EFTA Document EFTA01455326

PO Ba 1776. Banenore MD 2I203 Portfolio Holdings (continued) U.S. DOLLARS :continued) Date Acquired Fixed Income (continued) Corporate Bonds (continued) EARTHLINK INC OTD SR NT FULLY EXCHANGED (continued) Quantity Unit Cost Adjusted Cost Basis Detiscv Bank Matt WINN Napapectes Waft (swap On OesTE Sank LCOUNNX Nai /*IOW* 341144 *emit Nib ;kW Now *A. BY 10154 (MI IWO!. Ns% 21111409S Maiket Price Market Value Statement Period: 08/01/2014 - 08/3112014 Unrealized Gale Lou Acaued Estimated Estimated Interest Annual Income Yield 10/23/12 '.3,12 600.000 000 102.4990 Total Noncovered 1,000,000.000 Total 1,000,000.000 SERYICEM ASTER CO SR NT - CUSIP FULLY EXCHANGED FROM OLD CUSIP 81760NAL3 8.000% 02/15/20 WE DTD 02113112 Moody Rating CM' S & P Rating B- 01/24/13 '.12,13 440,000.000 104.5910 02/26/13 11,13 1,000,000.000 105.1020 Total Noncovered 1,110,000.000 Total 1,410,000.000 LLOYDS TSB BK PLC EURO ISSUE MEDIUM TERM NOTESISMS0717735822 9.875% 12/16/21 REG DTD 12/16/11 Moody Rating Ba1 S8 P Rating BBB 12104113 %3.11 1,500,000.000 107.9440 SOUTHERN CALIF EDISON CO PREF SER E 6.250% 02/01122 BeE DTD 01117/12 CALLABLE 02701122 Moody Rating BAA1 S & P Rating BBB- 01/30112'.1,12 3.000.000 000 99.8020 Original Cost Basis: 5414,000.00 614.992.62 102.2500 Original Cost Basis: $819,500.00 1,025,719.10 $1,025,749.10 613,500 00 1,022,500.00 $1,022,500.00 -1,492.62 -3,249.10 43,249.10 15,679.16 28,131.94 $28,131.94 53,250 00 88,750.00 288,750.00 8.67% Security Identifier: KITSONARO 460,199.63 107.2500 471,900 01 11,700 38 1.564.44 35,200.00 7.45% Original Cost Basis: $468,050.00 1,051,018.62 107.2500 1,072.499 99 21.481 37 3.555.56 80,000.00 7.45% Original Cost Basis: $1,070.000.00 1 511 218.25 1,511,100.00 33,181.75 5,120.00 115,200.00 $1,511,218.25 $1,544,400.00 933,181.75 $5,120.00 $115,200.00 Security Identifier: 64515PP48 1.619,166 62 117 0000 1.755.000 00 135,833.38 104,510.42 148.125.00 8.44% Original Cost Basis: 51.627.500 00 Security Identifier: 842400FU2 2,994,061.72 108.7500 3,262,500.00 268,438.28 15,625 00 187,500.00 5.74% Original Cost Basis: 52,992,564.97 Nuither SD RN NANCIAL LLC Go paperless AZIK Almalrr Rote? ELCIOUNI f Ur tone? ..},001 DUCAR RATED COMNIUN iCATPC46 [POULENC? Page 5 of 20 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL SDNY_GM_00260222 DB-SDNY-0 114038 EFTA01455326