EFTA Document EFTA01455354

PO Ba 1776. Banenore NO 2I203 Portfolio Holdings (continued) U.S. DOLLARS :continued) Date Acquired Fixed Income (continued) Corporate Bonds (continued) EARTHLINK INC GTD 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 Ilaiket Price Market Value Statement Period: 08/01/2014 - 08/3112014 Unrealized Gale Lou Acaued Estimated Estimated Interest Annual Income Yield 10/23112 '.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% 02/15120 WE DTD 02113112 Moody Rating CriA1 S & P Rating B- 01/24/13 '.12,13 440,000.000 101.5910 02/25/13 '.11,13 1,000,000.000 105.1020 Total Noncovered 1,440,000.000 Total 1,440,000.000 LLOYDS TSB BK PLC EURO ISSUE MEDIUM TERM NOTESISIN9X50717735822 9.875% 12/16/21 REG DTD 12/16/11 Moody Rating Bat 58 P Rating BBB 12104113 %AM 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 3.000100 000 99.8020 Original Cost Basis: $414,000.00 614.99212 102.2500 613,500 00 -1,492.62 15,879.18 53,250 00 8.67% Original Cost Basis: $819,500.00 1,025,749.10 1,022,500.00 -3,249.10 28,131.94 88,750.00 $1,025,749.10 $1,022,500.00 43,249.10 $28,131.94 $08,750.00 Security Identifier: 81780N AN9 460,199.63 107.2500 471,900 01 11,700.38 1.561.11 35,200.00 7.15% Original Cost Basis: 5468,050.00 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 1 611 218.25 1,544,400.00 33,181.75 5,120.00 115,200.00 $1,611,218.25 $1,544,400.00 633,181.76 $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: $2,992,564.97 Account Number: N4G-023804 SOLP-ERN FINANCIAL LLC Go paperless AZA Almalrr Rote? ELCIOUNI f Ur tone? U)01 DUCAR RATED COMNIUN iCATPC46 [POULENC? Page 5 of 20 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL SDNY_GM_00260259 DB-SDNY-0 1 14075 EFTA01455354