.11 16,588,138.00 $1,217,718.89 $649,025.00 Options CALL 100 AMERICAN AIRLS GROUP INC COM Option Identifier: 990ADTZJJ EW 01.17.150 20.000 OPTION ROOT: AAL Underlying Security Identifier: MI. 1,000.00 of these contracts are in your margin account Underlying Security Price: $35.48 12111/13 ' 1,000.000 8.0330 803,311.59 15.5000 1,550,000.00 716,685.50 PUT 100 AM ERICAN AIRLS GROUP INC COM Option Identifier: 990ADTZ00 EY201.11.150 20.000 OPTION ROOT: ML Underlying Security Identifier. Ml. 4,000.03 of these contracts are a shod position Underlying Security Price: 535.48 12111/13 ' .1,000.000 1.9770 ,197,702.00 0.0800 43,000.00 189,702.00 Total Options 1606,612.50 $1 542 000.00 $936,387.50 10.00 Total Equities $48,989,256.33 $53,121,297.85 $4,132,041.52 $2,159,842.03 Unrealized Estimated Estimated Dale Acquired Quantity Unit Cost Cod Basis Market Price Market Valve Gait/ Loss Annual Income Yield Exchange-Traded Products WISDOM TREE TR JAPAN HEDGED EQUITY FD Dividend Option: Cash; Capital Gins Option: Cash 60,000.00 of these shares are in your margin account 12/11/13 60,000.000 19.1350 2,966,098.50 52.3200 3,139,200.00 173,101 50 55 001.10 1.75% Total Exchange-Traded Products $2,966,098.50 Cost Basis 13,139,200.00 Market Value $173,101.50 Unrealized Gain! Loss Accrued Interest 155,00140 Estimated Annual Income Total U.S. DOLLARS 19502,125.25 1102,595,868.26 11,963,653.01 1569,916.92 13,924,318.47 Quastity Usk Cod Cod Bads Market Price Markel Value Unrealized Gale/ Loa Estimated Estimated Annual Income Yield Security Identifier: DXJ CUSP:. 97717W851 Page 10021 kimpdtacelbM LveryyearSince 2007 ROLL SOL THERA DAMARRA rxciurmer TO)COAVAUNCATK*6 COLIKI F I CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Account Number: Go paperless DrTriA SDNY_GM_00045617 DB-SDNY-0008441 EFrA_00156226 EFTA01288589 0cuicry Ram Pon. wean Mairrill Mamet% COMIC! 4,0‘P Dests04 Una Sel•nleisC Nye bet Mc* 14)Poli Aivorme. Ma I to kliveve l,et Statement Period:09/01/2014 • 09/30/2014 Portfolio Holdings ,continued) EURO Desorption Opening Quantity Balance doing Balance Currency Accrued 30-Day Income Yield Cash, Money Funds, and Bank Deposits Global Cash Balance 291,848.67 291,816.67 EUR 368.631 53 LSO Total Cash, Money Funds, and Bank Deposits 291,846.67 291,846.67 EUR 0.00 368.631 .53 USO 000 Market Value Currency 291,816.67 EUR 368.631 53 1,60 Accrued Interest Total EURO 0.00 000 Unrealized Accrued Estimated Cod Erases Market Value Gain( Lois Interest Mortal Income Total Portfolio Holdings - U.S. DOLLARS $95,652,125.25 1102,901,199.79 $4,983,653.01 1569,918.92 $3,924,316.17 Footnotes • Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986. as amended ('IRC') (incorporating amendments enacted by P.L110-343, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered " noncovered,' under the new cost basis reporting rules, and marked or denoted as such. All other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their 'appbcable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis will be reported to the IRS on form 1099-6 for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period. as follows: • Stock in a corporation acquired on or after January 1, 2011 • Mutual funds and dividend reinvestment plan (ORP) shares acquired on or after January 1, 2012 • Other securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or more of these attributes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds, foreign bonds, variable rates, bonds in default, index4inked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. 1 This bond is maturing. ()PAN Mel Account Num ber Go paperless CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 69003;THEeltO NF I D AENTIAL Page 11 of 21 Maud excellent trey Von Lea 2007 DAL OAR RATED COMMUNICATIONS X$7O. L NCI SDNY_GM_00045618 OB-SDNY-0008442 EFTA_00156227 EFTA01288590 Portfolio Holdings (continued) 3 The cost basis of this security has been provided to us by you or your introducing firm and Pershing makes no representation as to the accuracy of this information. 5 Unrealized gains and losses are not reported for securities for which cost basis or market value is not available. 6 The Current Face value represents the outstanding principal balance of the underlying security. The Current Face value is determined by multiplying the current factor limes the original face amount of the security. Factors may change over time and are obtained from sources we believe to be reliable. 12 Pershing has received updated cost basis information, therefore cost basis provided on previous client brokerage statements may differ from the new cost basis reported in this section. 13 The cost basis of this security has been provided to us by the delivering firm or transferring agent and Pershing makes no representation as to the accuracy of this information. Holdings Summary by Currency Exchange-Traded Correary Cask Fixed Income Equities Funds Total by CURB" U.S. DCLLARS 19,556,803 26,778.566 53.121.297 3.139,200 102,595,86B OW EURO 291,846 0 0 0 291,846 EUR Total USD Equivalent 19,925,435 26,778,566 53,121,297 3,139,200 102,914.499 USO % of Allocation 19.35% 26.01% 51.59% 3.05% 100.00% Schedule of Realized Gains and Losses Current Period Disposition Acquisition Date Date Disposition Transaction Description Quantity Cost Basis Proceeds Realized Gain/ Lout Disallowance Short Term 09/19/14 09/18114 SELL ALIBABA GRP SHSADRO9W1027 2.000 000 136.00010 184.57391 48373.91 First In First Out Security Identifier BABA 09123/14 12/13113' PPP WASHINGTON MUT MTG 5 004RA2 M TG PASSTHRU CTF CL 1.290 000.000 2.054.69 2885.20 630.51 C- 11 VAR RATE 6.979% 07/25/33 Security Identifier: 939336520 Original Cost Basis: 2.054.69 09/25114 12/11113' Ffc COUNTRYWIDE HOM E LOA 1 CL 81 4.090% 03125133 WED 4,500,000.000 48,728.00 52.184.47 3.456.47 TD 01130103 Security Identifier 12669DYS1 Original Cost Basis:48,728.00 Total Short Term 0186,712.69 5239.443.58 152.86019 Long Term 09/05/14 07/14105' SELL P MORGAN CHASES CO US46625H1005 1.450.000 708.302.44 86.143.84 -622 158 60 First In First Out Security Identifier. PM 09/17/14 07/14105' SELL P MORGAN CHASES CO US46625H1005 1.450.000 708.302.43 86.955.82 -621.346.61 First In Fast Out Security Identifier: PM Total Long Term 91,416,604.87 $173,099.16 -$1,243,508.21 Total Short Term and Long Term 01,603,387.56 1412,543.24 -01,190,844.32 Page 12 ON Account Number E'10,21CCSFIC Go paperless Ottaki ROLL SOUTHERN CO LLC. F I D.- '1'1A L N 51\1 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Rated excellent beery V.A. Late 2'007 DALBAR RATED COMMUNICATIONS rxesturtraer SDNY_GM_00045619 DB-SDNY-0008443 EFTA_001 56228 EFTA01288591 (Misr< Ram Pon. Mahn Manip-flan levels Con(' 6,0‘P Des-IuN MY %woes Ac Y. V.4 Olk• In Pan Ammo. ≥Nu I to any mu Statement Period:0910112114 • 09/30/2014 Schedule of Realized Gains and Losses Current Period (continued) • Nonccvered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') (incorporating amendments enacted by P.L.110-343, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered "noncovered' under the new cost basis reporting rules. and marked or denoted as such. Al other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their 'applicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis vAR be reported to the IRS on form 1099-8 for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as follows: • Stock in a corporation acquired on or after January 1, 2011 • Mutual funds and dividend reinvestment plan (DRP) shares acquired on or after January 1, 2012 • Other securities, principally debt securities and options. acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. This Schedule may not reflect an cost basis adjustments necessary for tax reporting purposes, especially for noncovered securities. Adjustments to cost basis may have been made for prior income received and subsequently reclassified by the issuer as a return of capital. In addition, corporate action events may require adjustments to your original cost basis. Return of capital information and cost basis information, as it relates to corporate actions. has been obtained from sources we bekeve to be reliable. Adjustments to cost basis can be made alter year-end, in particular, for retum of capital adjustments, but may also include adjustments for corporate action events. Therefore there may be differences in cost basis reflected on your monthly client brokerage statement at year end versus any subsequent reports, including your 1099-8 or online displays you may have available to you. When you repot your cost basis on your tax return, it should be verified using all of your own records. In particular, there may be other adjustments which you need to make, but are not required to be made by Pershing as it relates to H.R. 1424. You should consul with your tax advisor in order to properly report your gain or loss for tax purposes. Pershing shall not be responsible for and makes no representations or warranties with respect to the accuracy of any information that you report to the IRS or other taxing authorities, and, accordingly, disclaims any and all liability that may arise with respect to your use and reliance on the information provided herein for such reporting. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attnbutes, obtained from sources believed to be reliable. In the event, one or mote of these attributes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds, foreign bonds, variable rates, bonds in default, index-linked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consul your tax advisor in the preparation of your tax returns. Please refer to the Your Account Information Section in your brokerage account statement for your accounts existing tax-lot disposition method. The disposition method is the method which you have selected to use in the disposal of each tax lot of the securities held in your account. If you do not select a method, your account will be defaulted to First In, First Out (FIFO). Your accounts selected tax lot method wil be used to determine the cost basis for calculating gain and/or loss, unless another method was selected at the time or the security disposal, and this may be reported on the IRS Form 1099-8. Messages Pursuant to the Securities Exchange Act of 1934, Pershing LLC (Pershing). a BNY Mellon company, provides individual investors with certain financial information on a semi-annual basis. Pershing's June Statement of Financial Condition is now available. On June 30. 2014, Pershing's net capital of $1 848 billion was 12.4% of aggregate debit balances and exceeded the minimum requirements by $1.55 billion. Pershing is also required to provide the most recent financial information as of this statement mailing. In accordance with this requirement, note that on July 31. 2014, Pershing's net capital of $1.88 bifion was 12.74% of aggregate debit balances and exceeded the minimum requirement by $1.59 billion. Page 13 of 21 D MAP 'It'll Account num berms Go paperless ris CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) F I D ranAL SOUTHERN cc Ki Maud tmelleM Ever/ Vom SIAM 2007 DALOAR RATED COMMUNICATIONS exclumer el a relion ." 7=rotral: • al l iNte SDNY_GM_00045620 OB-SDNY-0008444 EFTA_00156229 EFTA01288592 M essa es (continued) A copy of the June 30. 2014, Statement of Financial Condition is available at pershing.corn/statement_offinancial_condition.html. You may also request a free. printed copy by calling (888) 860-8510 or (201) 413-4200, option IS. Federal Deposit Insurance Corporation (FDIC)-Insured Bank Deposits are not protected by Securities Investor Protection CimporatictitSIPC). For disclosure of rates for DWS money market funds, please visit the DM Investments website at https:thw.w.dws-investnients.conVENfproductirmoney-market-funds-yields.jsp. Please note that all money market funds listed on the website may not be offered through us. Although a money market mutual fund seeks to preserve the value of your investment at $1 per share, it is possible to lose money by investing in a money market mutual fund. Shares of a money market mutual fund or the balance of a bank deposit product held in your brokerage account may be liquidated upon request with the proceeds credited to your brokerage account Please see the money market mutual fund's prospectus or the bank deposit product's disclosure document or =tact your advisor for additional information. Deutsche Bank has combined its asset and wealth management operationsAincluding Deutsche Bank Alex. Biownainto a single division operating under the Deutsche Asset & Wealth Management brand and future communications will reflect this change. Your account will continue to be serviced by and securities will continue to be offered through Deutsche Bank Securities Inc., a registered broker-dealer and investment adviser, which conducts investment banking and securities activities in the United States. Deutsche Bank Securities Inc. is a motel of FINRA, NYSE and SIPC. The new brand name has no effect on your account. Your portfolio and holdings will not change as a result of the rebranding. Activity Sum m ary (Ailemounts shown are in base amency) Cred is This Period Year-to-Date Securities Secunbes Bought 0 00 0 00 Securities Sold 357 573 57 18 212 128 91 Total Securities 1357.673.57 $18.212.128.91 Dividends and Interest 1129,238.96 12,014,523.83 Distributions $52,809.05 16,525,614.96 Fees $0.00 $0.00 Cash With cranals 0 00 0.00 DeposIts 320 000.00 11,188.707 15 Total Cash 1320,000.00 111,488O7.15 FDIC Insured Bank Deposits 10.00 137,48607.11 Money Market Funds 115,930,868.18 125,859,738.31 Total Credits 116,790,09.74 110107,230.13 I }0A0 ROtt LI.C. FIDAENTIAL ON CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) S0LTHERA Debits This Period Year•to-Date Securities Securities 04ughl -16.153.012 00 -35.965.28011 Securities Sold 000 003 Total Securities ,118,153,012.00 -$35.965,280.11 Dividends and Interest 10.00 -193,807.51 Distributions $0.00 10.00 Fees 30.00 -$54.00 Cash Withdrawals 000 •1.331,215.00 Deposits 0 00 0.00 Total Cash $0.00 .$1,331,245.00 FDIC Insured Bank Deposits $0.00 ,119,304,764.85 Money Market Funds .$3,017,717.01 .$45,362,167.19 Total Debits -$19,170,729.01 .1102,057,316.66 Account Number. Go paperless Page 14 $21 Rated tsconent beery Vs. Siva 2007 Latent RATED COMMUNICATIONS rxesarmer SDNY_GM_00045621 OB-SDNY-0008445 EFrA_00156230 EFTA01288593 Transactions by Type of Activity Proceui Trade! Settlement Transaction Date Date Activit T pe Securities Bought and Sold 09/10/11 09105/11 PURCHASED MPL 09110114 0910511/ SOLD PM 09111114 09/08114 PURCHASED HAT 09122114 09/11/14 SOLD PM 0912/114 0911811/ PURCHASED BABA 09124114 09119114 SOLD BABA 0...we Ram Pnwp MAP. PANmenml Meals Cisme CAM MANN MY koonerm AA CAM JD AM ANNA ISA INA WA AA IA IONA Desa ion APPLE INC COM UK SOL AVERAGE UNIT PRICE TRANSACTION YOUR BROKER ACTED AS AGENT .P M ORGAN CHASE 8 CO COM ISINS LS16625141005 BKCM A PERSPIAG AFFILIATE MAKES A MKT IN THIS SECURITY ACTED ASPRINCIPAL UNSOLICITED ORDER HEALTH NET INC COM UNSOL AVERAGE UNIT PRICE TRANSACTION YOUR BROKER ACTED AS AGENT MORGAN CHASE 8 CO COM 'SINN US46625141005 BKCM A PERS, IK G AFFILIATE MAKES A MKT IN THIS SECURITY 8 ACTED ASPRINCIPAL UNSOLICITED ORDER ALIBABA GRP SHS ADR ISIN0US01609W 1027 PROSPECTUS UNDER SEPARATE COVER ALIBABA GRP SHS ADRISINOUS01609W1027 AVERAGE UNIT PRICE TRANSACTION YOUR BROKER ACTED AS AGENT Clean 150.000 000 -1.150 000 25,000.001 .1.450.000 2.000.000 -2.000.000 Total Securities Bought and Sold • UNITED STATES DOLLAR Dividends and Interest 09/25/11 80AD INTEREST RECEIVED 126690Y51 09/25/14 BOND INTEREST RECEIVED 939336S20 09/26/14 CASH DIVIDEND RECEIVED GM 09/29/11 FOREIGN BOND INTEREST 539439AG4 URAS Rol LLC. Fl DESinA L ON CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) SOUTHERN COUNTRYWIDE HOME LOAN S SER 03.1 CL 81 4.090% 03/25/33 WE RD 09124 PD 09/25/14 INTEREST 91.110792 1500000 SFS WASHINGTON M U T 14 TG SECS CORP 2004-RA2 M TG PASSTF RU CTF Cl. 6.979% 07125133 WE RD 09124 PD 0912511/ INTEREST LI 3.360627 1290000 91 97525 SF RS GENERAL M TRS CO COM RO 09/10 PO 0912611/ 1903000 LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1 SECS 'SIN* US539439AG42 7.500% 09/27188 WE DTD 04/07/14 CLB RD 09/26 FO 09/29/14 Statement Period: 0910112/14 -0113012114 Price floated Interest Amount Curren 98.8900 •14.842.50600 USD 59.4750 86,11381 LSD 46.9200 .1,174,506.00 LSD 60.0350 86.955.82 USD 68.0000 -136,00000 LSD 92.3520 184.573 91 LSO 0.00 .15,795,338.43 4.998.56 USD 4.335 21 USD 29,257.50 USD 35,681 25 USD Page 15 of 21 Account Number. Go paperless RANI ExaMme. [my/ VAIN Some 2007 DAL BAR RATED COMMUNICATIONS rXCIRLINCE SDNY_GM_00045622 DB-SDNY-0008446 EFTA_00156231 EFTA01288594 Transactions by Type of Activity (continued) Process/ Tradel Settlement Transaction Date Date Activity Type Desaiption Quantity Price Accrued Merest Moult Currency Dividends and Interest (continued) 09130114 MONEY MARKET FUND DWSGOVT CASF INSTL INCOME RECEIVED 233993682 09130/14 FOREIGN SECURITY DIVIDEND 120000 SF RS ROYAL BK SCOTLAND GP PLC SPON ADR RECEIVED REPSTG SER T PFD CPT,-7.25% FRED Q RTLY PERP II TY RBS PRT CALL@ 25 ANY W/30 D NOTICE AFTR 12131112 RD 09115 PD 09130114 591.44 54,375.00 LSO LSD Total Dividends and Interest • UNITED STATES DOLLAR 0.00 129,238.913 Distributions 09125114 RETURN OF PRINCIPAL COUNTRYWIDE HOME LOAN S SER 03.1 CL 01 4.090% 52.184.48 USD RECEIVED 03125/33 WE RD 09124 PD 09/25114 INTEREST 0 11.59655 126690Y51 4500000 SFS 09125114 RETURN OF PRINCIPAL WASHINGTON MUT MTG SECS CORP 2004-RA2 MTG 624.57 LSD RECEIVED PASSTFRU CTF CL 6.979% 07125)33 WE RD 09124 PD 939336$20 09/25114 INTEREST fl 0.484166 1290000 S-S Total Distributions • UNITED STATES DOLLAR 0.00 62,809.05 Other Transactions 09/25/14 09124/14 ACTIVITY WITH IN YOURACCT ALIBA8A GRP SFS ADR ISINI US01609W 1027 I k TRA-ACCT -2.000.000 0.00 LSO BABA XL 09125114 09124114 ACTIVITY WITF IN YOUR ACCT ALIEIMIA GIV SFS ADR ISINI US01609W 1027 I k TRAACCT 2,000.000 0.00 USD BABA ..111. Total Other Transactions • UNITED STATESDOLLAR 0.00 0.00 Cash Withdrawals and Deposits 09104/14 FEDERAL FUNDS RECEIVED DEL TSCF E BANK TRUST 00586 320,000.00 LSD LS0999997 Total Cash Withdrawals and Deposits • UNITED STATES DOLLAR 0.00 320,000.00 Money Market Funds 09/02/14 MONEY FUND PURCHASE DWSGOVT CAP INSTL -2434,51427 LSO USD999997 09/05/14 MONEY FUND PURCHASE DWS GOUT CASh INSTL .320,00010 LSD USD999997 09/10/14 MONEY FUND REDEMPTION DWSGOVT CASh INSTL 14,756.362,16 LSO USD999997 09/11/14 MONEY FUND REDEMPTION DWS GOUT CASF INSTL 1,174,506.00 LSD USD999997 09/22/14 MONEY FUND PURCHASE DWSGOVT CASI, INSTL -86.955.82 LSD USD999997 09/24/14 MONEY FUND PURCFASE DWSGOVT CASF INSTL .48.573.91 LSO U S0999997 08Al3 ROI I Account Number Go paperless CN LLC. Fl Dr1SMA L ON CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) SOUTHERN Rated taallene (very Year Siva 2007 DAL BAR RAT ED COMMUNCA T10.6 MULL NCI Page 16 of 21 SDNY_GM_00045623 DB-SDNY-0008447 EFTA_00 156232 EFTA01288595 /4 I 77 '°02777A PC &. 1716 00 tr.vc M0 21202 (*shoe Bant InmerMan IMmonan Minim tonna 6.0‘0 OMAN ML Semis M. MAIM WIN 30 INA Asa. loth I IRN • Arm *A NY 10IM Transactions by Type of Activity (continued) Protest/ Trade! Settlement Transaction Date Date Activity Type Description Quantity Statement Period: 09/01/2014 • 09/3012014 Price Accrued Interest Mount Currency Money Market Funds (continued) 09126/14 MONEY FUND PURCHASE DWS GOUT CASH MIL •62.14282 LSO USD999997 09129114 MONEY FUND PURCHASE DWSGOVT CASH INSTL .29,257.50 USO USD999997 09130/14 MONEY FUND PURCHASE DWSGOVT CASH INSTL -35.88125 USD US0999997 09/30/14 MONEY MARKET FUND DWSGOVT CASH INSTL INCOME REINVESTED .591.44 USD REINVESTMENT 233993682 Total Money Market Funds • UNITED STATES DOLLAR 0.00 12,913,151.11 Total Value of Transactions 0.00 .1,310,139.17 USD The price and quantity displayed may have been rounded. Cash Not Yet Received Security Record Date Payable Data Quaotity Held Rate Dividend Option Mount of Payment Dividends GENERAL ELECTRIC CO COM 09/22114 10121114 23,000.000 0.220000 Cash 5.060.00 Interest HEADWATERS INC GTO SR NT 09/15/14 10/01/14 1,000.000 000 0.038125 Cash 38.125.00 1.625% 04/01/19 WE Total Cash Not Yet Received $43,116.00 Page 17 of 21 Account Number ilm.7 Poi k (A0 paperless SOUTHERN CNO N LLC. F I I-SEM-NAL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Rated Emelloni Din V... some 2007 WARM RA TED COMMUNION DONS rxentrhier oaltirrottst a'ara....mresh. SDNY_GM_00045624 DB-SDNY-0008448 EFTA_00 156233 EFTA01288596 Bond Maturity Schedule Bond Maturity Market Valve % of Bond Market Value Within I month 1,061,600.00 4% CI I to 5 years 4181,250 00 16% I:TI 610 10 years 3,589.425 00 13% F1 Over 10 yews 17,146,201.53 67% 0 Total 26,778,566.53 100% Bond Quality Bond Quality Market Valve '4 of Bond Market Value EA.) 5,612,000.00 21% FM eAllower 19,251,066.64 72% hot Rated 1,915,499.89 7% n Total 26,776,516.53 100% Client Service Information Percentages of bond market values are rounded to the nearest whole percentage. Percentages of bond market values are rounded to the nearest whole percentage. Your Client Advisor: TDS TAZIA SMITH 345 PARK AVENUE 14TH FLOOR NEW YORK NY 10154 Your Account Information Contact Information Telephone Number: Tax Lot Default Disposition Method Default Method for Mutual Funds: FIRST IN FIRST OUT Default Method for Stocks In a Dividend Reinvestment Plan: Default Method for all Other Securides: FIRST IN FIRST OUT Electronic Delivery You have not selected any account tom m unications for electronic delivery. To register and turn off paper con m unications. log in to your account or contact your Client Advisor for more inform alion. FIRST IN FIRST OUT Important Information and Disclosures Pricing This section includes the net market value of the securities in your account on a settlement date basis, including short positions, at the close of the statement period. The market prices have been obtained from sources which we believe to be reliable. Pershing may not use the dosing price of the particular exchange or marketplace where your position was purchased as the 'Market Price.' Secunties for which a pace is not available are marked —6I/A— and are omitted from the Total. THE AS OF PRICE DATE ONLY APPEARS WHEN THE PRICE DATE DOES NOT EQUAL THE STATEMENT DATE. Estimated Annual Figures The estimated annual income (EAI) and estimated annual yield (EAY) figures are estimates and for informational purposes only. These figures are not considered to be a forecast or guarantee of future results. Page 18 of 21 Account Number Raid too-Monti ye, >I k Cio PaPeTless LOALOAVRINTEDC2rMAIUNCATIONS SQL THERA Ct soL, I %CM If NCI CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) F I D nSITIAL SDNY_GM_00045625 OB-SDNY-0008449 EFTA_00156234 EFTA01288597 Important Information and Disclosures (continued) Estimated Annual Figures (continue") These figures are computed using information from providers believed to be reliable: however, no assurance can be made as to the accuracy. Since interest and dividend rates are subject to change at any time, and may be affected by current and future economic, political, and business conditions, they should not be relied on for making investment, trading, or tax decisions. These figures assume that the position quantities. interest and dividend rates, and prices remain constant. A capital gain or return of principal may be included in the figures for certain securities. thereby overstating them. Refer to wompershing.cornibusiness_continuity.html for specific details as to formulas used to calculate the figures. Accrued interest represents interest earned but not yet received. Reinvestment The dollar amount of Mutual Fund distributions, Money Market Fund dividend income, Bank Deposit interest income, or dividends for other securities shown on your statement may have been reinvested. You will not receive confirmation of these reinvestments. Upon written request to your financial institution, information pertaining to these transactions, including the time of execution and the name of the person from whom your security was purchased, may be obtained. In dividend reinvestment transactions, Pershing acts as your agent and receives payment for order flow. Options Information with respect to commissions and other charges incurred in connection with the execution of option transactions has been included in confirmations previously furnished to you. A summary of this information is available to you promptly upon your written request directed to your introducing firm. In order to assist your introducing firm in maintaining current background and financial information concerning your option accounts, please promptly advise them in writing of any material change in your investment objectives or financial situation. Expiring options which are valuable are exercised automatically pursuant to the exercise by exception procedure of the Options Clearing Corporation. Additional information regarding this procedure is available upon written request to your introducing firm. Proxy Vote Securities not fully paid for in your margin account may be lent by Pershing to itself of others in accordance with the terms outlined in the Margin Agreement. The right to vote your shares held on margin may be reduced by the amount of shares on loan. The Proxy Voting Instruction Form sent to you may reflect a smaller number of shares entitled to vote than the number of shares in your margin account. Foreign Currency Transactions Pershing may execute foreign currency transactions as principal for your account Pershing may automatically convert foreign currency to or from U.S. dollars for dividends and similar corporate action transactions unless you instruct your financial organization otherwise. Pershing's currency conversion rate will not exceed the highest interbank conversion rate identified from customary banking sources on the conversion date cc the prior business day, increased by up to 1%. unless a particular rate is required by applicable law. Your financial organization may also increase the currency conversion rate. This conversion rate may differ from rates in effect on the date you executed a transaction, incurred a charge, or received a credit. Transactions converted by agents (such as depositories) will be billed at the rates such agents use. Ratings This statement may contain credit rating information obtained from Standard & Poor's. Reproducing and distributing any information received from Standard & Poors is not permitted without prior written authorization from Standard & Poor's. Standard & Pools does not guarantee the accuracy. completeness, timeliness or availability of any information. Standard & Poor's is not responsible for any errors or omissions, regardless of the cause, of for the results of using such content. Standard & Pools makes no express or implied warranties including warranties of merchantability or fitness for a particular purpose. Standard a Poets shall not be legally responsible for any fees, costs, expenses or losses in connection with the use of their content Credit ratings are opinions and not statements of facts; are not recommendations to purchase, hold or sell securities: and do not address suitability for investment purpose. Credit ratings should not be relied upon as investment advice. Cash Not Yet Received Assets shown here are not reflected i your account This information has been received from sources we believe to be reliable. Pershing does not guarantee the accuracy of the information. Bond Maturity Schedule Bonds that are in default are not included. Bond Duality Bond quality ratings reflect Moody's or Standard and Pools ratings. Bonds may be rated by other services. Bonds that are in default are not included. Please refer to your Portfolio Holdings section. Orvitec n Paamir-wrat Mootts Ongegt 4.0.p 0...,u la Nom 141,..1.1 M. Yivb LOM1w li,Pant Ann**. noct *no writ Pa la VA Statement Period: 0910112114 • 09/30/2114 Page 19021 Account Number: taceliongi (von V. sante 2007 Go paperless SOUTHER cto - CALLUM RAT ED COMMUNICATIONS CONFIDENTIAL — PURSUANT TO FED. R CRINI. P. 6(e) F I DriTriA rxesurmer %er. SDNY_GM_00045626 OB-SDNY-0008450 EFrA_00156235 EFTA01288598 Important Information and Disclosures (continued) The Role of Pershing • Pershing carries your account as clearing broker pursuant to a cleanrg agreement with your financial institution. Pershing may accept from your financial institution without inquiry or investigation (i) orders for the purchase and sale of securities and other property and (i) any other instructions concerning your account. Pershing is not responsible or kable for any acts or omissions of your financial institution or its employees and it does not supervise them. Pershing provides no investment advice nor does it assess the suitability of any transaction or order. Pershing acts as the agent of your financial institution and you agree that you will not hold Pershing or any person controlling or under common control with it liable for any investment losses incurred by you. • Pershing performs several key functions at the direction of your financial institution. It acts as custodian for funds and securities you may deposit with it directly or through your financial institution or that it receives as the result of securities transactions it processes. • Your financial institution is responsible for adherence to the securities laws, regulations and rules which apply to it regarding its own operations and the supervision of your account its sales representatives and other personnel. Your financial institution is also responsible for approving the opening of accounts and obtaining account documents; the acceptance and, in certain instances, execution of securities orders; the assessment of the suitability of those transactions, where applicable: the rendering of investment advice, if any, to you and in general, for the ongoing relationship that it has with you. • Inquiries conceming the positions and balances in your account may be directed to the Pershing Customer Service Department at (201) 413-3333. AI other inquiries regarding your account or activity should be directed to your financial institution. Your financial organization's contact information can be found on the first page of this statement • For a description of other functions performed by Pershing please consult the Disclosure Statement provided to you upon the opening of your account. This notice is not meant as a definitive enumeration of every possible circumstance, but as a general disclosure. II you have any questions regarding this notice or if you would like additional copies of the Disclosure Statement, please contact your financial institution. • Pershing is a member of the Securities Investor Protection Corporation (SIPC'). Please note that SIPC does not protect against loss due to market fluctuation. In addition to SIPC protection, Pershing provides coverage in excess of SIPC limits. For more detailed information please visit: www.pershing.comistrength_stability.html. • This statement will be deemed conclusive. You are advised to report any inaccuracy or discrepancy (includtg unauthorized trading), to your financial organization and Pershing, within ten days after receipt of this statement. Please be advised that any oral communication should be re-confirmed in writing to further protect your rights, including your rights under the Securities Investor Protection Act. • Your financial organization's contact information can be found on the first page of this statement. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City, New Jersey 07399; Errors and Omissions excepted. Important Arbitration Disclosures • All parties to this agreement are giving up the right to sue each other in court, including the right to a trial by jury, except as provided by the rules of the arbitration forum in which a claim is filed. • Arbitration awards are generally final and binding; a party's ability to have a court reverse or modify an arbitration award is very limited. • The ability of the parties to obtain documents, witness statements and other discovery is generally more limited in arbitration than in court proceedings. • The arbitrators do not have to explain the reason(s) for their award, unless, in an eligible case, a joint request for an explained decision has been submitted by all patties to the panel at least 20 days prior to the first scheduled hearing date. • The panel of arbitrators veil typically include a minority of arbitrators who were or are affiliated with the securities industry. • The rules of some arbitration forums may impose time limits for bringing a claim in arbitration. In some cases, a claim that is ineligible for arbitration may be brought in court. • The rules of the arbitration forum in which the claim is filed, and any amendments thereto, shall be incorporated into this agreement. Important Arbitration Agreement Any controversy between you and Pershing LLC shaft be submitted to arbitration before the Financial Industry Regulatory Authority. No person shall bring a putative or certified class action to arbitration, nor seek to enforce any predispute arbitration agreement against any person who has initiated in court a putative class action, who is a member of a putative class who has not opted out of the class with respect to any claims encompassed by the putative class action until; (I) the class certification is denied; (II) the class is decertified; or (III) the client is excluded from the class by the court. Such forbearance to enforce an agreement to arbitrate shall not constitute a waiver of any rights under this agreement except to the extent stated herein. The laws of the State of New York govem. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City, New Jersey 07399; Page 20 of 21 Account Number DeA0 Go paperless SC L THERA C$NO LLC. F I DA TEAL N rN CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) Rated tocellenti Lvery Va. Since 2007 0ALBAR RATEOCOMMUNCATIONS rxenurraer SDNY_GM_00045627 OB-SDNY-0008451 EFTA_00156236 EFTA01288599 TRANSACTIONS • ALL ORDERS AND TRANSACTIONS SHALL BE SOLELY FOR YOUR ACCOUNT AND RISK SHALL BE SUBJECT TO THE CONSTITUTION. RULES. REGULATIONS. CUSTOMS. USAGES. RULINGS AND INTERPRETATIONS OF THE EXCHANGE OR MARKET AND THE CLEARING FACILITY, IF ANY. WHERE THE TRANSACTIONS ARE EXECUTED ANOIOR SETTLED. OR IF APPLICABLE. OF THE FINANCIAL INDUSTRY REGULATORY AUTHORITY AND TO AU. APPLICABLE LAWS AND REGULATIONS • TITLE TO SECURITIES SOLD TO YOU. WHERE PERSHING HAS ACTED AS PRINCIPAL. SHALL REMAIN WITH PERSHING UNTIL THE ENTIRE PURCHASE PRICE IS RECEIVED OR UNTIL THE SETTLEMENT DATE. WHICHEVER IS LATER. • YOU MAY HAVE RECEIVED CONFIRMATONS FOR TRANSACTIONS WHICH DO NOT APPEAR ON YOUR STATEMENT. IF SO. THE TRANSACTIONS WILL APPEAR ON YOUR NEXT PERIODIC STATEMENT. SUCH TRANSACTIONS MUST BE CONSIDERED BY YOU WHEN COMPUTING THE VALUE OF YOUR ACCOUNT. THIS IS ESPECIALLY TRUE IF YOU HAVE WRITTEN OPTIONS WHICH HAVE BEEN EXERCISED. FREE CREDIT BALANCES: ANY FREE CREDIT BALANCE CARRIED FOR YOUR ACCOUNT REPRESENTS FUNDS PAYABLE UPON DEMAND WHICH. ALTHOUGH PROPERLY ACCOUNTED FOR ON PERSHING'S BOOKS OF RECORD. ARE NOT SEGREGATED AND MAY BE USED IN THE CONDUCT OF ITS BUSINESS. DEBIT BALANCES: INTEREST CHARGED ON DEBIT BALANCES IN YOUR ACCOUNT APPEARS ON THE STATEMENT. THE RATE OF INTEREST AND PERIOD COVERED ARE INDICATED. THE RATE MAY CHANGE FROM TIME TO TIME DUE TO FLUCTUATIONS IN MONEY RATES OR OTHER REASONS. INTEREST IS COMPUTED AS DESCRIBED IN MATERIAL PREVIOUSLY FURNISHED TO YOU. PLEASE CONTACT YOUR FINANCIAL INSTITUTION IF' YOU DESIRE ADDITIONAL COPIES. MARGIN INFORMATION: IF YOU MAINTAIN A MARGIN ACCOUNT, THIS IS A COMBINED STATEMENT Of YOUR GENERAL ACCOUNT AND A SPECIAL MEMORANDUM ACCOUNT MAINTAINED FOR YOU UNDER REGULATION T OF THE BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM. THE PERMANENT RECORD OF THE SEPARATE ACCOUNT AS REQUIRED BY REGULATION T IS AVAILABLE FOR YOUR INSPECTION UPON REQUEST. TAX INFORMATION • AFTER YEAR END. PERSHING IS REQUIRED TO PROVIDE TAX INFORMATION TO THE INTERNAL REVENUE SERVICE AND OTHER GOVERNMENTAL AUTHORITIES. AT THAT TIME PERSHING WILL PROVIDE THAT INFORMATION ON THE ANNUAL TAX INFORMATION STATEMENT TO YOU: USE THAT STATEMENT TO PREPARE YOUR TAX FILINGS. THE TAX STATEMENT ALSO INCLUDES OTHER USEFUL INFORMATION TO ASSIST IN ACCUMULATING THE DATA TO PREPARE YOUR TAX RETURNS. • DIVIDENDS. INTEREST AND OTHER DISTRIBUTIONS SHOWN ON THIS STATEMENT WERE CLASSIFIED AS TAXABLE OR NONTAXABLE BASED ON CERTAIN INFORMATION KNOWN AS OF TIM DISTRIBUTION DATE. THIS CLASSIFICATION IS SUBJECT TO CHANGE AND IS SOLELY INTENDED FOR USE AS GENERAL INFORMATION. • PERSHING DOES NOT PROVIDE TAX. INVESTMENT OR LEGAL ADVISORY SERVICES AND NO ONE ASSOCIATED WITH PERSHING IS AUTHORIZED TO RENDER SUCH ADVICE. DO NOT RELY UPON ANY SUCH ADVICE, IF GWEN. INVESTORS ARE ENCOURAGED TO CONSULT THEIR TM ADVISORS TO DETERMINE THE APPROPRIATE TAX TREATMENT OF THEIR BUSINESS. GENERAL INFORMATION • WHENEVER YOU ARE INDEBTED TO PERSHING LLC (•PERSHING') FOR ANY AMOUNT. ALL SECURITIES HELD BY IT FOR YOU IN ANY ACCOUNT IN WHICH YOU HAVE ANY INTEREST SHALL SECURE ALL YOUR LIABILITIES TO PERSHING. AND PERSHING MAY IN ITS DSCRETION AT ANY TIME, WITHOUT TENDER, DEMAND OR NOTICE TO YOU. CLOSE CR REDUCE ANY OR ALL OF YOUR ACCOUNTS BY PUBLIC CR PRIVATE SALE OR PURCHASE OR BOTH OF ALL OR ANY SECURITIES CARRIED IN SUCH ACCOUNTS: ANY BALANCE REMAINING DUE PERSHING TO BE PROMPTLY PAID BY YOU. • WHENEVER YOU ARE INDEBTED TO PERSHING FOR ANY AMOUNT. ALL SECURITIES CARRIED FOR YOUR ACCOUNT ARE OR MAY BE, WITHOUT FURTHER NOTICE TO YOU, LOANED OR PLEDGED BY PERSHING. EITHER SEPARATELY OR UNDER CIRCUMSTANCES WHICH WILL PERMIT THE COMMINGLING THEREOF. WITH OTHER SECURITIES FOR ANY AMOUNT LESS THAN. EQUAL TO OR GREATER THAN YOUR LIABILITIES TO PERSHING. BUT NOT UNDER CIRCUMSTANCES FOR AN AMOUNT PROHIBITED 8Y LAW. TERMS AND CONDITIONS • PERSHING MAY TRADE FOR ITS OWN ACCOUNT AS A MARKET MAKER. SPECIALIST. ODD LOT DEALER. BLOCK POSMONER ARBITRAGEUR OR INVESTOR. CONSEQUENTLY. AT THE TIME OF ANY TRANSACTION YOU MAY MAKE. PERSHING MAY HAVE A POSITION IN SUCH SECURITIES. WHICH POSITION MAY BE PARTIALLY OR COMPLETELY HEDGED. • IF AVERAGE PRICE TRANSACTION IS INDICATED ON THE FRONT OF THIS STATEMENT YOUR FINANCIAL INSTITUTION OR PERSHING MAY HAVE ACTED AS PRINCIPAL. AGENT OR BOTH. DETAILS AVAILABLE UPON REQUEST. • A FINANCIAL STATEMENT OF PERSHING IS AVAILABLE FOR YOUR PERSONAL INSPECTION AT PERSHING'S OFFICES. A COPY OF I T WILL BE MAILED UPON YOUR WRIT TEN REQUEST OR YOU CAN VIEW IT ONLINE AT WWW.PERSHING.COM. • FOR BUSINESS CONTINUITY AND ADDITIONAL DISCLOSURES: WYPN.PERSHING COM/BUSINESS_CONTINUITY.HTML • THIS STATEMENT SHOULD BE RETAINED FOR YOUR RECORDS. PAYMENT FOR ORDER FLOW AND ORDER ROUTING POLICIES DISCLOSURES [REGULATION NMS- RULE 607(A)(1)-(2)] PERSHING SENDS CERTAIN EQUITY ORDERS TO EXCHANGES, ELECT RONK: COMMUNICATION NETWORKS. OR BROKER-DEALERS DURING NORMAL BUSINESS HOURS AND DURING EXTENDED TRADING SESSIONS. CERTAIN OF THESE VENUES PROVIDE PAYMENTS TO PERSHING OR CHARGE ACCESS FEES TO PERSHING DEPENDING UPON THE CHARACTERISTICS OF THE ORDER AND ANY SUBSEQUENT EXECUTION. IN ADDITION PERSHING MAY EXECUTE CERTAIN EQUITY ORDERS AS PRINCIPAL. THE DETAILS OF THESE PAYMENTS AND FEES ARE AVAILABLE UPON WRITTEN REQUEST. PERSHING RECEIVES PAYMENTS FOR DIRECTING LISTED OPTIONS ORDER FLOW TO CERTAIN OPTION EXCHANGES. COMPENSATION IS GENERALLY IN THE FORM OF A PER OPTION CONTRACT CASH PAYMENT. BEST EXECUTION: NOTWITHSTANDING THE PREVIOUS PARAGRAPH REGARDING PAYMENT FOR ORDER FLOW. PERSHING SELECTS CERTAIN MARKET CENTERS TO PROVIDE EXECUTION OF OVER-THE COUNTER AND EXCHANGE.LISTED SECURITIES TRANSACTIONS WHICH AGREE TO ACCEPT ORDERS. TRANSMITTED ELECTRONICALLY UP TO A SPECIFIED SIZE. AND TO EXECUTE THEM AT OR BETTER THAN THE NATIONAL BEST BID OR OFFER (NBE10). ON CERTAIN LARGER ORDERS. OR IF THE DESIGNATED MARKET CENTERS DO NOT MAKE A MARKET IN THE SUBJECT SECURITY. PERSHING DIRECTLY CONTACTS MARKET CENTERS TO OBTAIN AN EXECUTION. THE DESIGNATED MARKET CENTERS TO WHICH ORDERS ARE AUTOMATICALLY ROUTED ARE SELECTED BASED ON THE CONSISTENT HIGH QUALITY OF THEIR EXECUTIONS IN ONE OR MORE MARKET SEGMENTS AND THEIR ABILITY TO PROVIDE OPPORTUNITIES FOR EXECUTIONS AT PRICES SUPERIOR TO THE NBBO. PERSH NG ALSO REGULARLY REVIEWS REPORTS FOR QUALITY OF EXECUTION PURPOSES. IF ANY OF TlE ABOVE TERMS MID CCHOITIONS ME UNACCEPTABLE TO YOU. PLEASE NOTIFY PERI:MING OMEGA, ELY IN WRITING BY CERRO:ED PAWL 1001E PERSHING PLATA. JERSEY CITY. NJ 01399. ATM LEGAL DEPT Page 21 of 21 USAI3 ROLL Account Number: Go paperless CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6:; THERrON F I DarnAL Rated tHreIleS Every V.A. M 2007 CALM. RATED COMMUNKATIONS rxem wan SDNY_GM_00045628 DB-SDNY-0008452 EFTA_00 156237 EFTA01288600 PA e.1 17/0. Oa..., •MDM203 Oeuliv.v gam Pon. Wealth Manip-nent Vinci% Cowan Gtp‘p Dt.ltem Mr StIv.nel mc Mw brb ONO Ma Part Anew. )Mutt. Valuation at a Glance Account Number: Statement Period:0801/914 -18/31/2114 This Period Year•to-0ate SOUTHERN FINANCIAL LLC Beginning Account Value $103,835,665.44 $90,573,050.28 6100 RED HOOK QUARTER B3 het Cash Deposits and Withdrawals 473,000.00 9.837,542.15 ST THOMAS VI 00802 Adjusted Previous Account Value 103,362,665.14 100,110,592.13 Dividends. Interest and Other Income 439.623 39 2,417.791 02 het Other Activity 0 00 .54 00 Net Chan e in Porlfolio 417 409 86 1 391 369 21 nding Account Value S10' 2 1 9.6 9 8.6 9 S104.219 698,69 Your Client Advisor: Estim ated Annual hewn e 53.646.365,03 TAZIA SMITF Asset Allocation Prior Year•Fad Last Period This Period % Allocation LSD Cash. Money Funds. and Bank Deposits LSD Fixed Income 18195.919 71 27,736,972.38 30,329,970.74 23.923.091,06 31,850,094.30 19.591.46014 3344% 1880% han•L SD Fixed Income 10.227,309 46 7.759.787 00 7322,321 25 7 11% LSD Equities 30.410.519.65 41.232,354 98 38.644,087 25 3708% h ant SD Equities 3.137.192 74 0.00 3.027.311.00 2.90% han•L SD Cash. Money Funds. and Bank Deposits 402,106.34 390,461 66 381,391 25 0.37% Other 363.000.00 010 0.00 0.00% Account Total (Pie Chart) 690,573,060.26 5103,635,565.14 $101,219,695.89 100.00% See the Asset Aliscabon Disclosure and Footnotes sechan br nponant infonaton renewing your Asset Aincation. CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) Please review your aBocabort Assets allies than 1% of holehnp %A not display on this pie chart Pape 1°120 6161FIDGPEIPaPSffisAL litatad tacell•ra (very Vest IMO. 2007 DAL BAR RAT ED COMMUN CATIONS rxerumer alti=ene r—t== —"=" lc SDNY_GM_00045629 OB-SDNY-00O8453 EFTA_00 I 56238 EFTA01288601 Asset Allocation Disclosure and Footnotes Certain values have been defaulted into the Other Asset Class due to incompiele categorizing data Al values are displayed in U.S. dollars based on interbank exchange rates as of O813112014. Exchange rates can vary. Equities contains Equity Mutual Funds. Summary of Gains and Losses Realized This Period Year-to-Date Unrealized Short-Term Gain/Loss Long-Term Gain/Loss Net GaIn/loss This summary excludes transactions where cost basis information is not available. 1.980 38 18.212 90 2.733.326.04 -2.611.813 65 -7.029.061.12 2.717.691.59 -2,809,833.27 -7,010,818.22 5,451,017.83 Exchange Rate Table Global Cash Currency Closing Mount in Currency USD Equivalent per USD Currency Balance Base Currency USD I EURO 1 3171 0.7592 EURO 291.846 67 384 391 25 Exchange rates are based on interbank exchange rates as of 08/31/2O14. Exchange rates can vary. Total Global Cash Balance $384,391.25 Money Market Fund Detail Date Activity Type Description Amount Balance Sweep Money Market Fund owS GOVERNMENT CASH INSTI. Account Number: Conant Yield: 0.03% Activity Ending: 0812911/ 08101/14 Opening Balance 30,324,169.54 30,324,169.54 08101/14 Deposit MONEY FUND FURCFASE 5.801.20 30.329.970.71 08105114 Deposit MONEY FUND FURCFASE 2,093,750.00 32,423,720.71 08106/14 Deposit MONEY FUND FURCFASE 261.889.92 32,685,610.66 08108114 Withdrawal MONEY FUND REDEMPTION -534.873.02 32,150,737.64 08/12(14 Deposit MONEY FUND FURCFASE 82,091.18 32.232,828 82 0811471/ Withdrawal MONEY FUND REDEMPTION -266.420.00 31.966.408.82 08/18/14 Deport MONEY FUND PURChASE 165,48129 32,131,890.11 08/19/14 Deposit MONEY FUND FURCFASE 82,431.92 32.214.322.03 08/22/14 Deposit MONEY FUND PURCFASE 83,418.63 32,297,740.66 08/26/14 Deposit MONEY FUN() FURCFASE 30.618.92 32.328.359 58 08/29/14 Deposit MONEY FUND FURCFASE 86.404.83 32.414.764.41 08/29(14 Deposit INCOME REINVEST 815.62 32.415,580 03 08/29/14 Closing Balance 632,415,680.03 Total All Money Market Funds $32,415,580.03 Qol SOUTHER/et/ LI.C. O N FIDENTIAL CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Account Number. Go paperless Page 2 of 20 Rai tacellera Ivory Va.Since 2007 DAL BAR RATED COMMUNCATIONS rxarturrier SDNY_GM_00046630 DB-SDNY-0008454 EFTA_OO 156239 EFTA01288602 PC. Bcp 177P. Eli It moot MD 2120 Dean Um km,. Weada lAptagenan Metreits Sit me 6.0.P Deelsch• Sank sbes Inc Mow let Oita. HS Put Asa. loth lbw weer *A NY 101M Income and Expense Summary arrent Period Statement Period: 0 8/11/ 211 4 Year-to•Date -1813112114 Taxable Non Taxable Taxable Non Taxable Dividend Income Equities 116,33625 0.00 468,15723 0.00 Money Market 815.62 0.00 3,587.45 0.00 Other Dividends 93,750.00 0.00 499,005.20 0.00 Interest Income Bond Interest 67,04426 0.00 695,86121 0.00 FDIC Insured Bank Deposits 0.00 0.00 2,691.15 0.00 Other Interest 40.625.04 0.00 121,875.12 0.00 Total Dividends, Interest, Income and Expenses $316,571.17 $0.00 51,791,477.36 $0.00 Distributions Alternative Investments 0.00 121,052 22 0.00 626,313.66 Other Distributions 0.00 21.171.66 0.00 488.230.19 Total Distributions $0.00 $142,226.88 $0.00 $1,114,643.15 Portfolio Holdings U.S. DOLLARS Account Opening Date Quantity Number Adbrity Biding Opening Balance Going Balsam Ataued Income Income This Year 31•Day Yield Cermet Yield Cash, Money Funds, and Bank Deposits Cash Balance 5,801.20 2,434,514.27 Money Market DWS GOVERN M ENT CASH INSTL 08101114 32.415.580.030 0812911/ 30.324.169.54 32.415.580.03 26.65 3.587.45 0.03% 0.03% Total Money Market $30,324,169.54 632,415,590.03 $26.65 $3,587.45 FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM 0810111/ 0812911/ 0.00 0.00 0.00 2.691.15 N/A NIA Total FDIC Insured Bank Deposits $0.00 $0.00 $0.00 62,691.16 Total Cash, Money Funds, and Bank Deposits $30,329,970.74 $34,650,094.30 $26.65 $6,278.80 ORAN ROLL Account Number Go paperless SO t,THERN N LLC. F I DAENT1A L CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Page 3 of 20 Rated tscollerdi [von Year Woos 2007 DAUM. RATED COMMUNCA MN'S rxciurner SDNY_GM_00045631 DB-SDNY-0008455 EFTA_00 156240 EFTA01288603 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cost Fixed Income (In Maturity Date Sequence) 'Asset Backed Securities COUNTRYWIDE HOME LOANS SEA 03.1 CL 814.090% 03125/33 DIE DID 01130103 Fedor. 0.23181744 Effective Date:08101114 Current Face Value: 1.043.178.480 12113113'.3.12 4,500,000.000 93.3760 Adjusted Cog Bass Market Price Market Value Unrealized Gall Loss Acaued Estimated Estimated Interest Annual Income Yield WASHINGTON MUT MTG SECS CORP 20041142 M TG PASSTHRU CTF CL C.B.I VAR RATE 6.972% 07125133 WE DTD 06/01/04 S & P Rating D Factor 0.57776879 Effective Date:08101/14 Current Face Value: 745,321.739 12113113'.3.12 1,290,000.000 76.5190 Security Identifier: 12869 07 51 974.082.95 86.1950 Original Cost Basis. $1.111.573.07 Security Identifier: 939338520 570.309.83 87.0420 Original Cost Basis $638.906.71 $1,544,392.76 899,167 69 648,742 95 Total Asset Backed Securities 5,790,000.000 Total Current Face Value : 1,768,500.219 Corporate Bonds PM ORGAN CHASE & CO M EDIUM TERM NTS CAPPED CONTINGENT BUFFERED EQUITY NTS 0.000% 10118114 WE DID 09/27/13 12105/1 3 '.3,12 1,000,000.000 100 0000 PETROLEOS DE VENEZUELA NOTES SENIOR ISA 0 X50460546525 5.000% 10128115 REG DTD 10/28109 S t P Rating B4 12104113'.3.12 2,500,000.000 93.8050 HEADWATERS INC GTD SR NT 7.625% 04101/19 DIE DM 03/11/11 CALLABLE 04101115 {1 103.813 Moody Rating B2 St P Rating EI4 10122712 '.11.13 1,000,000.000 102 1670 EARTHUNK INC GTD SR NT FULLY EXCHANGED CUSP FROM 2703214B8 8.815% 05/15/19 WE DTD 05117111 CALLABLE 05/15115 St P Rating CCC• 10122/12 '.3.12 400,000.000 102.6890 OSAO ROLL SOL /4 Lie. FIDEISITIAL ON CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) THERA Security Identifier: 48126NVE4 1,000,00010 105.0400 Original Coal Basis: $1.000,000.00 Security Identifier: P7807HAF2 2,340,116.28 93.0000 Original Cost Basis $2.250.000.00 Security Identifier: 42210PAQS 1.021.666.69 105.5000 Original Cost Basis: $1.035000.00 Security Identifier: 270321AC6 410.756.48 102.2500 51,547,910.64 1,050.400 00 2,325.000 00 1,055,000.00 409,000 00 Account Num ber. Go paperless .74,915 26 78,433.12 3,555.50 4.330.58 $3,517.86 $7,886.08 $0.00 50.400 00 0.00 15.116 28 42.361 11 125.000 00 5.37% 33,333.31 31,770.83 76,250.00 7.22% 4,756.48 10,452.78 35,500 00 8.67% Page 4 of 20 Rated tacollonl Lyon.. V.7.7. 9007 2007 DAL OAR RATED COMMUMCATIONS rxesurner SDNY_GM_00045632 DB-SDNY-0008456 EFTA_00 15624 I EFTA01288604 P.O. ea 172E Wens* MD 21243 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired 004814 Unit Cost Fixed Income (continued) Corporate Bonds (continued) EARTHUNK INC GTD SR NT FULLY EXCHANGED Adjusted Con Basis Orals'. exec Pon. wean Mairnent Mavert$ COMM, GW‘P °eau iv ML starts W. New Pon dice so Perli Pirtiap Market Price Market Value Statement Period: 0810112014 -080112014 Unrealized Gain! Lou Accrued Infest Estimated Estimated Annual Income Yield 10123112'.3.12 600,000.000 Total Noncovered 1,000,000.000 Total 1,000,000.000 SERVICES ASTER CO SR NT - CUSP FULLY EXCHANGED FROM OLD CUSIP 81760NAL3 6.000% 02115/20 B/E DTD 02113112 Moody Rating CAAI S P Rating 8- 01124113 '.12.13 440.000 000 104.5910 02125/13 1,000, ON .000 105 1020 (continued) Original Cosl Basil; 5414.000.00 102.4990 614191.62 102.2500 Original Cost Bait $619,500.00 1,025,749.10 613,50000 1,012,500.00 $1,011,500.00 -1,492.62 15679.16 .3119.10 26,131.94 0,249.10 326,131.14 53,250.00 8.67% 68,750.00 Total Nononered 1,140,000.000 Total 1,140,000.000 LLOYDS TSB BK PLC EURO ISSUE MEDIUM TERM NOTES ISM XS0717735822 9.875% 12116/21 REG DM 12118111 Moody Rating Ba1 S8 P Rating BBB 12/04113 '.3.11 1.500.000.000 107 9440 11,026,749.10 Security Identifier: 11760NAN9 460.19163 107.2500 Original Cosl Bane 5468,050.00 1,051,018.62 107.2500 Original Cost Bane $1,071000.00 1,511,211.26 $1,511,211.25 471,900.01 1,072,499.99 1,544,400.00 11644,400.00 11,700.36 21,481.37 33,181.75 1,584.44 3,555.56 6,120.00 161,750.00 35,200.00 7.45% 80,000.00 7.45% 115,200.00 SOUTHERN CALIF EDISON CO PREF SERE 6.250% 02101122 B1E DTD D1I17/12 CALLABLE 02/01/22 Moody Riling BAA1 S P Rating BBB- 01130112'•3.12 3,000,000.000 99.8020 :'0972SZCSF!' ORAN Lek I Security Identifier: GIS16PP41 1.619.166.62 117.0000 Original Cosl Bans: 51.627.500.00 Security Identifier: 042400FU2 1,994,061.72 108.7500 Original Cost Bait 52,992,581.97 1,755,000.00 3,262,500.00 Account Num bar Go paperless L F I DranAL CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) THERA CON 133,111.76 $6,120.00 1116,200.00 135.833 38 104.510 42 268,438.18 15,625 00 148.125 00 8.44% 187,500.00 5.74% Page 5 of 10 Rabid excellent, Lyon. V... Sento 2007 DAL BAR RATED COMMUNCATIONS rxesturtraer r.atr= SDNY_GM_00045633 OB-SDNY-0008457 EFE4_00 156242 EFTA01288605 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Chastity Halt Cog Fixed Income (continued) Corporate Bonds (continued) BARCLAYS BK PLC CONTINGENT CAP NT IR US06739F1.103 7.750% 04110123 B/E DID 04110113 CALLABLE 04110118 S 8 P Rating Bat Security identifier: 0673BEHNO 04103/13 300800 000 100 0000 300.000.00 111.2500 333.750.00 Original Cost Basis 6300.000.00 Pm ORGAN CHASE 8 CO DEP SHS REPSTG Security Identifier: 48625HHA1 111011- PFD SER 1 FIXED TO FLTG RT BD 7.900% 041291/9 WE DTD 0/123108 Moody Rating BA1 S8 P Rating BBB 06115111 ..3.I2 2,500,000.000 107 5000 2.687.500.00 110.6250 2.765.625.00 Original Cosl Basis: $2.687,51100 06115111 1.3.12 2.500.000 000 107 0000 2.675.000.00 110.6250 2.765.625.00 Original Cosl Basis: 52.675,01100 Total Noncovered 6,000,000.000 1382,500.00 5,531,250.00 Total 6,000,000.000 15,362,500.00 15,531,250.00 BANK AM ER CORP PERP NON CON MAUVE DEP Security identifier: 060505075 SHS EDS TO FLOAT 8125% 04/30/58 B/E DTD 04130/08 CALLABLE 05/15118 Moody Rating BA3 S 8 P Rating BBB 01/10111 '.3.t2 2 000 000 000 102 7500 2.055.000.00 111.0000 2,220,000.00 Original Cost Basis: 52.055.000.00 GENERAL ELEC CAP CORP NON CUM PFD SER Security Identifier: 369622SN6 A 7 125% 0611216281E DTD 06112/12 CALLABLE 06/15122 Moody Rating BAAI S8 P Rating AA- 06127112'•3x•33 2,000,000.000 105 5300 2,110,605.12 117.8750 2,357,500.00 Onginal Cog Bait 12,122,916.61 LBG CAPITAL NO 1 PLC 1I4A Security Identifier: G5433BBG8 ISM XS0473106283 8.000% 09/15/88 RS DTD 12/15/09 CALLABLE 06/15120 68 P Rating B8 12104/13 'IA 1 200 000 000 108 2500 1,299,000.00 109.4000 1,312.800 00 Original Cog Bags: $1,299,000.00 ILLOYDS BANKING GROUP PLC FXD RATE RESET Security Identifier: 539439A04 ADDL TIER 1 SECS ISINitt.S539439AG42 7.500% 09121188 B/E DID 04/07/14 S 8 P Rating 81 Please Provide 1,903,000.000 N/A Rease Provide 104.8750 1,995.771 25 Adjusted Cod Bads Market Price Markel Yalee OR/.R SOL THERA LLC. N F I DrismA L CONFIDENTIAL — PURSUANT TO FED. R CRIBA P. 6(e) Unrealized Gals: Loss Accrued Interest Estimated Estimated Annual Income Yield Account Number. Go paperless 33.750 00 9.101.25 23.250.00 6 96c.. 78.125 00 65.833 34 197,500.00 7.14% 90.625.00 65.833 33 197.500.00 7.14% 166,760.00 131,886.61 396,000.00 1188,710.00 $131,1166.61 8396,000.00 165.000 00 47,84722 162.500.00 7.31% 246,89488 30,083 33 142,500.00 6.04% 13.800.00 0.00 96.00010 7.31% N/A 24,976 88 142,725.00 7.15% Page 6 of 20 Rated tacMwti Lvny Veer Lace 2007 DAUM. RAT CO COMMUNCATOONS rxarturnser rarlanea r...": t•SaLta . =Or= •••••••LLG n•m••••••••. wee miC SDNY_GM_00045634 OB-SDNY-0008458 EFrA_00156243 EFTA01288606 P.O. Bag 1776. BAromanMD21203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired OuselRy Wilt Cod Fixed Income (continued) Corporate Bonds (continued) LLOYDS BANKING GROUP PLC FXD RATE RESET (continued) Onasre Ram Pon. WsYn hty.0" - k“. Matott% COm tie 4.0.p Destflh• lam stun*, mc Mrs Ilert Olk• 341Part A . Ita I to Nrve Int 10114 Adjusted Cod Basis Market Price Market Value Statement Period: 08/01/2014 - 08131/2014 Unrealized Gale: Loss Accrued 'flied Estimated Estimated Annual Income Yield Total Corporate Bonds 23,813,000.000 Original Cod Basis: Reese Provide 122,839,083.78 18,785,871.25 11,131,011.22 1489,199.85 $1,102,800.00 Total Fixed Income 29,633,000.000 Dale Acquired Equities Common Stocks M OBILEYE NV AM STELVEEN ORO SHS ISO, 6 AL0010831061 Dividend Option: Cash 08101114 800.000 APOLLO GLOBAL MGM T Lit CL A WS Dividend Option: Cash 03129111 '.13 263,157.000 APPLE INC CON Dividend Option: Cash 10128113 14,000.000 AMU PHARMACEUTICALS INC Dividend Option: Cash 02114112'.13 7,535.000 01124113'.13 9,000.000 Total Noncovered 18,535.000 Total 18,535.000 ASCENA RETAIL GROUP INC COM Dividend Option: Cash 01116/01 '.3 70,600.000 Quantity Veit Cod 25 0000 19 0000 75 5800 152090 19.6000 12 4,183,476.58 Cod Basis Market Price Security Identifier: M BLY CUSP. h.51488111 20.000.00 43.1800 Security Identifier: APO CUSP. 037612306 4,999,983.00 24.4000 Security Identifier: AAPL CUSP. 037833100 1,058,120.50 102.5000 Staidly Identifier: ARIA CUSP 04033A100 114,597.40 6.2200 176.400.00 6.2200 290,997.40 $21,313,181.89 Markel Valle 34.544 00 6,421,030.80 1,435,000.00 46,867.70 55,980.00 102,847.70 81,134,534.06 8477,085.73 81,702,800.00 Unrealized Gait/ Lou 14,544.00 1,421,047.80 376,879.50 -67,729.10 -120.42000 488,140.10 Estimated Estimated Annual Income Yield 892.102 23 13 89% 26.320 00 1.83% 1290,997.10 Security Identifier: ASNA CUSP 04351G101 212170 1,500,000.00 17 3900 8102,847.70 1,225,995.00 -888,149.70 -214,005.00 $0.00 Page 020 CONFIDENTIAL — PURSUANT TO FED. R CRIM. 67e)LTHERN COO LI _ F I Dr r 1 A (very VS Sine, 2007 Dailta RATEC.COmmuroCATIONS exeunt...et IMIAN Mel Account Number. Go paperless Lti. Rated Corelleria rawt AC ramose nimbi. rent. MK Somv_Gm 00046636 OB-SDNY_0008459 EFTA_00 156244 EFTA01288607 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Ind Quad Wit Cod Cod Basis Market Price Equities (continued) Common Stocks (continued) BANK OF NEW YORK MELLON CORP CON Security Identifier: BK Dividend Option: Cash CUSP 064058100 06125/14 250.000 000 36.3060 9576.406.00 39.1800 BIOGBI IDEC INC CON Security Identifier: Bile Dividend Option: Cash CUSP. 09062X103 02114112 '. 13 2.095.000 119 5190 250.454.95 343.0400 FACEBOOK INC CL A Seaway Identifier: FB Dividend Option: Cash CUSP: 3030311102 05117112'.13 17500.000 38.0000 665,000.00 74.8200 FOUNDATION MEDICINE INC COM Security Identifier FM I Dividend Option: Cash CUSP: 350465100 01113114 25,000.000 27.5070 687,663.50 232700 08105114 24,830.000 232530 577,373.02 23.2700 Total Covered 49,830.000 1 20 031 62 Total 49,830.000 GENERAL ELECTRIC CO COM Dividend Option. Cash 04123113 '. 13 GENERAL MTRS CO COM Dividend Option: Cash 11118/10 ' 12109/10 ' Total Noncovered Total 97,50000 GILEAD SCIENCES INC Dividend Option: Cash 02105114 03107114 Total Covered Total 8,100.000 P MORGAN CHASE & CO COM 'Stiff I.:546625H 1005 Dividend Option: Cash 07114105 '. 3.12 1,353.000 SANGAN 0 BIOSCIENCES INC CON Dividend Option: Cash Market Value Unrealized Gain, Loss Estimated Estimated Animal Income Yield 9.795.000.00 718.668 80 1,309 350 00 581.750 00 577.794.10 1,150,544.10 715594 00 408.21385 644,350 00 -105,913.50 421.08 -115,492.42 170.00500 1.73% 23.0ao 000 21 5700 10.988 200 86,536.800 97526.000 5.000.000 3,100.000 8,100.000 36 4010 36 8160 79 2810 79 6120 396.407.00 246,797.00 643,204.00 $1,285,030.52 Security Identifier: GE CUSP: 369604103 496,109.08 25.9800 Security Identifier: GM CUSP: 37045V100 395978.18 34.8000 3,185,969.22 34.8000 3 50917 38 $3,616,047.38 Security Identifier: GILD CUSP: 375558103 107.5600 107.5600 0189544.10 597,540 00 382,389.37 3,011,480.63 3,393,870.00 $3,393,870.00 537.800.00 333,436.00 871,236.00 -8185,492.42 101,130 92 -17,588.79 -174,188.59 -192,077.38 -$192,077.38 141.393 00 86,639 00 228,032.00 $0.00 20,240.00 3.38% 13,185.84 3.44% 103,844.16 3.44% 117,030.00 $117,030.00 ORM, v $843,204.00 Security Identifier: JPN CUSP 4662514100 188 4840 2,126,372.76 59.4500 Security Identifier: SGM 0 CUSP: 800677106 1871,230.00 258,785 85 $228,032.00 -1,867,586.91 $0.00 6,961.80 2.69% Page 8 of 20 Account Number: Go paperless CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 67e)L THERN CON F I DAnTriA Rated [molls M (way Vs, SIAM 2007 DALBAR PAT CO COMMUNICATIONS exarturract SDNY_GM_00045636 0B-SDNY-0008460 EFrA_00 156245 EFTA01288608 P.O. Bag 1776. flatiron MD 21203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Dale Acqeired Quality U&t Cod Equities (continued) Common Stocks (continued) SANGAII 0 BIOSCIENCES INC CON (continued) 05/28113 '.I 3 50400.000 8.4440 SANTANDER CONSUMER USA HLDGS INC COM Drvidend Option Cash 01123114 1.000.000 24.0000 TWITTER INC CON Drvidend Option: Cash 11107113 1.500.000 26 0000 Total Common Stocks Preferred Stocks (listed by expiration date) ALLY FINL INC PERP PFD FIXEDIFLTG RATE SERA CALLABLE COUPON 8.5% PERPETUAL MATO 31TY CALLA 25 05115116 Dividend Option: Cash 02/03112 '.13 02109112 '.13 Total Noncovered Total 128,800.000 GM AC CAP TR I GTD TR PFD SECS SER 2 8 125% FIXED RATE/ FLTG Dividend Option: Cash 02122112'.13 80,000.000 23.5350 ROYAL BANK SCOTLAND GROUP PLC SPON ADR RFYSTG SER T PDF SiSCOUPON 725% PERPETUAL MATURITY CALLA 25 05114114 Dividend Option: Cash 10124112 '.13 40.000.000 23.7900 01107/13 'in 40,000.000 24.4400 01114/13 40.000.000 24 8800 Draft, ' Um .0911. Witil/h114.1Itneet MOMIIIS COMM, 6,0•P ontscip Pp* smote' M. Mal Oilar 30 Pia Asa. loth 007 1004 Cod Basis Market Price 422,214.00 14.3000 Security Identifier: SC CUSP. 8028311101 24,000.00 18.6200 Security Identifier: TW TR CUSP. 901841102 39.000.00 49.7500 Market Value 715,000 00 18,620.00 74.625 00 Statement Period: 0810112014 • 08/3112014 Unrealized Gain/ Lost 292,786 00 .5.380.00 35.625.00 Estimated Estimated Annual Income Yield 600.00 3.22% 46,600.000 19.3820 80,000.000 20.1250 128,800.000 128,482645.59 Security Identifier: ALLY PRB CUSP. 020051008 903,217.51 27.2700 1.610.000.00 272700 2,513,217.51 128,131,857.25 1,270,782.01 2,181,599.99 3,452,382.00 $1,888,811.68 367,564.50 571,599.99 939,164.49 11,233257.03 99,025.00 7.79% 170,000.00 7.79% 269,025.00 12,513,217.51 Security Identifier: ALLY PRA CUSP 381860208 1,882,773.60 26.8999 Security Identifier: RBS PRT CUSP. 780097713 951,600.00 977,600.00 995,200.00 25.6800 25.6800 25.6800 13,452,382.00 2,151,992.00 1,027,199.99 1,027,199.99 1,027,200.02 1939,184.49 269,218.40 75.599.99 49,599.99 32,000.02 1289,025.00 162.500 00 7.55% 72.500 00 7.05% 72,500 00 7.05% 72.500 00 7.05% Page 9 of 20 Account Number: 800,72SZCSF,' : Go paperless (very Van. Since 2007 0870 7, 0ALBAR RATED COMMUNICATDONS L THERA COHN Fl DrErriA rxesur NCI CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) ...A SDNY_GM_00045637 OB-SDNY-0008461 EFIA_00 156246 EFTA01288609 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Ctimathy UNA Col Cod Basis Motet Price Market Valve Unrealized Gale! Loss Estimated Estimated Mnual Income Yield Equities (continued) Preferred Stocks (continued) ROYAL BANK SCOTLAND GROUP PLC SPON ADM Total Noncove red 120,000.000 Total 120,000.000 (continued) 2,924,400.00 $2,924,400.00 3,001,600.00 $3,081,600.00 161,200.00 $157,200.00 217,600.00 $217,500.00 Total Preferred Stocks Options $7,320,391.11 $8,616,974.00 $1,385,58219 $649,025.00 CALL 100 AMERICAN AIRLS GROUP INC COM Option Identifier: 99GADTZA EN) 01.17.15a 20 000 OPTION ROOT. AAL Underlying Security Identifier AAL 1,000.00 of these contracts are in your margin account Underlying Security Price: 538.88 12111/13 ' 1.000.000 8.0330 803,314.50 18.6400 1,664 000 00 1,060,685.50 PUT 100 AN ERICAN AIRLS GROUP INC CON Option Identifier: 99C1ADTZOO 01-17.15@ 20.000 OPTION ROOTS ML Underlying Security Identifier ML .1,040.00 of these minds are a short position Underlying Security Price: 538.88 12111113' .1.000.000 1.9770 .197.702.00 0.0300 •3,00000 194.702 00 Total Options $605,612.50 $1.661.000.00 $1,255,317.50 $0.00 Total Equities $34,388,849.20 $38,678,831.25 $4,289,782.06 $1,882,282.03 Unrealized Estimated Estimated Date Acquired Quality Usk Col Cost Basis Market Price Market Value Gall Lou Mnual Income Yield Exchange-Traded Products WISDOM TREE TR JAPAN HEDGED EQUITY FD Dividend Option: Cash; Capital Gains Option: Cash 80,000 00 of these shares are in your margin account Security Wenner: DXJ CUSP 97717W8S1 12/11113 60200 000 49.4350 2,986,098.50 49.8800 2,992,800.00 26,701 50 55.004 40 1.83% Total Exchange-Traded Products $2,966,098.50 $2,992,800.00 $28,701.60 155,004.40 Unrealized Awued Estimated Cost Basis Market Value Gain/ Loss Interest Mnual Income Total U.S. DOLLARS 196.388,518 56 $103,835,307.44 15,451,017.63 $477,085.73 $3.646,365.03 EURO Opening Dosing Awued 30-Day Description Quantity Balance Balance Currency Income Yield Cash, Money Funds, and Bank Deposits Global Cash Balance 291,846.67 291,846.67 EUR 384,391 25 LSD Total Cash, Money Funds, and Bank Deposits 291,646.67 291,640.87 EUR OAO 384.391 25 USD 0.00 Page 10 of 20 800972)2.7SF!' I lEtntl ROLL Account Number Go paperless CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) SOUTHERNCO LW. F I DrarIAL Rated Lamas M Uteri VAN. Sims 2007 CALMAR MT ED COMMUNICATIONS rxenurnaer reit7=.2Sero.thir nr. SDNY_GM_000451338 OB-SDNY-0008462 EFTA_00 156247 EFTA01288610 P.O. Bag I776. Elatmon MO 21203 Portfolio Holdings (continued) EURO (continued) Ogyltet R•ni VrossinPAanair,tat M.(4(11(...< tw 1.01.141,•art Vint brit Mc* ll)Pant An Ugh Icce Mnrogrit nr IOVA Market Value Currency 291,848.87 EUR 384,391 25 1.40 Statement Period: 08/0112014 • 0813112014 Accrued Interest Total EURO 0.00 0.00 Unrealized Accrued Estimated Cost Basis Markel Value Gain, loss Interest Annual Income Total Portfolio Holdings • U.S. DOLLARS $96,388,518.56 3104,219,698.69 35,451,017.63 3477,085.73 $3,846,385.03 Footnotes • Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') (incorporating amendments enacted by P.L.110-343. the Emergency Economic Stabilization Act of 2008) and are, therefore, considered " noncovered,' under the new cost basis reporting rules, and marked or denoted as such. All other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their 'applicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis will be reported to the IRS on form 1099-B for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as follows: • Stock in a corporation acquired on or after January 1, 2011 • Mutual funds and dividend reinvestment plan (DRP) shares acquired on or after January 1, 2012 • Other securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or more of these attributes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those invoking continuously callable bonds, foreign bonds, variable rates, bonds in default, index4inked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. 3 The cost basis of this security has been provided to us by you or your introducing firm and Pershing makes no representation as to the accuracy of this information. Unrealized gains and losses are not reported for securities for which cost basis or market value is not evadable. 'The Current Face value represents the outstanding principal balance of the underlying security. The Current Face value is determined by multiplying the current factor times the original face amount of the security. Factors may change over time and are obtained from sources we believe to be reliable. 12 Pershing has received updated cost basis information, therefore cost basis provided on previous client brokerage statements may differ from the new cost basis reported n this section. 13 The cost basis of this security has been provided to us by the delivering fern or transferring agent and Pershing makes no representation as to the accuracy of this intonation. Page 11 of 20 Account Number: ItaledtworolleM Go paperiess use. 2007 MIAN ROI L Matt - F I DrErriA DAL BAR RA TED COMMUNICATIONS CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) rxentrwer SDNY_GM_00045639 OB-SDNY-0008463 EFTA_00156248 EFTA01288611 Holdings Summary by Currency hdiange•Traded Currency Cad* Fixed Income Equities Funds L S DOLLARS 34 850,094 27 313 781 38,678 631 2.992,800 EL RO 291.846 0 0 0 Total USD Equivalent 35.234,485 27.313,781 38,878.631 2,992,800 % of Allocation 33.81% 26.21% 37.11% 2.67% Schedule of Realized Gains and Losses Current Period Dispositioe Acquisition Date Date Disposition Transaction Description Short Term 08121114 12/13/13' f7PP WASHINGTON MUT II TG S 004•RA2 MTG PASSTI-Ru CIF CL C. RI VAR PATE 6.972% 07125133 Security Idenbfier 939336320 Original Cost Basis 1.927.61 08125/14 12/13113' RPP COL ATRYWIDEFOME LOA 1 CL BI 4.090% 03/25/33 WED TD 01130103 Security Identifier: 12669DYS1 Original Cost Basis: 19.579.70 Total Short Term Long Term 08101114 07114105' SELL P MORGAN CFASE 8 CO L546625H 1005 Firsl In First Out Security Identifier: PM 08/05/14 07125113' ROMG 135G STRUCTURED PRODS ITT LKD MKT FtUS PROTECTED Firsl In First Out NOT ES 0.000% 08/05114 EVE DTO 07 Security Identifier: 18423E1'56 Original Cost Basis 2,000,000.00 0810711/ 07114105' SELL P MORGAN CI-ASE 8 CO LS16625H 1005 First In First Out Security Identifier: PM 08114/14 07/14105' SELL P MORGAN CI-ASE 8 CO LS16625141005 Firsl In First Out Security Identifier: PM 08119/14 07/14105' SELL ,P MORGAN CI-ASES CO 1.346625H 1005 Firsl In First Out Security Identifier: 91,1 08126114 07114105' SELL .P MORGAN CFASE 8 CO LS46625H 1005 Firsl In First Oul Security Identifier: PM 08129/14 05124113' ROMG 13118C USA INC MEDIUM LFFERED NOTES LKD TO EURO Ard In First Out STOX X50 0.000% 08129/14 B/E DTD Security Identifier: 404327:FP' Original Cost Basis 2.000.000.00 Total Long Term MIAB Melt SOUTHERN LLC. ~JNpN CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Total by Currency 103 835 307 LSD 291.846 EUR 104.219,698 USO 100.00% fluidity 1.290.000.000 1,500,000.000 1,150.000 2,000,000.000 1,150.000 1,150.000 1,150.600 1,450.600 2,000,000.000 Cod Basis Proceeds Realized Gain/ Lou/ Disallowance 1.927 61 19,579.74 2.519.13 20,968 60 591.52 1,388.86 $21,507.35 823,467.73 $1,980.38 708.302.41 81,889 92 -626.112.52 2,000,000.00 2,200,000.00 200 000 00 708,302.44 82,091.18 .628.211.26 708,302.43 82,431.92 -625,870.51 708.302.44 83.418.63 .624.883.81 708.302.43 86.404.83 '321.89760 2,000,000.00 2.313.482.05 313.462.05 87,541,512.18 34,929,698.53 42,611,813.65 Page 12 of 20 Account Number. Go paperless Itatmed Every Van Veer 7007 DAL BAR RA T CD COMMUNCATIONS rxestuNer '''' " :re-= a... im v , ~ .a.. SONY GM 00045640 DB-S6NY:0008464 EFTA_00 156249 EFTA01288612 PO floc l776, Etat. min MD 21201 ()raffle Nina P °filo PAIMINNtat MINIM teeny Nom p De74.0.. Sat Stae0in sp. Na. b4 Mar MS Pia ONINa. 0/00 bet Mrs *ft NY 10IM Statement Period: 0810112014 • 08/3112014 Schedule of Realized Gains and Losses Current Period (continued) Dispositiom Acquisition Disposition Realized Gain/ Lost/ Date Date Transaction Description Quantity Cosi Basis Proceeds Disallowance Total Short Term and Long Term 97,583,019.53 44,853,186.28 -S2,609,833.27 • Nonccvered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') (incorporating amendments enacted by P.1.110-343, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered "noncavered," under the new cost basis reporting rules, and marked or denoted as such. Al other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their 'applicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis will be reported to the IRS on form 1099.8 for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as follows: • Stock in a corporation acquired on or after January 1, 2011 • Mutual funds and dividend reinvestment plan (DRP) shares acquired on or after January 1, 2012 • Other securities. principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. This Schedule may not reflect all cost basis adjustments necessary for tax reporting purposes, especially for noncovered securities. Adjustments to cost basis may have been made for prior income received and subsequently reclassified by the issuer as a return of capital. In addition, corporate action events may require adjustments to your original cost basis. Return of capital information and cost basis intonation. as it relates to corporate actions, has been obtained from sources we believe to be reliable. Adjustments to cost basis can be made after year-end, in particular, for return of capital adjustments, but nay also include adjustments for corporate action events. Therefore there may be differences in cost basis reflected on your monthly client brokerage statement at year end versus any subsequent reports, including your 1099.8 or online displays you may have available to you. When you report your cost basis on your tax return, it should be verified using all of your own records. In particular, there may be other adjustments which you need to make, but are not required to be made by Pershing as it relates to H.R. 1424. You should consult with your tax advisor in order to property report your gain or loss for tax purposes. Pershing shall not be responsible for and makes no representations or warranties with respect to the accuracy of any information that you report to the IRS or other taxing authorities, and, accordingly, disclaims any and all liability that may arise with respect to your use and reiance on the information provided herein for such reporting. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event one or more of these attrtutes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds, foreign bonds, variable rates, bonds in default, index-linked bonds, bonds sold shod or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. 13 The cost basis of this security has been provided to us by the delivering km or transferring agent and Pershing makes no representation as to the accuracy of this information. Please refer to the Your Account Information Section in your brokerage account statement for your accounts existing tax-lot disposition method. The disposition method is the method which you have selected to use in the disposal of each tax lot of the securities held in your account. If you do not select a method, your account will be defaulted to First In, Fist Out (FIFO). Your accounts selected tax lot method wit be used to determine the cost basis for calculating gain and/or loss, unless another method was selected at the time of the security disposal, and this may be reported on the IRS Form 1099-8. Account Number pi, Cso Wink, n011 paperless s✓JLTH ERN F CONFIDENTIAL - PURSUANT TO FED. R CRINI. P. 6(e) F IDAENTIAL A LLC. Page 13 of 20 Rat.. tacenordi Lyon. V... Since 2007 0ALBAR RATED COMMUNICATIONS rxciurner SDNY_GM_00045641 OB-SDNY-0008465 EFIA_00156250 EFTA01288613 Messages Federal Depose Insurance Corporation (FDIC)-Insured Bank Deposits are not protected by Securities Investor Protection Corporation.(SIPC). For disclosure of rates for DWS money market funds. please vise the 0WS Investments websee at hdpw/Awverdws-investments.corniENlmoducts/money-market-funds-yieldstsp. Please rote that all money market funds listed on the website may not be offered through us. Although a money market mutual fund seeks to preserve the value of your investment at $1 per share, it is possible to lose money by investing in a money market mutual fund. Shares of a money market mutual fund or the balance of a bank deposit product held in your brokerage account may be liquidated upon request with the proceeds credited to your brokerage account Please see the money market mutual fund's prospectus or the bank deposit products disclosure document or contact your advisor for additional information. Deutsche Bank has combined its asset and wealth management operationsaincluding Deutsche Bank Alex. Brownainto a single division operating under the Deutsche Asset & Wealth Management brand and future communications will reflect this change. Your account will continue to be serviced by and securities will continue to be offered through Deutsche Bank Securities Inc., a registered broker-dealer and investment adviser. vitich conducts investment banking and securities activities in the United States. Deutsche Bank Securities Inc. is a member of FINRA, NYSE and SIPC. The new brand name has no effect on your account. Your portfolio and holdings will not change as a result of the rebranding. Activity Sum m ary (Ni amounts shown are in base currency) Crests This Period Year-to-Date Debits This Period Year-to-Date Securities Secrtes Secunbes Bought 0.00 0.00 Securities Bought -597.373.02 -19.812.268 11 Secunbes Sold 416.236.48 17,854,455.34 Securities Sold 0 CO 0 CO Total Securities $416,236.46 $17,654,455.34 Total Securities 4597.373.02 419,812,268.11 Dividends and Interest $316,571.17 $1,665,264.87 Dividends and Interest 10.00 ,193,507.51 Distributions $4,655.688.93 $6,772.805.90 Distributions $0.00 10.00 Fees $0.00 $0.00 Fees $0.00 -154.00 Cash Cash Withdrawals 0.00 0.0D Withdrawals -273.00000 -1,331,245.00 Deposits 0.00 11,188,787.15 Deposits 0 00 0.00 Total Cash $0.00 $11,148,767.15 Total Cash -$273,000.00 -$1,331,245.00 FDIC Insured Bank Deposits $0.00 $37,486,437.18 FDIC Insured Bank Deposits $0.00 -$19,304,764.85 Money Market Funds $601,293.02 $9,928,670.15 Money Market Funds -$2,592,703.51 -$42,314,450.16 Total Credits 66,191,789.60 585,096,640.59 Total Debits -$3,763,076.53 .$82,686,589.66 Page 14 of 20 UPAN v[ Account Number: SOL THERN Rabid Excellent, (very Year Stub 2007 CON F I DriTriA DALBAR RATED COMMUNCATIONS exarterNer CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) Go paperless rentres....t .e.=• ' re ns= SDNY_GM_00045642 OB-SDNY-0008466 EFTA_00 156251 EFTA01288614 MD 21203 Transactions by Type of Activity Proms,/ Trade/ Settlement Transaction Date Date Activi Searltles Bought and Sold 08/06114 08/01/14 PURCHASED M BLY 08106114 08101114 SOLD PM 08/08/14 08/05/14 PURCHASED FM I 08112114 08107/14 SOLD PM 08119114 08114/14 SOLD PM 08122114 08119114 SOLD PM 08129/14 08126/14 SOLD N Oruisre Rant Prmair WeahnPaptagenmt Pdaeals Coon., 6,0.4) Mttsag Se ctonerac Ile V.4 Paco la Put Ammo. 160. Met War int 10. 101A4 Dew ion Dean Statement Period: 0010112/14 -0113112114 Price Accrued littered Amount Curren Total Securities Bought and Sold - UNITED STATES DOLLAR Dividends and Interest 08104114 CASH DIVIDEND RECEIVED 842400FU2 08/08114 CASH DIVIDEND RECEIVED 8K 08/14114 CASH DIVIDEND RECEIVED AAPL 08/15/14 CASH DIVIDEND RECEIVED ALLY PRB 08/15/14 BOND INTEREST RECEIVED ALLY PRA ti0AB IOU t SOUTHERN NON N FIDAENTIAL CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) MO BILEYE NV AMSTELVEEN ORD SI-S ISIAH, L0010831061 800.000 25.0000 -20.000.013 USD PROSPECTUS UNDER SEPARATE COVER 'MORGAN CHASE & CO COM ISINS L446625111005 -1.150100 56.5112 81,889 92 LSD UNSOLICITED ORDER FOUNDATION MEDICINE INC COM UNSOL AVERAGE UNIT 24.830.000 23.1928 -577.37302 LSD PRICE TRANSACTION YOUR BROKER ACTED AS AGENT "MORGAN CHASE & CO COM 'SINS 6S46625H 1005 BKCM -1.450.000 56.6800 82,091.18 I. SO A PERSHING AFF1UATE MAKES A MKT IN THIS SECURITY ACTED AS PRINCIPAL UNSOLICITED ORDER PMORGAN CHASE 8 CO COM 'SINS US16625H 1005 BKCM 4450.003 56.9150 82.131.92 USD A PERSHING AFRUATE M AXES A MKT IN THIS SECURITY 8 ACTED AS PRINCIPAL UNSOLICITED ORDER .P MORGAN CHASE & CO COM ISMS LS46625H 1005 BKCM -1,450.000 57.5955 83,418.63 LSO A PERSHING AFFIUATE MAKES A MKT IN THIS SECURITY ACTED AS PRINCIPAL SOLICITED ORDER .P M ORGAN CHASE & CO COM ISINO 6S46625H 1005 BKCM -1.450.000 59.6550 86.404.83 U SO A PERSHING AFFlUATE MAKES A MKT IN THIS SECURITY & ACTED AS PRINCIPAL UNSOLICITED ORDER 0.00 -111,136.51 SOUTHERN CALIF EDISON CO PREF SER E 6 250% 02/01122 93.750.00 USD WE RD 07105 PD 08101/14 CASH PAYMENT 3000000 250000 SHRS BANK OF NEW YORK MELLON COPP COM RD 42,500.00 USD 07/29 PD 08108114 14000 SF RS APPLE INC COM RD 08111 PO 08114/14 6,580.00 USD 126600 SF RS ALLY FlNL INC PERP PEI/ FIXED!FLTG RATE SER 67.256.25 USD A CALLABLE COUPON 85% PERPETUAL MATURITY CALL° 25 05/15/16 RD 08101 PD 08/15111 80000 SHRS GM AC CAP TR I GTD TR PFD SECS SER 2 8125% 40.62504 USD AXED RATE/ FLTG RD 08/14 PD 08/15114 Account Num ber. Go paperless Page 15 of 20 Rated ace0orell Lyon, Vs. Siva 2007 CAL BAR RATED COMMUNCATIONS rxesurner SDNY_GM_00045643 DB-SDNY-0008467 EFTA_00 156252 EFTA01288615 Transactions by Type of Activity (continued) Process/ Tradel Settlement Transaction Date Date Activity Type Dividends and Interest (continued) 08115/11 BOA D INTEREST RECEIVED 81760NAN9 08125/14 BOND INTEREST RECEIVED 1266901S1 08125114 80AD INTEREST RECEIVED 939336520 08/29114 MONEY MARKET RIND INCOME RECEIVED 233993682 Total Dividends and Interest - UNITED STATES DOLLAR Distributions 08105/14 SECURITY REDEEMED 78423E116 Dean -an Quan Price Awued 'Merest Amount Curren 1110000 SETNICEM ASTER CO SR NT CUSIP FULLY EXCHANGED FROM OLD CUSP 81760NAL3 8.000% 02115120 WE DTD 02/13/12 CLB RD 07/31 PO 08/15114 1500000 COUNTRYWIDE HOME LOANS SER 03.1 CL 81 4.090% 03125/33 B/E DTD 01130103 RD 07131 PD 08125/14 1290000 WASFINGTON litiTMTG SECS CORP 2004•RA2 MTG PASSTFRI, CTF C1 GB-1 VAR RATE 6.972% 07125/33 WE DTD 06/01/01 RD 07131 PD 08125111 DWSGOVT CAST INSTL 57.60010 LSD 5.099.04 LSD 4,345.22 LSD 815.62 LSD SG STRUCTURED PRODS INC COMMODITY LKD MKT PLUS •2,000,000000 PROTECTED NOTES0 000% 0810511/ B/E DTD 07/30113 ACCOUNT REDEMPTION 08/25/14 RETURN OF PRINCIPAL 4500000 COUNTRYWIDE HOME LOANS SER 03-1 CL 81 RECEIVED 4.090% 03125133 B/E DTD 01130/03 RD 07131 PD 08125/14 12669DYS1 08/25/14 RETURN OF PRINCIPAL RECEIVED 939336520 1290000 WASFINGTON MLTMTG SECS CORP 2001.RA2 MTG PASSTHIL CTF CL C.B-1 VAR RATE 6.972% 07125/33 WE DTD 06101/01 RD 07131 PD 08125/11 08129111 PARTN ERSF IP DISTRIBUTION 263157 SF RS APOLLO GLOBAL MGM T LLC CL A SHS RD APO 08122 PD 0812911/ 08/29/14 SECL Rill REDEEMED 40132XFPI FS8C USA INC MEDIUM TERM NTS BUFFERED NOTES LKO •2,000,000000 TO EURO STOXX 50 0.000% 0812911/ WE DTO 05/30/13 ACCOLAT REDEMPTION 0.00 315,571.17 2.200.000.00 LSD 20,968.61 LSD 206.05 USD 121,052 22 USD 2,313,462 05 LS0 Total Distributions • UNITED STATES DOLLAR Cash Withdrawalsand Deposits 08/11/14 FEDERAL FUNDS SENT L/ S0999997 Total Cash Withdrawals and Deposits • UNITED STATES DOLLAR Money Market Funds 08/01/14 MONEY FUND PURCHASE DWSGOVT CAST INSTL USD999997 08/05/11 MONEY FUND PURCHASE DWSGOVTCASH INSTL USD999997 DEUTSCHE BANK TRUST 0.00 4455,688.93 -273.00000 LSD 08A0 Moll CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) THERM LLC. ONFI DENTIAL SOU Account Num Der. N4G-023801 Go paperless 0.00 -213,000.00 -5,801.20 LSD -2.093.750.00 LSD Rated twalleria beefy Yew LOC • 2007 DAL OAR RA TED COMMUNCATKINS r XCII, I NCI Page 16 of 20 war.i.tro...":= =:Z= •••••••,.“....n.••••••• -- SONY GM 00045644 DB-SDNY-0008468 EFTA_00 156253 EFTA01288616 PC 11Ot 17/P. &11 mat MD 21203 Or0.0e118/0 Pn00v/eahnramitenml Weals Coorape6,0111 Dezisthi Sat 501. 1e.1% Mee von Onto In Pan Asoneo. Halter War yen. re/ 10114 Transactions by Type of Activity (continued) Procem/ Trader Settlement Transaction Date Date Activi Dena ion Doan Statement Period: 0810112014 • 0813112014 Price Accreed Interest Amount Curren Money Market Funds (continued) 08/06/14 MONEY FUND PURCFASE DWSGOVT CASK INSTL -261.88992 LSO US0999997 08108114 MONEY FUND REDEMPTION DWSGOVT CASh INSTL 534,873 02 LSD USD999997 08112114 MONEY FUND PURChASE DWSGOVT CASh INSTL -82,091.18 LSO USD999997 08/1014 MONEY FUND REDEMPTION DWSGOVT CAST INSTL 266.120 00 LSO U S0999997 08118/14 MONEY FUND PURChASE DWSGOVT CASK INSTL -165,18129 LSO USD999997 08/19114 MONEY FUND PURChASE DWS GM? CASK INSTL -82.431.92 LSD USD999997 08/22/14 MONEY FUND PURChASE DWSGOVT CASh INSTL 43,118.63 LSD USD999997 08/26/14 MONEY FUND PURChASE DWSGOVT CASh INSTL -30.61892 LSO USD999997 08/29/14 MONEY FUND PtiRCFASE DWSGOVT CAST INSTL -86,401.83 LSD USD999997 08129114 MONEY MARKET FUND DWS GOVT CAST INSTL INCOME REINVESTED -81562 LSD REINVESTMENT 233993682 Total Money Market Funds- UNITED STATES DOLLAR 0.00 4,091,110.19 Total Value of Transactions 0.00 2,120,713.07 USD The price and quantity displayed may have been rounded. tint, Roll SOL IZ1 LLC. FIDE1SMAL ON CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) THER Page 17 of 20 Account Number. Go paperless IlalcY tacollordi Envy Vp.D. Uwe Z007 0ALOAR RATED COMMUNOTIONS rxerturNCI SDNY_GM_00045645 DB-SDNY-0008469 EFTA 00156254 EFTA01288617 Bond Maturity Schedule Bond Maturity Market Value % of Bond Market Value 1 to 6 months 1,050,400.00 4% n 1 to 5 years 4.402.500 00 16% [Th 6 to 10 years 6.895.650 00 25% F1 Over 10 years 14,965.231 89 55% n Total 27.313,71119 100% Bond Quality Bond Duality Market Valve % of Bond Market Value ea> 5,620,000.00 21% • BAflower 19,744,214.20 72% hot Rated 1.949.567.69 7% Total 27,313,78139 100% Client Service Information Percentages of bond market values are rounded to the nearest whole percentage. Percentages of bond market values are rounded to the nearest whole percentage. Your Client Advisor: IDS TAZIA SMITH 345 PARK AVEh. LE 14TH FLOOR KEW YORK KY 10154 Your Account Information Contact Information Telephone Number: Tax Lot Default Disposition Method Default M ethod for Mutual Funds: FIRST IN FIRST OUT Default Method for Stocks In a Dividend Reinvestment Plan: Default Method for all Other SOCUlitlet FIRST IN FIRST OUT Electronic Delivery You have not selected any account communications for electronic delivery. To register and turn off paper corn m unications. log in to your account or contact your Client Advisor for more inform ation. FIRST IN FIRST OUT Important Information and Disclosures Pricing This section includes the net market value of the securities in your account on a settlement dale basis, including short positions, at the close of the statement period. The market prices have been obtained from sources which we believe to be reliable. Pershing may not use the dosing price of the particular exchange or marketplace where your posmon was purchased as the 'Market Price.' Secunties for which a price is not available an marked "N/A— arid are omitted from the Total. THE AS OF PRICE DATE ONLY APPEARS WHEN THE PRICE DATE DOES NOT EQUAL THE STATEMENT DATE. Estimated Annual Figures The estimated annual income (EAI) and estimated annual yield (EAY) figures are estimates and for informational purposes only. These figures are not considered to be a forecast or guarantee of future results. Account Number Pisa tavidler• WIA8 ROO. Go paperless I very Vane Slate 2007 DALBAR RAT SOL THERA u NFID-ENTIAc--- rgariartraerED COMMUNICATIONS CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Page 18 of 20 SDNY_GM_00045646 DB-SDNY-0008470 EFTA_00 156255 EFTA01288618 0...atre Pam a,,nI Voslin PAanair,tat M*'e Cintne G.0.9 0..,u la Nom S.W... M. Yew. York Offite 10 Pant Annw. noct Wave SA Pa IOVA Statement Period: 08/01/2014 • 08/3112014 Important Information and Disclosures (continued) Estimated Annual Figures (continued) These figures are computed using information from providers believed to be reliable; however, no assurance can be made as to the accuracy. Since interest and dividend rates are subject to change at any time, and may be affected by current and future economic, political, and business conditions, they should not be relied on for making investment, trading, or tax decisions. These figures assume that the position quantities, interest and dividend rates, and prices remain constant. A capital gain or return of principal may be included in the figures for certain securities. thereby overstating them. Refer to www.pershing.combusiness_continuity.htnl for specific details as to formulas used to calculate the figures. Accrued interest represents interest earned but not yet received. Reinvestment The dollar amount of Mutual Fund distributions, Money Market Fund dividend income, Bank Deposit interest income, or dividends for other securities shown on your statement may have been reinvested. You will not receive confirmation of these reinvestments. Upon written request to your financial institution, information pertaining to these transactions, including the time of execution and the name of the person from whom your security was purchased, may be obtained. In dividend reinvestment transactions. Pershing acts as your agent and receives payment for order flow. Options Information with respect to commissions and other charges incurred in connection with the execution of option transactions has been included in confrmations previously furnished to you. A summary of this information is available to you promptly upon your written request directed to your introducing firm. In order to assist your introducing firm in maintaining current background and financial information concerning your option accounts, please promptly advise them in writing of any material change in your investment objectives or financial situation. Expiring options which are valuable are exercised automatically pursuant to the exercise by exception procedure of the Options Clearing Corporation. Additional information regarding this procedure is available upon written request to your introducing firm. Proxy Vote Securities not fully paid for in your margin account may be lent by Pershing to itself or others in accordance with the terms outlined in the Margin Agreement. The right to vote your shares held on margin may be reduced by the amount of shares on loan. The Proxy Voting Instruction Form sent to you may reflect a smaller number of shares entitled to vote than the number of shares in your margin account. Foreign Currency Transactions Pershing may execute foreign currency transactions as principal for your account Pershing may automatically convert foreign currency to or from U.S. dollars for dividends and similar corporate action transactions unless you instruct your financial organization otherwise. Pershing's currency conversion rate Will not exceed the highest interbank conversion rate identified from customary banking sources on the conversion date or the prior business day, increased by up to 1%, unless a particular rate is required by applicable law. Your financial organization may also increase the currency conversion rate. This conversion rate may differ from rates in effect on the date you executed a transaction, incurred a charge, or received a credit. Transactions converted by agents (such as depositories) wig be billed at the rates such agents use. Ratings This statement may contain credit rating information obtained from Standard & Poors. Reproducing and distributing any information received from Standard & Poors is not permitted without prior written authorization from Standard 8. Poor's. Standard & Pools does not guarantee the accuracy, completeness, timeliness or availability of any information. Standard & Pools is not responsible for any errors or emissions, regardless of the cause, or for the results of using such content. Standard & Pools makes no express or implied warranties including warranties of merchantability or fitness for a particular purpose. Standard 8 Pools shall not be legally responsible for any fees, costs, expenses or losses in connection with the use of their content Credit ratings are opinions and not statements of facts; are not recommendations to purchase, hold or sell securities; and do not address suitability for investment purpose. Credit ratings should not be relied upon as investment advice. Bond Maturity Schedule Bonds that are in default are not included. Bond Quality Bond quality ratings reflect Moody's or Standard and POP'S ratings. Bonds may be rated by other services. Bonds that are in default are not included. Please refer to your Portfolio Holdings section. Page 19 of 20 Account Number: Rabid excellent, 108A11 MOLL GO paperless Lyon, V... SSW, 2'007 LAMAR RAT CD COMMUNIG‘TIONS CONFIDENTIAL - PURSUANT TO FED. R CRINI. P. 6706THEIMCON F I DriTrIA rxentrtraer SDNY_GM_00045647 OB-SDNY-00O8471 EFTA_00156256 EFTA01288619 Important Information and Disclosures (continued) The Role of Pershing • Pershing carries your account as clearing broker pursuant to a cleanrg agreement with your financial institution. Pershing may accept from your financial institution without inquiry or investigation (i) orders for the purchase and sale of securities and other property and (II) any other instructions concerning your account. Pershing is not responsible or liable for any acts or omissions of your financial institution or its employees and it does not supervise them. Pershing provides no investment advice nor does it assess the suitability of any transaction or order. Pershing acts as the agent of your financial institution and you agree that you will not hold Pershing or any person controlling or under common control with it liable for any investment losses incurred by you. • Pershing performs several key functions at the direction of your financial institution. It acts as custodian for funds and securities you may deposit with it directly or through your financial institution or that it receives as the result of securities transactions it processes. • Your financial institution is responsible for adherence to the securities laws. regulations and rules which apply to it regarding its own operations and the supervision of your account its sales representatives and other personnel. Your financial institution is also responsible for approving the opening of accounts and obtaining account documents; the acceptance and, in certain instances, execution of securities orders; the assessment of the suitability of those transactions. where applicable: the rendering of investment advice, if any, to you and n general, for the ongoing relationship that it has with you. • Inquiries conceming the positions and balances in your account may be directed to the Pershing Customer Service Department at (201)413-3333. AI other inquiries regarding your account or activity should be directed to your financial institution. Your financial organization's contact information can be found on the first page of this statement • For a description of other functions performed by Pershing please consult the Disclosure Statement provided to you upon the opening of your account. This notice is not meant as a definitive enumeration of every possible circumstance, but as a general disclosure. It you have any questions regarding this notice or if you would like additional copies of the Disclosure Statement, please contact your financial institution. • Pershing is a member of the Securities Investor Protection Corporation (SIPCI. Please note that SIPC does not protect against loss due to market fluctuation. In addition to SIPC protection, Pershing provides coverage in excess of SIPC limits. For more detailed information please visit: www.pershing.comfstrength_stability.html. • This statement will be deemed conclusive. You are advised to report any inaccuracy or discrepancy (includng unauthorized trading), to your financial organization and Pershing, within ten days after receipt of this statement. Please be advised that any oral communication should be re-confirmed in writing to further protect your rights, including your rights under the Securities Investor Protection Act. • Your financial organization's contact information can be found on the first page of this statement. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City, New Jersey 07399; Errors and Omissions excepted. Important Arbitration Disclosures • All parties to this agreement are giving up the right to sue each other n court. including the right to a trial by jury, except as provided by the rules of the arbitration forum in which a claim is filed. • Arbitration awards are generally final and binding; a party's ability to have a court reverse or modify an arbitration award is very limited. • The ability of the parties to obtain documents, witness statements and other discovery is generally more limited in arbitration than in court proceedings. • The arbitrators do not have to explain the reason(s) for their award, unless, in an eligible case, a joint request for an explained decision has been submitted by all patties to the panel at least 20 days prior to the first scheduled hearing date. • The panel of arbitrators WI typically include a minority of arbitrators who were or are affiliated with the securities industry. • The rules of some arbitration forums may impose tine limits for Cringing a claim in arbitration. In some cases, a claim that is ineligible for arbitration may be brought in court. • The rules of the arbitration forum in which the claim is filed, and any amendments thereto, shall be incorporated into this agreement. Important Arbitration Agreement Any controversy between you and Pershing LLC shad be submitted to arbitration before the Financial Industry Regulatory Authority. No person shall bring a putative or certified class action to arbitration, nor seek to enforce any predispute arbitration agreement against any person who has initiated in court a putative class action, who is a member of a putative class who has not opted out of the class with respect to any claims encompassed by the putative class action until; (I) the class certification is denied; (II) the class is decertified; or (III) the client is excluded from the class by the court. Such forbearance to enforce an agreement to arbitrate shall not constitute a waiver of any rights under this agreement except to the extent stated herein. The laws of the State of New York govem. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City, New Jersey 07399; Page 20 of 20 Account Num ben Go paperless L k LLC. F I DrarIAL CONFIDENTIAL — PURSUANT TO FED. R CRINI P. 6(e) TM ERN N Rated tocellon. [very v«. Since 2007 CALMAR RATED COMMUNICATIONS rxenurner :%17.Stre,====r -rt a SDNY_GM_00045648 013-SDNY-0008472 EFrA_00 156257 EFTA01288620 PO Set 17/8. Mere" PADM203 Molt, t R•ni anp,n vosiommip,tat M.W4CS Ong.< Gs., O..114 1.0•1•141,.., M. Vint brit Mar JOIN. Ittnik, Valuation at a Glance Account Number: Statement Period:07/01/914 -07/3112114 Thus Period Year-to-Date SOUTHERN FINANCIAL LLC Beginning Account Value $104,484,144.07 $90,573,050.28 6100 RED HOOK QUARTER B3 het Cash Deposits and Withdrawals 174,637.50 10,110,542.15 ST THOMAS VI 00802 AdJuged Previous Account Value 104,850,782.17 100,803,692.43 Dividends. Interest and Other Income 56,959.99 1,918,161.63 Net Other Activity -18.00 -5400 Net Chan e in Portfolio -1,080.05872 973.959 38 nding Account Value 5103 635 665 44 S103 635 665 44 Your Client Advisor: Estim ated Annual Morn e $3.883.464.43 TAZIA SM Ilk Asset Allocation Prior Year-6d lad Period This Period % Alocatioe USD Cash. Money Funds. and Bank Deposits 18,295,949.71 28,725,102.30 30,329,970.74 2927% USD Fixed Income 27,136,972.38 25,298,134.48 23,923,091.06 23.08% Non.li SD Fixed Income 10,227,309.46 7,819,092.00 7,759,787.00 7.49% USD Equities 30,410,519.65 39,280,677.80 41,232,354.98 win Non-USD Cash, Money Funds, and Bank Deposits 402.106.34 399,538.09 390.461.68 0.38% Non-USD Equities 3.132192.74 2,961,600.00 0.00 0.00% Other 363.000.00 0.00 0.00 0.00% Account Total (Pie Chart) $90,573,050.28 3104,484,144.07 3103,035,806.44 100.00% See page 2 piths statement for important information regarding the Asset Allocation section. Otint, ROIL CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) 5.0098073CMOD Go paperless CON FIDAENTIAL Pa Chan allocahon only includes products that are of poMwe value. Assets of less than 1%o1 !tidings will not display on this pe chart Page lot 19 Rated facellenli Ls...v.War Since 2'007 DAL BAR RATEDCOMMUNICATIONS rxesu SDNY_GM_00045649 OB-SDNY-000,3473 EFEk_00156258 EFTA01288621 Asset Allocation Disclosure and Footnotes Certain values have been defaulted into the Other Asset Class due to incomplete categorizing data Al values are displayed in U.S. dollars based on interbank exchange rates as of 07/31/2014. Exchange rates can vary. Equities contains Equity Mutual Funds. Summary of Gains and Losses Realized Unrealized This Period Year-to-Date Short•Terin Gain/Loss 11,982 42 16.232 52 2.473.732.20 Long-Term Gain, Loss -1.211.275 73 -4,417.247 47 -53.473.67 Net GaIn/Loss -1,199,293.31 -4,401,014.95 2,420,25813 This summary excludes transactions where cost basis information is not available. Exchange Rate Table Global Cash Currency Currency USO Equivalent per USD Corrency Closing Balance Mount in Base Currency USD EURO 1 3379 0.7474 EURO 291.846 67 390 461 66 Exchange rates are based on interbank exchange rates as of 07/31/2014. Exchange rates can vary. Total Global Cash Balance 9390,461.66 Money Market Fund Detail Date Activity Type Desaiption Amount Balance Sweep Money Market Fund OwS GOVERNMENT CASH IN STI. Account Number: Current Yield: 0.03% Activity Ending:. 07131114 07101114 Opening Balance 28.725.10230 28.725.102.30 07/02114 Withdrawal MONEY RIND REDEMPTION -18.00 28.721084.30 0710911/ Withdrawal MONEY FUND REDEMPTION -170.000.00 28,555,084.30 07114114 Deposit MONEY FUNCI FURCFASE 344,637.50 28,899,721.80 07116114 Deposit MONEY FUND FURCFASE 1.144.800.00 30.044.521.80 01111114 Deposit MONEY FUND FURCFASE 31568.89 30.080.090.69 07121114 Deposit MONEY FUND PURCFASE 85,29996 30,165,390.65 07128114 Deposit MONEY FUND PURCFASE 158,02825 30,323,418.90 07/31114 Deposit INCOME REINVEST 750.64 30,324.169 54 07131114 Closing Balance 930,324,169.54 Total All Money Market Funds 930,324,169.54 Page 2 of 19 111 SOUTHERN CH LLC. ON FIDENTIAL CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Account Number. Go paperless Romd [moiler. Envy V... MCe 2007 DAL BA[ RATED COMMUNICATIONS rxesurmer SDNY_GM_00045650 DB-SDNY-0008474 EFTA_00 156259 EFTA01288622 ()PASO( Um prvwm Wea•n•Aptagenem Marais tonwit GN•P DesCulv Star Oe. Inc Mow 0lk• PC trot.: MO 21203 HS Put Asa. loth lbw Wm** NY 10114 Statement Period: 0710112014 • 07/3112014 Income and Expense Summary Current Period Year•lo.Dale Taxable Non Taxable Taxable Non Taxable Dividend Income Equities 10,86120 DOO 352,120.98 0.00 Money Market 750.64 0.00 2,771.83 0.00 Other Dividends 0.00 0.00 405,25520 0 00 Interest Income Bond interest 15,318.15 0.00 628,816.95 000 FDIC Insured Bank Deposts 0.00 0.00 2,691.15 0.00 Other Interest 0.00 0.00 81.250.08 0 00 Total Dividends, nterest, Income and Expenses 06,959.99 $0.00 $1,472,908.19 9.00 Distributions Allemative Weft ents 0 00 0 00 0.00 505 261 44 Other Distributions 0.00 57.770 13 0.00 467 055 53 Total Distributions $0.00 157,770.13 $0.00 8972,110.97 Portfolio Holdings U.S. DOLLARS Account Opening Date Quantity Number Activity bag Openlog Balance Oodng Balance Accrued Income Income OilYear 30-Day Yield Omit Yield Cash, Money Funds, and Bank Deposits Cash Balance 0.00 5.801.20 Money Market DWS GOVERNMENT CASH !USTI. 0710111/ 30.324,169 540 07131114 28.725.102.30 30.324.169.54 0.00 2,771.83 0.03% 0.03% Total Money Market 126,726,102.30 $30,324,169.64 $0.00 12,771.83 FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM 0710111/ 07131114 0.00 0.00 0.00 2,891.15 N/A N/A Total FDIC Insured Bank Deposits $0.00 $0.00 $0.00 12,691.16 Total Cash, Money Funds, and Bank Deposits 126,725,102.30 $30,329,970.74 $0.00 $5,162.111 Deno .01 Page 3 of 19 Account Number: Go paperless CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) F I DAENTIAL SOLTHERN ct, Rated tocollenti (very Van Woos 2007 DAL OAR MUD COMMUNC4TIONS rxesturner .77.3-Tre.7:::7.==yernt= SDNY_GM_00045651 DB-SDNY-0008475 EFTA_00156260 EFTA01288623 Portfolio Holdings (continued) U.S. DOLLARS (continued) Cate Acquired Quantity Unit Cog Fixed Income (In Ma:only Date Sequence) 'Asset Barked Securities COUNTRYWIDE HOME LOANS SEA 03.1 CL B11.090% 03125133 B/E DTD 01130/03 FaMor 023647713 Effect. Dale:07/01/14 Current Face Value, 1.064.117.085 12/13113 '.3.12 4,500,000.000 93.3760 Adjusted Cog Basis Market Price Market Value Unrealized Gild Loss Acaued Egimated Estimated Inters Anneal Income Yield WASHINGTON II UT MTG SECS CORP 1004•RA2 TG PASST8RU CTF CL C.B.1 VAR RATE 6.973% 07/25/33 WE DID 06/01/04 Sd P Rating D Fagot 0.57972181 Eflectne Dale.07/01/14 Current Face Value: 717.840.877 12/13/13 ..1.12 1,290,000.000 76 5190 Security Identifier: 11669DYS1 993.66269 86.5880 Onginal Cosl Basis: 51.111.573.07 Security Identifier: 939338310 572 237.44 86.9620 Original Cost Basis 5638.906.71 31,565,900.13 921,12368 650,337 38 Total Asset Backed Securities 5,790,000.000 Total Current Face Value : 1,811,987.981 Corporate Bonds 1SG STRUCTURED PRODS INC COMMODITY LKD MKT PLUS PROTECTED NOTES 0.000% 08/05/14 WE DTO 07/30/13 07/25/13 '.11.13 2,000,000.000 100 0000 1HSBC USA INC MEDIUM TERM NTS BUFFERED NOTES LKD TO EURO STOXX 50 0.000% 08/29/11 BIE DTO 05/30/13 05121113 'nu 2,000,000.000 100 0000 RN ORGAN CHASE & CO M MUM TERM NTS CAPPED CONTINGENT BUFFERED EOLITY NTS 0.000% 10/16/14 WE DTD 09/27/13 12105/13 '.3.12 1,000,000.000 100 0000 PETROLEOS OE VENEZUELA NOTES SENIOR 'SINS X50460546525 5.000% 10/28/15 REG DID 10/28/09 S 8 P Rating B4 12104113'.3.12 2,500,000.000 93.1760 VIIAD 14011 SOL LUC. F I DrismA L CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) THERM C.N N Security Identifier: 78113EHS8 2,000,000.00 109.1200 Onginal Cosl Ban 52.000.000.00 Security Identifier: 40432XFP1 2.000.000.00 111.1300 Original Cosl Basis: 52,000,000.00 Security Identifier: 41126NVE4 1,000,000.00 103.5900 Original Cosi Basis: 51.000.0f10 00 Security Identifier: P7807HAF2 2,329,395.36 93.8750 Original Cost Basis 52,250,000.00 31,571,761.08 2,182,100.00 2,222,600 00 1,035,900.00 2,316 875 00 .72,239.01 78,049 91 3,626.97 4,346 08 15,880.93 87,973.05 30.00 182,400 00 0.00 222,600 00 0.00 35,900 00 0.00 17,479.64 31,911.11 125,000.00 5.32% Page 4 of 19 Account Num ber. Go paperless Rated excellent L very Vs. Lace 2007 ML BAR RATED 00MMUNCATOONS 7XCIIILL7Ner SDNY_GM_00045652 DB-SDNY-0008476 EFTA_00156261 EFTA01288624 P.O. Om 177& Bahnnot•MOV203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Am:mired Quantity Unit Cost Fixed Income (continued) Corporate Bonds (continued) HEADWATERS INC GTO SR NT 7.625% 04/01/19 B/E DTO 03/11/11 CALLABLE 04101115@ 103813 Moody Rating 62 St P Rating B• 10122/12 *AA Adjusted Cost Basis On/Key Ram PonieVeAtaiinhianap--tent Miniet% COM< 4 ,04P 0...s014 SeIVri AC lire bet Mc* Na Pan Anerffits. Mk I to Market Nice Market Value Statement Period: 07/01/2014 - 07/31/2010 Unrealized Gain/ Loss Accrued Interest Estimated Estimated Annual Income Yield 1,000.00,0.000 102 2300 EARTHUNK INC GTD SR NT FULLY EXCHANGED CUSP FROM 270321A88 8.875% 05/15/19 NE DTD 05117111 CALLABLE 05/15115 S 6 P Rating CCC. 10/22/12 '.3.12 400,000.000 102 7280 10123112 . .3•I2 600.000.000 102 5350 Total Noncerered 1,000,000.000 Total 1,000,000.000 SERVICEM ASTER CO SR NT - CUSP FULLY EXCHANGED FROM OLD CUSP 81760hAL3 8.000% 02115720 WE DTD 02/13/12 Moody Rating CAA1 S 8 P Rating Eli 01124113 '.12.13 440000.000 104 6890 02125113 'AM 1.000.000.000 105 2120 Total Nononered 1,440,000.000 Total 1,40,011.101 LLOYDS TSB BK PLC EURO ISSUE MEDIUM TERM AO TESISIA XS0717735822 9.875% 12/16/21 REG DID 12/16/11 Moody Rating Bat S8 P Rating BBB 12104/13 '.3.12 1.500.000.000 108.0100 I rtAil von A LLD. FIDEMAL ON S CONFIDENTIAL — PURSUANT TO FED. R CRINA. P. 6(e) ERA W/F Security Identifier: 42210PAOS 1.022.304.34 105.0000 Original Cosi Basis 51.035.000.00 Security Identifier: 270321AC6 410.912.83 102.2500 Original Cosi Basis. 5414,000.00 615.210 29 102 2500 Original Cosl Basis $619,500.00 1,026,123.12 81,028,123.12 Security Identifier: 81760NAN9 160.632.52 105,7500 Original Cosl Basis' $468,050.00 1.052.117 23 105.7500 Original Cosl Basis 51,070,000.00 1 512 749.75 11,612,741.75 Security Identifier: GISISPP48 1.620.150.31 117.3750 Original Cosl Basis $1,627,500.00 1,050,000.00 409,000 00 613.500 00 1,022,500.00 11,022,500.00 465.300 01 1,057.499 99 1,522,800.00 11,622,100.00 1.760.625 00 27.69516 25.416 67 76,250.00 7.26% -1.912.83 7,494.44 35,500.00 8.67% -1.710.29 11.241 67 53.250.00 6.67% .3,623.12 18,736.11 88,750.00 -0,03.12 111,731.11 01,750.00 4.667.49 16.231 11 35.200.00 7.56% 5.382 76 36.888 89 80.000.00 7.56% 10,050.25 53,120.00 115,200.00 $10,050.25 03,120.10 1115,200.00 140.474 63 92.166 67 148.125.00 8.41% Page 5 of 19 Account Number. Go paperless tacellenil (very Va. SMC. 2'007 DAL BAR RATED COMMUNICATIONS rxenurnser SDNY_GM_00045653 OB-SDNY-0008477 EFTA_00156262 EFTA01288625 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quality Unit Cost Fixed Income (continued) Corporate Bonds (continued) SOUTHERN CAUF EDISON CO PREF SERE 6.250% 02/01122 WE DTD 01/17112 CALLABLE 02101122 Moody Rating BAA1 S& P Rating 8B13- 01130112 '.3,12 3,000800.000 99 8000 2,994,009.46 108.5000 3,255,000 00 Original Cog Basis: 52.992,58417 BARCLAYS 8K PLC CONTINGENT CAP NT Security Identifier: 06739FHKO ISIN 01,506739Ft-1(03 7.750% 04/10/23 BIE DTD 0010/13 CALLABLE 04/10118 S 8 P Rating BEt• 04103113 %UM 300,000.000 100 0000 300.000.00 111.3750 334.125 00 0 nginal Cosi Basis: 5300,000.00 AN ORGAN CHASE & CO DEP SHS REPSTG Security Identifier: 46625HHA1 1110T1- PFD SER 1 FIXED TO R.TG Fa BD 7.900% 04/29/49 WE DID 04123108 Moody Rating BA1 S& P Rating BBB 06115/11 '.3.12 2,500,000.000 107.5000 2,687,500.00 110.1250 2.753.125 00 Original Cosl Baas: 52,687,500.00 06115/11 2.500.000 000 107 0000 2.875.00000 110.1250 2.753.125 00 Original Cosl Basis $2,675,000.00 Total Noncoared 5,000,000.000 5 362 500.00 5,506,250.00 Total 5,000,000.000 $5,362,500.00 $5,506,250.00 BANK AM ER CORP PERP NON COM ULATIVE OEP Security Identifier: 060505018 SFS FIXED TO FLOAT 8.125% 04/30/58 WE DTD 04/30/08 CALLABLE 05115118 Moody Raling BA3 S& P Rating B84 01110/11 '.3.12 2,000,000.000 102.7500 2,055,000.00 110 6940 2.213.880.00 Original Cosi Bans 52.055.00800 GENERAL ELEC CAP CORP NON CUM PFD SER Security Identifier: 369622946 A 7.125% 06/12/62 WE DID 06112/12 CALLABLE 08115/22 Moody Riling BAA1 5 & P Rating AM 06(27712'.12,13 2,000,000.000 105.5300 2,110,605.12 117.0000 2.340.000 00 Original Cosl Basis $2.122,916.67 LBG CAPITAL NO 1 PLC 144A Security Identifier: G543388G8 ISIA R X50473106283 8.000% 09115188 REG DTD 12/15409 FOREIGN SECURITY S8 P Rating BB 1210013 '.3.12 1,200.000 000 108 2500 1.299.000.00 110.0010 1,320,012.00 Adjusted Cog Basis Market Pria Snootily Identifier: 542400FU2 Market Value VSAII ROLL anginal Cosl Baas $1,299,000.00 Account Number, Go paperiess SOL riA L N LLC. D- CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) THERA CO F I DAEN Unrealized Gild Loss Accrued Eginged Estimated Interest Amaral Income Yield 260,990 54 93,750 00 167,500.00 5.76% 34.125 00 7,168.75 23,250.00 6.95% 65.625.00 49,375 00 197.500 00 7.17% 78.125 00 49.375 00 197.500 00 7.17% 143,750.00 98,750.00 395,000.00 $143,750.00 898,750.00 $395,000.00 158,880 00 34,305 56 182.500 00 7.34% 229.394 88 18/08 33 142,500.00 6.08% 21,012.00 12,288.67 96.000.00 7.27% Page 6 of 19 Rated Caroller. bray V... Lace 2007 DALBAR RATED COMMUNICATDONS rxesur NCI SDNY_GM_00045654 DB-SDNY-0008478 EFTA_00 156263 EFTA01288626 P.O. Bag 1776. SAMOA MD 21200 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quaithy Unit Coo Fixed Income (continued) Corporate Bonds (continued) 'LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1 SECS ISMS US539439AG42 1.500% 09/27/88 EUE DTD 04107/1/ S 6 P Rating BEr. Reese Provide' 1,903,000.000 Total Corporate Bonds 27,643,000.000 Total Fixed Income 33,633,000.000 Adjusted Cost Basis 'tine. Pan. "Malin hismir,tat Manitt$ Cintne G•ccp De.licht BYe inv.., M. Mry bet Mar 11)Pant Annw.)01knoct tine 'kr'. hY 101M Market Price Security Identifier: 539439A04 Market Value N1A Rene Provide 105.0000 1,998,150.00 Original Col Baia Reese Provide 126,631,837.52 830,111,117.00 Date Acquired Quautity Unit Cost Equities Common Stocks APOLLO GLOBAL MGM T LLC CL A NS Dividend Option: Cash 03129/11 ' . 13 263,157.000 19 0000 APPLE INC COM Dividend Option: Cash 10128113 14,000 000 75 5800 ARIAD PHARMACEUTICALS INC Dividend Option: Cash 02/14112 ' . 13 7,535.000 15 2090 01124113 ' . 13 9.000.000 19 6000 Total Noncovered 16,535.000 Total 16,535.000 ASCENA RETAIL GROUP INC COM Dividend Option: Cash 01/16101 ' . 3 70.5C0 000 $28,197,737.65 831,682,878.06 Cod Basis Market Price Markel Value Statement Period: 07/01/2014 - 07/31/2014 Unrealized Gain/ loss NIA $1,481,129.41 81,486,990.41 Unrealized Gainllon Accrued Interest 13,083.13 8498,916.33 6506,869.38 Estimated Estimated Annual Income Yield 142,725.00 7.14% 11,702,800.00 11,702,800.00 Estimated Estimated Annual Income Yield 0,,09e07 1C"F3!' : Security Identifier: APO CUSP 037612306 4.999.983.00 26.2600 Security Identifier: AAPL CUSP 037833100 1.058.120.50 95 6000 Security Identifier: ARIA CUSP 04033A100 114,597.40 5 7600 176,400.00 5 7600 290,997.40 9290,997.40 Security Identifier: ASNA CUSP. 043516101 212770 1,500,000.00 16.0600 6,910,502.82 1,338,400.00 43,401 60 51,840.00 95,241.60 1,910,519.82 280,279.50 .71,195 80 .124.560 00 ,195,755.80 1,116,417.25 16.18% 26.320.00 1.96% 08A11 MOLL 995,241.60 1,132,230.00 Account Number: Go paperless CONFIDENTIAL — PURSUANT TO FED. R CRI6,1. P. 6(e) F I DAEMIAL SOUTHERN cit5. -9195,755.80 .367.770 00 80.00 Pape 7019 Itaited tocellene Ivory V.A. Since Z007 DALBAR RATED COMMUNICATIONS rxesturnaer Par. um, -IS Pena. NM SDNY_GM_00045655 OB-SDNY-0008479 EFTA_00 156264 EFTA01288627 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date tied Duet Wit Cost Cod Basis Markel Price Markel Value Unrealized Gain, Loss Estimated Estimated Annual Income Yield Equities (continued) Common Stocks (continued) BANK OF NEW YORK M ELLON CORP COM Security Identifier: BK Dividend Option: Cash CUSP: 084058100 06125114 250.000.000 36.3060 9,076,406.00 39.0400 9,760,000.00 683.594 00 .•77037 74% BIOGEN IDEC INC CON Security Identifier: Ellie Dividend Option: Cash CUSP. 09062X103 02114112'.'3 2.095.000 119 5490 250.451.95 334.3900 700.547.05 450.092 10 FACEBOOK INC CL A Security Identifier: FB Dividend Option: Cash CUSP. 3030311102 05117112 %IS 17,500.000 38 0000 665,000.00 72.6500 1,271,375.00 606,375.00 FOUNDATION MEDICINE INC COM Security Identifier: FM I Dividend Option: Cash CUSP: 350465100 01113114 25800.000 27 5070 687,663.50 22.5200 563,000.00 •124,663.50 GENERAL ELECTRIC CO COM Security Identifier: GE Dividend Option: Cash CUSP: 369601103 04123113 '. 13 23.000.000 21 5700 496,109.08 25.1500 578,450.00 82.340 92 20,240.00 3.49% GENERAL N TRS CO COM Security Identifier: GM Dividend Option: Cash CUSP: 370458100 11118110' 10.988.200 36 4010 399.978.16 33.8200 371,620.93 -28.357 23 13,185.81 3.54% 12/09110 86.536.800 36 8160 3,188969.22 33.8200 2,926,674.57 •259,29465 103,844.16 3.54% Total Noncovered 97,525.000 3,585,917.38 3,298,295.50 -287,651.48 117,030.00 Total 97,525.000 $3,585,917.38 $3,296,295.50 -$2117,651.88 $117,030.00 GILEAD SCIENCES INC Security Identifier: GILD Dividend Option: Cash CUSP. 375558103 02105114 5,000.000 79.2810 396,407.00 91.5500 457,750.00 61,343.00 0310711/ 3.100.000 79.6120 246.797.00 91.5500 283,805.00 37,008.00 Total Covered 8,100.000 643,204.00 741,555.00 98,351.00 Total 8,100.000 $643,204.00 $741,555.00 $98,351.00 $0.00 M ORGAN CHASE s CO COM Security Identifier: FM 'SW .UW6625141005 CUSP. 46625H100 Dividend Option: Cash 07114105 '.3,11 11 603 000 488 4840 5,667,864 94 57 6700 669,145.01 -4,998,739.93 18,584.80 2.77% SAMOAN 0 BIOSCIENCES INC COM Security Identifier: SGM 0 Dividend Option: Cash CUSP 800677106 05128113',' 3 50 CCO 000 8.4440 422,214.00 11.8800 594,000.00 171,786.00 SANTANDER CONSUMER USA HLDGS INC COM Security Identifier: SC Dividend Option Cash CUSP: 8028311101 Page 8 of 19 Account Number Go Paperless Rats. tacellera Every Y.R. Sinew 2007 L THERA DAL OAR RATED COMMUNICATIONS rxclumer CO KJ CONFIDENTIAL — PURSUANT TO FED. R CRINI P. 6(e) F I DAENTIAL SDNY_GM_00045656 OB-SDNY-0008480 EFTA_00 156265 EFTA01288628 P.O. Bag 1776. SAMOA MD21200 Portfolio Holdings (continued) U.S. DOLLARS (confirmed) Date Acquired Duality hit Cod Equities (continued) Common Stocks (continued) SANTANDER CONSUMER USA HLDGS INC COM (continued) 01123114 1.000.000 24 0000 TWITTER INC CON Dividend Option Cash 11101113 1.500.000 26.0000 Total Common Sloth Preferred Stocks (Listed by expiration date) ALLY FINL INC PERP PFD FIXEDIFLTG RATE SERA CALLABLE COUPON 8.5% PERPETUAL MATURITY CALLA 25 05115116 Dividend Option: Cash 02103/12 ' .13 46,600 000 02/09112 ' .13 80.000.000 Total Noncovered 126,600.000 Total 126,600.000 GM AC CAP TR I GTD TR PFD SECS SER 2 125% AXED RATE / FLTG Dividend Option: Cash 02122112 ' .13 80,000.000 23.5350 ROYAL BANK SCOTLAND GROUP PLC SPON ADR REPSTG SERT PDF SHSCOUPON 725% PERPETUAL MATURITY CALL@ 25 05114114 Dividend Option: Cash 10124/12 ' .13 40,000.000 23 7900 01107113 ' .13 40,000.000 24 4400 01114113 ' •13 40.000.000 24 8800 Total Noncovered 120,000.000 Total 120,000.000 Total Preferred Stocks 19 3820 20.1250 Dean (Wit • onin "mai h....vie,. Marais Conran Gomp ontscip opt Stwtoes 4%. Mow brit 011ie HS Pia Asa. loth I ber Parredeet WY 101M Cod Basis Market Price 24.00080 19.1700 Security Identifier: TW TR CLSIR 901841102 39.000 00 45.1900 629,406,981.75 Security Identifier: ALLY PRB CL SIR 020051%308 903.217.51 1,610,000.09 2 513 217.51 27 1300 27 1300 Markel Bebe 19,170.00 67.785.00 127,739,696.98 1 264 258 01 2 170 399 99 3,434,651.00 Statement Period: 0710112014 - 07/31/2014 Urealized GUI Loss .4.830.00 28,785.00 -91,667,287.77 361,040.50 560,399.99 921,440.49 Estimated Estimated Annual Income Yield 600.00 3.12% 91,471,172.05 99.025.00 7.83% 170,000.00 7.83% 269,025.00 92,513,117.51 Security Identifier: ALLY PRA CUSP: 361860208 1,882,773.60 27.1800 Security Identifier: RBS PRT CUSP: 780097713 951.600.00 977.600 00 995,200.00 2,924,400.00 12,924,400.00 17,320,391.11 25.1700 25.1700 25.1700 13,434,658.00 2,174,400.00 1,006,799.99 1,006,799.99 1,006,800.02 3,020,400.00 $3,020,400.00 11,629,458.00 9911,440.49 291,626.40 55.199 99 29,199 99 11,600 02 96,000.00 $96,000.00 9269,025.00 162,500.00 7.47% 72.500 00 7.20% 72.500 00 7.20% 72,500.00 7.20% 217,500.00 $217,500.00 $649,025.00 MIAS Ron Account Number Go paperless MAL MS CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) F I DA St3 L THERA n 11,309,066.89 Page 9 of 19 Itatod (very Vs, Since 2007 DALBAR RATED COMMUNCATIONS rxarturner SDNY_GM_00045657 DB-SDNY-0008481 EFIA_00156266 EFTA01288629 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cog Cost Basis Market Price Markel Value Unrealized Gain; Loss Estimated Estimated Annual Income Yield Equities (continued) Options CALL 100 AMERICAN AIRLS GROUP INC COM Option Identifier: 99QADTZJJ EY? 01.17.15C/ 20 000 OPTION ROOT* AAL Undedying Security Identifier: ML 1100.00 of these connects are in your margin account Undedying Security Price: $38.85 12I11/13 1,000.000 8.0330 803,314.50 18.7000 1,870,000.00 1,066,685.50 PUT 100 AN ERICAN AIRLS GROUP INC CON Option Identifier: 99QADT2610 W01.17.150 20.000 OPTION ROOT: AAL Undedying Security Identifier: ML 4000.00 of these contracts are a shod position Undedying Security Price: $38.85 12111/13 .1.000.000 1.9110 .197.702.00 0.0500 .5 000 00 192.70210 Total Options $605,612.50 61,865,000.00 $1,259,387.50 $0.00 Total Equities $37,332,988.36 $38,234,154.98 $901,166.82 $2,120,197.05 Unrealized Estimated Estimated Date Acquired Quantity Unit Cod Cod Basis Market Price Market Value Gain? Loss Annual Income Yield Exchange-Traded Products WISDOM TREE TR JAPAN HEDGED EQUITY FD Dividend Option: Cash; Capital Gains Option: Cash 60100 00 of these shares are in your margin account 12111/13 60.000 000 49 4350 Total Exchange-Traded Products Security Identifier: DXJ CUSP. 91111W851 2,966,098.50 49.9700 2,998,200.00 32,101.50 55,004.40 1.83% $2,966,098.50 Cod Basis 62,990,200.00 Markel Value $32,101.60 Usetaltret4 Gala/ Loss Accrued Interest $66,004.40 Estimated Annual Income Total U.S. DOLLARS EURO Description Cash, Money Funds, and Bank Deposits Global Cash Balance $98,826,795.25 Quantity Opening Balance $103,245,203.0 Dosing Balance Currency 62,420,268.53 $506,889.38 $3,883,464.43 Accrued Income 30.0ay Yield 291,846.67 291,846.67 EUR 390,161 66 USD Total Cash, Money Funds, and Bank Deposits 291,146.67 291,846.67 EUR 390,461 66 LSD Market Value Currency 291,846.67 EUR 390.461 66 IAD 0.00 0.00 Awued liters Total EURO OBAN ROLL 0.00 0.00 Account Num bur GO paperless SOUTHERN CA LLC. ri IN F I DAENTIAL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) 100•0 tacenordi upon, Vw700,72007 0ALOAR RATED COMMUNICATIONS rxciturnaer Page 10of 19 .7.11=rii.l=rn . o" rmir" .4 107 SDNY_GM_00049393 DB-SDNY-0008482 EFTA_00156267 EFTA01288630 Portfolio Holdings (continued) 0rvitec Mootts CoettfteC•ccp Le-,u Nom Secy.., M. mg,. brit Mar 14,Pant Annw. • iloct It.4 coo Baps Market Value Statement Period: 07/01/2014 - 07/31/2014 Unrealized Accrued Estimated Gain/ toss Interest Annual Income Total Portfolio Holdings • U.S. DOLLARS $98,826,795.25 $103,638,665.44 $2,420,258.53 $506,889.38 $3,883,484.43 Footnotes • Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC)(thcorperating amendments enacted by P.L.110-343, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered" noncoverece under the new cost basis reporting rules, and marked or denoted as such. All other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their °applicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis vAl be reported to the IRS on form 1099-8 for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as follows: • Stock in a corporation acquired on or after January 1.2011 • Mutual funds and dividend reinvestment plan (ORP) shares acquired on or after January 1, 2012 • Mier securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or more of these attrbutes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds, foreign bonds. variable rates, bonds in default, index-linked bonds. bonds sold short or bonds that have a negative yield. This intonation is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. 1 This bond is maturing. The cost basis of this security has been provided to us by you or your introducing firm and Pershing makes no representation as to the accuracy of this information. 1 Unrealized gains and losses are not reported for securities for which cost basis or market value is not available. 6 The Current Face value represents the outstanding principal balance of the underlying security. The Current Face value is determined by multiplying the current factor times the original face amount of the security. Factors may change over time and are obtained from sources we believe to be reliable. 12 Pershing has received updated cost basis information, therefore cost basis provided on previous dent brokerage statements may differ from the new cost basis reported in this section. 13 The cost basis of this security has been provided to us by the delivering firm or transferring agent and Pershing makes no representation as to the accuracy of this information. Account Num berms Go paperless SC L THERA tt, N LLC. F I DraTIAL CONFIDENTIAL - PURSUANT TO FED. R CRINI P. 6(e) Page 11019 Rai tacellenil (very Vow' Siva 2'007 DAL OAR RATED COMMUNICATIONS rxciturner Par. IAA Nampa. IS Wet MC SDNY_GM_00045659 OB-SDNY-0008483 EFrA_00156268 EFTA01288631 Holdings Summary by Currency Erdmane•Taded Curren Casa Fixed Income Equities Ends Total by Currency LS. D LIARS 30,329,970 31.682 878 38 234 154 2.998,200 103 245 203 LSO EL RO 291,846 0 0 0 291,846 EUR Total USD Equivalent 30,720,432 31,582,878 38,234,160 2,998,200 103,636,666 USD % of Allocation 29.64% 30.57% 36.90% 2.69% 100.00% Schedule of Realized Gains and Losses Current Period Disposition Acquisition Date Date Disposition Transaction Description Quantity Cod Basis Proceeds Realized Gain/ Leal Disallowance Short Term 07123/14 12/13113' PPP WASFINGTON MUT II TO 5004•RA2 MTG PASSTFRU CIF CL 1.290.000.000 36,473.18 47,665.76 11,192.58 C. B•1 VAR RATE 6.973% 07125133 Security Idenbfier 939336S20 Original Cost Basis: 36.473.18 07125114 12113113' REP COUNTRYWIDE FOM E LOA I CL 81 4.090% 03125133 WED 4,500,000.000 11,134.89 11,924.73 789 84 TD 01130103 Security Identifier: 12669DYS1 Original Cost Basis: 11,131.89 Total Short Term 347,608.07 359,590.49 311,982.12 Long Term 07116114 07111105' SELL P MORGAN CFASE 8 CO US16625H1005 1.450 000 708.302 44 85,299.96 -623 002 48 Ard In Firs Out Security Identifier: .PM 07116114 01124113' ROMG ITSERVICEMAST8i CO SR FULLY EXCHANGED FROM OLD 1.060.000.000 1.110.189 67 1.144.800.00 34,610.33 Artil In First Out CUS P 61760NAL3 6.000% 02115/20 B Security Identifier 81760HAN9 Original Cost Basis: 1,110,189.67 07123114 07114105' SELL P mORGAI,. CEASES CO US46625H1005 1,450.000 708,302.44 85,418.86 4322,883.58 AM In Rd Out Security Identifier: .PM Total Long Term 12,526,791.55 31,315,518.82 .31,211,275.73 Total Short Term and Long Term 12,574,402.82 31,375,109.31 .$1,199,293.31 • Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') incorporating amendments enacted by P.L.110-313, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered "ncncovered.- under the new cost basis reporting rules, and marked or denoted as such. Al other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on cc after their 'applicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis MI be reported to the IRS on form 1099-8 for the applicable tax year in which the security is disposed. Page 12 of 19 Account Number: Itned Excellent, ORM Ron. Go paperiess etc IL...), Year Since 2007 CALMAR RATED COMMUNICATIONS CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6: THERNCO F D AL1SITIA rxerturraer SDNY_GM_00015660 DB-SDNY-0008484 EFTA_00 156269 EFTA01288632 (*shoe Sam r.,..,. WitaiiNPAanrnent Mamas teem. GNM) DerbON ML Secto9e. M. Nos *4 Nice HS PH Mos. Mehl bet Now *A NY WIN Statement Period: 0710112014 • 01/3112014 Schedule of Realized Gains and Losses Current Period (continued) Reportirg requiremer.ts generally will be phased in cver a three-year penda: as tams • Stock in a corporation acquired on or after January 1. 2011 • Mutual funds and dividend reinvestment plan (DRP) shares acquired on or after January 1, 2012 • Other securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. This Schedule may not reflect all cost basis adjustments necessary for tax reporting purposes, especially for noncovered securities. Adjustments to cost basis may have been made for prior income received and subsequently reclassified by the issuer as a return of capital. In addition, corporate action events may require adjustments to your original cost basis. Return of capital inforrnation and cost basis information, as it relates to corporate actions, has been obtained from sources we believe to be reliable. Adjustments to cost basis can be made after year-end, in particular, for return of capital adjustments, but may also include adjustments for corporate action events. Therefore there may be differences in cost basis reflected on your monthly client brokerage statement at year end versus any subsequent reports, including your 1099-8 or online displays you may have available to you. When you report your cost basis on your tax return. it should be verified using all of your own records. In particular, there may be other adjustments which you need to make, but are not required to be made by Pershing as it relates to H.R. 1424. You should consult with your tax advisor in order to properly report your gain or loss for tax purposes. Pershing shall not be responsible for and makes no representations or warranties with respect to the accuracy of any information that you report to the IRS or other taxing authorities, and, accordingly, disclaims any and all liability that may arise with respect to your use and reliance on the information provided herein for such reporting. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or more of these attrbutes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds. foreign bonds. variable rates, bonds in default, index-linked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. 13 The cost basis of this security has been provided to us by the delivering firm or transferring agent and Pershing makes no representation as to the accuracy of this information. Please refer to the Your Account Information Section in your brokerage account statement for your accounts existing tax-Iot disposition method. The disposition method is the method vita you have selected to use in the disposal of each tax lot of the securities held in your account. If you do not select a method, your account will be defaulted to First In, First Out (FIFO). Your accounts selected tax lot method wit be used to determine the cost basis for calculating gain and/or loss, unless another method was selected at the tine of the security disposal, and this may be reported on the IRS Form 1099-8. M essa es Although a money market mutual fund seeks to preserve the value of your investment at S1 per share, it is possible to lose money by investing in a money market mutual fund. Shares of a money market mutual fund or the balance of a bank deposit product held in your brokerage account may be liquidated upon request with the proceeds credited to your brokerage account Please see the money market mutual fund's prospectus or the bank deposit products disclosure document or contact your advisor for additional information. Federal Deposit Insurance Corporation (FDICHnsured Bank Deposits are not protected by Securities Investor Protection Corporation.(SIPC). For disclosure of rates for DWS money market funds, please visit the DWS Investments website at httpsitiimw.dws-investments.com/ENIproductsimoney-market-funds-yields.jsp. Please note that all money market funds kited on the website may not be offered through us. Deutsche Bank has combined its asset and wealth management operationsaincluding Deutsche Bank Alex. Brownainto a single division operating under the Deutsche Asset & Wealth Management brand and future communications will reflect this change. Your account will continue to be serviced by and securities will continue to be offered through Deutsche Bank Securities Inc., a registered broker-dealer and investment adviser. which conducts investment banking and securities activities in the United States. Deutsche Bank Securities Inc. is a member of FINRA, NYSE and SIPC. The new brand name has no effect on your account. Your portfolio and holdings will not change as a result of the rebranding. Account Number ILMIAN ROIL GO paperless SOLTH ERA co nc. CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) N F I D-ENTIAL Page 13 of 19 Rated tocellenti Lyon. Vs.. Since 2'007 DALBAR RATED COMMUNCATIONS rxertur NCI SDNY_GM_00045681 O13-SDNY-0008485 EF114_00156270 EFTA01288633 Activity Sum m ary (All amounts shaven are in base currency) Oedits This Period Year-to-Date Debits This Period Year-to-Date Securities Securities Securities Bought 0 00 0.00 Securities Bought 0 00 19 214.895 09 Secunties Sold 170 718 82 17 438 218 86 Secunhes Sold 0 00 0 00 Total Securities $170,719.92 $17,438,218.86 Total Securities $0.00 -$19,214,895.09 Dividends and interest $56,959.99 $1,566,713.70 Dividends and Interest $0.00 -$93,007.61 Distributions $1,202,570.13 22,117,116.97 Distributions $0.00 $0.00 Fees $0.00 $0.00 Fees -$18.00 .$54.00 Cash Cash Withdrawals 000 0 00 Withdrawals •170.000.00 -1.058.245.00 Deposits 344.637.50 11.168.787 15 Deposits 0 00 0 00 Total Cash 6344,627.50 $11,168,787.15 Total Cash -$170,000.00 .$1,058,245.00 FDIC Insured Bank Deposits $0.00 $37,486,437.18 FDIC Insured Bank Deposits $0.00 •$19,304,764.85 Money Market Funds $170,018.00 $9,127,877.13 Money Market Funds -$1,769,085.24 -$39,451,746.67 Total Credits 61,941,904.41 $78,904,850.99 Total Debits .$1,939,103.21 .$79,123,513.12 Transactions by Type of Activity Process! Trade/ Settlement Transaction Date Oate Activity Type Dedsiplion Quantity Price Awned !mitred Amount Currency Securities Bought and Sold 07/21/14 07116114 SOLO SRIORGAN CHASE 8 CO COM 'SINK IA46625311005 BKCM 4450.000 58.8930 85.299.96 LSD PM A PERSHING AFFILIATE MAKES A MKT IN THIS SECURITY ACTED ASPRINCIPAL UNSOLICITED ORDER 07/28/14 07123114 SOLD P MORGAN CHASE 8 CO COM ISINOLS46625H 1005 BKCM 4450.000 58.9750 85,418.86 LSD PM A PERSHING AFFIUATE MAKES A MKT IN THIS SECURITY ACTED AS PRINCIPAL UNSOLICITED ORDER Total Securities Bought and Sold • UNITED STATES DOLLAR 0.00 170,718.82 Dividends and interest 07/16114 80AD INTEREST RC-CE/ED SERVICEM ASTER CO SR NT • CUSP FULLY EXCHANGED 35.568 89 LSD 81760NAN9 FROM OLD CUSP 81760NAL3 8 000% 02/15120 8/E OTD 02113112 CLB ACCRUED INTEREST 07/25/14 80110 INTEREST RECEIVED 4500000 COUNTRYWIDE HOME LOANS SER 03-1 CL 81 5.15618 USD 126690Y51 4.090% 03125133 B/E DTD 01130103 RD 06130 PD 07125/14 07/25/14 CASH DIVIDEND RECEIVED 23000 SHRS GENERAL ELECTRIC CO COM RD 06123 PD 5,060.00 LSD GE 07125/14 Page 14 of 19 tient, itot 1 Account Number a Rated facellenti Go paperless vs. — 2007 SOUTHERN CA FIDAENTIAL DAL OAR RATED COMMUNICATOIS rxarturact CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) SDNY_GM_00045662 DB-SDNY-0008486 EFTA_00156271 EFTA01288634 PC &w 1776. BPI mom MD 21203 Orvisre Rant Pn.a. Weatn Pawn—tan Weals Coon., 6 ,0‘P Dettsag MY Sew wan 011ic• Na Pan Ammo. Ha Met War wet liY 1011.4 Transactions by Type of Activity (continued) Process/ Trade! Settlement Transaction Date Date Activi Dividends and Interest (continued) 07/25/14 BOND INTEREST RECEIVED 1290000 WASFIAGTOAMUMTG SECS CORP 2004•RA2 939336520 11 TG PASSTHRL CTF Cl. C-B-1 VAR RATE 6.973% 07125/33 WE DID 06101/04 RD 06130 PD 07125/14 07/31/14 MONEY MARKET FUND DWSGOVT CASF 'ASTI INCOME RECEIVED 233993682 07/31/14 CASH DIVIDEND RECEIVED Desa ion 11503 SFRS.P MORGAN CFA-% CO COM 'SINS US46625F 1005 RD 07(03 PD 07131/14 Total Dividends and Interest • UNITED STATES DOLLAR Distributions 07/16/14 SECU PITY REDEEMED SERVICEM ASTER CO SR NT - CUSP FULLY EXCHANGED 81760NAN9 FROM OLD CUSP 81760NAL3 8.000% 0271572081E DID 02113/12 CLB CALLED BY LOTTERY 07/25/14 RETURN OF PRINCIPAL 4500000 COUNTRYWIDE HOME LOANS SER 03-1 CL 131 RECEIVED 1.090% 03125133 B/E DID 01130103 RD 06/30 PD 07/25/14 126690Y51 07/25/14 RETURN OF PRINCIPAL 1290000 WASFINGTON MLTMTG SECS CORP 2001-RA2 RECEIVED MTG PASSTFR, CTF Cl. C-B-1 VAR RATE 6.973% 07125/33 939336$20 WE DTD 06101/04 RD 06130 PD 07125/14 Total Distributions • UNITED STATES DOLLAR Fees 07/01/14 FOREIGN CUSTODY FEE Fgn Safekeeping JJN 2014 CUSP. G4SISP-P4.8 GIS15PP48 07/01/14 FOREIGN CUSTODY FEE Fgn Safekeeping UN 2014 CLSP: 654338.80.8 654338868 07/01/11 FOREIGN CUSTODY FEE Fgn Safekeeping IN 2014 CUSIP: P7807H-AF-2 P7807FAF2 Total Fees - UNITED STATES DOLLAR Statement Period: 07(0112114 - 0713112114 Qua Price Awned Interest Amount Curren 4.623.08 750.64 5.801 20 USD LSO LSD 0.00 56,959.99 -1.060.000000 1.111.800 00 LSD 11.921 73 LSO 45.815 40 LSO 0.00 1,202,570.13 -6.00 LSD -6.00 LSO -6.00 LSO 1.00 -WOO Account Number: Go paperless Page 15 of 19 SOL THERA CA LLC. M ON FIDES AL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Rated tacellonil (very V.A. Siva 2007 DAL BAR RATED COMMUNOLTIONS rxenurraer SDNY_GM_00045663 DB-SDNY-0008487 EFTA_00 156272 EFTA01288635 Transactions by Type of Activity (continued) Process/ Trade/ Settlement Transaction Date Date Adivit Type Desa ion Quin Price Mooed liters Moult Curren Cash Withdrawalsand Deposits 07109114 CUSTOMER AL THORIZED TRANS TO NIG-076161 -170.00000 LSO TRANSFER USD999997 07/11/14 FEDERAL FL NDS RECEIVED DELTSCI- E BANK TRUST 33950 311,637 50 LSD USD999997 Total Cash Withdrawals and Deposits - UNITED STATES DOLLAR 0.00 174,631.50 Money Market Funds 07/02/14 MONEY FUND REDEMPTION DWSGOVT CAM- INSTL 18.00 LSO USD999997 07/09/14 MONEY FUND REDEMPTION DWSGOVT CASH INSTL 170,000 00 LSD USD999997 07/14/14 MONEY FUND PLRChASE DWSGOVT CASe INSTL •344.63750 LSD USD999997 07/16114 MONEY FUND PLRCeASE DWSGOVT CASh INSTL -1.144,80000 LSO USD999997 07/17/11 MONEY FUND PURChASE DWSGOVT CAST INSTL -35.568.89 LSO USD999997 07/21/14 MONEY FUND PURCI-ASE DWSGOVT CAS-INSTL •85,29996 LSD USD999997 07/28/14 MONEY FUND PURCeASE DWSGOVT CASe INSTL -158,02825 LSD USD999997 07/31/14 MONEY MARKET FUND DWSGOVT CASe INSTL INCOME REINVESTED .750.64 LSD REINVESTMENT 233993682 Total Money Market Funds • UNITED STATES COLLAR 0.00 1,599,067.24 Total Value of Transactions 0.00 5,801.20 USD The price and quantity displayed may have been rounded. Cash Not Yet Received Security Record Date Payable Date Quaky Held Rate Dividend Option Amount of Payment Dividends BANK OF KEW YORK MELLON CORP COM 07/29/14 08/08/14 250,000.000 0.170000 Cash 42.500.00 Interest SERV10EMASTER CO SR NT • CLSIP FLLLY 07/3111/ 08/15/14 1.440.000.000 0.040000 Cash 57.600.00 EXCI-AhGED FROM OLD Total Cash Not Yet Received 9100,100.00 Page 16 of 19 l)(tAO ROI CA LLC. Fl DESITIA L ON CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) SOUTHERN Account Number: Go paperless Rated tacell•nri L very Vs. Siva 2007 0ALBAR RATED COMMUNCATKINS rxciurtraer SMIv_GM_00045664 DB-SDNY-0008488 EFTA_00 156273 EFTA01288636 PC 17 &Itnwc MO 21203 Bond Maturity Schedule Bond Maturity Market Vain Within 1 month 4,405,000.00 1 to 6 months 1,035,900.00 1 to 5 years 4,419,375 00 6 to ID years 6,872,550.00 Over 10 years 14.950.053.06 Total 31,082,870.06 ion Bond Quality Bond Quality ex> BAILower Omicev Rant 0,00 Weahr. 114,0gena0 Mats Owen. 41017 Des4077 MY Sew0a1Ic 11m Ion 0111c• la Put Ammo. Halter War wet 1,0 17114 hot Rated Total Statement Period: 0710112014 • 07/3112014 % of Eland Market Value 14% LI Percentages of bond market values are 3% LI rounded to the nearest whole percentage. 14% 22% 41% • Market Value % of Bond Market Value 5.595.000 00 18% Percentages of bond market values are 19,725.554.38 62% F1 rounded to the nearest whole percentage. 6,362,323.68 20% • 31,612,87616 100% Client Service Information Your Client Advisor: TDS TAZIA SMITH 345 PARK AVEN t•E 14TH FLOOR NEWYORK NY 10154 Your Account Information Contact Information Telephone Number: Tax Lot Default Disposition Method Default Method for Mutual Funds: FIRST IN FIRST OUT Default Method for Stocks In a Dividend Reinvestment Plan: Default Method for all Other Secutides: FIRST IN FIRST OUT Electronic Delivery You have not selected any account corn m unications for eledronic delivery. To register and turn off paper con m unications. log in to your account or contad your Client Advisor lot mote inform abon. FIRST IN FIRST OUT 17137.0 11011 Account Num ber Go paperless SOL THERA CIO LLC. F I D^ENTIAL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Page IT of 19 Rated excellent 17.ny Yea. Siva 2007 DAL OAR PATEOCOMMUNICATIONS 7XCILL7Net reetitraw.....'tirro.r.arnrs• SCM_GM_00046666 DB-SDNY-0008489 EFTA 00156274 EFTA01288637 Important Inform ation and Disclosures Pricing This section includes the net market value of the securities in your account on a settlement date basis. including short positions. at the close of the statement period. The market prices have been obtained from sources which we believe to be rekable. Pershing may not use the dosing price of the particular exchange or marketplace where your position was purchased as the 'Market Price.' Securities for which a price is not available are marked "'N/A— and are omitted from the Total. THE AS OF PRICE DATE ONLY APPEARS WIEN THE PRICE DATE DOES NOT EQUAL THE STATEMENT DATE. Estimated Annual Figures The estimated annual income (EAI) and estimated annual yield (EAY) figures are estimates and for informational purposes only. These figures are not considered to be a forecast or guarantee of future results. These figures are computed using information from providers believed to be reliable; however, no assurance can be made as to the accuracy. Since interest and dividend rates are subject to change at any time, and may be affected by current and future economic, political, and business conditions, they should not be relied on for making investment, trading, or tax decisions. These figures assume that the position quantities. interest and dividend rates, and prices remain constant A capital gain or return of principal may be included in the figures for certain securities, thereby overstating them. Refer to vnwipershing.comibusiness_continuity.htni for specific details as to formulas used to calculate the figures. Accrued interest represents interest earned but not yet received. Reinvestment The dollar amount of Mutual Fund distributions, Money Market Fund dividend income, Bank Deposit interest income, or dividends for other securities shown on your statement may have been reinvested. You wil not receive confirmation of these reinvestments. Upon written request to your financial institution, information pertaining to these transactions, including the time of execution and the name of the person from whom your security was purchased. may be obtained. In dividend reinvestment transactions. Pershing acts as your agent and receives payment for order flow. Opgons Information with respect to commissions and other charges incurred in connection with the execution of option transactions has been included in confirmations previously furnished to you. A summary of this information is available to you promptly upon your written request directed to your introducing firrn. In order to assist your introducing firm in maintaining current background and financial information concerning your option accounts, please promptly advise them in writing of any material change in your investment objectives or financial situation. Expiring options which are valuable are exercised automatically pursuant to the exercise by exception procedure of the Options Clearing Corporation. Additional information regarding this procedure is available upon written request to your introducing firm. Proxy Vote Securities not fully paid for in your margin account may be lent by Pershing to itself or others in accordance with the terms outlined in the Margin Agreement. The right to vide your shares held on margin may be reduced by the amount of shares on loan. The Proxy Voting Instruction Form sent to you may reflect a smaller number of shares entitled to vote than the number of shares in your margin account. Foreign Currency Transactions Pershing may execute foreign currency transactions as principal for your account Pershing may automatically convert foreign currency to or from U.S. dollars for dividends and strider corporate action transactions unless you instruct your financial organization otherwise. Pershing's currency conversion rate wilt not exceed the highest interbank conversion rate identified horn customary banking sources on the conversion date or the prior business day, increased by up to 1%. unless a particular rate is required by applicable law. Your financial organization may also increase the currency conversion rate. This conversion rate may differ from rates in effect on the date you executed a transaction, incurred a charge, or received a credit. Transactions converted by agents (such as depositones) will be billed at the rates such agents use. Ratings This statement may contain credit rating information obtained from Standard & Poor's. Reproducing and distributing any information received from Standard & Poor's is not permitted without prior widen authorization from Standard & Poor's. Standard & Pools does not guarantee the accuracy, completeness, timeliness or availability of any information. Standard S Pools is not responsible for any eras a omissions, regardless of the cause, a for the results of using such content. Standard & Pools makes no express or implied warranties including warranties of merchantability or fitness for a particular purpose. Standard & Poets shall not be legally responsible for any fees, costs, expenses or losses in connection with the use of their content Credit ratings are opinions and not statements of facts; are not recommendations to purchase, hold or sell securities; and do not address suitability for investment purpose. Credit ratings should not be relied upon as investment advice. Cash Not Yet Received Assets shown here are not reflected in your account. This information has been received from sources we believe to be reliable. Pershing does not guarantee the accuracy of the information. Bond Maturity Schedule Bonds that are in default are not included. Bond Quality Bond quality ratings reflect Moody's or Standard and Pools ratings. Bonds may be rated by other services. Bonds that are in default are not included. Please refer to your Portfolio Holdings section. Page IS of 19 Account Num ber Go paperless L TH ERN LLC. N F I DAMSMAL CONFIDENTIAL — PURSUANT TO FED. R CRIIVI P. 6(e) Rated Excellent, Every YearSiva 2007 DALBAR RATIED COMMUNICATIONS rxenower 'rare um% per .*MIA went. Nov SDNY_GM_00045666 DB-SDNY-0008490 EFTA_00156275 EFTA01288638 Important Information and Disclosures (continued) ONIN't PAIMIP-wrat Mtnets On0/040.1) De.cul. 140.--4.1 M. Vinv brit 0* 11128tit A•00...1000:ct Wry Wet 1,0 Imw Statement Period:0710112114 .07/3112014 The Role of Pershing • Pershing carries your account as clearing broker pursuant to a dealing agreement will your financial institution. Pershing may accept from your financial institution without inquiry or investigation (i) orders for the purchase and sale of securities and other property and (S) any other instructions concerning your account. Pershing is not responsible or liable for any acts or omissions of your financial institution or its employees and it does not supervise them. Pershing provides no investment advice nor does it assess the suitability of any transaction or order. Pershing acts as the agent of your financial institution and you agree that you will not hoed Pershing or any person confiding or under common control with it liable for any investment losses incurred by you. • Pershing performs several key functions at the direction of your financial institution. It ads as custodian for funds and securities you may deposit with it directly or through your financial institution or that it receives as the result of securities transactions it processes. • Your financial institution is responsible for adherence to the securities laws. regulations and rules which apply to it regarding its own operations and the supervision of your account, its sales representatives and other personnel. Your financial institution is also responsible for approving the opening of accounts and obtaining account documents; the acceptance and, in certain instances, execution of securities orders; the assessment of the suitability of those transactions, where applicable; the rendering of investment advice, if any, to you and in general, for the ongoing relationship that it has with you. • Inquiries conceming the positions and balances in your account may be directed to the Pershing Customer Service Department at (201)413-3333. M other inquiries regarding your account or activity should be directed to your financial institution. Your Mandel organization's contact information can be found on the first page of this statement. • For a description of other functions performed by Pershing please consult the Disclosure Statement provided to you upon the opening of your account. This notice is not meant as a definitive enumeration of every possible circumstance, but as a general disclosure. If you have any questions regarding this notice or if you would like additional copies of the Disclosure Statement, please contact your financial institution. • Pershing is a member of the Securities Investor Protection Corporation (SIPC'). Please note that SIPC does not protect against loss due to market fluctuation. In addition to SIPC protection, Pershing provides coverage in excess of SIPC limits. For more detailed information please visit: vnew.pershing.congstrength_stabilityhtml. • This statement will be deemed conclusive. You are advised to report any inaccuracy or discrepancy (including unauthorized trading), to your financial organization and Pershing. within ten days after receipt of this statement. Please be advised that any oral communication should be re-confirmed in writing to further protect your rights, including your rights under the Securities Investor Protection Act. • Your financial organization's contact information can be found on the first page of this statement. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City. New Jersey 07399, Errors and Omissions excepted. Important Arbitration Disclosures • All parties to this agreement are giving up the right to sue each other n court, including the right to a trial by jury. except as provided by the rules of the arbitration forum in which a claim is filed. • Arbitration awards are generally final and binding; a party's ability to have a court reverse or modify an arbitration award is very firnited_ • The ability of the parties to obtain documents, witness statements and other discovery is generally more limited in arbitration than in court proceedings. • The arbitrators do not have to explain the reason(s) for their award, unless, in an eligible case, a joint request for an explained decision has been submitted by all parties to the panel at least 20 days prior to the first scheduled hearing date. • The panel of arbitrators wil typically include a minority of arbitrators who were or are affiliated with the securities industry. • The rules of some arbitration forums may impose time limits for bringing a claim in arbitration. In some cases, a claim that is ineligible for arbitration may be brought in court. • The rules of the arbitration forum in which the claim is filed, and any amendments thereto, shall be incorporated into this agreement. Important Arbitration Agreement Any controversy between you and Pershing LLC shall be submitted to arbitration before the Financial Industry Regulatory Authority. No person shall bring a putative or certified class action to arbitration, nor seek to enforce any predispute arbitration agreement against any person who has initiated in court a putative class action, who is a member of a putative class who has not opted out of the class with respect to any claims encompassed by the putative class action until; (I) the class certification is denied; (II) the class is decedified; or (III) the client is excluded from the class by the court. Such forbearance to enforce an agreement to arbitrate shall not constitute a waiver of any rights under this agreement except to the extent stated herein. The laws of the State of New York govern. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City, New Jersey 07399; Account Number I Go paperless SC L THERA CO LLC. F I D riAL N raa CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) Pap 19019 listad [malign' (very Vs, Siva 2007 DAL BAR RATED COMMUNICATIONS rxenotaer .. —"d SDNY_GM_00045667 OB-SDNY-0008491 EFIA_00156276 EFTA01288639 PO. Set 1776. Bolieren1.02i203 014404 101.410 Won Manair,tat Myatt Conran Grab Des-Whi Sank SeCtettes Na. MA 011f* In PIA /MS" nth ilea aN n 10114 Valuation at a Glance Account Number: Statement Period: 06101/2114 • 06/30/2114 This Period Year-to-Date SOUTHERN FINANCIAL LLC Beginning Account Value 1102,263,612.61 190,573,050.28 6100 RED HOOK QUARTER B3 h et Cash Deposits and Withdrawals 000 9,935,901.65 ST THOMAS VI 00802 Adjusted Previous Account Value 102,263,842.64 100,608,95413 Dividends, Interest and Other Income 278.264 55 1,921,207.64 het Other Activity 0 00 -36 00 het Change in Punka 1 942,237 48 2054,01810 nding Account Value S104.484.144.67 $104.484.144.67 Your Client Advisor: Estimated Annual Income $3,972.153.79 TAMA SM Ilk Asset Allocation Prior Year-Fad La Period This Period % Ababa USD Cash. M oney Funds. and Bank Depoits 18,295,91911 37,186,10221 28,725,102.30 27.19% USD Fixed Income 27,736,972.38 25,402,86518 25,298,131.48 2121% Nor6USD aced Income 10,227,309.16 7,793,313.75 7,819,092.00 7.18% USD Equities 30,410,519 65 28,313,86527 39,280,67710 37.60% I \ "L 1 Non-USD Equities 3.137.192.71 2,869,200.00 2,961,600.00 2.83% Non-USD Cash. Money Funds. and Bank Deposts 402,106.31 398,195.60 399,538.01 0.38% Other 363.000.00 0.00 0.00 0.00% Account Total (Pie Chart) 190,673,060.28 1102,263,642.81 $101,484,141.67 100.00% See page 2 01 the statement for importart inforrnaten regarding twe Asset Atocation section. Pa Chan allocation only includes products that are of posrbve value. Assets of less than 1% of holdings coil not display on this pe chart. Pete 1021 CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) R Von ated tma llordi 5100, 2007 B0097662CSP30022 Go paperless Lvery CON F I DriciriA Prato UM =mem 0100A inn. —o SDNY_GM_00045668 OB-SDNY-0008492 EFTA_001562 77 EFTA01288640 Asset Allocation Disclosure and Footnotes Certain values have been defaulted into the Other Asset Class due to mcompiele categorizing data AI values are displayed in U.S. dollars based on interbank exchange rates as of 06/3012014. Exchange rates can vary. Equities contains Equity Mutual Funds. Summary of Gains and Losses Realized Ulf.'lite, This Period Year-to-Date ShorhTerrn Gain/Loss 6.996 17 4,250.10 2,675,759.17 long-Term Gain/loss 0 00 -3.205,971.74 -405,859.12 Net Gain/Loss 499111 -3,201,72114 2,270,100.05 This summary excludes transactions where cost basis information is rot available. Exchange Rate Table Global Cash Currency Currency USO Equivalent per USD Currency Closing Balm, Mount in Base Cannel USD EURO 1 3590 0.7304 EURO 291,848.67 399538.09 Exchange rates are based on interbank exchange rates as of 06/30/2014. Exchange rates can vary. Total Global Cash Balance 5399,535.09 Money Market Fund Detail Date Activity Type Desaiption Amount Babes* Sweep Money Market Fund OW S GOVERNMENT CASH INSTI. Account Number:— Current Yield 0.03% Actiyity Ending. 06/30114 05131114 Opening Balance 37,265,200.36 37.265.200 36 06102/14 Deposit MONEY FUND PURChASE 221,201.88 37,465,402 24 06117/14 Deposit MONEY FUND PURCI-ASE 119,250.00 37,605,652 24 06126(14 Deposit MONEY FUND RIRChASE 46,833.16 37,652,485.40 06/27(14 Deposit MONEY FUND PURChASE 29,257.50 37,681,742.90 05130114 Withdrawal MONEY FUND REDEMPTION 4,957,559.13 28,724,183.77 06130114 Deposit INCOME REIN VEST 918.53 28,726,102.30 05130114 Closing Balance 525,725,102.30 Total All Money Market Funds 125,725,102.30 Page 2 of 21 ONO ROLL Account Num tier GO paperless SOUTHERN tkib N LLC. F I DancriAL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Rsd tscorninfl [very Year S. 2007 0ALBAR RATED COMMUMCATIONS rxesartraer SDNY_GM_00045669 DB-SDNY-0008493 EFTA_00 156278 EFTA01288641 0ntic IN Sat Nor On Inc Reasnellant km!. Mat n Mptagenan INtrais (Nem GION, Mwibri Cake PC. Bni 1770 Elul moot MO21203 MS Pia Asa. NM I Nor Mw** MY 101M Income and Expense Summary Cement Period Statement Period: 0610112814 • Year•to•Dale 06/3012014 Taxable Noe Taxable Taxable Non Taxable Dividend Income Equities 83,63230 0.00 341,25918 0.00 Money Market 918.53 0.00 2,021.19 0.00 Other Dividends 32,75520 0.00 405,25520 0 00 Interest Income Bond Interest 160,958.32 0.00 583,468.80 000 FDIC Insured Bank Oeposts 0.00 0.00 2,691.15 0.00 Other Interest 000 0.00 81.250.08 0 00 Total Dividends, Interest, Income and Expenses $278,281.55 $0.00 61,116,918.20 $0.00 Distributions Alternative Investm ents 000 0.00 0.00 505 261 44 Other Distributions 0.00 36.841.51 0.00 409 285 40 Total Distributions $0.00 $38,811.51 WOO $914,546.84 Portfolio Holdings U.S. DOLLARS Account Opening Date Quantity Number Activity Blum Opening Balance acing Balsam Matted income Income Ibis Year 30.Oay Yield Curremt Yield Cash, Money Funds, and Bank Deposits Cash Balance 221,201.88 0.00 Money Market DWS GOVERNMENT CASH INSTt 0513111/ 28.725,102 300 08130/14 37.285.200.36 24.725.102.30 0.00 2.021.10 0.03% 0.03% Total Money Market $37,286,200.311 424,725,102.30 60.00 $2,021.19 FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM 05/31114 0600/14 0.00 0.00 0.00 2.691.15 N/A WA Total FDIC Insured Bank Deposits OA $0.00 $0.00 42,891.16 Total Cash, Money Funds, and Bank Deposits $37,186,102.21 424,726,102.30 $0.00 $4,712.34 Page 3 of 2I 118,4. von Account Num ber Go paperless DAE TIAL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) TM ERN ñ F I Raced tmolleM Every V.A. Lam 2007 DAL OAR RATED COMMUNICATIONS rxeiturner SDNY_GM_00045670 DB-SDNY-0008494 EFTA_00 156279 EFTA01288642 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date ired Quiet Dalt Cost Adjusted Cod Basis Market Puce Market Value Unrealized Gain/ toss Accrued Interest Estimated Estimated Annual Income Yield Fixed Income de Maturity Dare Sequence) 'Asset Backed Secwitles COUNTRYWIDE HOME LOANS SER 03.1 CL 81 4.090% 03125133 WE DM 01130/03 Factor. 0.23912707 Effective Date:06102/14 Current Face Value: 1.076.071.815 12113113 '.3.11 4,500,000.000 93.3760 WASHINGTON MUT MTG SECS CORP 2001•RA2 MTG PASSTHRU CTF CL C-B-1 VAR RATE 6.974% 07125133 WE DID 06101101 5 8 P Rating 0 Factor:0.61667181 Effective Date:06102/14 Current Face Value: 795.506.635 12113/13 '.3.12 1,290,000.000 76.5190 Security Identifier: 17669 DYSI 1.004.797.58 86.6130 Original Cost Bass. 51,111,573.07 Security identifier: 939336S20 608.710.62 86.0290 Original Cod Basis 5638.906.71 31,613,608.20 932,018 08 684,366 40 Total Asset Backed Securities 6,790,000.000 Total Current Face Value : 1,171,578.450 Corporate Bonds SG STRUCTURED PRODS INC COMMODITY UM MKT PLUS PROTECTED NOTES 0.000% 0810511181E DID 07130113 07125/13 '.12.13 2,000,000.000 100 0000 HSBC USA INC MEDIUM TERM NTS BUFFERED NOTES LK/ TO EURO mom so 0.000% 08129114 WE DM 05130113 05124113 %OM 2,000,000.000 100 0000 AY ORGAN CHASE & CO M EDIUM TERN NTS GAFFED CONTINGENT BUFFERED EQUITY NTS 0.000% 10/16114 WE DID 09127113 12105113 'AM 1,000,000.000 100 0000 PETROLEOS DE VENEZUELA NOTES SENIOR Mkt XS0460546525 5.000% 10128115 REG DT0 10128109 S 8 P Rating B. 12/04113 '.3.12 2,500,000.000 92.7510 097,662CSF:' Ment, ROIL Security Identifier 7$423EHS6 2,000,000.00 108.9100 Original Cad Basis: 52,000,000.00 Security Identifier: 40432XFP1 2,000,000.00 113.0100 Original Cod Basis: 52,000,000.00 Security Identifier: 48128NVE4 1.000.000.00 102.9200 Original Cosl Basic SI,000,000.00 Security Identifier: P7807HAF2 2,318,770.84 94.1500 Original Cost Buis: 52,250,000.00 31,618,364.46 2,178,200.00 2 260 200 00 1,029,200.00 2 353 750 00 Account Num ber Go paperless CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(eso) LTHExten NF I DAENTIAL 42,779.50 75,65578 3,545.36 4,469.29 $2,876.28 36,014.86 30.00 178 200 CO 0.00 260 200 00 0.00 29 200 00 0.00 34,979.16 21,527.78 125.000 00 5.31% Page 4 of 21 Rated f-acellonil Year Swots 2'007 DAL BAR RATED COMMUNCATIONS retti=riertne.'"8.thirrii. eintrei.e ei.e SDN Y_GM_0004 5871 OB-SDNY-0008495 EFrA_00 156280 EFTA01288643 P.O. Sag 1776. Batman MO2)203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cost Fixed Income (continued) Corporate Bonds (continued) HEADWATERS INC GTO SR NT 7.625% 04/01119 B/E DTO 03/11/11 CALLABLE 04101115@ 103813 Moody Rating El2 S& P Rating B• 10122112'•I2.3 Adjusted Cost (Taos Oeuiv.v Si,,, Pon. roam Alvmmnent Minet% COMM< Gw‘p 0.0s0A Selynel LAC lire bet Mc* Na Part AMMO. )Mn, kw Market Price Market Value Statement Period: 0610112014 - 06/30/2010 Unrealized Gain; Loss Accrued Interest Estimated Estimated Annual Income Yield taK000no 102 2910 EARTHUNK INC GTD SR NT FULLY EXCHANGED CUSP FROM 270321A88 8.875% 05/15/19 BIE DTD 05117111 CALLABLE 05/15115 S 6 P Rating CCC• 10122112'.12.13 40E000.000 102.7670 10123/12 %UM 600.000.000 102 5710 Total Noncevered 1,000,000.000 Total 1,000,000.000 SERVICEM ASTER CO SR NT - CUSP FULLY EXCHANGED FROM OLD CUSP 817601413 8.000% 02115120 8/E DTD 02113112 Moody Rating CAA1 S 8 P Rating B- 01124/13 '.12.13 1.500.000.000 104 7870 02/25113 %IL" 1.000.000.000 105 3210 Total Noncovered 2,500,000.000 Total 2,500,000.M LLOYDS TSB BK PLC EURO ISSUE MEDIUM TERM NO TES ISIN 1 XS 717735822 9.875% 12116/21 REG 0T0 12/16111 Moody Rating Gal St PRating 888 12104/13 '.3.12 1.500.000.000 108 0750 ORA,' ',Olt SOUTHERN CH LW. ONFIDENTIAL CONFIDENTIAL — PURSUANT TO FED R CRINA P. 6(e) Security Identifier: 42210PM:15 1.022.938.45 106.7500 Onginal Cost Basis. 51.035.000.00 Security Identifier: 270321AC6 411.069.18 100.0000 Original Cost Basis. $411,000.00 615.127.96 100.0000 Original Cost Basis: $619,500.00 1,026,497.11 $1,026,497.14 Security Identifier: 81760 NAN9 1:571.805.96 101.7500 Onginal Cosi Basis: $1.595,625.00 1053.210.05 107.7500 Original Cost Basis: $1,070,000.00 2 625 018.0t $2,625,616.11 Security Identifier: GISISPP41 Price Estimated as of 06/25/14 1.821.127.27 118.6300 Original Cosl Basic $1.627,500.00 1.067.500.00 400,000 00 600.000 00 1,000,000.00 91,000,000.00 1.616.250.00 1.077.500 00 2,693,750.00 12,693,750.00 1.779.450.00 44.561 55 18.850 69 76,250.00 7.11% .11,069.18 4,437.50 35,500.00 8.87% -15.427.96 6.656.25 53.250.00 8.87% -26,497.14 11,093.75 88,750.00 -626,497.14 111,093.75 $81,750.00 44.444 04 45.000 00 120.000.00 7.42% 24.289 95 30.000 00 80.000 00 7.42% 16,733.99 75,000.00 200,000.00 $68.733.99 $75,000.00 5200,000.00 158.32273 79.82212 118.125.00 8.32% Page 5 of 21 Account Number GO paperless Ssd tacelkirdi Every Vest Ante 2007 DAUM. RA T CD COMMUNCATDONS rxenurmer SDNY_GM_00045672 OS-SONY-OOO8496 EFTA_00156281 EFTA01288644 Portfolio Holdings (continued) U.S. DOLLARS (continued) Crate Acquired Quantity Unit Cost Fixed Income (continued) Corporate Bonds (continued) SOUTHERN CAUF EDISON CO PREF SERE 6.250% 02101122 BlE DID 01117112 CALLABLE 02101/22 Moody Rating BAA1 S & P Rating 8B8- 01/30/12 '.3.12 3,000,000.000 99.7990 BARCLAYS 8K PLC CONTINGENT CAP NT ISIA 61,506739Ft-1(03 7.750% 04/10123 B/E DTD 04/10113 CALLABLE 04/10118 SB P Rating B84 04103113'•!113 308000.000 100 0000 PM ORGAN CHASE & CO DEP SHS REPSTG 111071- PFD SER 1 FIXED TO R.TG Fa BD 7.900% 04/29/49 WE DTD 04/23/08 Moody Rating BAt S & P Rating BBB 06115/11 '4.12 2,500.000.000 107.5000 06/15/11 '.3.12 2.500.000.000 107 0000 Total Noncorered 5,000,000.000 Total 5,000,000.000 BANK AM ER CORP PERP NON COM uurnvE OEP SFS FIXED TO FLOAT 8.125% 04/30/58 B/E DTD 04130108 CALLABLE 05115118 MoodyRalingBA3S&P Rating BBL 01/10/11 '.3.12 2,000,000.000 102 7500 GENERAL ELEC CAP CORP NON CUM PFD SER A 7.125% 06/12/62 EVE DID 06/12/12 CALLABLE 06115122 Moody Riling BAA1 S & P Rating AM 06127/12'.17.13 2,000,000.000 105.5300 LBG CAPITAL NO 1 PLC 144A isistlXS0473106283 8.000% 09115188 REG DTD 12/15/09 FO REIM% SECURITY S8 P Rating BB 12104/13 '.3.12 1,200,000.000 108 2500 °HASPOLL Adjusted Cod Basis Market Price Security Identifier: 842400FU2 2,993,957.46 108.5000 Original Coat Basis $2.992,564,97 Security Identifier: 06736FHKO 308000.00 111.3000 Original Cosi BMis• $300,000.00 Security Identifier: 46625HHA1 2,687,500.00 111.7500 Original Cass Finis $2887,500.00 2.675.000.00 111.7500 Original Cost Basis 52.675.000.00 6 362 500.00 65,362,500.00 Security Identifier: 08050509 2.055.000.00 112.5000 Ong'nal Cost Basis, 52.055.000.00 Security Identifier: 369622946 2,110,605.12 118.0200 Original Cosl Basis $2.122,916.67 Security Identifier: 65433B8GB 1,299,000.00 110.6000 Original Coil Basis $1,299,000.00 Market Value 3,255,000.00 333,900 00 2,793.750.00 2.793.750.00 5,97,500.00 55,587,500.00 2.250.000 00 2,380,400.00 1,327,200.00 Account Number: Cso paperless IN CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) THERk F I Dr1SITIAL Unrealized Gain/ Loss Awned Estimated Estimated Inters Annual Income Yield 261,042.54 77,604.17 187,500.00 5.76% 31900 00 516667 23 250 00 6.96% 106,250.00 32,916 67 197.500 00 7.06% 118.750.00 32.916 66 197.500 00 7.06% 225,000.00 65,833.33 395,000.00 $225,000.00 665,833.33 $395,000.00 195,000.00 20,312 50 162.500 00 7.22% 249,794.88 5,937.50 142,500.00 6.03% 28.200 00 4.000.00 96.000.00 7.23% Page 6 of 21 Said tmelloni (very VAN SIMe 2007 DAL BAR RATED COMMUNICATIONS rxcournaer SDNY_GM_00045673 DB-SDNY-0008497 EFTA_00 156282 EFTA01288645 P.O. Bag 1770 EhIbmom MO 21203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Modred Quantity Unit Cost Fixed Income (continued) Corporate Bonds (continued) 'LLOYDS BANKING GROUP PLC FXD RATE RESET MIDI TIER 1 SECS ISMS US539439AG42 1.500% 09/27/88 EVE DM 04/0771/ S 8 P Rating Please Provide 1,903,000.000 NIA Please Provide 106.4000 Ori nal Cost Basis: Please Provide $27,735,412.29 Adjusted Cost Basis Dral. C Sim Prruin Wolin PA.111,Nat Marat$ Conran Comp Deauk ML Smoke AL Mew TM Mar HS Pia 0.•••• loth Hoer Market Price Security Identifier: 539439A04 Total Corporate Bonds 28,103,000.000 Total Fixed Income 34,693,000.000 Date Acquired Equities Common Stocks APOLLO GLOBAL M GM T LLC CL A SUS Dividend Option: Cash 03129/11 '.13 263.157.000 19 0000 APPLE INC COM Dividend Option: Cash 10128/13 14.000 000 75 5800 ARIAD PHARMACEUTICALS INC Dividend Option: Cash 02114/12'.13 7,535.000 15 2090 01124/13 '.13 9.000.000 19 6000 Total Noncovered 16,535.000 Total 16,535.000 ASCENA RETAIL GROUP INC COM Dividend Option: Cash 01/16101 '.3 70,500.000 212770 Quantity Veit Cog 0007776.7C773 ,' 329,311,020.11 OBAI, ROLI 114,597.40 176,100.00 290,997.40 9290,997.40 Security Identifier: ASNA CUSP. 013516101 1,500,000.00 17.1000 Cod Basis Market Price Security Identifier: APO CUSP. 037612306 4.999.983.00 27.7200 Staidly Identifier: AAPL CUSP. 037833100 1.058.120.50 92.9300 Security Identifier: ARIA CUSP 04033A100 6 3700 6 3700 Market Value 2 024.792.00 931,500,842.00 $33,117,226.48 Market Value 7,294,712.04 1.301.020.00 17,997.95 57,330.00 105,32715 Statement Period: 06/01/2014 - 06/30/2014 Unrealized Gain Loss N/A 11,710,637.71 $1,713,613.99 Vitalized Gaiuf Loss 2.294.729 04 242,899.50 -66,599.15 •119,07000 -116,161.16 Accrued Interest 1,189.38 1366,338.69 1391,353.34 Estimated Estimated Annual Income Yield 142,725.00 7.01% 11,787,800.00 11,787,600.00 Estimated Enlisted Animal Income Yield 1,118,117.25 15.33% 26,320.00 2.02% $106,327.95 1.205 550 00 Account Number Go paperless L TH ERN CNO N LLC. F I DAENTIAL CONFIDENTIAL - PURSUANT TO FED. R CRINA P. 6(e) 4186,861.16 •294,45000 10.00 Pape 7 of 21 Rated excellent, ',racy v«. Unto 2007 DAUMR RATED COMMUNICATIONS rxClainNer SDNY_GM_00045674 OB-SDNY-0008498 EFTA_00156283 EFTA01288646 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Ind Quiet Writ Col Equities (continued) Common Stocks (continued) BANK OF NEW YORK M ELLON CORP CON Dividend Option: Cash 06125114 250.000 000 36 3060 BIOGEN IDEC INC CON Dividend Option: Cash 02114/12'.13 2.095.000 119 5490 FACEBOOK INC CL A Dividend Option: Cash 05117/12 '.13 17,500.000 38 0000 FOUNDATION MEDICINE INC COM Dividend Option: Cash 01113114 GENERAL ELECTRIC CO CON Dividend Option: Cash 25,000.000 27.5010 04123113 '.13 23,000.000 21 5700 GENERAL 11 TRS CO COM Dividend Option: Cash 11118110' 10.988.200 36 4010 12109110' 86,536.800 36 8160 Total Noncovered 97,525.000 Total 97,525.000 GILEAD SCIENCES INC Dividend Option: Cash 02105114 5.000.000 79 2810 03107114 3.100 000 79 6120 Total Covered 8,100.000 Total 8,100.000 P M ORGAN CHASE i CO COM MK U S46615111005 Dividend Option: Cash 07114/05 1%4 14 503 000 488 4840 SAMOAN 0 BIOSCIENCES INC COM Dividend Option: Cash 05128113 '13 50 COO 000 8.4440 SANTANDER CONSUMER USA HMS INC COM Dividend Option Cash cod Basis Markel Pra Markel Valet Uarealized Gale/ Loss Estimated Estimated Annual Income Yield Security Identifier: BK CUSP: 084058100 9,076,406.00 37.4800 Security Identifier: BUB CUSP: 09062)(103 250.454.95 315.3100 Security Identifier: FB CUSP. 3030311102 665.000 00 67.2900 Security Identifier FM I CUSP: 350465100 687.663.50 28.9600 Security Identifier: GE CUSP: 389604103 498,109.08 26.2800 Security Identifier: GM CUSP: 37045V100 399,978.16 36.3000 3,185,96922 36.3000 3,585,917.36 $3,515,917.38 Security Identifier: GILD CUSP: 375558103 82.9100 82.9100 ORAN //CM 396,107.00 246,797.00 643,204.00 $613,204.00 Security Identifier: AM CUSP 4662514100 7,084,489.82 57.6200 Security Identifier: SGM 0 CUSP. 800677106 422,214.00 15.2700 Security Identifier: SC CUSP: 8028311101 9,370,000.00 660.574.45 1,177,575.00 674,000 00 604.440 00 398.871 67 3,141,285.83 3,540,157.50 $3,510,157.50 414,55010 257.021 00 671,571.00 $671,571.00 835,662.88 763,500.00 Account Number Go paperless CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) F I IDAnSiTTAL SOL THERA ett, 293.594 00 410.119.50 512,575.00 43,663.50 108.330 92 -1.106.49 -44,683.39 .45,769.68 -$45,789.88 18,143.00 10.224 00 28,367.00 $28,367.00 -6,248,626.96 341288 00 170.000.00 1.81% 20,240.00 3.34% 13,185.84 3.30% 103,844.16 3.30% 117,030.00 $117,030.00 $0.00 23,201.80 2.77% Page:3021 Rabid taallordl (way Year Siva 2'007 DAL BAR RATED COMMUNICATIONS rxcituwer SDNY_GM_00045675 06-SDNY-0008499 EFTA_00 156284 EFTA01288647 P.O. Bag 1778. Batman MD 21200 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Equities (continued) Common Stocks (continued) SANTANDER CONSUMER USA FROGS INC COM 01123114 1,000.000 TWITTER INC COM Dividend Option. Cash 11107/13 Total Common Stocks Prelerred Stocks (Listed by expiration date) ALLY ANL INC PERP PFD FIXEDIFLTG RATE SERA CALLABLE COUPON 8.5% PERPETUAL MATURITY CALL@ 25 05/15116 Dividend Option: Cash 02103112'.'3 46.600.000 19 3020 903.217.51 27.6200 02109112'.13 80,000.000 20 1250 1,610,000.00 27.6200 Total Noncoyered 126,600.000 2 513 217.51 Total 126,600.000 12,513,217.51 GM AC CAP TR I GTD TR PFD SECS SER 2 8 Seaway Identifier: ALLY PRA 125% FIXED RATE/ FLTG CUSP: 361860208 Dividend Option. Cash 02122/12 80,000.000 23 5350 1,882.773 60 27.3000 ROYAL BANK SCOTLAND GROUP PLC SPON ADR REP= Sfft T PDF SliS COUPON 725% PERPETUAL MATUFITY CALL@ 25 05114/14 Dividend Option. Cash 10124/12 '.13 40.000.000 23.7900 951.600.00 25 2500 01/07/13 '. 13 40.000 .000 24 4400 977.600,00 25 2500 01/14/13 "J3 40.000 000 24 8800 995,200.00 25.2500 Total Noncovereci 120,000.000 2,924,400.00 Total 120,000.000 $2,924,400.00 Total Preferred Stocks 27,320,391.11 Quantity Unit Cod Oeuiv.v Si,, ......Wealth Manarrat Vinett. COetrar frµp 0.0s0A Mr SeCv.,lei AC lire bet Mc* 41)Parli Aortae. Mk I tcr 'Inv Wet %V WIS. Cost Basis Market Price Market Value (continued) 24 0000 1.500.000 26.0000 24.000.00 19 1400 Security Identifier: TN TR CUSP. 901841102 39.000.00 40.9700 19,440 00 61.455 00 $30,823,589.63 Security Identifier: ALLY PRB CUSP 02005k 308 Security Identifier: RBS PRT CUSP: 780097713 $28,2114,985.90 1.287.092.01 2,209,599.99 3,496,692.00 13,496,692.00 2,184,000.00 1,009,999.99 1,009,999.99 1,010,000.02 3,030,000.00 13,030,000.00 $8,710,692.00 Statement Period: 06/01/2014 - 06/30/2014 Unrealized Gain/ loss Estimated Estimated Annual Income Yield .4 560 00 22.455 00 600.00 3.08% -$2,638,003.83 $1,475,812.05 383.874.50 99.025.00 7.69% 599,599 99 170,000.00 7.69% 993,474.49 269,025.00 $983,474.49 1269,025.00 301.22640 162,500.00 7.44% 58.399 99 72.500.00 7.17% 32,399 99 72.500 00 7.17% 14,800 02 72,500 00 7.17% 105,600.00 217,500.00 1105,600.00 1217,500.00 $1,310,300.09 1849,025.00 Account Number Go paperless Page 94021 IZ1 LLC. FI DENTIAL ON CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) SOUTHER Rsd taallonill (nay V.A. LSO, 2007 DAL OAR RATED COMMUN CATIONS excrim.ser SDNY_GM_00045676 OB-SDNY-0008500 EFTA_00156285 EFTA01288648 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Equities (continued) Options CALL 100 AMERICAN AIRLS GROUP INC COM UP01.17.150 20.000 OPTION ROOT: AAL 1,000.00 of these contracts are in your margin account 12111/13 1,000.000 8.0330 PUT 100 AM ERICAN AIRLS GROUP INC CON W01-17450 20.000 OPTION ROOT: AAL .1,000.00 of these contrads are a shod position 12111/13 -1.000.000 Total Options Total Equities One Unit Cosi Cost Basis Markel Price Option identifier: 99C1ADTZM Undedying Security Identifier: ML Underlying Security Price: $42.96 803,311.50 22.9000 Option Identifier: 990ADT200 Undedying Security Identifier: ML Underlying Security Price: $12.96 1.9170 •197.70200 0.0500 Markel Valve 2,290,000.00 .5 000 00 Unrealized Gain( Lou 1,486.60550 192.702.00 Estimated Estimated Annual Income Yield Date Acquired Quantity Unit Cod Exchange-Traded Products WISDOM TREE TR JAPAN HEDGED EQUITY FD Dividend Option: Cash; Capital Gains Option: Cash 60,000 00 of these shares are in your margin account 12111113 60,000.000 19.1350 Total Exchange-Traded Products $605,612.50 $38,749,593.24 Cost Basis Market Price $2,285,000.00 $39,280,67710 Market Value $1179,387.50 9531,084.58 Unrealized Gain( Loss 10.00 52,124,837.05 Estimated Estimated Annual Income Yield Security Identifier: DXJ CUSP. 91717W851 2,961098.50 19.3600 22,968,09810 Cod Basis 2,961,600.00 92,961,600.00 Markel Value 1.49850 -$4,498.60 Unrealized Gael Loss Accrued 'Merest 55 Cie 40 85% 555,004.40 Estimated Annual Income Total U.S. DOLLARS EURO Desaiptioe Cash, Money Funds, and Bank Deposits Global Cash Balance $99,789,714.53 Quality Opening Balance 291,84617 3104,084,608.58 Oozing Balance Currency 291,816.67 EUR 399,538.09 USD $2,270,100.05 $394,353.34 $3,972,153.79 Accrued Income 30-Day Yield Total Cash, Money Funds, and Bank Deposits 291,848.87 291,816.67 EUR 399,538.09 USD Market Value Currency 291148.87 EUR 399.53819 USD 0.00 0.00 Maned leered Total EURO °PAN MOIL 0.00 0.00 Page 10021 Account Number: ItaNdtwolles Go paperless ets (very Von Slate 2007 SOLTHERM DAL OAR RA TED COMMUMCATIONS CONFIDENTIAL - PURSUANT TO FED. R CRIM, P. 6(e) F I DENTIA rxesurtraer •Trolitatrea=04tieen MIN•0 /aim 'AC ram.. 011014. Wet NM SDNY_GM_00045677 OB-SDNY-0008501 EFIA_00156286 EFTA01288649 Portfolio Holdings (continued) Onowe Rant Pn.a. %Wain Paptagenalt Mats Coorage6,o‘P Dettsor4 8** Sew `ac. Mrs wart In Pan An~. tutu *xi nv Cog Basis Market Value Statement Period: 06/01/2014 • 06/30/2014 Unrealized Accrued Egimated Gain, Loss Interest Annual Income Total Portfolio Holdings - U.S. DOLLARS 199,789,714.53 S104,484,144.67 $2,270,100.05 $394,353.34 53,972,153.79 Footnotes ' Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') (incorporating amendments enacted by P.L.110-343, the Emergency Economic Stabilization Act of 2O08) and are, therefore, considered " noncovered.' under the new cost basis reporting rules, and marked or denoted as such. All other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their 'applicable date4s1 at which they are subject to the cost basis reporting rules and the adjusted basis coil be reported to the IRS on form 1099-8 for the applicable lax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as follows: • Stock in a corporation acquired on or after January 1.2011 • Mutual funds and dividend reinvestment plan (ORP) shares acquired on or after January 1, 2012 • Other securities, principally debt securties and options, acquired on or after January 1, 2O14, or later, as determined by the Secretary of the Treasury. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed lo be reliable. In the event, one or more of these attrbutes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds. foreign bonds, variable rates, bonds in default, index-linked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. 7 The cost basis of this security has been provided to us by you or your introducing firm and Pershing makes no representation as to the accuracy of this infonnabon. Unrealized gains and losses are not reported for securities for which cost basis or market value is not available. 6 The Current Face value represents the outstanding principal balance of the underlying security. The Current Face value is determined by multiplying the current factor times the original face amount of the security. Factors may change over time and are obtained from sources we believe to be reliable. 12 Pershing has received updated cost basis information, therefore cost basis provided on previous cent brokerage statements may differ from the new cost basis reported in this section. 13 The cost basis of this security has been provided to us by the delivering &m or transferring agent and Pershing makes no representation as to the accuracy of this information. Holdings Summary by Currency &chap-Traded Qum/ Cash Fixed Inane Equities Funds Total by Currency U.S. DOLLARS 28.725.102 33,117.226 39.280.677 2.961.600 104.084.606 6W EURO 29t.846 0 0 0 291.846 EUR Total USD Equivalent 29.124,840 33.117,228 39,280.071 2,901,600 104,484,144 USD % of Allocation 27.87% 31.70% 37.80% 2.83% 100.00% 01,7 66 2CS F 10 OBAN 'LOLL Account Number SOUTHERN CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Page 11 021 Go PaPeriess FIDAnSITIAL Rata. tacollera Ever/ Van Siva 2'007 DAL BAR RAVED COMMUNICATIONS rxenurnaer SDNY_GM_00046678 DB-SDNY-0008502 EFTA_OO156287 EFTA01288650 Schedule of Realized Gains and Losses Current Period DIspositioft Acquisition Disposition Date Date Transadion Description Quantity Cod Basis Proceeds Realized Gain! Loss) Disallowance Short Term 06123111 12113113' FFP WASHINGTON MUT IA TG S 004-RA2 it TG PASSThRU CIF CL C- B-1 VAR RATE 6.974% 07125133 Security Identifier 939336520 Original Cost Basis: 20,133.98 06125)14 12)13113' WO COUNTRYWIDE HOME LOA 1 CL 81 4.090% 03125/33 EVE D TD 01130103 Security Identifier 12889DYSI Original Cost Basis: 11.526.67 1,290,000.000 4.500.000.000 20,133.98 11.52667 26,312 52 12,344.30 6,178.54 817.83 Total Short Term 631,660.65 $38,656.82 98,996.17 Total Short Term and Long Term $31,660.65 $38,656.82 $6,996.17 • Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended (IIRC') (incorporating amendments enacted by P.L.110.343, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered "noncovered' under the new cost basis reporting rules, and marked or denoted as such. Al other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their Papplicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis will be reported to the IRS on form 1099-8 for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as follows: • Stock in a corporation acquired on or after January 1. 2011 • Mutual funds and dividend reinvestment plan (DRP) shares acquired on or after January 1, 2012 • Other securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. This Schedule may not reflect all cost basis adjustments necessary for tax reporting purposes, especially for noncovered securities. Adjustments to cost basis may have been made for prior income received and subsequently reclassified by the issuer as a return of capital. In addition, corporate action events may require adjustments to your original cost basis. Return of capital information and cost basis information, as it relates to corporate actions. has been obtained from sources we believe to be reliable. Adjustments to cost basis can be made after year-end, in particular, for retum of capital adjustments, but may also include adjustments for corporate action events. Therefore there may be differences in cost basis reflected on your monthly client brokerage statement at year end versus any subsequent reports, including your 1099.8 or online displays you may have available to you. When you report your cost basis on your tax return, it should be verified using all of your own records. In particular, there may be other adjustments which you need to make. but are not required to be made by Pershing as it relates to H.R. 1424. You should consult with your tax advisor in order to property report your gain or loss for tax purposes. Pershing shall not be responsible for and makes no representations or warranties with respect to the accuracy of any information that you report to the IRS or other taxing authorities, and, accordingly, disclaims any and all liability that may arise with respect to your use and reliance on the information provided herein for such reporting. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or more of these attributes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds, foreign bonds, variable rates, bonds in default, index-inked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. Please refer to the Your Account Information Section n your brokerage account statement for your account's existing taxrd disposition method. The disposition method is the method which you have selected to use in the disposal of each tax lot of the securities held in your account. If you do not select a method, your account will be defaulted to First In. First Out (FIFO). Your account's selected tax lot method wil be used to determine the cost basis for calculating gain and/or loss, unless another method was selected at the time of the security disposal, and this may be reported on the IRS Form 1099-8. Page 12 of 21 Account Number ()PAN Mel Go paperless S13 L THERA tketi LLC. F I DAENTIAL N CONFIDENTIAL — PURSUANT TO FED. R CRIIVI P. 6(e) Rated tacelkini L very Vs.. Since 2007 DAUM. RATED COMMUMCATIONS rxenurraer Cr s...."—ro=s.. - - •"•=r• SDNY_GM_00046679 OB-SDNY-0008503 EFTA_00156288 EFTA01288651 PO cal I7/6. Etat mom MD 21200 Dean Una Pr.. rhainmanagenan Minim (wear 6,0‘P Otrisch• Sank starts at. Mow let HS Pert Mow" nth lbw a ir( IOIM M essa M es Federal Deposit Insurance Corporation (FDIC)-Insured Bank Deposits are not protected by Securities Investor Protection Corporation.(SIPC). Statement Period: 0610112/14 • 0613012014 For disclosure of rates for DWS money market funds. please visit the DWS Investments website at https://vnvw.dws-investments.cornrENIproducts/money-rnarket4unds-yields.jsp. Please note that all money market funds listed on the website may not be offered through us. Although a money market mutual fund seeks to preserve the value of your investment at $1 per share, it is possible to lose money by investing in a money market mutual fund. Shares of a money market mutual fund or the balance of a bank deposit product held in your brokerage account may be liquidated upon request with the proceeds credited to your brokerage account. Please see the money market mutual fund's prospectus or the bank deposit product's disclosure document or contact your advisor for additional information. Please note that the following language supersedes previous versions of our disclosure, Pershing's Impartial Lottery Process' Partial Calls: Pershing's Impartial Lottery Process: Partial Calls When a security is subject to a partial redemption, pursuant to New York Stock Exchange (NYSE) Rule 402.30, which has been scomorated into the FINRA Consolidated Rulebook, Pershing must have procedures in place that are designed to treat clients fairly in accordance with an impartial lottery processAblien an issuer initiates a partial call of securities, the depository holding such securities (typically, the Depository Trust Clearing and Corporation, or DTCC) conducts an impartial, computerized lottery using an incremental random number technique to determine the allocation of called securities to participants for which it holds securities on deposit (including Pershing). Because °ICUs lottery is random and impartial, participants may or may not receive an allocation of securities selected for redemption. When Pershing is notified that it received an allocation of called securities, Pershing conducts a similar, computer-generated random lottery. The lottery determines the accounts that will be selected and the number of securities in the account that will be redeemed. Allocations are based on the number of trading units held in the account. The probability of any trading unit held by an account being selected as called in a partial call is proportional to the total number of trading units held through Pershing. Once the lottery is complete. Pershing notifies introducing broker-dealers whose introduced accounts have received an alocation. Securities registered in the client's name. either in transit or held in custody. are excluded from the Pershing lottery process. Pershing initiates the lottery process by identifying the accounts holding the called security. the total par valve of the called secunlies held, and the trading unit of the security. Example (unit of trade = $25,000): Client Account: Par Value: $100,000; Number of Trading Units: 4 Client Account: Par Value: $75,000; Number of Trading Units: 3 Client Account: Par Value: $150,000; Nunter of Trading Units: 6 Client Account: Par Value: $50,000; Number of Trading Units: 2 Client Account: Par Value: $25.000: Number of Trading Units: 1 Client Account: ; Par Value: $25,000; Number of Trading Units: 1 out Volt Account Num ber Go paperless SOL Ckk CONFIDENTIAL - PURSUANT TO FED. R ORIN1 P 6(e) THERA L . F I DAENTIAL Page 13 of 21 Rated [nation., Lyon. Vem since 2007 DAL BAR RATED 00MMUNICATOONS rxentrmer SDNY_GM_00045680 OB-SDNY-0008504 EFTA_00156289 EFTA01288652 M essa L es (continued) Client Account: . Par Value: $75,000, Number of Trading Units: 3 In brief, the allocation process involves the following steps: > The number of trading units held in each account is identified. > A sequential number is assigned to each trading unit (e.g., account would be assigned six numbers). > A random number is generated that will result in one of these trading units being the first unit in the selection process. > Thereafter, the trading units participating in the allocation are based on an incremental random number technique until the number of trading units allocated to Pershing is exhausted. Additional Information The allocation of called securities is not made on a pro-rata basis. Therefore, it is possible that a client may receive a lull or partial redemption of shares held. Conversely, it is also possible that a client may not have any securities selected for redemption at all. When a partial cal is deemed favorable to the holders of the called security, Pershing will exclude certain accounts from the lottery. Excluded accounts will include Pershing's proprietary and employee accounts, as well as proprietary and employee accounts of introducing broker-dealers (if Pershing carries and clears those accounts) No allocation will be made to these proprietary and employee accounts until all other client positions at Pershing in such securities have been called. When a partial call is deemed unfavorable to holders of the called security, Pershing will not exclude any accounts from the lottery. If the partial call is made at a price above the current market price as captured in Pershing's price reporting system, Pershing will generally categorize the partial cal as one that is favorable to the holders of such security. If the partial call is made at a price that is equal to or below the current market price of the security as captured in Pershing's price reporting system, Pershing will generally categorize that call as one that is unfavorable to holders of the security. Clients have the right to withdraw uncalled. fully paid securities from Pershing at any time prior to the cutoff date and time established by the issuer, transfer agent and/or depository with respect to the partial cal. Clients also have the right to withdraw excess margin securities, provided that the client account is nor subject to restriction under Regulation T or that such withdrawal wil not cause an under-margined condition. Page 14 of 21 Account Number: Go paperless twin, Vent ." 4 2007 Ofint, DAL BAR RATED COMMUNOLTIONS CONFIDENTIAL - PURSUANT TO FED. R CRINA, P. 6706THERNCONFI DENTIA exciturraer Male. WI mast ova we.. se SDNY_GM_00045681 O13-SDNY-0008505 EFTA_00 156290 EFTA01288653 PO Sc. I 776. Bat more MD 21203 Goosoo Poo Pon,, weabx iaxygenox Mao Coon,. 6,o4, Deslini• Sat %twos %lc Mr. wan auk. Na no Ammo. Mui 'Poo Activity Sum m ary (AU amounts shown are in base currency) Statement Period: 0610112014 • 06/3012014 Credits This Period Year-to-Date Debits This Period Year-to-Date Securities Securities Secunhes Bought 0 00 0 00 Secunties Bought -9,076.406.00 19 214.895 09 Secunties Sold 0 00 17 267 500 04 Securities Sold 0 00 0 00 Total Securities $0.00 $17,267,500.04 Total Securities .19,076,406.00 ,119,214,895.09 Dividends and Interest $278,264.55 $1,509,753.71 Dividends and Interest $0.00 -$93,807.51 Distributions $36,841.51 $914,546.84 Distributions $0.00 $0.00 Fees 10.00 $0.00 Fees $0.00 -$36.00 Cash Cash Withdrawals 0 00 0 00 Withdrawals 0 00 .888 245 00 Deposits 0.00 10.824.149 65 Deposits 000 0 00 Total Cash $0.00 $10,824,149.65 Total Cash $0.00 -$888,245.00 FDIC Insured Bank Deposits $0.00 137,488,437.18 FDIC Insured Bank Deposits $0.00 .$19,304,164.85 Money Market Funds $0,967,550.13 $8,957,559.13 Money Market Funds -$417,461.07 .$3702,01.43 Total Credits $9,272,665.19 $76,959,946.55 Total Debits -$9,493,867.07 -$77,184,409.88 Transactions by Type of Activity Process/ Trader Settlement Transaction Date Date Activity Type Description Quantity Price Aorned Interest Amount Currency Securities Bought and Sold 06/12/14 STOCK SPLIT RECEIVED 2000 SI- RS APPLE INC COM RD 06102 PD 06112114 12.000 000 0.00 LSO AAPL 06/18/14 SECURITY CALLED OTY 1,060,000 V.RVICEM ASTER CO SR NT • CUSP FULLY 000 L9:1 81/60NAN9 EXCHANGED KIM OLD CUSP 81760NAL3 8.000% 02115120 WE DTD 02113112 CLB CALLED BY LOTTERY 06130114 06125114 PURCHASED BANK OF NEW YORK MELLON CORP COM UNSOL AVERAGE 250.000 000 36.2556 -9.076.406 00 L SO BK UNIT PRICE TRANSACTION YOUR BROKER ACTED AS AGENT Total Securities Bought and Sold - UNITED STATES DOLLAR 0.00 -9,076,406.00 °PAP ROLL Account Number Cio paperless SOL THERA CNO LLC. F I DAENTIA L_ CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Page 15021 Rated 1...colionfi (von* Vs. Since 2007 DALBAR RATED OOMMUNKATIONS rxmoter SDNCGM_00045682 DB-SDNY-0008506 EFTA_00156291 EFTA01288654 Transactions by Type of Activity (continued) Process/ Trade/ Settlement Transaction Date Date Adivit T pe Dividends and Interest 06116/14 FOREIGN BOND INTEREST G54338868 Desai ion Quan Price Accrued Interest 06116114 80ND INTEREST RECEIVED 369622%6 06/25/14 80AD INTEREST RECEIVED 12669DY51 06/25114 BOND INTEREST RECEIVED 939336520 06/26/14 CASH DIVIDEND RECEIVED GM 06/27/14 FOREIGN BOND INTEREST 539439A64 06/27/14 06/30/14 06/30/14 CASH DIVIDEND RECEIVED OXJ MONEY MARKET FUND INCOME RECEIVED 233993682 FOREIGN SECURITY DIVIDEND RECEIVED RBS PRT 1200000 LBG CAPITAL NO 1 PLC 144A ISIN#XSO473106283 8.000% 09/15/88 REG OTD 12115109 RO 06/13 PD 06/16/11 2000000 GENERAL ELEC CAP CORP NON CUM FPO SER A 7.125% 06112162 B/E OTD 06112112 CLB RD 05/30 PO 08115114 4500000 COUNTRYWIDE HOME LOANS SER 03.1 CL DI 4890% 03/25133 B/E OTD 01/30/03 RD 05/30 PD 06125114 1290000 WASHINGTON MLT MTG SECS CORP 2004-RA2 MTG PASSTFR6 CTF CI. C-B-1 VAR RATE 6.974% 07125/33 DIE DTO 06101104 RD 05130 PD 06125/14 97525 SF RS GENERAL M TRS CO COM RD 06/10 PD 06126114 1903000 LLOYDS BANKING GROUP PLC MI RATE RESET ADDL TIER 1 SECS 151111 US539439AG42 7.500% 09/27/68 EVE DID 04107114 CLB RD 06/12 PD 06/27/14 60000 SF RS WISDOM TREE TR JAPAN F EDGED EQUITY FD RD 06125 PD 06/27/14 DWSGOVT CASH INSTL 120000 SF RS ROYAL BANK SCOTLAND GROUP PLC SPON ADRREPSTG SERTPOFSHSCOUPON 7.25% PERPETUAL MATURITY CALL@ 25 05/11/11 RD 06113 PD 06/30/14 Amount Curren 18,000 00 LSD 71.250.00 LSD 5,215.33 LSO 4,776 32 LSD 29.257.50 LSD 31.716.67 LSO 32,755.20 LSO 918.53 LSD 54.375.00 LSD Total Dividends and Interest • UNITED STATES DOLLAR Distributions 06/25/14 06/25114 RETURN OF PRINCIPAL RECEIVED 12669DYS1 RETURN OF PRINCIPAL RECEIVED 939336520 4500000 COUNTRYWIDE HOME LOANS SER 03.1 CL 81 4.090% 03125133 B/E OTD 01130/03 RD 05130 PO 06125/14 1290000 WASHINGTON MLTMTG SECS CORP 2004-RA2 MTG PASSTFRL CTF C-B-1 VAR RATE 6.974% 07125/33 8/E DTO 06101/04 RD 05/30 PD 06125/14 0.00 276,264.65 12,344 30 LSO 24,497.21 LSD Total Distributions • UNITED STATES DOLLAR Money Market Funds 06/02/14 MONEY FUND PURCHASE US0999997 06117/14 MONEY FUND PURCHASE USD999997 1,.:.o97C(COSF,C,:.7 OBAB ROI t CN LLC. FIDESMAL ON CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) SOUTHERN DWSGOVT CASH INSTL DWSGOVT CASH INSTL 0.00 36,84111 •221.20188 LSD -119,25000 LSD Page16 of 21 Account Number. Go paperless Rated [mama. ra Event Vs. Since 2.007 DALBAR RAT ED COMMUNCA TiONS I mita I Ha' SDNY_GM_00045683 DB-SDNY-0008507 EFTA_00 156292 EFTA01288655 PC Poi MO 0.0 000:1,10 212Y3 °microRana Pn.PPVIpath&trageng0t Pdwals CooePee 00M , Des0,O4 lank Se0onei lire Von Hann Annus, 160. I ter n n er 100.4 Transactions by Type of Activity (continued) Process/ Trade/ Settlement Transaction Date Date Activity Type Description Quantity Statement Period: 06/0112014 • 06/30/2014 Price Accrued Interest Amount Currency Money Market Funds (continued) 06126/14 MONEY PAD PIACFASE DWSGOVT CASE INSTL 46.833.16 LSO USD999997 08127114 MONEY FUND PURCHASE DWSGOVT CASH INSTL 49,257.60 USD USD999997 06130/11 MONEY FUND REDEMPTION DWSGOVT CASH INSTL 8.957.559.13 USD USD999997 06130/14 MONEY MARKET FUND DWSGOVT CASH INSTL INCOME ReNVESTED .918.53 USD REINVESTMENT 233993681 Total Money Market Funds • UNITED STATES DOLLAR 0.00 8,540,098.06 Total Value of Transactions 0.00 ,221,201.88 USD The price and quantity displayed may have been rounded. Cash Not Yet Received Security Record Date Payable Date Quantity Held Rate Dividend Option Amount of Payment Dividends GENERAL ELECTRIC CO COM 06123/1/ 07/15/14 23.000 COO 0 220000 Cash 5.060.00 Total Cads Not Yet Received ORM. RQtt Account Numbers Go paperless so TH ERN Ceti LLC. F I DAENTIAL CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) 85,080.00 Page IT of 11 Itatedi torollenti Lowy Year Sinop 2007 DAL BAR RATED COMMUNICATIONS rxenutraer •= 2/.741:='="1= SDNY_GA4_00045684 DB-SDNY-0008508 EFTA_00 156293 EFTA01288656 Bond Maturity Schedule Bond Maturity Market Vale % of Bond Market Value I to 6 months 5,467,600.00 17% CI I to 5 years 4.421,250 00 13% CI 6 to 10 years 8.062.100 00 24% FM Over 10 years 15.166.276.48 46% ILI Total 33,117,226.1e 100% Bond Quality Bond Quality Market Valle % of Bond Market Value BAA 5,615,400.00 17% BArLower 21,102,208.10 64% I i hot Rated 6.399.618.08 IS% Ile Total 33,117,220.48 100% Called Bonds Call Date SecurNy Desalptict 0711612014 sfiviCEsiasiEn CO SR NT • CUSP FULLY EXCHANGED FROM OLD CUSIP 81760NAL3 8.000% 02115120 DIE DTO 02113112 Publication Date: 0811712014 Client Service Information Percentages of bond market values are rounded to the nearest whole percentage. Percentages of bond market values are rounded to the nearest whole percentage. eipible Called Call Type Redemption QuaetNy Ninth, Price of Call Proceeds 2,500,000 000 1,060,000.000 108.0000 Partial 1,144,800.00 Your Client Advisor: TDS TA/IA SMITH 345 PARK AVENUE 14TH FLOOR NEW YORK NY 10151 Your Account Information Contact Information Telephone Number: Tax Lot Default Disposition Method Default Method for Mutual Funds: FIRST IN FIRST OUT Default Method for Stoda In a Dividend Reinvestment Plan: Default Method for all Other Securities: FIRST IN FIRST OUT Electronic Delivery You have not selected any account corn m unications for electronic delivery. To register and turn off paper comm unications, log in to your account or contact your Client Advisor for more 'Morn akin. FIRST IN FIRST OUT Account Number Ott.7 got Go paperless THERA tto N nc. F I nnTIAL CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) Page II 021 Rated tscollenti L very year Since 2007 CALMAR RATED COMMUNICATIONS rxcournaer wain/ remist .00a. raVOS. NOC SDNY_GM_00045685 OB-SDNY-0008509 EFrA_00156294 EFTA01288657 Important Information and Disclosures Pricing This section includes the net market value of the securities in your account on a settlement date basis, including short positions, at the close of the statement period. The market prices have been obtained from sources which we believe to be rekable. Pershing may not use the dosing price of the particular exchange or marketplace where your position was purchased as the 'Market Price.' Securities for which a price is not available are marked - N/As" and are omitted from the Total. THE AS OF PRICE DATE ONLY APPEARS WHEN THE PRICE DATE DOES NOT EQUAL THE STATEMENT DATE. Estimated Annual Figures The estimated annual income (EAI) and estimated annual yield (EAY) figures are estimates and for informational purposes only. These figures are not considered to be a forecast or guarantee of future resuks. These figures are computed using information from providers believed to be reliable; however, no assurance can be made as to the accuracy. Since interest and dividend rates are subject to change at any time, and may be affected by current and future economic, political, and business conditions. they should not be relied on for making investment, trading, or tax decisions. These figures assume that the position quantities, interest and dividend rates, and prices remain constant A capital gain or return of principal may be included in the figures for certain securities. thereby overstating them. Refer to mwr.pershing.ccevtusiness_continuity.Mrrl for specific details as to formulas used to calculate the figures. Accrued interest represents interest earned but not yet received. Reinvestment The dollar amount of Mutual Fund distributions, Money Market Fund dividend income, Bank Deposit interest income, or dividends for other securities shown on your statement may have been reinvested. You wil not receive confirmation of these reinvestments. Upon written request to your financial institution, information pertaining to these transactions, including the time of execution and the name of the person from whom your security was purchased. may be obtained. In dividend reinvestment transactions, Pershing acts as your agent and receives payment for order flow. Options Information with respect to commissions and other charges incurred in connection with the execution of option transactions has been included in confirmations previously furnished to you. A summary of this information is available to you promptly upon your written request directed to your introducing firm. In order to assist your introducing firm in maintaining current background and financial intonation concerning your option accounts, please promptly advise them in writing of any material change in your investment objectives or financial situation. Expiring options which are valuable are exercised automatically pursuant to the exercise by exception procedure of the Options Clearing Corporation. Additional information regarding this procedure is available upon written request to your introducing firm. Proxy Vote Securities not fully paid for in your margin account may be lent by Pershing to itself our others in accordance with the terms outlined in the Margin Agreement. The right to vote your shares held on margin may be reduced by the amount of shares on loan. The Proxy Voting Instruction Form sent to you may reflect a smaller number of shares entitled to vote than the number of shares in your margin account. Foreign Currency Transactions Pershing may execute foreign currency transactions as principal for your account Pershing may automatically convert foreign currency to or from U.S. dollars for dividends and similar corporate action transactions unless you instruct your financial organization otherwise. Pershing's currency conversion rate will not exceed the highest interbank conversion rate identified from customary banking sources on the conversion date or the prior business day, increased by up to 1%, unless a particular rate is required by applicable law. Your financial organization may also increase the currency conversion rate. This conversion rate may differ from rates in effect on the date you executed a transaction, incurred a charge. or received a credit. Transactions converted by agents (such as depositories) will be billed at the rates such agents use. Ratings This statement may contain credit rating information obtained from Standard & Poor's. Reproducing and distributing any information received from Standard & Poor's is not permitted without prior written authorization from Standard & Poor's. Standard & Poor's does not guarantee the accuracy, completeness, timeliness or availability of any information. Standard & Pools is not responsible for any errors or missions, regardless of the cause, or for the results of using such content. Standard & Poor's makes no express or implied warranties including warranties of merchantability or fitness for a particular purpose. Standard & Pools shall not be legally responsible for any fees, costs, expenses or losses in connection with the use of their content Credit ratings are opinions and not statements of facts; are not recorrrnendations to purchase, hold or sell securities; and do not address suitability for investment purpose. Credit ratings should not be relied upon as investment advice. Cash Not Yet Received Assets shown here are not reflected in your account. This information has been received from sources we believe to be reliable. Pershing does not guarantee the accuracy of the information. OPII14,t NM{ . ,,., ,n *tall n manale-wd Marais Coon,. 00t,p IXMuM Sank Smote 4%. Notarri 011ar SO Pia Asa. leek 000 Wow** NY 1OIW Statement Period: 0610112/14 06/3012114 Page1902f Account Num ber Rated twanonli ORA,' YOlk ',soy Van Late ZOO7 Paperless *, DAUM', RATED COMPALIMICATDONS CONFIDENTIAL - PURSUANT TO FED. R CRINI. P. 670LTHERNUO F I DAEN11/k rxciurtraer eart irrii===' vain/ 0.3 manila. /IOWA WON. MK SDNY_GM_00045686 O13-SDNY-0008510 EFEk_OO156295 EFTA01288658 Important Information and Disclosures (continued) Bond Maturity Schedule Bonds that are in default are not induced. Bond Quality Bond quality ratings reflect Moody's or Standard and Pools ratings. Bonds may be rated by other services. Bonds that are in default are not included. Please refer to your Portfolio Holdings section. Callable Bonds Pershing LLC receives the called bond information from several information sources which Pershing believes are reliable. Pershing does not guarantee the accuracy of the information. For callable options that are available to you please contact your Client Advisor. The Role of Pershing • Pershing carries your account as clearing broker pursuant to a clearing agreement wilt your financial institution. Pershing may accept from your financial institution without inquiry or investigation (it orders for the purchase and sale of securities and other property and (6) any other instructions concerning your account. Pershing is not responsible or fable for any acts or omissions of your financial institution or its employees and it does not supervise them. Pershing provides no investment advice nor does it assess the suitability of any transaction or order. Pershing acts as the agent of your financial institution and you agree that you will not hold Pershing or any person controlling or under common control with it liable for any investment losses incurred by you. • Pershing performs several key functions at the direction of your financial institution. It acts as custodian for funds and securities you may deposit with it directly or through your financial institution or that it receives as the result of securities transactions it processes. • Your financial institution is responsible for adherence to the securities laws, regulations and rules which apply to it regarding its own operations and the supervision of your account, its sales representatives and other personnel. Your financial institution is also responsible for approving the opening of accounts and obtaining account documents; the acceptance and, in certain instances, execution of securities orders; the assessment of the suitability of those transactions, where applicable, the rendering of investment advice, if any, to you and in general, for the ongoing relationship that it has with you. • Inquiries concerning the positions and balances in your account may be directed to the Pershing Customer Service Department at (201) 413-3333. Al other inquiries regarding your account or activity should be directed to your financial institution. Your financial organization's contact information can be found on the first page of this statement • For a description of other functions performed by Pershing please consult the Disclosure Statement provided to you upon the opening of your account. This notice is not meant as a definitive enumeration of every possible circumstance, but as a general disclosure. If you have any questions regarding this notice or if you would like additional copies of the Disclosure Statement. please contact your financial institution. • Pershing is a member of the Securities Investor Protection Corporation (SIPC`). Please note that SIPC does not protect against loss due to market fluctuation. In addition to SIPC protection, Pershing provides coverage in excess of SIPC limits. For more detailed information please visit: wwwpershing.conestrength_stability.html. • This statement will be deemed conclusive. You are advised to report any inaccuracy or discrepancy (including unauthorized trading), to your financial organization and Pershing, within ten days after receipt of this statement. Please be advised that any oral communication should be re-confirmed in writing to further protect your rights, including your rights under the Securities Investor Protection Act. • Your financial organization's contact information can be found on the first page of this statement. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City. New Jersey 07399; . Errors and Omissions excepted. Important Arbitration Disclosures • All parties to this agreement are giving up the right to sue each other n court. including the right to a trial by jury. except as provided by the rules of the arbitration forum in which a claim is filed. • Arbitration awards are generally final and binding; a party's ability to have a court reverse or modify an arbitration award is very limited. • The ability of the parties to obtain documents, witness statements and ether discovery is generally more limited in arbitration than in court proceedings. • The arbitrators do not have to explain the reason(s) for their award, unless, in an eligible case, a jest request for an explained decision has been submitted by all parties to the panel at least 20 days prior to the first scheduled hearing date. • The panel of arbitrators %WI typically include a mMordy of arbitrators who were or are affiliated with the securities industry. • The rules of some arbitration forums may impose time limits for bringing a clam in arbitration. In some cases, a claim that is ineligible for arbitration may be brought in court. • The rules of the arbitration forum in which the claim is filed, and any amendments thereto, shall be incorporated into this agreement. Important Arbitration Agreement Any controversy between you and Pershing LLC shall be submitted to arbitration before the Financial Industry Regulatory Authority. No person shall bring a putative or certified class action to arbitration, nor seek to enforce any predispute arbitration agreement against any person who has initiated in court a putative class action, who is a member of a putative class who has not opted out of the class with respect to any claims encompassed by the putative class action unit, (I) the class certification is denied; (II) the class is decertified; or (III) the client is excluded from the class by the court. Such forbearance to enforce an agreement to arbitrate shall not constitute a waiver of any rights under this agreement except to the extent stated herein. The laws of the State of New York govern. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City, New Jersey 07399; Page 20 of 21 Account Number: ItaiNdtfloMM GO paper leSS I t ) typify Vo• • Slate 2007 OPAL, Mel SOL THERM - F I DrErriAL DAL OAR it^ T ED COMMUNICATIOKS CONFIDENTIAL — PURSUANT TO FED. R P. 6(e) rxesurtraer reset. •••••••• rent MC SDNY_GM_00045687 OB-SDNY-0008511 EFIA_00156296 EFTA01288659 TRANSACTIONS • ALL ORDERS AND TRANSACTIONS SHALL BE SOLELY FOR YOUR ACCOUNT AND RISK SHALL BE SUBJECT TO THE CONSTITUTION. RULES. REGULATIONS. CUSTOMS. LMAGPS. RULINGS AND INTERPRETATIONS OF THE EXCHANGE OR MARKET AND THE CLEARING FACILITY, IF ANY. WHERE THE TRANSACTIONS ARE EXECUTED AND/OR SETTLED. OR IF APPLICABLE. OF THE FINANCIAL INDUSTRY REGULATORY AUTHORITY AND TO ALL APPLICABLE LAWS AND REGULATIONS. • TITLE TO SECURITIES SOLD TO YOU. WHERE PERSHING HAS ACTED AS PRINCIPAL. SHALL REMAIN WITH PERSHING UNTIL THE ENTIRE PURCHASE PRICE IS RECEIVED OR UNTIL THE SETTLEMENT DATE. WHICHEVER IS LATER. • YOU MAY HAVE RECEIVED CONFIRMATIONS FOR TRANSACTIONS WHICH DO NOT APPEAR ON YOUR STATEMENT. IF SO. THE TRANSACTIONS WILL APPEAR ON YOUR NEXT PERIODIC STATEMENT. SUCH TRANSACTIONS MUST BE CONSIDERED BY YOU WHEN COMPUTING THE VALUE OF YOUR ACCOUNT. THIS IS ESPECIALLY TRUE IF YOU HAVE WRITTEN OPTIONS WHICH HAVE BEEN EXERCISED. FREE CREDIT BALANCES: ANY FREE CREDIT BALANCE CARRIED FOR YOUR ACCOUNT REPRESENTS FUNDS PAYABLE UPON DEMAND WHICH. ALTHOUGH PROPERLY ACCOUNTED FOR ON PERSHING'S BOOKS OF RECORD. ARE NOT SEGREGATED AND MAY BE USED IN THE CONDUCT OF ITS BUSINESS. DEBIT BALANCES: INTEREST CHARGED ON DEBIT BALANCES IN YOUR ACCOUNT APPEARS ON THE STATEMENT. THE RATE OF INTEREST AND PERIOD COVERED ARE INDICATED. THE RATE MAY CHANGE FROM TIME TO TIME DUE TO FLUCTUATIONS IN MONEY RATES OR OTHER REASONS. INTEREST IS COMPUTED AS DESCRIBED IN MATERIAL PREVIOUSLY FURNISHED TO YOU. PLEASE CONTACT YOUR FINANCIAL INSTITUTION I: YOU DESIRE ADDITIONAL COPIES. MARGIN INFORMATION: IF YOU MAINTAIN A MARGIN ACCOUNT, THIS IS A COMBINED STATEMENT Cf YOUR GENERAL ACCOUNT AND A SPECIAL MEMORANDUM ACCOUNT MAINTAINED FOR YOU UNDER REGULATION T OF THE BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM. THE PERMANENT RECORD OF THE SEPARATE ACCOUNT AS REQUIRED BY REGULATION T IS AVAILABLE FOR YOUR INSPECTION UPON REQUEST. TAX INFORMATION • AFTER YEAR END. PERSHING IS REQUIRED TO PROVIDE TAX INFORMATION TO THE INTERNAL REVENUE SERVICE AND OTHER GOVERNMENTAL AUTHORITIES. AT THAT TIME PERSHING WILL PROVIDE THAT INFORMATION ON THE ANNUAL TAX INFORMATION STATEMENT TO YOU: USE THAT STATEMENT TO PREPARE YOUR TAX FILINGS. THE TAX STATEMENT ALSO INCLUDES OTHER USEFUL INFORMATION TO ASSIST IN ACCUMULATING THE DATA TO PREPARE YCUR TAX RETURNS. • DIVIDENDS. INTEREST AND OTHER DISTRIBUTIONS SHOWN ON THIS STATEMENT WERE CLASSIFIED AS TAXABLE OR NONTAXABLE BASED ON CERTAIN INFORMATION KNOWN AS OF TIM DISTRIBUTION DATE. THIS CLASSIFICATION IS SUBJECT TO CHANGE AND IS SOLELY INTENDED FOR USE AS GENERAL INFORMATION. • PERSHING COES NOT PROVIDE TAX. INVESTMENT OR LEGAL ADVISORY SERVICES AND NO ONE ASSOCIATED WITH PERSHING IS AUTHORIZED TO RENDER SUCH ADVICE. DO NOT RELY UPON ANY SUCH ADVICE, IF GWEN. INVESTORS ARE ENCOURAGED TO CONSULT THEIR TM ADVISORS TO DETERMINE THE APPROPRIATE TAX TREATMENT OF THEIR BUSINESS. GENERAL. INFORMATION • WHENEVER YOU ARE INDEBTED TO PERSHING LLC (PERSHING') FOR ANY AMOUNT. ALL SECURITIES HELD BY IT FOR YOU IN ANY ACCOUNT IN WHICH YOU HAVE ANY INTEREST SHALL SECURE ALL YOUR LIABILITIES TO PERSHING. AND PERSHING MAY IN ITS DISCRETION AT ANY TIME, WITHOUT TENDER, DEMAND OR NOTICE TO YOU. CLOSE CR REDUCE ANY OR ALL OF YOUR ACCOUNTS BY PUBLIC CR PRIVATE SALE OR PURCHASE OR BOTH OF ALL OR ANY SECURITIES CARRIED IN SUCH ACCOUNTS: ANY BALANCE REMAIMNG DUE PERSHING TO BE PROMPTLY PAID BY YOU. • WHENEVER YOU ARE INDEBTED TO PERSHING FOR ANY AMOUNT. ALL SECURITIES CARRIED FOR YOUR ACCOUNT ARE OR MAY BE, WITHOUT FURTHER NOTICE TO YOU, LOANED OR PLEDGED BY PERSHING. EITHER SEPARATELY OR UNDER CIRCUMSTANCES WHICH WILL PERMIT THE COMMINGLING THEREOF. WITH OTHER SECURITIES FOR ANY AMOUNT LESS THAN. EQUAL TO OR GREATER THAN YOUR LIABILITIES TO PERSHING. BUT NOT UNDER CIRCUMSTANCES FOR AN AMOUNT PROHIBITED 8Y LAW. TERMS AND CONDITIONS • PERSHING MAY TRADE FOR ITS OWN ACCOUNT AS A MARKET MAKER. SPECIALIST. ODD LOT DEALER. BLOCK POSMONER ARBITRAGEUR OR INVESTOR. CONSEQUENTLY. AT THE TIME OF ANY TRANSACTION YOU MAY MAKE. PERSHING MAY HAVE A POSITION IN SUCH SECURITIES. WHICH POSITION MAY BE PARTIALLY OR COMPLETELY HEDGED. • IF AVERAGE PRICE TRANSACTION IS INDICATED ON THE FRONT OF THIS STATEMENT YOUR FINANCIAL INSTITUTION OR PERSHING MAY HAVE ACTED AS PRINCIPAL. AGENT OR BOTH. DETAILS AVAILABLE UPON REQUEST. • A FINANCIAL STATEMENT OF PERSHING IS AVAILABLE FOR YOUR PERSONAL INSPECTION AT PERSHINGS OFFICES. A COPY OF I f WILL BE MAILED UPON YOUR WRIT TEN REQUEST OR YOU CAN VIEW IT ONLINE AT WWW.PERSHING.COM. • FOR BUSINESS CONTINUITY AND ADDITIONAL DISCLOSURES: WWN.PERSHING COWBUSINESS_CONTINUITY.HTML • THIS STATEMENT SHOULD BE RETAINED FOR YOUR RECORDS. PAYMENT FOR ORDER FLOW AND ORDER ROUTING POLICIES DISCLOSURES (REGULATION NMS- RULE 607(A)(1)-(2)] PERSHING SENDS CERTAIN EQUITY ORDERS TO EXCHANGES, ELECTRONIC COMMUNICATION NETWORKS. OR BROKER-DEALERS DURING NORMAL BUSINESS HOURS AND DURING EXTENDED TRADING SESSIONS. CERTAIN OF THESE VENUES PROVIDE PAYMENTS TO PERSHING OR CHARGE ACCESS FEES TO PERSHING DEPENDING UPON THE CHARACTERISTICS OF THE ORDER AND ANY SUBSEQUENT EXECUTION. IN ADDITION PERSHING MAY EXECUTE CERTAIN EQUITY ORDERS AS PRINCIPAL. THE DETAILS OF THESE PAYMENTS AND FEES ARE AVAILABLE UPON WRITTEN REQUEST. PERSHNG RECEIVES PAYMENTS FOR DIRECTING LISTED OPTIONS ORDER FLOW TO CERTAIN OPTION EXCHANGES. COMPENSATION IS GENERALLY IN THE FORM OF A PER OPTION CONTRACT CASH PAYMENT. BEST EXECUTION: NOTWITHSTANDING THE PREVIOUS PARAGRAPH REGARDING PAYMENT FOR ORDER FLOW. PERSHING SELECTS CERTAIN MARKET CENTERS TO PROVIDE EXECUTION OF OVER-THE COUNTER AND EXCHANGE.LISTED SECURITIES TRANSACTIONS WHICH AGREE TO ACCEPT ORDERS. TRANSMITTED ELECTRONICALLY UP TO A SPECIFIED SIZE. AND TO EXECUTE THEM AT OR BETTER THAN THE NATIONAL BEST BID OR OFFER (NBBO). ON CERTAIN LARGER ORDERS. OR IF THE DESIGNATED MARKET CENTERS DO NOT MAKE A MARKET IN THE SUBJECT SECURITY. PERSHING DIRECTLY CONTACTS MARKET CENTERS TO OBTAIN AN EXECUTION. THE DESIGNATED MARKET CENTERS TO WHICH ORDERS ARE AUTOMATICALLY ROUTED ARE SELECTED BASED ON THE CONSISTENT HIGH QUALITY OF THEIR EXECUTIONS IN ONE OR MORE MARKET SEGMENTS AND THEIR ABILITY TO PROVIDE OPPORTUNITIES FOR EXECUTIONS AT PRICES SUPERIOR TO THE NBBO. PERSHNG ALSO REGULARLY REVIEWS REPORTS FOR QUALITY OF EXECUTION PURPOSES. IF ANY OF TIE ABOVE TERMS AND CONDITIONS ARE UNACCEPTABLE TO YOU, FI.EASE NOTIFY PEREMFG IMMEDIATELY IN WRITING BY CERTFIED IAML TO ONE PERSHING PLATA. JERSEY CITY. NI OMB Atlit LEGAL DM Page 21 of 21 Account Number: 1)0A0 ROLL Go paperless SOL Cer ONi FID ENT IAL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Tel ERA Rated Axone ni Ivory yea. M Z007 DAL DAR RATEDCOMMUNICATIONS rxciartrier -areL=.,:ter-Verart: SDNY_GM_00045688 DB-SDNY-0008512 EFTA_00 156297 EFTA01288660 PO. Sr 177e, fialerreasID2I203 Oc..atoe w„en PAanair,tat Mwotts 07+v/4ec.a., Dee.nO kn. Sec, M. bet ONIce 11,.m Anne.. ibst Valuation at a Glance Account Number: Statement Period: 05/0112114 - 05/31/2014 This Period Year-to-Date SOUTHERN FINANCIAL LLC Beginning Account Value 6101,580,160.73 $90,573,050.28 6100 RED HOOK QUARTER B3 het Cash Deposits and Withdravids 0 00 9,935,904.65 ST THOMAS VI 00802 Adjusted Previous Account Value 101,580,160.71 100,508,954.03 Dividends. Interest and Other Income 484.804 59 1,642,943.09 et Other Activity 0 00 -36 00 Net Chan in Portfolio 198.577 32 III 780 62 ndirg Acccunt Value 5102.263.642.64 S102.263 642.64 Your Client Advisor: Estimated Annual Incom e 53,783,292.26 TAZA SM 1111 Asset Allocation Prior Year-End Lad Period This Period % Allocation USD Cash, Money Funds. and Bank Depoats USD Fixed Income 18,295,949.71 27,736,972.38 32,900,080.99 26263,141.57 37,486,402.24 25,402,665.78 36.65% 24.84% Nonill SD Fued Income 10.227,309 46 10,325,843.75 7,793,313 75 7.62% USD Equities 30,410,519 65 28,821,198 20 28,313,865 27 27.69%\t1 f Non6 SD Equities 3.137.192 74 2.765.400.00 2.869.200.00 2.81% Non•USD Cash. Money Funds. and Bank Deponts 402,106.31 404,616 22 398,195.60 0.39% Other 363.000.00 0.00 0 00 0.00% Account Total (Pie Chart) 390,573,050.25 3101,580,280.73 3102,283,542.84 100.00% See page 2 of this statement for imports et inforrnaton imparting me Asset Anocatron Notices t)8A0 Rea CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) CONFI D('E)pla isA L 50105042CSF300l6 Pa Chan allocation only includes products that are of positive value. Assets of less than 1% of holdings ell not display on this pa chart. Pate I of 19 Rated excellent, (very Veit Since 2007 DAUM. RATED COMMUNCATIONS rxarturner --.-rirn•wrini.c SDNY_GM_00045689 OB-SDNY-0008513 EFTA_00156298 EFTA01288661 Asset Allocation Disclosure and Footnotes Certain values have been defaulted into the Other Asset Class due to incomplete categorizing data Al values are displayed in U.S. dollars based on interbank exchange rates as of 05/31/2014. Exchange rates can vary. Equities contains Equity Mutual Funds. Summary of Gains and Losses Realized This Period Year-to-Date Unrealized Short-Term Gain/Loss 40,102.93 4,746.07 1 819 419 71 Long-Term Gain/Loss -3.150.389.34 -3.205,971.74 -1,492 771 50 Net Gain/Loss -3,110,286.41 -3,208,717.81 326,648.21 This summary excludes transactions where cost basis information is not available. Exchange Rate Table Global Cash Orrreacy Closing Mount in Currency USD Equivaleat per USD Currency Balance Base Currency USD I ELRO 1.3844 0.7329 I BJRO 291,846.67 398,195.60 Exchange rates are based on ilerbank exchange rates as of 05/31/2014. Exchange rates can vary. Total Global Cash Balance 6398,195.60 Money Market Fund Detail Date Activity Type Desalplim Amount Balms Sweep Money Market Fund MS GOVERNMENT CASH INS11. Account Number:- Curienl Yield 0.03% Activity Ending. 05/30114 05101114 Opening Balance 32,694,294.85 32.694.294.85 05101/14 Deposit !JOKEY ELM) PURCFASE 205,766.14 32,900,060.99 05/05114 Deposit !JOKEY FUND PLIICFASE 1,044,410.37 33,944,471.36 05116/14 Deposit EMT FUND FLRCFASE 240,08629 34,184,557.65 05121/14 Deposit MONEY FUND MCI- ASE 2,632,380.98 36.816.938.63 05127114 Depoit NOti EY FUND FtiRCFASE 391,122.84 37,208,061.47 05/28/14 Deposit MONEYFUND PURCVASE 56,248.60 37,264,310.07 05130/14 Deposit INCOME REINVEST 890.29 37,265,200.36 05130114 Closing Balance 837,265,200.36 Total All Money Market Funds $37,265,200.36 ILBAIL ROIL Account Numbers Go paperless Page 2 of 19 SC L CO LLC. F I DAENTIAL CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) TM ERN N Rated tacelbrell (very Veer SLIALLo 2007 DALSAR RATED COMMUNICATIONS rxenurnser Snowy ise remise IS fl . MC SDNY_GM 00045690 OB-SDNY_0008514 EFTA_00 156299 EFTA01288662 PC. Bcp 1770. Elul mum MD 2120:3 DM'S, Sam Pnnin wean uptagenan Idareeis tonne 6.0u p Otriscn• Sp* Stare" W. Moe MI Ma HS PH Piss. Ith I WM WNW *et NY 10IM Income and Expense Summary Cumin Period Statement Period: 0510112/14 -05/3112814 Year-to•Date Taxable Non Taxable Taxable Non Taxable Dividend income Equities 73,98825 0.00 257,62728 0.00 Money Market 890.29 0.00 1,102.66 0.00 Other Dividends interest Income 81,250.00 0.00 372,500.00 0.00 Bond interest 87,001.13 0.00 422,510.48 0.00 FDIC Insured Bank Deposts 0.00 0.00 2,891.15 0.00 Other Interest 40.625.04 0.00 81.250.08 0.00 Total Dividends, Interest, Income and Expenses $283,752.71 $0.00 61,137,681.85 $0.00 Distributions Alternative inveslm ents 0 00 221,051.88 0.00 505.26144 Other Distributions 0 00 74.734.75 0.00 372.443.89 Total Distributions $0.00 $296,788.83 $0.00 $877,705.36 Portfolio Holdings U.S. DOLLARS Account Opening Date Quantity /lumber Adivity ESN Opening Balance Posing Balance P,caued Income Income Ibis Year 31•Day Yield Cermet Yield Cash, Money Funds, and Bank Deposits Cash Balance 205,766.14 221,201.88 Money Market DWS GOVERNMENT CASH INSTL 05101114 37.265.200.360 05130114 32.894.294.85 37.265.200.36 30.63 1.102.66 0.03% 0.03% Total Money Market 632,694,294.86 637,286,200.36 $30.83 $1,102.86 FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM 05101114 05130114 0.00 0.00 0.00 2.691.15 NIA NIA Total FMC insured Bank Deposits $0.00 $0.00 $0.00 $2,891.16 Total Cash, Money Funds, and Bank Deposits 632,900,060.99 $37,486,402.24 $30.83 63,793.81 Page 34019 Account Number: NANO Luang SI (very Va. Sims 2007 WIAN Pat Go paperless ek ). CALMAR PAT CO COMMLIPOCATIOP6 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6: THERhC IOKI F I DAL1SITIA rxciturraer SDNY_GM_00045691 DB-SDNY-0008515 EFTA_00I56300 EFTA01288663 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quality Unit Cog Fixed Income (In Maturity Date Sequence) 'Asset Backed Securities COUNTRYWIDE HOME LOANS SEA 03.1 CL 814.090% 03125133 DIE DTD 01130/03 Fedor. 0.21187025 Effective Date:05101/11 Current Face Value: 1.088.416.125 12113113'.3.12 4,500,000.000 93.3780 Adjusted Cog Basis Market Price Market Value Unrealized Gain/ Loss Acaued Interest Estimated Estimated Annual Income Yield WASHINGTON MUT 11TO SECS CORP 2001.12/12 Mit PASSIM RU CTF CL C•B•1 VAR RATE 6.973% 07125133 DIE DTO 06/01/01 S 8 P Rating D Factor:0.63706912 Effete Dale.05101/11 Current Face Value: 821.819 165 12113/13 '.3.12 1,290,000.000 76.5190 Security Identifier: 12669DYS1 1.016.324.25 86.4890 Onging Cost Basis: $1.111.573.07 Security Identifier: 939336520 628,841.60 86.3670 Original Cosl Bait $638.906.71 $1,645,168.85 941,360 12 709,780 56 Total Asset Backed Securities 5,790,000.000 Total Current Face Value : 1,910,235.290 Corporate Bonds SG STRUCTURED PRODS INC COMMODITY 1.10 MKT PLUS PROTECTED NOTES 0.000% 08105/11 WE DID 07/30/13 07125113 %UM 2,000,000.000 100.0000 HSBC USA INC MEDIUM TERM NTS BUFFERED AO TES LKD TO EURO STOXS 50 0.000% 08/29111 WE DID 05130/13 0512/113 ' •13.13 2,000,000.000 100 0000 PM ORGAN CHASE & CO M EDIUM TERN NTS CAPPED CONTINGENT BUFFERED EQUITY NTS 0.000% 1011671181E DID 09/27/13 12/05/13 '.3.12 1,000,000.000 100 0000 PETROLEOS DE VENEZUELA K OTES SEKIOR ISIK# X50460546525 5.000% 10/28/15 REG DID 10128/09 58 P Rating B. 12104113 ' 3.12 2,500,000.000 92.3300 ORM, .011 Security Identifier: 701230156 2,000,000.00 108.5500 Original Cog Bait $2,000,000.00 Security Identifier: 10132XFP1 2,000,000.00 112.5100 Original Cog Basic $2,000,000.00 Security Identifier: 41126NVE4 1.000.000.00 107.2200 Original Cosl Bata 81,000,000.00 Security Identifier: P7807HAF2 2,308,241.86 92.3750 Original Cog Basis: $2,250,000.00 $1,651,140.78 2,171.000 00 2,250,200 00 1,072,200.00 2.309 375 00 Account Number: Go paperless CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6; THERk CO I NC F I DAENTIAL .74,964 03 80,935 96 3.709.69 4.776 13 $5,971.93 $8,485.82 $0.00 171,000 00 0.00 250,200.00 0.00 72,200 00 0.00 1,133.14 11,111 11 125.000 00 5.41% Page1 of 19 Rated twalleni Bray Vs.. Late 2007 DAUM. MT ED COMMUNCATIONS rxesurner SDNY_GM_00045692 DB-SDNY-0008516 EFTA_0015630 I EFTA01288664 PO. Pa 177& Bang/ins MD 21203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Accmired Quadty Unit Cost Fixed Income (continued) Corporate Bonds (continued) HEADWATERS INC GTO SR NT 7.625% 04/01/19 B/E DTO 03/11/11 CALLABLE 04101115@ 103813 Moody Rating Es2 58 P Rating B• 10122/12 *AA Adjusted Cost Basis Drastic Um Po...W*0n Ma ',ran Metrals C.,.,. Gw‘p Devische See* SenoOn Mow Ibri flu HS PH MOM. MOO bet Pliw 10134 Market Nice Market Value Statement Period: 05101/2014 - 05/3112014 Unrealized Gainl Loss Accrued lathiest Estimated Estimated Annual Income Yield 1.000.000.000 102 3570 EARTHUNK INC GTD SR NT FULLY EXCHANGED CUSP FROM 270321A88 8.875% 05/15/19 BIE DTD 05111111 CALLABLE 05/15115 S1 P Rating CCC. 10122/12 '.12.13 401000.000 102 8060 10123112 '.12.13 600.000.000 102 6080 Total Noncoyered 1,000,000.000 Total 1,000,000.000 SERVICEM ASTER CO SR NT - CUSP FULLY EXCHANGED FROM OLD CUSP 817601413 8.000% 02/15/20 EVE DTD 02/13/12 Moody Rating CAA1 S P Rating CCC• 01124/13 '.12.13 1.500.010.000 104 8840 02/25/13 '.12.13 1.000.010 000 105 4300 Total Noncoyered 2,500,000.000 Total ?ALMA. LLOYDS TSB BK PLC EURO ISSUE M WIN TERM NOTES IMO X50717735822 9.875% 12/16/21 REG 010 12/16/11 Moody Rating Gal SS PFtating 888 12104/13 '.3.12 1.500.000.000 108 1400 oftAN itolk SW/KITH LI.C. N FIDrismAL CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) Security Identifier: 42210PAQS 1123.569.03 107.5000 Original Cosl Basis' 51.035.000.00 Security Identifier: 270321AC8 411.225.54 99.2500 Original Cosl Basis. 5414100.00 615.645.63 99.2500 Original Cast Basis $619,500.00 1,021,171.17 11,028,871.17 Security Identifier: 81760NAN9 1.573.265.84 107.6250 Original Cosl Basis 51,595,625.00 1.054.297.13 107.6250 Original Cosl Basis $1.070,0D0.00 2 127 512.07 $2,127,662.97 Security Identifier: GISISPP4I Price Estimated as of 05/28114 1.622.097.36 119.1300 Original Cosl Basis 51,627,500.00 1,075,000.00 397,000 00 595.500 00 992,600.00 $992,500.00 1.614.375.00 1.076.250 00 2,690.1125.00 $2,618,825.01 1.786.950 00 51.430 97 12,708 33 76.250.00 7.09% .14,225.54 1,577.18 35,500.00 8.94% -20.145.63 2.366.66 53250.00 6.94% 44,311.17 3,944.41 85,50.00 -934,311.1T 93,944.44 800,750.00 41,109.16 35.333 33 120.000.00 7.43% 21,952.87 23,555 56 80.000.00 7.43% 13,012.03 58,185.89 200,000.00 983,052.83 MAW $250,000.00 164,852.64 67,479.17 148.125.00 8.28% Pages of 19 Account Number. (.40 paperless Ostia Excellent (very Year Late 2007 DAL OAR RAT (0 00MMUNCATIONS rxenurnset ... vac ...au.. SDNY_GM_00045693 DES-SDNY-0008517 EFTA_00156302 EFTA01288665 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cost Fixed Income (continued) Corporate Bonds (continued) SOUTHERN CAUF EDISON CO PREF SERE 6.250% 02701122 WE DID 01/17112 CALLABLE 02101122 Moody Rating MAI S & P Rating WS 01130112 '.3.12 3,000030.000 99.7970 BARCLAYS 8K PLC CONTINGENT CAP NT L,S06739FF KO3 7.750% 04110123 BIE DTD 04110113 CALLABLE 04/10/18 S B P Rating BBB 04(03113 '.12.13 300,000.000 100 0000 PM ORGAN CHASE & CO DEP SHS REPSTG 111011- FfD SER 1 FIXED TO FLTG Fa BD 7.900% 04/29/49 WE DTD 04123/08 Moody Rating BAt S & P Rating BBB 0605/11 '.3.12 2,500.000.000 107.5000 06/15/11 1.500.000.000 107 0000 Total Noncovered 5,000,000.000 Total 5,000,000.000 BANK AM ER CORP PERP NON COM uurnvE OEP SHS FIXED TO FLOAT 8.125% 01/30/58 WE DM 01130108 CALLABLE 05/15118 Moody Raling BA3 S& P Rating BB+ 01110ii 1 '.3.12 2,000,000.000 102.7500 GENERAL ELEC CAP CORP NON CUM PFD SER A 7.125% 0/12/62 WE DM 06112/12 CALLABLE 06115/22 Moody Raling BAA1 S & P Rating Ak 06/27/12 '.12.13 2,000,000.000 105.5300 LBG CAPITAL NO 1 PLC 144A ISIA tt X50473106283 8.000% 09115188 REG DTD 12115109 FO REIM, SECURITY S8 P Rating BB 12/04113 1,200.000 000 108 2500 ittlAM ttt)I t Adjusted Cost Basis Market Price Security Identifier: $42400FU2 2,993,905.71 107.7500 Original Cosi Basis: 52,992,544.97 Security Identifier: 06739F11K0 300.000.00 112.0000 Gnome' Cosi Basis 5300,000 00 Security Identifier: 46625HHA1 2,687,500.00 112.7500 Original Cosi Basis: 52,687,500.00 2.675.000.00 112,7500 Original Cosi Basis: 52,675,000.00 5 362 500.00 35,361,500.00 Security Identifier: 060505018 2.055.000 00 113 5000 0 nginal Cosi Basis. 52.055.000.00 Security Identifier: 369622916 2,110,605.12 118.0000 Original Cost Basit. 52,122,916.67 Security Identifier: G54338808 1,299,000.00 110.2000 Original Cosi Basis: $1,299,000.00 Market Value 3,232 500 00 336.000 00 2,818.750.00 2.818.750.00 5,637,500.00 $5,537,600.00 2,270,000.00 2,360.000 00 1,322.400 CO Account Number: Go paperless SOL CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) THERA n N F I Drat EA L Unrealized Gain/ Loss Acaued Estimated Estimated littlest Anneal Income Yield 23859426 62,500 00 167,500.00 5.80% 36,00.00 3,293.75 23.250 00 6.91% 131,250.00 16,458.34 197.500 00 7.00% 113.750 00 16.458 33 197.500 00 7.00% 275,000.00 32,916.67 395,000.00 5275,000.00 $32,916.67 $395,000.00 215,000.00 7,222.22 162.500 00 7.15% 249.394 88 65.708 33 112,500.00 6.03% 23.400 00 41,286.87 96 000 00 7.25% Page 6 of 19 ItAadtscolloM twetyVearStinee 2007 DALBARRATEOCOMVAUNICWOONS rxesurmer SDNY_GM_00045694 DB-SDNY-0008518 EFTA_00 156303 EFTA01288666 P.O. Bac 171e, Baltome•MD21200 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quality Unit Cost Fixed Income (continued) Corporate Bonds (continued) 'LLOYDS BANKING GROUP PLC FXD RATE RESET MIDI TIER 1 SECS ISMS US539439AG42 1.500% 09117188 EVE DTD 01/07/11 S & P Rating BG Please Provide 1,903,000.000 Adjusted Cost Bays DIN41.1•C R•ni PAIMIP, Int 4Y415Lwt'L([Cc'.p De.,, 1.01.141,"4.1 Yin. brit ONIce 10 Pant Annw.10tititcr 14•-•• 'Er'. kV I0VA Market Price Market Value Statement Period: 05/01/2014 - 05/31/2014 Demented Gain( Loss Accrued Interest Estimated Estimated Annual Income Yield Total Corporate Bonds 26,903,000.000 Total Fixed Income 34,693,000.000 Security Identifier: 539439AG4 WA Please Provide 107.1250 2,038,588.75 Original Coal Basis: Please Provide 127,729,363.26 131,644,131.75 Dale Acquired Quality Unit Cost Equities Common Stocks APOLLO GLOBAL MON T LLC CL A SUS Dividend Option: Cash 03129111 ' .13 APPLE INC COM Dividend Option: Cash 10128113 ARIAD PHARMACEUTICALS INC Dividend Option: Cash 02114112 ' .13 01121113'.13 Total Noncovered Total 129,374,522.10 $33,195,979.53 Cod Basis Market Price Markel Value WA 11,776,196.76 $1,782,168.41 Ilerealited Gala( Loss 21,01229 3391,05117 3399,537.69 111,725.00 7.00% 31,787,600.00 31,787,600.00 Estimated Estimated Annual Income Yield 7,535.000 9.000.000 16,535.000 16,535.000 263,157.000 19.0000 2.000.000 529 0600 15 2090 19.6000 ASCENA RETAIL GROUP INC COM Dividend Option: Cash 01/16101 ' .3 70,500.000 212770 111597.40 176,400.00 290,997.40 8290,997.40 Security identifier: ASNA CUSP. 013516101 1,500,000.00 16.6950 Security Identifier: APO CUSIP 037612306 4.999.983.00 24.8300 Secarlty Identifier: AAPL CUSIP 037833100 1.058.120.50 633.0000 Security Identifier: ARIA CUSP 04033A100 6.4600 6.4600 6,534,188.31 1.266.000.00 18,676.10 58.110.00 106,818.10 1,534,205.31 207.879.50 -65,921.30 •116,260.00 ,181,181.30 1,118,117.25 17.11% 28,320.00 2.07% $108,816.10 1.176.997.50 201,, Account Number: 00.0 von Go paperless NAL SOL tit - CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) THERA F I D.-EN -$184,181.30 •323,002.50 30.00 pate 7 of 19 RIted t•COISI4 very Viw Slate 2007 DALOAR RATED COMMUNICATIONS rxesturrxr r.43=6...7Attra= --m-nrakrranr4 SDNY_GM_00045695 DES-SONY-0008519 EFTA_00 56304 EFTA01288667 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date "aired Equities (continued) Common Stocks (continued) BIOGEN IDEC INC COM Dividend Option: Cash 02/14/12 '.13 FACEBOOK INC CL A Dividend Option: Cash 05117/12 '.13 Guam tleIt Col Cod Bads Market Price Markel Value Unrealized Geld Loss Estimated Estimated Annual Income Yield 2,095.000 17.500.000 FOUNDATION MEDICINE INC COM Dividend Option Cash 01/13114 GENERAL ELECTRIC CO COM Dividend Option. Cash 04/23113 '.13 GENERAL MTRS CO COM Dividend Option: Cash 11118/10 ' 12109/10 ' Total Noncovered Total 97,525.000 GILEAD SCIENCES INC Dividend Option: Cash 02/05/14 5,000 000 03107/14 3,100 000 Total Covered 8,100.000 Total 8,100.000 P M ORGAN CHASE & CO CON ISM US46625H1005 Dividend Option: Cash 07114105 '.3.11 14.503.000 25,000.000 23,000.000 10,988.200 86,536.800 97,525.000 119.5490 38 0000 27 5070 21.5700 36.4010 36 8160 Staidly Identifier: BNB CUSP. 09062%103 250,454.95 319.3100 Security Identifier: FB CUSP: 3030311102 665.000.00 63.3000 Security Identifier: FM I CUSP. 350465100 687,663 50 23.7300 Security Identifier: GE CUSP. 369604103 496,109.08 26.7900 Security Identifier: GM CUSP 31045V100 399,976.16 34.5800 3,185.969.22 34.5800 3,685,947.38 669.080.15 1.107.750.00 593,250.00 616,170.00 379,971.97 2,992,442.53 3,372,414.50 418.625 20 442.750 00 -94,413.50 120,060.92 -20,008.19 -193,526.69 -213,532.88 20.240.00 3.28% 13,185.84 3.47% 103,844.16 3.47% 117,030.00 $3,585,947.38 Security Identifier: GILD CUSP. 375558103 792810 396,407.00 81.2100 79.6120 246,797.00 812100 843,204 00 488 4840 SANGAN 0 BIOSCIENCES INC CON Dividend Option: Cash 05/28/13 '.13 50,000 000 8.4440 SANTANDER CONSUMER USA HLDGS INC COM Dividend Option: Cash 01123/14 1,000.000 24 0000 MI AB MO11 $643,204.00 Security Identifier: AM CUSP 4662511100 7,084,469.82 55.5700 Security Identifier: SGM 0 CUSP. 800677106 422,211.00 13.1400 Security Identifier: SC CUSP. 8028311101 24,000.00 19.6500 33,372,414.50 406,050.00 251,751.00 557,801.00 3657,801.00 805,931 71 657,000 00 19,650.00 Account Num tier: Go paperless CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) F I DAENTIAL SCLTHERA rei -5213,532.85 9,643.00 4.954.00 14,591.00 314,597.00 4.278.558.11 234,786.00 4,350.00 $117,030.00 30.00 23,204.80 2.67% 600.00 3.05% Page 8 of 19 %Rod tacellera (very Vs. Sara 2007 DAL BAR RATED COMMUNICATIONS rxenurtraer =At 7 Vest= " 'TS (—vim= --t-rimm. woe ii.•0 SDN Y_GM_0004 6696 OB-SDNY-0008520 EFTA_00156305 EFTA01288668 P.O. Bag 1776. flatiron MO 21203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Dale Atimired Equities (continued) Common Stocks (continued) TWITTER INC CON Dividend Option: Cash 11/07/13 Total Common Stocks Preferred Stocks (Listed by expirsliort date) ALLY FINL INC PERP PFD FIXED1FLTO RATE SERA CALLABLE COUPON 8.5% PERPETUAL MATUFdTY CALLS 25 05/15/18 Dividend Option: Cash 02/03112 '.13 46.600 000 02109112 '.13 80,000 000 Total Noncovered 126,600.000 Total 126,600.000 GM AC CAP TR I GTD TR PFD SECS SER 2 I 125% MEG RATE! FLTG Dividend Option: Cash 02122112 '.13 80.000 000 23.5350 ROYAL BANK SCOTLAND GROUP PLC SPON ADR REPSTG SER T EDF SUS COUPON 725% PERPETUAL MATURITY CALL@ 25 05114114 Dividend Option: Cash 10124112'.13 40,000.000 23.7900 01!07113'.13 40,000.000 24.1400 01114113'.13 40,08,0.000 24.8800 Total Noncovered 120,000.000 Total 120,000.000 Total Preferred Stocks Quoddy Unit Cost 1.500.000 26 0000 Deowe Ram Pon. Man Manap--frent M'705 Cowan 4.p.p Deotem 8.0 570•Ats mc bt• Mo. 40080 Ammo. )Mu to Cost Basis Market Nice Security Identifier: TW TR CUSIP 901841102 39.000.00 32.4400 Market Value 40.660.00 Statement Period: 05/01/2014 - 05/3112014 Unaided Gail/ Loss 9.660.00 Estimated Estimated Annual Income Yield 19.3820 20.1250 $21,747,163.63 Security IdentlIler: ALLY PRB CUSP 02005ti308 903,217.51 27.6600 1,610,000.00 27.6600 2,513,217.51 72,513,217.51 Security Identiller: ALLY PRA CUSP:381880208 1,882,773.60 27.1300 Security Identi der: RN PRY CUSP. 780097713 951.600.00 977,600.00 995,200.00 2,924,400.00 $2,924,400.00 $7,320,391.11 25.5000 25.5000 25.5000 $17,631,709.27 1.288.956.01 2,212,799.99 3,501,756.00 93,501,756.00 2,170,400.00 1,019,999.99 1,019,999.99 1,020,000.02 3,060,000.00 93,060,000.00 $8,732,150.00 -$4,115,471.36 385,738.50 602,799.99 966,636.49 $966,536.49 287.62640 68,399 99 42,399 99 24,800 02 135,600.00 $135,800.00 91,305,812.05 99.025.00 7.68% 170,000.00 7.68% 269,025.00 $269,025.00 162,500.00 7.48% 72300.00 7.10% 72,500 00 7.10% 72.500.00 7.10% 217,500.00 $217,500.00 $649,025.00 91,411,764.89 Page 9 of 19 Account Number: Go paperless N CONFIDENTIAL — PURSUANT TO FED. R CRItiA. P. 6(e) SOLTHERA TO U. F I DENT EA L Rated tmellor• Every V.a Lam 2007 DAL BAR RATED COMMUNICATIONS rxarturnser SDNY_GM_00045697 OB-SDNY-0008521 EFIA_00156306 EFTA01288669 Portfolio Holdings (continued) U.S. DOLLARS (continued) Daft Acquired Cludity Usk Cod Equities (oatinued) Options CALL 100 AMERICAN AIRLS GROUP INC COM EW01.17.150 20.000 OPTION ROOT: AAL 1,000.00 of these contracts are in your margin account 12111113' 1,000.000 8.0330 PUT 100 AM ERICAN AIRLS GROUP INC CON W01.17450 20.000 OPTION ROOT: AAL .1,000.00 of these contracts are a shod position 12111113' .1.000.000 Total Options Total Equities Cod Basis Market Price Option Identifier: 99CIADTZJJ Undedying Security Identifier: ML Underlying Security Price: $40.16 803,314.50 19.7000 Option Identifier: 990ADTZ00 Undedying Security Identifier: ML Underlying Security Price: $40.16 1.9770 .197.70200 0.2000 Markel Value 1,970,000.00 .20.000.00 Unrealized Gals/Loss 1,166,685.50 177.702 00 Estimated Estimated Annual Income Yield Dale Acquired Quantity Unit Cod Exchange-Traded Products WISDOM TREE TR JAPAN HEDGED EQUITY ED Dividend Option: Cash; Capital Gains Option: Cash 60.000 00 of these shares are in your margin account 12111113 sosoomo 49.4350 Total Exchange-Traded Products 1605,612.50 929,673,187.24 Cod Basis Market Price 11,950,000.00 $26,313,665.27 Markel Value $1,344,387.50 -11,359,321.97 Unrealized Gals/ Loss $0.00 11,954,837.05 Estimated Estimated Annual Income Yield Security Identifier: DXJ CUSP: 91717W851 2,966,098.50 47.8200 $2,966,098.50 Cod Basis 2.869 200.00 52,869,200.00 Market Value .96,898.50 ,196,898.50 Unrealized Gain! Loss Accrued Interest 37 051 43 137,061.40 Estimated Annual Income 291, Total U.S. DOLLARS EURO Desaiptioa Cash, Money Funds, and Bank Deposits Global Cash Balance 999,500,210.08 Quantity Opening Balance $101,865,447.04 Closing bisect Currency 8326,646.21 $399,537.69 $3,783,292.26 Accrued Income 30.Day Yield 291,846.67 291,846.67 EUR 398,195.60 USO Total Cash, Money Funds, and Bank Deposits 291,846.67 291,846.67 EUR 398,195.60 USD Market Value Currency 291,846.67 EUR 398.195.60 USD 0.00 0.00 Maned leered Total EURO V070 RCM 0.00 0.00 Page 10 of 19 (very Year Since 2007 OALBAll RATCOCOMMUNICATIONS CONFIDENTIAL - PURSUANT TO FED. R CRIM. 673 (e)LTHERN sin F I DAnTriA rxentrwer Account Number: Rated tocellerigi Go paperless =at= MW .... tg•••• UA grie . ••••••• WI ....S.a.e.. , In. SDNY_GM_00045698 OB-SDNY-0008522 EFTA_00156307 EFTA01288670 Portfolio Holdings (continued) 0ruisev Ram Pon. Weahn Margenan Maeats Coerµe Gro.t) MAs07 8.7 %won 77 reyen Pk* Na Pan 4..y_Halter 111 . • It Cod Basis Market Value Statement Period: 05/01/2014 • 05/3112014 Unrealized Accrued &Olmsted Gain/Loss Interest Annual Income Total Portfolio Holdings - U.S. DOLLARS 899,500,210.08 $102,283,642.64 $326,648.21 $399,537.69 $3,783,292.26 Footnotes ' Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') (incorporating amendments enacted by P.L.110-343, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered" noncovered.' under the new cost basis reporting rules, and marked or denoted as such. All other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their °applicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis vAl be reported to the IRS on form 1099-8 for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as folows: • Stock in a corporation acquired on or after January 1. 2011 • Mutual funds and dividend reinvestment plan (ORP) shares acquired on or after January 1, 2012 • Other securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or more of these attributes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds. foreign bonds, variable rates, bonds in default, index-linked bonds. bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. 3 The cost basis of this security has been provided to us by you or your introducing firm and Pershing makes no representation as to the accuracy of this information. Unrealized gains and losses are not reported for securities for which cost basis or market value is not available. The Current Face value represents the outstanding principal balance of the underlying security. The Current Face value is determined by multiplying the current factor times the original face amount of the security. Factors may change over time and are obtained from sources we believe to be reliable. 12 Pershing has received updated cost basis information, therefore cost basis provided on previous client brokerage statements may differ from the new cost basis reported in this section. 13 The cost basis of this security has been provided to us by the delivering km or transferring agent and Pershing makes no representation as to the accuracy of this information. Holdings Summary by Currency Exchange-Traded Currency Casa Flied taken Equities Funds Total by Currency U.S. DOLLARS 37,486,402 33,195.979 28,313.865 2.869.200 101.865.447 USD EURO 291.846 0 0 0 29t.846 EUR Total USD Equivalent 37,864,597 33,196,979 26,313,866 2,869,200 102,263,642 USD % of Allocation 37.04% 32.46% 27.69% 211% 100.00% Account Number; INI0S0UCSFIC ,!, Go paperless OBAS RCA, SO CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) LTM ERN N F I ID-EN TEA l_ Page 11 of 19 Rated tscollenti tn,y v«. Since 2007 DAUM. MUD COMMUNICATIONS rxesturtraer vreras 'AA nrgrA rase roc SDNY_GM_00045699 DB-SDNY-0008523 EFrA_00156308 EFTA01288671 Schedule of Realized Gains and Losses Current Period Disposition Acquisition Date Date Disposition Transaction Description Quantity Cost Basis Proceeds Realized Gain! Loss) Disallowance Short Term 0511611/ 10/16113' SELL GLOBAL MI6 SECA/RIR GLOBAL MTG SCIZA ISINSUS37896 8255000.000 2.545515.17 2 585079 57 37 534 10 Rrst In Fug Out IAV83 5.250% 04125132 WE CITD Security Identifier 378981AV8 Original Cost Basit 2,545,545.47 0512211/ 12)13113' fFP WASHINGTON MUT MTG S 004•RA2 MTG PASSTHRU CIF CL 1.290.000.000 2.03716 2.662.31 625.15 C. 81 VAR RATE 6.973% 07125133 Security Identifier: 939336520 Original Cost Basis: 2,037.16 0512711/ 12/13113' RPP COUNTRYWIDE HOME LOA 1 CL 81 4.090% 03(25133 WED 1.500.000 000 27401 12 29515.10 1.943.641 TD 01130103 Security Identifier: 12689DYS1 Original Cost Basis: 27,401.42 Total Short Term $2574,984.05 $1,615,086.98 $40,102.93 Long Term 05121/14 07/14105' SELL .P MORGAN *ASE 4 CO US46625H1005 7.250.000 3.541.512.18 391.122.84 -3.150.389.34 Aral In First Out Security Identifier: Al Total Long Term $3,541,512.19 $391,122.04 -93,150,389.34 Total Short Term and Long Term $6,116,416.23 13,006,209.62 -$3,110,286.41 • Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') (incorporating amendments enacted by P.L.110-343, the Emergency Econornic Stabilization Act of 2008) and are, therefore, considered "noncovered' under the new cost basis reporting rules, and marked or denoted as such. AI other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after they 'applicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis will be reported to the IRS on form 1099.8 for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as folows: • Stock in a corporation acquired on or after January 1. 2011 • Mutual funds and dividend reinvestment plan (DRP) shares acquired on or after January 1, 2012 • Other securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. This Schedule may not reflect all cost basis adjustments necessary for tax reporting purposes, especially for noncovered securities. Adjustments to cost basis may have been made for prior income received and subsequently reclassified by the issuer as a return of capital In addition, corporate action events may require adjustments to your original cost basis. Return of capital information and cost basis information, as it relates to corporate actions, has been obtained from sources we believe to be reliable. Adjustments to cost basis can be made after year-end, in particular, for return of capital adjustments, but may also include adjustments for corporate action events. Therefore there may be differences in cost basis reflected on your monthly client brokerage statement at year end versus any subsequent reports, including your 1099.8 or online displays you may have available to you. Page 12 of 19 Account Number: Rated exceilordi Go paperless since 2007 S13 L THERA u -n F I DrErriA DAL OAR RATED COMMUN CATIONS IV " IVI rxarturger CONFIDENTIAL — PURSUANT TO FED. R CRINI. P. 6(e) er atioa a.r00774110 " :• • .1 0•=00. '. 0.000 SDNY_GM_00045700 OB-SDNY-0008524 EFrA_00156309 EFTA01288672 daft.. a.n. P090, won MaIrlan Mamas Codrace 60m) DeasON UN Smote' 0a. Niue Int Mc* HS Pia Asa. loth 00,7 tam Wit NY 101M Statement Period:05/111I114 4513112014 Schedule of Realized Gains and Losses Current Period (continued) Aber you report your cost basis cn your tax returr, rt shout: be verified usir ; all of your own records. In particular, there may be other adjustments which you need to make, but are not injured to be made by Pershing as it relates to H.R. 1424. You should consult wrth your tax advisor in order to properly report your gain or loss for lax purposes. Pershing shall not be responsible for and makes no representations or warranties with respect to the accuracy of any information that you report to the IRS or other taxing authorities, and, accordingly, disclaims any and all liability that may arise with respect to your use and rekance on the information provided herein for such reporting. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or more of these attrbutes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds, foreign bonds, variable rates, bonds in default, index-linked bonds, bonds sold short or bonds that have a negative yield. This intonation is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. Please refer to the Your Account Information Section n your brokerage account statement for your accounts existing tax-lot disposition method. The disposition method is the method which you have selected to use in the disposal of each tax lot of the securities held in your account. If you do not select a method, your account will be defaulted to First In, Fist Out (FIFO). Your accounts selected tax lot method wi be used to determine the cost basis for calculating gain andior loss. unless another method was selected at the time of the security disposal, and this may be reported on the IRS Form 1099-8. Messages Federal Deposit Insurance Corporation (FDIC)-Insured Bank Deposits are not protected by Securities Investor Protection Corporation.(SIPC). For disclosure of rates for DWS money market funds, please visit the 0WS Investments website at httpsiNnwrdws-investments.comIEN/productshnoney-market-funds-yields.jsp. Please note that all money market funds listed on the website may not be offered through us. Although a money market mutual fund seeks to preserve the value of your investment at $1 per share, it is possible to lose money by investing in a money market mutual fund. Shares of a money market mutual fund or the balance of a bank deposit product held in your brokerage account may be liquidated upon request with the proceeds credited to your brokerage account Please see the money market mutual fund's prospectus or the bank deposit product's disclosure document or contact your advisor for additional information. Page 13 of 19 Account Number 18"" ROIL Go paperless K L THERA Cfri LLC. CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) N F I DAENTIAL Maud taceNer0 Every v«. Woce 2007 DAL 0.401 RA TO, COMAILINCATIONS IxCILLINCI SDNY_GM_00045701 OB-SDNY-0008525 EFEk_00 I 56310 EFTA01288673 Activity Sum m ary (All amounts shown are in base currency) Credits This Period Year-to-Date Securities Secunhes Bought Secunties Sold Total Securities Dividends and interest Distributions Fees Cash Withdrawals Deposits Total Cash FDIC Insured Bank Deposits Money Market Funds 000 6,659,182 89 $6,659,182.69 $263,752.71 $295,786.63 $0.00 0 00 0.00 $0.00 $0.00 $0.00 0.00 17,267.500 04 917,267,500.01 $1,231,489.16 $877,705.33 $0.00 0 00 10.824.149 65 $10,824,149.65 $37,486,437.19 $0.00 Total Credits Transactions by Type of Activity Process( Trade/ Settlement Transaction Date Date Activity Type Securities Bought and Sold 05105/14 0413011/ SOLD IMPA34743 $7,218,722.23 $67,687,281.36 Debits Securities Securities Bought Secunties Sold Total Securities Dividends and Interest Distributions Fees Cash Withdrawals Deposits Total Cash FDIC Insured Bank Deposits Money Market Funds This Period -2.632.380.98 0 00 -$2,632,380.98 $0.00 $0.00 $0.00 0 00 000 $0.00 $0.00 -$4,570,905.51 Year-to-Date .10.138.489 09 0 00 -$10,136,169.09 -993007.51 $0.00 -$36.00 -888.245 00 000 -$888,245.00 -$19,304,764.85 -$37,265,200.36 Total Debits Description Quantity -$7,203,286.49 -$67,690,542.81 Price Awued Interest Amount Currency 05121114 05116/14 SOLD GM SD31266 05/27/14 0512111/ SOLD $1,1 05128114 05116114 CANCELLED SELL GM S034266 05/28/14 05116114 CORRECTED SELL GM 5034266 IM PAC CMB TR 2005.2 ASSET MD BO CL 1-M-2 0.887% -10,000,000.000 72.0000 04125/35 BIE DTO 03/03105 VARIABLE RATE FACTOR 14500819 REM BAL 1450081.90 GLOBAL MTG SECURITIZATION LTD/ GLOBAL MTG SCTZN -8,250,000100 92.0000 ISINt US378961A1/83 5.250% 04125/32 B/E OTD 01128105 FACTOR 31572699 REM BAL 2852247 74 "MORGAN CHASE d CO COM 'SINS I/S46625H 1005 INSOL -7,250.000 51.0100 AVERAGE L NIT PRICE TRANSACTION YOUR BROKER ACTED AS AGENT GLOBAL MTG SECURITIZATION LTD/ GLOBAL MTG SCTZN 8.250.000 000 92.0000 ISINPUS378961A1183 5.250% 04125/32 B/E OTD 04128/05 FACTOR .31572699 REM BAL 2852247.74 CANCELLED TRADE GLOBAL MTG SECURITIZATION LTD/ GLOBAL MTG SCTZN -8,250,000.000 92.0000 ISINPUS378961/0/83 5.250% 04125/32 B/E OTD 01128105 FACT/CFS/ CORRECTION FACTOR 34032747 REM BAL 2807701 70 CORRECTED CONFIRM 357.40 1,014,410.37 LSO 8,31906 2,632,380.98 LSD 391,122 81 LSO -8.31906 -2,632,380.98 LSO 8,189,13 2,591,268.70 LSO Total Securities Bought and Sold • UNITED STATES DOLLAR V PAN 110111 8,541.63 4,028,101.91 Page 14 4119 Account Num Der 14~ taceller• Go paperless L very vs, Såra 2'007 SOUTHERN u KFIDEsismArP="----- CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) SONY GM OOO467O2 DB-SINY:0008526 EFTA_001563 I I EFTA01288674 PC. Sat 177S. aolt mom MD 21203 Transactions by Type of Activity (continued) Process/ Trade/ Settlement Transaction Date Date Activi Desa on puny Price Accreed Interest Amount Curren Dividends and Interest 05/15/11 CASH DIVIDEND RECEIVED 126600 SHRS ALLY FIN L INC PERP PFD FIXED/FLTG RATE SER 67.255 25 USD ALLY PRB A CALLABLE COUPON 8.5% PERPETUAL MATURITY CALL@ 25 05/15/16 RD 05101 PO 05115/14 05/15/14 CASH DIVIDEND RECEIVED 2000 SHR$ APPLE INC COM RD 05112 PC 05115/14 6.580.00 USD AAR 05/15/14 CASH DIVIDEND RECEIVED BANK AMER CORP PERP KOK COM liLATWE DEP SHS FIXED 81,250 00 4S0 060505DT8 TO FLOAT 8.125% 04130/58 B/E RD 05114 PD 05/15111 INT PAID AT 10 6259 2000000 05/15/14 BOND INTEREST RECEIVED 1000000 EARTH LINK INC GTD SR AT FULLY EXCHANGED 11,375 00 LSD 270321AC6 CUSIP FROM 270321AB8 8.875% 05115119 DIEOTD 05117111 CLB RD 05101 PD 0511511/ 05/15/14 BOA D INTEREST RECEIVED 80000 SHRS GM AC CAP TR I GTO TR PFD secs SFR 2 8125% 40.625.04 1.50 ALLY PRA FIXED RATE! FLTG RD 05114 PD 05115/14 05/27/14 80AD INTEREST RECEIVED 4500000 COUNTRYWIDE HOME LOANS SER 03.1 CL 81 12669DYS1 4 090% 03125133 B/E DTD 01130103 RD 04130 PD 05125/14 Gnaw< Rana Prmair Wean &Warm, Pdaeals Cisme 6,0.4) Dettsch4 ML Stwnes +Ic lin. yen Oilt• HI Pan Ramo. It" I ter War we\ ItY 10114 Statement Period: 05/01/2014 • 05/3112014 05/27/14 FOR FAN BOND INTEREST 8250000 GLOBAL MTG SECURIDZATION LTD/ GLOBAL MTG 378961AV8 SCTZN ISINOUS378961AV83 5 250% 04125132 B/E DID 0/128105 RD 04130 PO 05/25/11 05/27/14 BOND INTEREST RECEIVED 1290000 WASHINGTON MUT MTG SECS CORP 2004-RA2 939336520 MTG PASSTFRU CTF CL C13.1 VAR RATE 6.973% 07125/33 BIE DTD 06/01/04 RD 04130 PD 05125/14 05/30/11 MONEY MARKET FUND DWSGOVT CASH INSTL INCOME RECEIVED 233993682 0513011/ CASH DIVIDEND RECEIVED 1000 SHRS SANTANDER CON% M ER USA HLOGS INC COM SC RD 05(12 PO 05130114 5.355.94 USD 12,478.59 USD 4,791.60 USD 690.29 USD 150.00 USD Total Dividends and Interest • UNITED STATES DOLLAR Account Number. Go paperless 0.00 253,752.71 Page15019 SOUTHERA CA LLC. ON FIDENTIAL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Illatod excellent L very. Year Lace 2007 DAL OAR RATED COMMUNICATIONS rxararnaer SDNY_GM_00045703 DB-SDNY-0008527 EFTA_001563 12 EFTA01288675 Transactions by Type of Activity (continued) Process/ Trade/ Settlement Transaction Date Date Adivit Type Distributions 05127/14 RETURN OF PRINCIPAL RECEIVED 12669DYS1 05/27/14 RETURN OF PRINCIPAL RECEIVED 378961AV8 05/27/14 RETURN OF PRINCIPAL RECEIVED 939336520 05/30/14 PARTNERSHIP DISTRIBUTION APO Disci ion Quan Price Accrued Interest Moult Curren 1500000 COUNTRYWIDE HOME LOANS SER 03-1 CL 81 4.090% 03125133 B/E DID 01130103 RD 04130 PD 05/25/14 8250000 GLOBAL MTG SECURITIZATION LTD/ GLOBAL MTG SCTZN ISINIIUS37896IAV83 5.250% 01125132 B/E DTD 04128/05 RD 04/30 PD 05/25114 1290000 WASHINGTON 141.,TMTG SECS CORP 2004.RA2 MTG PASSIM-RI, CTF C1 C-B-1 VAR RATE 6.973% 07125/33 BIE DTD 06/01/04 RD 04130 PD 05125/14 263157 SF RS APOLLO GLOBAL MGM T LLC CL A SHS RD 05/20 PD 05/30114 29.345 10 LSO 44.546 04 LSD 843.61 LSO 221.051 88 LSD Total Distributions • UNITED STATES DOLLAR Money Market Funds 05/01/14 MONEY FUND PURCHASE b S0999997 05/05/14 MONEY FUND PURCHASE S0999997 05/16/14 MONEY FUND PURCHASE USD999997 05/21/14 MONEY FUND PURCHASE USD999997 05/27/14 MONEY FUND PURCHASE USD999997 05/28/14 MONEY FUND PURCHASE U S0999997 05/30/14 MONEY MARKET FLND REINVESTMENT 233993682 Total Money Market Funds • UNITED STATES DOLLAR DWSGOVT CASI- INSTL DWSGOVT CAM-. INSTL DWSGOVT CASH INSTL DWSGOVT CASH INSTL DWSGOVT CASI. INSTL DWSGOVT CASE. INSTL DWS GOVT CASH INSTL INCOME REINVESTED 0.00 295,766.63 -205,766.14 USD -1,044,410.37 LSD -240,08629 LSD -2.632.380.98 USD -391,12284 LSD -56,248.60 LSO -89019 LSO 0.00 .4,570,905.5r Total Value of Transactions The price and quantity displayed may have been rounded. Cash Not Yet Received Security Interest GENERAL ELEC CAP CORP NON CUM PFD SER A Total Cash Not Yet Received Record Date Payable Date 05/30/14 06/15/14 Quantity Held Rate 2 000,000 000 0.035625 9,546.53 15,435.74 USD Dividend Option Amount of Payment Cash 71 250 00 UNA!, Rot, SOUTHERN LLC. ONFIDAENTIAL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Account Number paperless 871,250.00 Page 16 of 19 Rated tacollordi Lyon, Vas. Lows 2007 DALBAR RATED COMMUNCATIONS rxararnaer SDNY_GM_00045704 DB-SDNY-0008528 EFTA_001563 13 EFTA01288676 Bond Maturity Schedule Bond Maturity Market Value 1 to 6 months 5A93,400 00 1 to 5 years 4,376,875.00 6 to 10 years 8.046,075-00 Over 10 years 15.279.629.53 Total 33,195,979.63 0irvitre RJR. *nom n mamip,tat M..nets Co.tneG•ccp De-tic t. San Secv-ri. M. Vint %A 0at* lilts?' Ann*. 100.11cce Ihw W.1. 1.v 101:4 Statement Period: 0 51011211 4 • 05/31/2014 %of Bond Markel Value 17% n 13% IIMI 24% M 46% - 100% Bond Quality ecnd 0.3 Markel Value %of Bond Markel Value Percentages of bond market values are rounded to the nearest whole percentage. Total 5,592,500 00 17% 21,168,719.31 64% 6.434.76022 19% 33,105,09.53 100% Client Service Inform ation Percentages of bond market values are rounded to the nearest %tole percentage. Your Client Advisor: TDS TAZIA SMITH 345 PAW AVENUE 14TH FLOOR NEW YORK NY 10154 Your Account Information Contact Information Telephone Number: Tax Lot Default Disposition Method Default Method for Mutual Funds: FIRST IN FIRST OUT Default Method for Stocks In a Dividend Reinvestment Plan: Default Method for all Other SKR MIRE FIRST IN FIRST OUT Electronic Delivery You have not selected any account communications for electronic delivery. To register and turn off paper communications. log in to your account or contact your Client Advisor for more inform alien. FIRST IN FIRST OUT Account Number MAN ROI t Go paperless SOUTHERN CNO LLC. F I DraTIAL N CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) Page 17 of 19 Rated tacolleni Lvay Vs.. Siam 2007 DALOAR RATEDCOMMUNICATIONS rxesurtraer /ear. laC mango. 1•0•C SDNY_GM_00045705 013-SDNY-0008529 EFTA_00156314 EFTA01288677 Important Inform ation and Disclosures Pricing This section includes the net market value of the securities in you account on a settlement date basis. including short positions, at the close of the statement period. The market prices have been obtained from sources which we believe to be rekable. Pershing may not use the dosing price of the particular exchange or marketplace where your position was purchased as the 'Market Price.' Securities for which a price is not available are marked —N/A— and are ornited from the Total. THE AS OF PRICE DATE ONLY APPEARS MIEN THE PRICE DATE DOES NOT EQUAL THE STATEMENT DATE. Estimated Annual Figures The estimated annual income (EAI) and estimated annual yield (EAY) figures are estimates and for informational purposes only. These figures are not considered to be a forecast or guarantee of future results. These figures are computed using information from providers believed to be reliable; however, no assurance can be made as to the accuracy. Since interest and dividend rates are subject to change at any time, and may be affected by current and future economic, political, and business conditions, they should not be relied on for making investment, trading, or tax decisions. These figures assume that the position quantities. interest and dividend rates, and prices remain constant A capital gain or return of principal may be included in the figures for certain securities. thereby overstating them. Refer to vnwipershing.comlbusiness_continuity.html for specific details as to formulas used to calculate the figures. Accrued interest represents interest earned but not yet received. Reinvestment The dollar amount of Mutual Fund distributions, Money Market Fund dividend income. Bank Deposit interest income, or dividends for other securities shown on your statement may have been reinvested. You wil not receive confirmation of these reinvestments. Upon written request to your financial institution, information pertaining to these transactions, including the lime of execution and the name of the person from whom your security was purchased. may be obtained. In dividend reinvestment transactions. Pershing acts as your agent and receives payment for order flow. Options Information with respect to commissions and other charges incurred in connection with the execution of option transactions has been included in confirmations previously furnished to you. A summary of this information is available to you promptly upon your written request directed to your introducing fin. In order to assist your introducing firm in maintaining current background and financial information concerning your option accounts, please promptly advise them in writing of any material change in your investment objectives or financial situation. Expiring options which are valuable are exercised automatically pursuant to the exercise by exception procedure of the Options Clearing Corporation. Additional information regarding this procedure is available upon written request to your introducing firm. Proxy Vote Securities not fully paid for in your margin account may be lent by Pershing to itself or others in accordance with the terms outlined in the Marge) Agreement. The right to vote your shares held on margin may be reduced by the amount of shares on loan. The Proxy Voting Instruction Form sent to you may reflect a smaller number of shares entitled to vote than the number of shares in your margin account. Foreign Currency Transactions Pershing may execute foreign currency transactions as principal for your account Pershing may automatically convert foreign currency to or from U.S. dollars for dividends and silkier corporate action transactions unless you instruct your financial organization otherwise. Pershing's currency conversion rate will not exceed the highest interbank conversion rate identified horn customary banking sources on the conversion date or the prior business day, increased by up to 1%, unless a particular rate is required by applicable law. Your financial organization may also increase the currency conversion rate. This conversion rate may differ from rates in effect on the date you executed a transaction, incurred a charge, or received a credit. Transactions converted by agents (such as depositories) vM be billed at the rates such agents use. Ratings This statement may contain credit rating information obtained from Standard & Poor's. Reproducing and distributing any information received from Standard & Pools is not permitted without prior written authorization from Standard & Poor's. Standard & Poor's does not guarantee the accuracy, completeness, timeliness or availability of any information. Standard & Pools is not responsible for any errors or omissions, regardless of the cause, or for the results of using such content. Standard & Pools makes no express or implied warranties including warranties of merchantability or fitness for a particular purpose. Standard & Pools shall not be legally responsible for any fees, costs, expenses or losses in connection with the use of their content Credit ratings are opinions and not statements of facts; are not recommendations to purchase, hold or sell securities; and do not address suitability for investment purpose. Credit ratings should not be relied upon as investment advice. Cash Not Yet Received Assets shown here are not reflected in your account. This information has been received from sources we believe to be reliable. Pershing does not guarantee the accuracy of the information. Bond Maturity Schedule Bonds that are in default are not included. Bond Quality Bond quality ratings reflect Moody's or Standard and Pools ratings. Bonds may be rated by other services. Bonds that are in default are not included. Please refer to your Portfolio Holdings section. Page III of 19 Account Number Go paperless SO LTHERN N L LC. F I DENTIAL CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) listed tocellone twiny Year Sine. 2007 DAL BAR RATED COMMUNCA TIONS rxesturnaer rwritri.te=la..r.r...' "—I—stet Vary i.46 swam non PIM,. K' SDNY_GM_00045706 OB-SDNY-0006530 EFIA_00 156315 EFTA01288678 Important Information and Disclosures (continued) Dean Mweits I wear Goa,p °Muhl Sat Smote 4%. Mar Olin 30 Pia Aso. Mk low Rem *A NY 101M Statement Period: 0510112914 • 05/3112014 The Role of Pershing • Pershing carries your account as clearing broker pursuant to a clearing agreement with your financial institution. Pershing may accept from your financial institution without inquiry or investigation (i) orders for the purchase and sale of securities and other property and Nil any other instructions concerning your account. Pershing is not responsible or liable for any acts or omissions of your financial institution or its employees and it does not supervise them. Pershing provides no investment advice nor does it assess the suitability of any transaction or order. Pershing acts as the agent of your financial institution and you agree that you will not hold Pershing or any person controling or under common control with it liable for any investment losses incurred by you. • Pershing performs several key functions al the direction of your financial institution. It acts as custodian for funds and securities you may deposit with it directly or through your financial institution of that it receives as the result of securities transactions it processes. • Your financial institution is responsible for adherence to the securities laws, regulations and rules which apply to it regarding its own operations and the supervision of your account, its sales representatives and other personnel. Your financial institution is also responsible for approving the opening of accounts and obtaining account documents; the acceptance and, in certain instances, execution of securities orders; the assessment of the suitability of those transactions, where applicable: the rendering of investment advice, if any, to you and in general, for the ongoing relationship that it has with you. • Inquiries concerning the positions and balances in your account may be directed to the Pershing Customer Service Department at (201)413-3333. Al other inquiries regarding your account or activity should be directed to your financial institution. Your financial organization's contact information can be found on the first page of this statement. • For a description of other functions performed by Pershing please consult the Disclosure Statement provided to you upon the opening of your account. This notice is not meant as a definitive enumeration of every possible circumstance, but as a general disclosure. If you have any questions regarding this notice or if you would like additional copies of the Disclosure Statement, please contact your financial institution. • Pershing is a member of the Securities Investor Protection Corporation ISIPC'). Please note that SIPC does not protect against loss due to market fluctuation. In addition to SIPC protection, Pershing provides coverage in excess of SIPC limits. For more detailed information please visit: vAwrpershing.convistrength_stability.html. • This statement will be deemed conclusive. You are advised to report any inaccuracy or discrepancy Including unauthorized trading), to your financial organization and Pershing, within ten days after receipt of this statement. Please be advised that any oral communication should be re-confirmed in writing to further protect your rights. including your rights under the Securities Investor Protection Act. • Your financial organization's contact information can be found on the first page of this statement. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City. New Jersey 07399: Errors and Omissions excepted. Important Arbitration Disclosures • All parties to this agreement are giving up the right to sue each other n court, including the right to a trial by jury. except as provided by the rules of the arbitration forum in which a claim is filed. • Arbitration awards are generally final and binding; a party's ability to have a court reverse or modify an arbitration award is very limited. • The ability of the parties to obtain documents, witness statements and other discovery is generally more limited in arbitration than in court proceedings. • The arbitrators do not have to explain the reason(s) for their award, unless, in an eligible case, a joint request for an explained decision has been submitted by all parties to the panel at least 20 days prior to the first scheduled hearing date. • The panel of arbitrators wil typically include a minority of arbitrators16410 were or are affiliated with the securities industry. • The rules of some arbitration forums may impose time limits for bringing a claim in arbitration. In some cases, a claim that is ineligible for arbitration may be brought in court. • The rules of the arbitration forum in which the claim is filed, and any amendments thereto, shall be incorporated into this agreement. Important Arbitration Agreement Any controversy between you and Pershing LLC shall be submitted to arbitration before the Financial Industry Regulatory Authority. No person shall bring a putative or certified class action to arbitration, nor seek to enforce any predispute arbitration agreement against any person who has initiated in court a putative class action, who is a member of a putative class who has not opted out of the class with respect to any claims encompassed by the putative class action until; (I) the class certification is denied; (II) the class is decertified; or (III) the client is excluded from the class by the court. Such forbearance to enforce an agreement to arbitrate shall not constitute a waiver of any rights under this agreement except to the extent stated herein. The laws of the State of New York govern. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City, New Jersey 07399; 00.0 ROI I Account Num ber Go paperless SO laaeo.wt.tT v.iaz IAL DAE CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) THERA F I Page 19019 Rabid Excellent (very Year Since 2007 DAL BAR RA TEO COMMUNICATDONS rxenurraer ..7.2.•7:).... .—:72==..' =el= SDNY_GM_00045707 OB-SDNY-0008531 EFTA_00156316 EFTA01288679 PO eat 1710. IlieltweateMD21203 SOUTHERN FINANCIAL LLC 6100 RED HOOK QUARTER B3 ST THOMAS VI 00802 Your Client Advisor: TAZIA SMITH Destine 14m POnle VOIP40AlMfrwad Weals Cowan Gmt,p DestuN Sat StueNei 4%. Nourfrt HS Psi Asa. unmoor Ms** NY 101$4 Account Number: Statement Period: 0410112/14 -0413012014 Valuation at a Glance Beginning Account Value ts el Cash Deposits and Withdrawals Adjusted Previous Account Value Dividends. Interest and Other Income het Other Activity het Chance in Punka nding Account Value Estim ated Annual hewn e Asset Allocation Prior Year-Ead Lasi Period This Period %Monti°. l,S0 Cash. Money Funds. and Bank Depontsl 18,29514911 32,415,56317 32,900,060.99 32.39% USD Feed Income 27,736,972.38 26,281,208.08 26,363,141.57 25.95% Non•ti SD Axed Income 10,227,309.46 10,215,566.88 10,325,843.75 10.17% USD Equities 30,410,51165 30,470,070.48 28,821,198.20 28.37% 1 N l 1 Mont SD Equities 3.137.192.74 2,840,400.00 2.765.400.00 2.72% Won-USD Cash. Money Funds and Bank Desalts 402,106.34 402,193.90 404,616.22 0.40% Other 363.000.00 0.00 0.00 0.00% Account Total (Pie Chart) 190,573,050.28 1102,831,003.21 1101,580,200.73 100.00% I The Bank Deposes In your account are FDIC Insured bank deposits. FDIC insured bank deposits are not secordies and are not covered by the Securities Investor Protect:an Cowden (SIPC). These bank deposrts are covered by the Federal Deposrt Insurance Corporation (FDIC). W to aeon* limits. See page 2 of the statement for Imports rt information regardng the Asset Allocatich section. CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) This Period Year-to-Date $102,831,003.21 $90,573,050.28 -19,250.00 9,935,904.65 102,811,153.21 100,508,951.63 393,627.76 1,158,138.50 -18.00 -3800 -1 425,102 24 -86,796.70 3101 580 260 73 2,101 580 260 73 $3,722.349.58 Pe C ?me allocation only includes pros -cts that are of positwe value. Assets of less than 1% of holdings wit no: display on this pe chart Page 1 of 23 5009761SCSF300l6 GO le SS illkt Rene^ tit b. A R."' Cr= RAI LDCOMMUNCA110.4% coNFID.n /A E.„,...,_= ,.. ... , CON•Ininnuelfiknon. u.C. • lamer *sad •••••••••• SDNY_GM_00045708 OB-SDNY-0008532 EFTA_00156317 EFTA01288680 Asset Allocation Disclosure and Footnotes Certain values have been defaulted into the Other Asset Class due to incomplete categorizing data Al values are displayed in U.S. dollars based on interbank exchange rates as of 04/3012014. Exchange rates can vary. Equities contains Equity Mutual Funds. Summary of Gains and Losses Realized llerealized TIM Period Year-to-Date Short.terin Gain/Loss 71,498.98 -42.849.00 1,891,176.26 long-Term Gain/loss 0.00 -55.582.40 4.714.445.86 Net GaIn/loss 71,498.911 .98,431.40 4,823,289.60 This summary excludes transactions where cost basis information is rot available. Exchange Rate Table Global Cash Currency Currency USO Equivalent per USD Onrency Owing Balance Mount In Base Currency USD ELRD 1 3864 0 7212 EURO 291,846.67 404,616.22 Exchange rates are based on interbank exchange rates as of 04/30/2014. Exchange rates can vary. Total Global Cash Balance $404,616.22 Money Market Fund Detail Date Activity Type Desaiptioa Mount Balsam Sweep Money Market Fund DWS GOVERN M R_IULC IINSTL Account Number: Current Yield: 0.03% Activity Ending. 04/30114 04101114 Opening Balance 0.00 0.00 04123114 Deposit MONEY FUND PURCFASE 32,140,403.83 32,140A03 83 04124/14 Deposit MONEY FUND PURCFASE 66,552.92 32,206,956 75 04128/14 Depoit MONEY FUND PURCFASE 101,597.96 32,308,554.71 04129/14 Deposit MONEY FUND PURCFASE 73.527.77 32.382.082.48 04130114 Deposit LIDA EY FUND FURCFASE 312,000.00 32,694,082.48 04130/14 Deposit INCOME REINVEST 212.37 32,694,294.85 04130114 Closing Balance $32,694,294.85 Total All Money Market Funds 632,694,294.85 Page 2 of 23 V,09/6ISCSF30016 Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Raise' 1.cetlent Go paperless et CALM* RATED COMMUMICA11O.4 K1 F I Dr L eXCCLUNCI Cleawri••••••• Moat. U.C. • awl. ararod •••••••••• SDNY_GM_00045709 DB-SDNY-0008533 EFTA_00 I 56318 EFTA01288681 PC. Sc, 1776. Bali moot MD 21203 FDIC Insured Bank Deposits Date Activity Type Description 0euiv.v gam Po... Wealth Man/rem Vinci% CoterarGtoyp 0toutm Yr Secynei lire bet Mc* Ma Part Aortae. IM I kw Statement Period: 04/0112014 • 04/30/2014 Amount Bann Other FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM Atcount k um bet Activity Ending: 04130114 04101114 Opening Balance 04101114 Deposit 04102114 Denali 04103114 Dermal 04109114 Withdrawal 04115114 Derail 04116114 04122114 Withdrawal 04122/14 Denali OM 0/14 Posing Balance Total FDIC Insured Bank Deposits The FDIC Insured Bank Deposits are not securities and are not covered by the Securities Investor Protection Corporation (SIPC) The Bank Deposits at each bank are insured by the Federal Deposit Insurance Corporation (FDIC) up to 4250,000 for each category of legal ownership including individual retirement accounts and certain other self directed retirement accounts. Please review this in connection with other deposits you may have at each respective bank. DEPOSIT DEPOSIT DEPOSIT WITHDRAWAL INTEREST CREDITED APY 0.03% Assodated Bank kA NO 04116 5250000.00 BUT NO 04116 $250000.00 Bank of America NO 04116 9250000.00 Citibank k A. NO 04116 $250000.00 Deutsche Bank Trst Co NO 04116 $29960325. East West Bank NO 04116 $250000.00 NY Comm unity Bank NO 04116 $250000.00 Teas Capital Bank NO 04116 $250000.00 DiPate Capital Bank NO 04116 $250000.00 Union Bank of CA NO 04116 $186995.32 WITHDRAWAL INTEREST POSTED 32,373,328.83 64,634.57 10,107.00 29,703.34 -331,250.00 798.68 -32.147.478 83 158.51 32,373,328.83 32,437,963.40 32,448,070.40 32,477,773.74 32.148.523.74 32,147,320.32 32,147,320.32 -158.51 0.00 40.00 40.00 MC097611CSF 30 Mt Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) Page 3 of 23 Rated I wollent Go oaperless rean. ea A F D-ENT/Ar, gerctittlIVIDCOMPALINICA/1O.6 as.. *wimp Owenby uLC. ••••••••••••104.....1 SDNY_GM_00045710 Ce-SDNY-0008534 EFIA_00 156319 EFTA01288682 Income and Expense Summary Current Period Year.M.Date Taxable Non Taxable Taxable Non Taxable Dividend Income Equities 13,326.14 0.00 183.64113 0.00 Money Market 212.37 0.00 212.37 0.00 Other Dividends 197.500.00 0.00 291,25010 0.00 Interest Income Bond interest 181134.16 0.00 35510915 0.00 FDIC Insured Bank Depotts 955.09 0.00 2,891.15 0.00 Other Interest 0.00 0.00 40.625.04 0.00 Total Dividends, Interest, Income and Expenses $393,627.76 $0.00 $873,928.94 $0.00 Distributions Alternative 'riven ents 0.00 0.00 0.00 284,209.56 Other Distributions 0.00 83.481 57 0.00 297.709.14 Total Distributions $0.00 $83,481.57 $0.00 $581,918.70 Portfolio Holdings U.S. DOLLARS Account Opening Date Quantity Number Activity Ending Opening Balance Owing Balance Accrued Income Income This Year 30.Day Yield Garnet Yield Cash, Money Funds, and Bank Deposits Cash Balance 42.235.04 205.766.14 Money Market DWS GOVERN M ENT CASH I STL 04101114 32.694.294 850 04130114 0.00 32.694.294.85 0.00 212.37 0.03% 0.03% Total Money Market $0.00 $32,694,294.85 $0.00 $212.37 FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM 04101114 04130114 32.373.328.83 0.00 0.00 2.891.15 NM NM Total FDIC Insured Bank Deposits $32,373,328.83 $0.00 $0.00 92,691.15 Total Cash, Money Funds, and Bank Deposits 932,415,563.87 $32,900,060.99 $0.00 $2,903.52 Paget of 23 P*09") 6 ISCSF 30 016 Account Number: SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Ran. I ..ellera Go paperless et t DALIN* ItATEDCOMMUNICAlIONS K F I DA ENT1AL EXCIELIANCE a•••••••••••411001.1M1114. • -0 411IPSO•0" , 1 • le MAI Of PSI •O. MS. 01,10S”... POMP.. &AC •••••••M•11 .014 &PC SDNY GM 00045711 DB-S6NY:0008535 EFTA_00156320 EFTA01288683 P.O. Bev 177& Batmen MO 21203 Portfolio Holdings (continued) U.S. DOLLARS (confirmed) Date Milted Guantffy Unit Cost Fixed Income (In Maturity Date Sequence) 'Asset Backed Securities GLOBAL M TG SECURITIZATION LTD/ GLOBAL IA TG SCT2k 'SU U 6378961AV83 5.250% 01125132 WE OTO 04128/05 Moody Rating CAA3 S 8 P Rating & Factor: 0.34572699 Effective Date:01/01/14 Current Face Value: 2.852.247 668 10116/13'.3,12 8,250,000.000 89 2170 Adjusted Cost Basis Oeuliv•v Si', Po...WeanAlan/rem Minet% town< G•ap Otsittht Mr Selynel AC lire bet Mc* 11)Parli Mow. )Mu to Woe wet liY NIL Market Nice Market Value Statement Period: 04/01/2014 - 04/30/2014 Unrealized Gain! Loss Accrued Interest Estimated Estimated Annual Income Yield COUNTRYWIDE HON E LOANS SER 03-1 CL (31 1.090% 03125/33 B/E DTD 01130103 Factor: 0.24839139 Effective Date 04/01114 Current Face Value. 1.117.761 255 12113/13 '.3,12 4.500.000 000 93.3780 WASHINGTON MUT N TG SECS CORP 2001-RA2 MTG PASSTHRU CTF CL C-9-1 VAR RATE 6.973% 07/25133 81E DTO 06/01/04 St P Rating 0 Factor: 0.63913293 Effective Date:04101114 Current Face Value: 824.481 180 12/13/13 ..3.12 1.290.000.000 76 5190 IM PAC CM B TR 2005.2 ASSET B140 BD CL 14-2 0.887% 04125/35 B/E DTD 03103105 Moody Rating CA58 P Rating CC Factor: 0.14500819 Effective Dale 01125/14 Current Face Value: 1.450,081 900 12113/13 '.3 1,500,551.000 12/13113 t 3 8.499.446.000 Security Identifier: 378961AV8 2.515.545.47 93 8610 Original Cost Basis 52.705.004 09 Security Identifier: 12669 DYS1 1,043.725 67 86.4810 Original Cosl Basis: 51,111,573.07 Security Identifier: 939338820 630.881.76 86.3190 Original Cosl Basis. 5638.906 71 Security Identifier: 15254NNC7 0.0990 147.910.91 73.5750 Odra' Cosl Beare $147,94094 0.0990 837.967.95 73.5750 Original Cosl Basic 5837.967.95 2.677.23375 966.684 64 711.68417 160,093.77 906,803 99 131.688 28 -77,01103 80.802 41 12,152 83 68,838.04 2.079 76 3,68271 4.631.70 26.81 151.89 Page 5 of 23 Account Number. SOL CH LL OK IFIDcITIAL An CONFIDENTIAL — PURSUANT TO FED. R P. 6(e) THERM Go paperless Rated mollent Screen Yea In s A Re. DAMAR RATtDCOmmutiOCATIONI. eXCIUANCII etege.......t•••••••• we. • sof 4.....seenetan esnaanti.notamonowememets.• SDNY_GM_00045712 DB-SONY-0008536 EFIA_00 156321 EFTA01288684 Portfolio Holdings (continued) U.S. DOLLARS (continued) Dale"aired Qua. Usk Coe Fixed Income (continued) 'Asset Backed Securities (continued) IM PAC CIA B TR 2005.2 ASSET BIM BD CL (continued) Total Noncovered 9,000,000.000 985,906.69 Total 9,000,000.000 1985,908.89 Total Asset Backed Securities $5,206,061.79 24,040,000.000 Total Current Face Value : 6,244,572.303 Corporate Bonds SG STRUCTURED PRODS INC COMMODITY LKO MKT PLUS PROTECTED NOTES 0.000% 08105/14 BA DTD 07130113 07125113 'ATM 2.000.000 000 100 0000 HSBC USA INC MEDIUM TERM NTS BUFFERED NOTES LKD TO EURO STOXX 50 0.000% 08/29/11 DIE DTD 05130113 0512/113 'AM 2,000,000.000 100 0000 PM ORGAN CHASE & CO M EDIUM TERM NTS CAPPED CONTINGENT BUFFERED EQUITY k TS 0.000% 10/18/11 WE DID 09127113 12/05113 '•3.12 1.000.000 000 100 0000 PETROLEOS DE VENEZUELA NOTES SENIOR MK XS0060546525 5.000% 10128/15 REG DTD 10128/09 S 6 P Rating Be 12104/13 '.3.t2 2 500 000.000 91.9120 Adjusted Co [truncated]