EFTA Document EFTA01361640

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Adjusted Unit Cost Cost Basis Market Price Market Value Unrealized Gaintloss Accrued Interest Estimated Estimated Annual Income Yield Fixed Income (cortinueo) Corporate Bonds (continued) PETROLEOS DE VENEZUELA (continued) Original Cost Basis: 51.800.000.00 $17.222.22 $17,222.22 5100.000.00 $100,000.00 Total Corporate Bonds 2,000,000.000 $1,907,185.37 $1,510,000.00 -6397,185.37 Total Fixed Income 2,000,000.000 $1,907,185.37 61,510,000.00 -T397,185.37 Unrealized Date Acquired Qv/014 Unit Cosa Cost Basis Market Price Market Value Gain/ Loss Equities Preferred Stocks (bled by expiration dare) ALLY FINL INC FIX TO FLT 014.8.50% FRE0•QTRLY CALLABLE@ 25.00 Ok A Q TRLY BASIS AFTER 05115/2016 Dividend Option: Cash 06/11113 '•rs 57,000.000 25.0780 1.429,417.50 26.8800 1.532.160.00 102,742 50 121,125.00 7.90% Total Preferred Stocks $1,429,417.50 61,532,160.00 $102,742.60 $121,126.00 Total Equities $1,429,417.50 $1,532,160.00 $102,742.60 $121,126.00 Estimated Estimated Annual Income Yield Security Identifier: ALLY PRB CL SIP 020051008 Unrealized Accrued Estimated Cost Basis Market Value Gain/ Loss Interest Annual Income Total U.S. DOLLARS $4,532,606.61 $4,238,183.74 .5294,442.87 $17,222.22 5221.138.38 BRITISH POUND Opening Closing Accrued 30-Day Description Quantity Balance Balance Currency Income Yield Cash, Money Funds, and Bank Deposits Global Cash Balance 38,160.00 106,920.00 GBP 166,688 28 LSD Total Cash, Money Funds, and Bank Deposits 38,160.00 Account Number N4G-023612 SOLTI-ERA TRLST COMPANY INC 106,920.00 GBP 166.688 28 LSD Cio imperless 0.00 0.00 Rated EVant f Way Yaw tone,' .},001 [NAGAR RATED COMMON ICATK,I6 eXallENC? Paget of 13 lOttlatn P••••-ftra Ill.!. • 'S.!, CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0050851 CONFIDENTIAL SDNY_GM_00197035 EFTA01361640