EFTA01455353

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cost Fixed Income (to 3281311Zy Daze Sneer3e) 'Asset Backed Securities COUNTRYWIDE HOME LOANS SER 03-1 CL BI 4 090% 03125/33 WE DM 01/30103 Factor: 0.23181744 Effective Date:08/01/14 Current Face Value: 1,043,118.480 12/13/13 '.3.12 4,500,000.000 93.3780 Adjusted Cost Basis Market Price Market Value Unrealised Gain/ Loss Accrued Interest Estimated Estimated Annual Income Yield WASHINGTON MUT MTG SECS CORP 20044tA2 II TG PASSTH RU CTF CI. C-B-1 VAR RATE 6.972% 07/25/33 WE DTD 06/01/04 S 8 P Rating D Factor: 0.57776879 Effective Date:08/01/14 Current Face Value: 745,321.739 12/13/13',3,'2 1,290,000.000 76.5190 Total Asset Backed Securities 5,790,000.000 Total Current Face Value: 1,788,500.29 Corporate Bonds PM ORGAN CHASE & CO MEDIUM TERM NTS CAPPED CONTINGENT BUFFERED EQUITY NTS 0.000% 10/16114 WE DID 09/27113 12/05/13 'In 1,000,000.000 100.0000 PETROLEOS DE VENEZUELA NOTES SENIOR ISIN1XS0460546525 5.000% 10128/15 REG DTD 10/28/09 S& P Rating Bi 12/04/13'•3,12 2,500,000.000 93.6050 HEADWATERS INC OTD SR NT 7.825% 04101119 WE DTD 03/11111 CALLABLE 04/01/15 411 103.813 Moody Rating B2 SA P Rating Et+ 10/22/12'.12,13 EARTHLINK INC OTD SR NT FULLY EXCHANGED CUSIP FROM 270321ABII 8.875% 05/15/19 WE DID 05117/11 CALLABLE 05/15115 S& P Rating CCC+ 10/22/12 '.4.11 400,000.000 102.6890 Security Identifier: 974,082.95 66.1950 Original Cost Basis: $1.111,573.07 Security Identifier 510,309 83 87.0420 Original Cost Basis' $638.906.71 $1,544,392.78 Security Identifier: 1,000,000.00 105.0400 Original Cost Basis: $1,000,000.00 Security Identifier: 2,34011626 93.0000 Original Cost Basis: $2,250,000.00 Security identifier: 1,000,000.000 102.1670 1,021.666 69 105 5000 Original Cost Bass $1.035.000 00 Security Identifier: 410,756A8 1022500 899,167.69 648,742.95 $1,547,910.64 1,050,400.00 2325.000 00 1,055,000.00 409,000 00 -74,915.26 78,433.12 3.555.50 4,330.58 $3,517.86 $7,886.08 50.400.00 -15,116 28 33,333 31 .1,756.48 Account Number: SOUMIRK FINANCIAL LLC Cio paperless AZK *MUT C.-OCLIVLIIV 0.00 42.361 11 31170 B3 10,452.78 13& Rstr0 E•conent f Very Yaw Wne• .}001 DALOAR RATED COMMON ICATK,I6 eXallENC? $0.00 125,000.00 5.37% 76,250 00 7.22% 35,500 00 887% Page t of 20 aw,c ....ora Ott • oarnme ••••••••• CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0114074 CONFIDENTIAL SDNY_GM_00260258 EFTA01455353