EFTA Document EFTA01452687

Portfolio Holdings (continued) U.S. DOLLARS (continued) Cate wired Ouaritn Unit Cost Fixed Income (continued) 'Asset Backed Securities (continued) IM PAC CIA B TR 2005-2 ASSET BKD BD CL (continued) Total Unallocated 5,499,448.000 Total 10,000,000.000 Total Asset Backed Securities 24,040,000.000 Total Current Face Value: 6,462,038.737 Corporate Bonds SG STRUCTURED PRODS INC COMMODITY LKD MKT PLUS PROTECTED NOTES 0.000% 08105114 B1E DTD 07130113 07125113 '.11,13 2.000.000.000 100.0000 *Amsted Cost Din Market Price Market Value Unrealized Gaini Loss Accrued Interest Estimated Estimated Annual Income Yield Please Provide 888,013.98 NIA NIA 185.76 HSBC USA INC MEDIUM TERM NTS BUFFERED NOTES LKD TO EURO STOU 50 0.000% 08129114 WE DTD 05/30/13 05124113 '.12,13 2.000.000.000 100.0000 .PM ORGAN CHASES CO MEDIUM TERM NTS CAPPED CONTMGEKT BUFFERED EQUITY NTS 0.000% 10/18/14 WE DTD 09/27113 12105113 'AM 1,000,000.000 100.0000 PETROLEOS DE VENEZUELA NOTES SENIOR ISINIIXS0480546525 5.000% 10128115 REG DID 10128109 55 P Rating Be 12104113 %kik 2,500,000.000 90.6830 HEADWATERS INC GTD SR NT 7.625% 04101119 WE DTD 03/11/11 CALLABLE 04101115 103.813 Moody Rating B2 55 P Rating Be 10122112 1,000,000.000 102.6060 EARTHLINK INC GTD SR NT FULLY EXCHANGED CUSP FROM 270321468 8.875% 05/15/19 WE DID 05/11/11 CALLABLE 05/15115 S8 P Rating CCC+ 10122112'•12.13 400,000 000 102.6520 N/A $1,896,169.87 Security Identifier: 2,000,000.00 100.3900 Original Cost Basis 52.000.000 00 Security Identifier: 40432XFP1 2.000500 00 105 9300 Original Cost Basis 52,000,000 00 Security Identifier: 48126NVE4 1,000,000.00 101.6900 Original Cost Basis: 51,000,000 00 Security Identifier: P7807HAF2 2.267.064 32 82.8000 Original Cost Bass 52.250,000 00 Security Identifier: 42210PAQ5 1,026.056 46 108 0000 Original Cost Basis 51.035.000 00 Security Identifier: 270321ACS 410,608 59 99.7500 Original Cost Basis 5414.000 00 BRICO242CSE30016 rAtabri r Account Num be SO Th ERk FINANCIAL LLC 51,044,790.43 55,592,181.57 2.007.800 00 2,118,600 00 1,016,900.00 2,070,000.00 1.080.000 00 399,000 00 $218.54 $48,941.07 $11,617.77 7.800.00 118,600 00 16,900.00 -197,084.32 53,943.52 -11,608.59 0.00 0.00 0.00 31,94444 25.416 67 7,494.44 50.00 50.00 125,000.00 6.03% 76.250 00 706% 35,500.00 8.89% Page 6 of 23 &On, LAAIRwit Go paperless Ynaa VI AllOUT tramway OEMARRATED COMEAtRACATOAS EXCELLENCE .R.osTessr....ArseTstin ..... ACA.ATIR•Artroosv AAA*. onmeof ERA tem we CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0109871 SDNY_GM_00256055 EFTA01452687