EFTA01452688

PO Ba 1776. &Amore MD 21203 Portfolio Holdings (continued) U.S. DOLLARS :continued) Date Ac Iced Unit Cost Guanti Fixed Income (continued) Corporate Bonds (continued) EARTHLINK INC GTD SR NT FULLY EXCHANGED (continued) 10123/12 600,000.000 102.4650 Total Noncovered 1,000,000.000 Total 1100,000.000 SERVICEM ASTER CO SR NT - CUSIP FULLY EXCHANGED FROM OLD CUSIP 81160NAL3 8.000% 02115120 WE DTD 02/13112 Moody Rating CAM S P Rating CCC+ 01124113 '.12.13 1,500,000.000 105.2880 02/25113 1,000,000.000 105.8590 Total Noncoyered 2,500,000.000 Total 2,500,000.000 LLOYDS TSB BK PLC EURO ISSUE MEDIUM TERM NOTES 1%170717735822 9.875% 12116121 REG DTD 12/16/11 Moody Rating Bat S8 P Riding BBB 12/04113 '.1,12 1,500,000.000 108.3940 SOUTHERN CALIF EDISON CO FREE SER E 6.250% 02101122 WE DTD 01117/12 CALLABLE 02101122 Moody Rating BAA2 S P Rating BBB- 01/30/12 'An 3,000,000.000 99.7900 BARCLAYS BK PLC CONTINGENT CAP NT MINS US06739FHK03 7.750% 04/10/23 WE DTD 04110113 CALLABLE 04110118 S 8 P Rating BB+ 04103113'.12,13 300,000.000 100.0000 POI COP4PCSI,P01 74tAll•C r kluged Cog Bass Deresem M. P,411, 6t J. Irtypi Mr.r.,...00.n. (004 p ptotSOW. UM satyr:taint tueVu1011ice 34, Part ifullat. ZYth Piatitri. POI 1015.4 Market Price Market Value Unrealized Gain Loss Statement Period: 01:01:2014 - 01131:2014 Accrued Interest Estimated Estimated Annual Income Yield 614,789.17 99.1500 598,500.00 46,28917 11.241.67 53,250.00 8.89% Original Cost Basis: 5611500.00 1,025,397.76 997,500.00 -27,897.76 18,736.11 88,750.00 11,025,391.76 $997,500.00 -$27,897.76 518,736.11 588,750.00 Security Identifier: 81760N AN9 1,579,026.96 103.5000 1,552,500.00 .26,526.98 55,333 33 120,000.00 7.72% Original Cost Basis: 51,595,825.00 1,058,588.49 103.5000 1.035.000.00 •23,58849 38188.89 80,000 00 7.72% Original Cost Basis: 51,010,000.00 2,637,615.45 2,587,500.00 -50,115.45 92,222.22 200,000.00 $2,637,615.45 $2,587,500.00 -80,115.45 692,222.22 5200,000.00 Security Identifier: 04515111248 1,625,910.86 119.2500 1,788,750.00 162,839.34 18,104.17 148,125.00 828% 0 nginal Cost Basis: 51,627,500.00 Security Identifier: 842400FU2 2193.701 54 103.7500 3,112,500.00 118,798.46 93,750 00 187,500.00 6.02% Original Cost Basis: 52,992,564.97 Security Identifier: 06739FHKO 300,000.00 108.3750 325,125.00 25,125.00 7,168.75 23,250.00 1.15% Page 7 of 23 Account Number: SO Idri-ERN FasiatiCIALLLC Go paperless ASK &NOV ' . t4PCLPARY RatoM LocalPwit Y " .t fl oe DALISAP RATED COMMtIPMCATOP6 I.MM.te evestetnte • In :I int; EXCELLEOCE CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL SDNY_GM_00256056 DB-SDNY-0 109872 EFTA01452688