Document Mentions (3 shared documents)

EFTA01289441_sub_001 - EFTA01289441_100

2 mentions1 same-page

Page ?Same page

) Clete Acquired Quantity Link Cost Cod Bois Merkel Prise Minket Value Unhanded Gainfloss Estimat

E03/27128 Q t0000Moody Paling BA1 03/29118 2,000,000800 101.9860 AAORGAN CHASE& CO DEP SHSREPSTG PATH PFD SERIFIXED TO RIG RT BD 5108% 04123/58 WEDTD 04123/081doody Rating Baa3S& P Rating B88- 06/15/11 1,10 0,000.000 107.2590 06/15/11 .."2 2,500,000.000 106.7770 Total Noncovered 3,600.000 00

EFTA01289201_sub_001 - EFTA01289201_100

2 mentions1 same-page

Page ?Same page

7 SOUTHERN FINANCIAL LLC Description Ovataity Merkel Pike \Watt Value Cliff 00/ EQUITIES (continued)

BOND INTEREST RECEIVED 490000 WASHINGTON I/ UT M TG SECS CORP 2004 -RA2 M TG 3009 33 USD 939336520 PASSTHRU CTF CL C-B-1VAR RATER 997% 07125/33 WEDTD 06/0104 RD 1230 PD 412514 12127/17 FOREIGN BOND INTEREST 103000 LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL 35181 25 USD 539439A64 TIER 1SEC

EFTA01288997_sub_002 - EFTA01288997_200

2 mentions1 same-page

Page ?Same page

erageGtoip Bond Duality Market Value % of Bond Merkel Value A 2A10,361 25 10% • BAA 9,988,640.00

D AT 40.625 2000000 05/16116 BONO INTEREST RECEIVED 746000 EARTF LINK INC GTO SR NT FULLY EXCHANGED 27032 IAC6 CUSP FROM 270321A988875% 05/15/19 WEDTD 05117111 CL8 RD 05113 PD 05/15116 05116116 BO NO INTEREST RECEIVED 80000 SH RS GMAC CAP TR I GTD TR PFD SECS SER 2 CFN• ALLY PRA 8.125% FRED DR