EFTA Document EFTA01452689

Portfolio Holdings (continued) U.S. DOLLARS (continued) Oate sired Cluantn Unit Cost Fixed Income (cortinueo) Corporate Bonds (continued) BARCLAYS BK PLC CONTINGENT CAP NT (continued) Adjusted Cost Was Market Price Market Value Unrealized Gaini Loss Accrued Interest Estimated Estimated Annual Intone Yield PM ORGAN CHASE 6 CO DEP SHS REPSTG MOTH PFD SER 1 FIXED TO FLTG RI 80 7900% 04/29149 WE DTD 04/23/08 Moody Rating BA1 S6 P Rating BBB 06115/11 'Alt 2,500,000.000 107.5000 05/15/11 2,500,000.000 107.0000 Total Noncovered 5,000,000.000 Total 5,000,000.000 BANK AMER CORP PERP NON COM ULATIVE DEP SHS FIXED TO FLOAT 8.125% 04/30158 WE DTD 04/30/08 CALLABLE 05/15118 Moody Rating BA3 S8 P Rating BB+ WIWI 1 %Elk 2,000,000.000 102.7500 Original Cost Basis: 9300.000.00 Security Identifier: 2,681,500.00 110.6200 Original Cost Basis: $2,667,500.00 2,675,000.00 110.8200 Original Cost Basis' 52.675,000 00 5 362 500.00 95,362,500.00 2,765,500.00 2,765,500.00 5,531,000.00 $5,531,000.00 78,000.00 90,500.00 166,500.00 49 375 00 49,375 00 98,750.00 197.500.00 714% 197.500.00 7.14% 395,000.00 GENERAL ELEC CAP CORP NON CUM PFD SER A 7.125% 06112162 B/E 010 06112/12 CALLABLE 06/15(22 Moody Rating BAA1 P Rating AA- 06/27/12 '.12.13 2.000.000.000 105.5300 LBO CAPITAL NO 1 PLC 144A 'SINS X93473106283 8.000% 09115/88 REG DTD 12/15109 FOREIGN SECURITY SS P Rating BB 12104113',3,12 3,000,000.000 108.2500 Total Corporate Bonds Total Fixed Income 28,800,000.000 52,840,000.000 Security Identifier: 060505078 2,055,000.00 111.2800 Original Cost Basis: $2,055,000.00 Security Identifier: 369622SNII 2,110,605 12 112 3750 Original Cost Basis 52.122,916 67 Security Identifier: 1354338806 3,247,500.00 107.0000 Original Cost Basis: $3,247,500.00 $29,651,351.33 531,547,521.20 2,225,200.00 2,247,500.00 3,210,000.00 930,318,375.00 $35,910,556.57 9168,500.00 $98,750.00 9395,000.00 170,200.00 136,894 88 -37,50000 34,305.56 18.208 33 30.666 67 182,500.00 7.30% 142,500.00 6.34% 240,000.00 7.47% $661,023.67 9469,272.92 91,788,875.00 9715,964.74 $480,950.69 $1,788,875.00 Page 8 of 23 130100242CSF 30016 re/41,C° r Account Number: SOUTHERN FINANCIAL LLC Go paperless ASK AllOUT C-DCLIVIIRY Rat•J Urcall•nt t....... vnt I . ge0w Cvki.SA4 RATED COMMIJNICATOKS EXCELW4CE .0.•Tessarikr setenyr i t .... u.a•misarnmptrore. * ;vas. ate 'swam rte. ,n5{ we CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 109873 SDNY_GM_00256057 EFTA01452689