EFTA Document EFTA01455017

PO By 1776. Baltimore MD 2120.3 Portfolio Holdings Deuticte Sam ft mate Plebe h Managenoil 'owe" Coen* Come (*.cunt era Seweset 'erg N. 'Oc•N OW* 30 Pan home. 7611, k Statement Period: 0 7/ 011201 4 • 07(31/2014 Account Opening Date Quantity Number Activity Ending Opeoing Balance Closing Balance Accrued Income Income ThisYear 30.Day Yield Current Yield Cash, Money Funds, and Bank Deposits 42.00% of Portfolio Money Market DWS GOVERNMENT CASH INSTL 07/01/14 9 064.258 280 0000001492 07131111 9,855,506.19 9,884,258.28 0.00 790.27 0.03% 0.03% Total Money Market FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM 07101/14 846024943 07131/14 89,855,500.19 0.00 89,684,258.28 0.00 80.00 0.00 $790.27 882.25 A.A Total FDIC Insured Bank Deposits N/A $0.00 $0.00 $0.00 8682.25 Total Cash, Money Funds, and Bank Deposits Date Acquired Quantity Unit Cost Adjusted Cost Basis $9,855,506.19 Market Price 59,861,258.28 Market Value $0.00 Unrealized !tale/ Len $1,672.52 Acatied Interest Estimated Estimated Annual Income Yield Fixed Income 10.00% of Portfolio (In Maracay Date Sequence) 6Asset Backed Securities OS Id TO SECS CORP 2005-SF M TO PASSTHRU CIF CL B1 VAR 5151% 06/25/35 B/E DTD 05101105 S8 P Fisting B4 Fedor 010504403 Effective Date:07/01/14 Current Face Value: 1,201,566.045 12113113 '.3.12 1,500,000.000 97.1780 Total Asset Backed Securities 1,500,000.000 Total Current Face Value: 1,207,566.045 Corporate Bonds PEABODY ENERGY CORP SR NT 7.375% 11/01116 B/E DTD 10/12/06 MULTIPLE GUARANTORS 1ST CFN DTE 05101/07 Moody Rating BA3 S 8 P Rating Elli- 05/10,11 1,200,000.000 106.0270 1511111.1“:41 Security Identifier: 36242D7X5 1,173,486.79 96.9440 1,170,662.83 .2.82316 5.788.02 Original Cost Basis. 51,189,588.80 81,173,486.79 81,170,682.83 42,823.96 $5,781.02 Security Identifier: 704549AE4 1,272,329.84 107.0000 1,284,000.00 11,670.16 22,12500 Original Cost Basis: 51,363,500.00 Account Number: N40424943 TFE HAZE TRUST Go paperless Rated E‘c•snent f Very Yea* toneo .},001 DALOAR RAT ED COP•WIONICATC•16 CPCMISPCP 80.00 88,500.00 6.89% CS.till: rOttlar • Page 3 or 12 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0113530 CONFIDENTIAL SDNY_GM_00259714 EFTA01455017