EFTA01455065

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Equities Preferred Stocks (Listed by expiration date) ALLY FINL INC PERP PFD FIXEDIFLTG RATE SER A CALLABLE CO U PO N 8 5% PERPETUAL MATURITY CALL@ 25 05115116 Dividend Option: Cash 06/11113 %IT 57,000.000 25.0780 1,429,417 50 27.1300 1,546,410.00 Total Preferred Stocks $1,429,417.50 $1,546,410.00 Total Equities $1,429,417.50 Cost Basis $1,546,410.00 Market Value Total U.S. DOLLARS 54,378,243.41 54,509,219.63 Quantity Unit Cost Unrealized Cost Basis Market Price Market Value Gain/loss Security Identifier: ALLY PRB CL SIP. 020051%308 BRITISH POUND 116,992 50 $116,992.50 $116,992.50 Estimated Estimated Annual Income Yield 121 125.00 7.83% $121.125.00 5121,125.00 Unrealized Accrued Estimated Gain/ Loss Interest Mnual Income 5130,976.22 525,555.56 5221,294.77 Opening Closing Accrued Description Quantity Balance Balance Currency Income 30-Day Yield Cash, Money Funds, and Bank Deposits Global Cash Balance 38,160.00 38,160.00 64 417 90 GBP LSD Total Cash, Money Funds, and Bank Deposits Description Quantity 38,160.00 Market Price 38,160.00 GBP 64 417 90 LSD Markel Value Currency 0.00 0.00 Aoaued Interest Estimated Estimated Mnual Income Yield Fixed Income fin Maturity Dare Sequence) Corporate Bonds NATIONWIDE BUILDING SOCIETY EURO ISSUE CONY GBP 'MX51043181269 8.875% 09120188 REG DTD 03111/14 S8 P Baling BB+ Security Identifier. G63980L K3 2,000,000.000 102.0700 2,041,400.00 3,446.087 34 GBP UW 15,403.01 26.001 81 137,500.00 232,113.75 6.73% Total Corporate Bonds: 2,000,000.000 2,041,400.00 3,446,087.34 GBP LSD 15,403.01 26.001 81 137,500.00 232113.75 Total Fixed Income: 2,000,000.000 2,011,400.00 3,446,087.34 GBP LSD 15,103.01 28,001 81 137,500.00 232,113.75 60098074 CST 30011 nc-t Account Number N4G-023812 SOLTbERN TRLST COMPANY INC Cio paperless Rated E•ctent f Very Yaw tone, .},001 [NAGAR RATED COMMON ICATK,I6 eXallENC? Page c of 10 lOrtlarn ...Mora O.!. .....,,.,...~.w:.- r CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0113582 CONFIDENTIAL SDNY_GM_00259766 EFTA01455065