EFTA01455049

Portfol io Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cost Fixed Income (cot:inueoi Corporate Bonds (continued) SOUTHERN CAUF EDISON CO PREF SER E 6.250% 02101122 EUE OTO 01117/12 CALLABLE 02101122 Moody Rating BMI S & P Rating BBB. 01/30/12'.3.1? 3,000,000.000 99.8000 BARCLAYS BK PLC CONTINGENT CAP NT ISM/ US06739FHK03 7.750% 04110123 B/E DID 04110/13 CALLABLE 04110118 S& P Rating BB+ 04833/13 '.12,13 300,000 000 100.0000 PM ORGAN CHASE & CO DEP SHS REPSTG 1/10TH PFD SER 1 FIXED TO FUG RT 80 7.900% 04/29/49 WE DTD 04/23/08 Moody Rating MI S P Rating BBB 06/15111 'An 2,500,000.000 107.5000 06/15/11 '.3,12 2,500 000 000 107 0000 Total Noncoyered 5,000,000.000 Total 5,000,000.000 BANK AMER CORP PERP NON COM ULATIVE DEP SHS FIXED TO FLOAT 8.125% 04/30/58 B/E OTO 04/30108 CALLABLE 05/15/18 Moody Rating BA3 S& P Rating BB+ 01/10111 '.3,12 2,000,000.000 102.7500 GENERAL ELEC CAP CORP NON CUM PFD SER A 7.125% 06112/62 WE DTD 06112/12 CALLABLE 06115122 Moody Rating BAA1 S & P Rating AA. 06127112'.13,13 2,000,000.000 105.5300 LBO CAPITAL NO 1 PLC 144A 'SINS XS0473106283 8 000% 09115/88 REG DTD 12/15109 FOREIGN SECURITY S& P Rating BB 12/04113 '.3,12 1,200,000.000 108.2500 90099073CSF3001/ OVAIIAMAL Adjusted Cost Basis Market Price Security Identifier: 2994,009.46 108 5000 Original Cost Basis: $2,992.564.97 Security Identifier: 300,000 00 111.3750 Original Cost Basis: $300,000 00 Security Identifier: 2,687,500.00 110.1250 Original Cost Basis. 32,687,500.00 2,675,000.00 110.1250 Original Cost Basis: $2,675,000.00 5,36;500.00 $5,362,500.00 Security Identifier: 2,055,000.00 110.6940 Original Cost Basis: $2,055,000.00 Security Identifier: 2,110,605.12 117.0000 Original Cost Basis: $2,122,916.67 Security Identifier: 1299,000.00 110.0010 Original Cost Basis: 81,209,000.00 Account Number. SOUTHERN FINANCIAL RC Market Value 3,255,000.00 331,125.00 2253,125.00 2.753,125.00 5,506,250.00 35,506,250.00 2,213,880.00 2,340,000.00 1,320,012.00 Unrealized Gain( Loss 260,990 54 34,125.00 85,625.00 78,125.00 143,750.00 Accrued Estimated Estimated Interest Annual Income Yield 93,750 00 7,168.75 49,375.00 49.375 00 98,750.00 187,500.00 5.76% 23,250.00 6.95% 197.500.00 7.17% 197.500 00 717% 395,000.00 3143,750.00 $98,750.00 3395,000.00 158.880 00 229,391.88 21,012.00 34.305 56 18,20833 12,266.67 Rated EV.Ient paperless f Yaw tone,' .},001 DALOAR RATED COP.WIUNICATK,16 1k . exatiFNCT 162,500.00 7.34% 142.500 00 6.08% 96,000 00 7.27% Page 6 of 19 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL SDNY_GM_00259749 DB-SDNY-01 13565 EFTA01455049