EFTA Document EFTA01455325

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cost Fixed Income /in riaturq Daze Sequence) 6Asset Backed Securities COUNTRYWIDE HOME LOANS SER 03-1 CL 61 4 090% 03/25/33 WE DID 01/30103 Factor: 0.23181744 Effective Date:08/01/14 Current Face Value: 1,043,118.480 12/13/13'.3.12 4,500,000.000 93.3780 Adjusted Cost Basis Market Price Market Value Unrealized Gain! Loss Aomed Estimated Estimated Interest Annual Income Yield WASHINGTON MUT M TO SECS CORP 2004-RA2 M TG PASSTHRU CTF CL C-B-1 VAR RATE 6.972% 07/25133 WE DTD 06/01/04 S 8 P Rating D Factor: 0.57776879 Effective Date:08/01/14 Current Face Value: 745,321.739 12/13/13',3,12 1,290,000.000 78.5190 Total Asset Backed Securities 5,790,000.000 Total Current Face Value: 1,788,500.219 Corporate Bonds PM ORGAN CHASE & CO MEDIUM TERM NTS CAMEO CONTINGENT BUFFERED EOU ITY NTS 0.000% 1011611181E DID 09/27113 12/05113 1,000,000.000 100.0000 PETROLEOS DE VENEZUELA NOTES SENIOR ISIN/XS0160546525 5.000% 10/28115 REG DTD 10/28)09 S& P Rating Bi 12/04/13'.3,12 2,500,000.000 93.6050 HEADWATERS INC OTD SR NT 7.825% 04101119 EVE DTD 03/11111 CALLABLE 04/01/15 ell 103.813 Moody Rating B2 S 8 P Rating EM 10/22/12'.12,13 1,000,000.000 102.1670 EARTHLINK INC OTD SR NT FULLY EXCHANGED CUSIP FROM 270321AB8 8.875% 05/15/19 WE DID 05/17/11 CALLABLE 05/15115 S& P Rating CCC+ 10/22112'.3,12 400,000.000 102.8890 Security Identifier 12889DYS1 974,082.95 86.1950 Original Cost Basis: $1,111,573.07 Security Identifier: 939336520 510,309.83 87.0420 Original Cost Basis' 9638.906.71 $1,544,392.78 Security Identifier: 48120IVE4 1,000,000.00 105 0400 Original Cost Basis. S1.000,000.00 Security Identifier: P7807HAF2 2.340,116,28 93.0000 Original Cost Basis: $2,250,000.00 Security Identifier: 42210PA05 1,021,666 69 105.5000 Original Cost Basis: 51,035,000.00 Security Identifier: 270321AC8 410,756.48 102.2500 p no 9 72. FMOI Account Number SO TI-ERN FINANCIAL LLC 899,167.69 648,742.95 51,547,910.54 1,050,400.00 2.325.000 00 1,055,000.00 409,000.00 .74,915.26 78,433.12 3.555.50 4,330.58 53,517.88 57,888.08 50.400.00 -15.116 28 33,333.31 -1,756.48 0.00 42.361.11 31,770 83 10,452.78 Rstr0 Ewsnent <X)paperless f Yaw Writ", .W 1 K,I6 AZK Amur C.-OCLIVLIIV DALOAR RATED COMMON ICAT Ce . rxentrncr •••••••••Y • 50.00 125.000.00 5.37% 76,250 00 7.22% 35,500 00 887% Page Et of 20 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL SDNY_GM_00260221 DB-SDNY-0 114037 EFTA01455325