EFTA Document 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