Important Information and Disclosures (continued) The Role of Pershing • Pershing carries your account as clearing broker pursuant to a cleanrg agreement with your financial institution. Pershing may accept from your financial institution without inquiry or investigation (i) orders for the purchase and sale of securities and other property and (II) any other instructions concerning your account. Pershing is not responsible or liable for any acts or omissions of your financial institution or its employees and it does not supervise them. Pershing provides no investment advice nor does it assess the suitability of any transaction or order. Pershing acts as the agent of your financial institution and you agree that you will not hold Pershing or any person controlling or under common control with it liable for any investment losses incurred by you. • Pershing performs several key functions at the direction of your financial institution. It acts as custodian for funds and securities you may deposit with it directly or through your financial institution or that it receives as the result of securities transactions it processes. • Your financial institution is responsible for adherence to the securities laws. regulations and rules which apply to it regarding its own operations and the supervision of your account its sales representatives and other personnel. Your financial institution is also responsible for approving the opening of accounts and obtaining account documents; the acceptance and, in certain instances, execution of securities orders; the assessment of the suitability of those transactions. where applicable: the rendering of investment advice, if any, to you and n general, for the ongoing relationship that it has with you. • Inquiries conceming the positions and balances in your account may be directed to the Pershing Customer Service Department at (201)413-3333. AI other inquiries regarding your account or activity should be directed to your financial institution. Your financial organization's contact information can be found on the first page of this statement • For a description of other functions performed by Pershing please consult the Disclosure Statement provided to you upon the opening of your account. This notice is not meant as a definitive enumeration of every possible circumstance, but as a general disclosure. It you have any questions regarding this notice or if you would like additional copies of the Disclosure Statement, please contact your financial institution. • Pershing is a member of the Securities Investor Protection Corporation (SIPCI. Please note that SIPC does not protect against loss due to market fluctuation. In addition to SIPC protection, Pershing provides coverage in excess of SIPC limits. For more detailed information please visit: www.pershing.comfstrength_stability.html. • This statement will be deemed conclusive. You are advised to report any inaccuracy or discrepancy (includng unauthorized trading), to your financial organization and Pershing, within ten days after receipt of this statement. Please be advised that any oral communication should be re-confirmed in writing to further protect your rights, including your rights under the Securities Investor Protection Act. • Your financial organization's contact information can be found on the first page of this statement. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City, New Jersey 07399; Errors and Omissions excepted. Important Arbitration Disclosures • All parties to this agreement are giving up the right to sue each other n court. including the right to a trial by jury, except as provided by the rules of the arbitration forum in which a claim is filed. • Arbitration awards are generally final and binding; a party's ability to have a court reverse or modify an arbitration award is very limited. • The ability of the parties to obtain documents, witness statements and other discovery is generally more limited in arbitration than in court proceedings. • The arbitrators do not have to explain the reason(s) for their award, unless, in an eligible case, a joint request for an explained decision has been submitted by all patties to the panel at least 20 days prior to the first scheduled hearing date. • The panel of arbitrators WI typically include a minority of arbitrators who were or are affiliated with the securities industry. • The rules of some arbitration forums may impose tine limits for Cringing a claim in arbitration. In some cases, a claim that is ineligible for arbitration may be brought in court. • The rules of the arbitration forum in which the claim is filed, and any amendments thereto, shall be incorporated into this agreement. Important Arbitration Agreement Any controversy between you and Pershing LLC shad be submitted to arbitration before the Financial Industry Regulatory Authority. No person shall bring a putative or certified class action to arbitration, nor seek to enforce any predispute arbitration agreement against any person who has initiated in court a putative class action, who is a member of a putative class who has not opted out of the class with respect to any claims encompassed by the putative class action until; (I) the class certification is denied; (II) the class is decertified; or (III) the client is excluded from the class by the court. Such forbearance to enforce an agreement to arbitrate shall not constitute a waiver of any rights under this agreement except to the extent stated herein. The laws of the State of New York govem. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City, New Jersey 07399; Page 20 of 20 Account Num ben Go paperless L k LLC. F I DrarIAL CONFIDENTIAL — PURSUANT TO FED. R CRINI P. 6(e) TM ERN N Rated tocellon. [very v«. Since 2007 CALMAR RATED COMMUNICATIONS rxenurner :%17.Stre,====r -rt a SDNY_GM_00045648 013-SDNY-0008472 EFrA_00 156257 EFTA01288620

PO Set 17/8. Mere" PADM203 Molt, t R•ni anp,n vosiommip,tat M.W4CS Ong.< Gs., O..114 1.0•1•141,.., M. Vint brit Mar JOIN. Ittnik, Valuation at a Glance Account Number: Statement Period:07/01/914 -07/3112114 Thus Period Year-to-Date SOUTHERN FINANCIAL LLC Beginning Account Value $104,484,144.07 $90,573,050.28 6100 RED HOOK QUARTER B3 het Cash Deposits and Withdrawals 174,637.50 10,110,542.15 ST THOMAS VI 00802 AdJuged Previous Account Value 104,850,782.17 100,803,692.43 Dividends. Interest and Other Income 56,959.99 1,918,161.63 Net Other Activity -18.00 -5400 Net Chan e in Portfolio -1,080.05872 973.959 38 nding Account Value 5103 635 665 44 S103 635 665 44 Your Client Advisor: Estim ated Annual Morn e $3.883.464.43 TAZIA SM Ilk Asset Allocation Prior Year-6d lad Period This Period % Alocatioe USD Cash. Money Funds. and Bank Deposits 18,295,949.71 28,725,102.30 30,329,970.74 2927% USD Fixed Income 27,136,972.38 25,298,134.48 23,923,091.06 23.08% Non.li SD Fixed Income 10,227,309.46 7,819,092.00 7,759,787.00 7.49% USD Equities 30,410,519.65 39,280,677.80 41,232,354.98 win Non-USD Cash, Money Funds, and Bank Deposits 402.106.34 399,538.09 390.461.68 0.38% Non-USD Equities 3.132192.74 2,961,600.00 0.00 0.00% Other 363.000.00 0.00 0.00 0.00% Account Total (Pie Chart) $90,573,050.28 3104,484,144.07 3103,035,806.44 100.00% See page 2 piths statement for important information regarding the Asset Allocation section. Otint, ROIL CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) 5.0098073CMOD Go paperless CON FIDAENTIAL Pa Chan allocahon only includes products that are of poMwe value. Assets of less than 1%o1 !tidings will not display on this pe chart Page lot 19 Rated facellenli Ls...v.War Since 2'007 DAL BAR RATEDCOMMUNICATIONS rxesu SDNY_GM_00045649 OB-SDNY-000,3473 EFEk_00156258 EFTA01288621

Asset Allocation Disclosure and Footnotes Certain values have been defaulted into the Other Asset Class due to incomplete categorizing data Al values are displayed in U.S. dollars based on interbank exchange rates as of 07/31/2014. Exchange rates can vary. Equities contains Equity Mutual Funds. Summary of Gains and Losses Realized Unrealized This Period Year-to-Date Short•Terin Gain/Loss 11,982 42 16.232 52 2.473.732.20 Long-Term Gain, Loss -1.211.275 73 -4,417.247 47 -53.473.67 Net GaIn/Loss -1,199,293.31 -4,401,014.95 2,420,25813 This summary excludes transactions where cost basis information is not available. Exchange Rate Table Global Cash Currency Currency USO Equivalent per USD Corrency Closing Balance Mount in Base Currency USD EURO 1 3379 0.7474 EURO 291.846 67 390 461 66 Exchange rates are based on interbank exchange rates as of 07/31/2014. Exchange rates can vary. Total Global Cash Balance 9390,461.66 Money Market Fund Detail Date Activity Type Desaiption Amount Balance Sweep Money Market Fund OwS GOVERNMENT CASH IN STI. Account Number: Current Yield: 0.03% Activity Ending:. 07131114 07101114 Opening Balance 28.725.10230 28.725.102.30 07/02114 Withdrawal MONEY RIND REDEMPTION -18.00 28.721084.30 0710911/ Withdrawal MONEY FUND REDEMPTION -170.000.00 28,555,084.30 07114114 Deposit MONEY FUNCI FURCFASE 344,637.50 28,899,721.80 07116114 Deposit MONEY FUND FURCFASE 1.144.800.00 30.044.521.80 01111114 Deposit MONEY FUND FURCFASE 31568.89 30.080.090.69 07121114 Deposit MONEY FUND PURCFASE 85,29996 30,165,390.65 07128114 Deposit MONEY FUND PURCFASE 158,02825 30,323,418.90 07/31114 Deposit INCOME REINVEST 750.64 30,324.169 54 07131114 Closing Balance 930,324,169.54 Total All Money Market Funds 930,324,169.54 Page 2 of 19 111 SOUTHERN CH LLC. ON FIDENTIAL CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Account Number. Go paperless Romd [moiler. Envy V... MCe 2007 DAL BA[ RATED COMMUNICATIONS rxesurmer SDNY_GM_00045650 DB-SDNY-0008474 EFTA_00 156259 EFTA01288622

()PASO( Um prvwm Wea•n•Aptagenem Marais tonwit GN•P DesCulv Star Oe. Inc Mow 0lk• PC trot.: MO 21203 HS Put Asa. loth lbw Wm** NY 10114 Statement Period: 0710112014 • 07/3112014 Income and Expense Summary Current Period Year•lo.Dale Taxable Non Taxable Taxable Non Taxable Dividend Income Equities 10,86120 DOO 352,120.98 0.00 Money Market 750.64 0.00 2,771.83 0.00 Other Dividends 0.00 0.00 405,25520 0 00 Interest Income Bond interest 15,318.15 0.00 628,816.95 000 FDIC Insured Bank Deposts 0.00 0.00 2,691.15 0.00 Other Interest 0.00 0.00 81.250.08 0 00 Total Dividends, nterest, Income and Expenses 06,959.99 $0.00 $1,472,908.19 9.00 Distributions Allemative Weft ents 0 00 0 00 0.00 505 261 44 Other Distributions 0.00 57.770 13 0.00 467 055 53 Total Distributions $0.00 157,770.13 $0.00 8972,110.97 Portfolio Holdings U.S. DOLLARS Account Opening Date Quantity Number Activity bag Openlog Balance Oodng Balance Accrued Income Income OilYear 30-Day Yield Omit Yield Cash, Money Funds, and Bank Deposits Cash Balance 0.00 5.801.20 Money Market DWS GOVERNMENT CASH !USTI. 0710111/ 30.324,169 540 07131114 28.725.102.30 30.324.169.54 0.00 2,771.83 0.03% 0.03% Total Money Market 126,726,102.30 $30,324,169.64 $0.00 12,771.83 FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM 0710111/ 07131114 0.00 0.00 0.00 2,891.15 N/A N/A Total FDIC Insured Bank Deposits $0.00 $0.00 $0.00 12,691.16 Total Cash, Money Funds, and Bank Deposits 126,725,102.30 $30,329,970.74 $0.00 $5,162.111 Deno .01 Page 3 of 19 Account Number: Go paperless CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) F I DAENTIAL SOLTHERN ct, Rated tocollenti (very Van Woos 2007 DAL OAR MUD COMMUNC4TIONS rxesturner .77.3-Tre.7:::7.==yernt= SDNY_GM_00045651 DB-SDNY-0008475 EFTA_00156260 EFTA01288623

Portfolio Holdings (continued) U.S. DOLLARS (continued) Cate Acquired Quantity Unit Cog Fixed Income (In Ma:only Date Sequence) 'Asset Barked Securities COUNTRYWIDE HOME LOANS SEA 03.1 CL B11.090% 03125133 B/E DTD 01130/03 FaMor 023647713 Effect. Dale:07/01/14 Current Face Value, 1.064.117.085 12/13113 '.3.12 4,500,000.000 93.3760 Adjusted Cog Basis Market Price Market Value Unrealized Gild Loss Acaued Egimated Estimated Inters Anneal Income Yield WASHINGTON II UT MTG SECS CORP 1004•RA2 TG PASST8RU CTF CL C.B.1 VAR RATE 6.973% 07/25/33 WE DID 06/01/04 Sd P Rating D Fagot 0.57972181 Eflectne Dale.07/01/14 Current Face Value: 717.840.877 12/13/13 ..1.12 1,290,000.000 76 5190 Security Identifier: 11669DYS1 993.66269 86.5880 Onginal Cosl Basis: 51.111.573.07 Security Identifier: 939338310 572 237.44 86.9620 Original Cost Basis 5638.906.71 31,565,900.13 921,12368 650,337 38 Total Asset Backed Securities 5,790,000.000 Total Current Face Value : 1,811,987.981 Corporate Bonds 1SG STRUCTURED PRODS INC COMMODITY LKD MKT PLUS PROTECTED NOTES 0.000% 08/05/14 WE DTO 07/30/13 07/25/13 '.11.13 2,000,000.000 100 0000 1HSBC USA INC MEDIUM TERM NTS BUFFERED NOTES LKD TO EURO STOXX 50 0.000% 08/29/11 BIE DTO 05/30/13 05121113 'nu 2,000,000.000 100 0000 RN ORGAN CHASE & CO M MUM TERM NTS CAPPED CONTINGENT BUFFERED EOLITY NTS 0.000% 10/16/14 WE DTD 09/27/13 12105/13 '.3.12 1,000,000.000 100 0000 PETROLEOS OE VENEZUELA NOTES SENIOR 'SINS X50460546525 5.000% 10/28/15 REG DID 10/28/09 S 8 P Rating B4 12104113'.3.12 2,500,000.000 93.1760 VIIAD 14011 SOL LUC. F I DrismA L CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) THERM C.N N Security Identifier: 78113EHS8 2,000,000.00 109.1200 Onginal Cosl Ban 52.000.000.00 Security Identifier: 40432XFP1 2.000.000.00 111.1300 Original Cosl Basis: 52,000,000.00 Security Identifier: 41126NVE4 1,000,000.00 103.5900 Original Cosi Basis: 51.000.0f10 00 Security Identifier: P7807HAF2 2,329,395.36 93.8750 Original Cost Basis 52,250,000.00 31,571,761.08 2,182,100.00 2,222,600 00 1,035,900.00 2,316 875 00 .72,239.01 78,049 91 3,626.97 4,346 08 15,880.93 87,973.05 30.00 182,400 00 0.00 222,600 00 0.00 35,900 00 0.00 17,479.64 31,911.11 125,000.00 5.32% Page 4 of 19 Account Num ber. Go paperless Rated excellent L very Vs. Lace 2007 ML BAR RATED 00MMUNCATOONS 7XCIIILL7Ner SDNY_GM_00045652 DB-SDNY-0008476 EFTA_00156261 EFTA01288624

P.O. Om 177& Bahnnot•MOV203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Am:mired Quantity Unit Cost Fixed Income (continued) Corporate Bonds (continued) HEADWATERS INC GTO SR NT 7.625% 04/01/19 B/E DTO 03/11/11 CALLABLE 04101115@ 103813 Moody Rating 62 St P Rating B• 10122/12 *AA Adjusted Cost Basis On/Key Ram PonieVeAtaiinhianap--tent Miniet% COM< 4 ,04P 0...s014 SeIVri AC lire bet Mc* Na Pan Anerffits. Mk I to Market Nice Market Value Statement Period: 07/01/2014 - 07/31/2010 Unrealized Gain/ Loss Accrued Interest Estimated Estimated Annual Income Yield 1,000.00,0.000 102 2300 EARTHUNK INC GTD SR NT FULLY EXCHANGED CUSP FROM 270321A88 8.875% 05/15/19 NE DTD 05117111 CALLABLE 05/15115 S 6 P Rating CCC. 10/22/12 '.3.12 400,000.000 102 7280 10123112 . .3•I2 600.000.000 102 5350 Total Noncerered 1,000,000.000 Total 1,000,000.000 SERVICEM ASTER CO SR NT - CUSP FULLY EXCHANGED FROM OLD CUSP 81760hAL3 8.000% 02115720 WE DTD 02/13/12 Moody Rating CAA1 S 8 P Rating Eli 01124113 '.12.13 440000.000 104 6890 02125113 'AM 1.000.000.000 105 2120 Total Nononered 1,440,000.000 Total 1,40,011.101 LLOYDS TSB BK PLC EURO ISSUE MEDIUM TERM AO TESISIA XS0717735822 9.875% 12/16/21 REG DID 12/16/11 Moody Rating Bat S8 P Rating BBB 12104/13 '.3.12 1.500.000.000 108.0100 I rtAil von A LLD. FIDEMAL ON S CONFIDENTIAL — PURSUANT TO FED. R CRINA. P. 6(e) ERA W/F Security Identifier: 42210PAOS 1.022.304.34 105.0000 Original Cosi Basis 51.035.000.00 Security Identifier: 270321AC6 410.912.83 102.2500 Original Cosi Basis. 5414,000.00 615.210 29 102 2500 Original Cosl Basis $619,500.00 1,026,123.12 81,028,123.12 Security Identifier: 81760NAN9 160.632.52 105,7500 Original Cosl Basis' $468,050.00 1.052.117 23 105.7500 Original Cosl Basis 51,070,000.00 1 512 749.75 11,612,741.75 Security Identifier: GISISPP48 1.620.150.31 117.3750 Original Cosl Basis $1,627,500.00 1,050,000.00 409,000 00 613.500 00 1,022,500.00 11,022,500.00 465.300 01 1,057.499 99 1,522,800.00 11,622,100.00 1.760.625 00 27.69516 25.416 67 76,250.00 7.26% -1.912.83 7,494.44 35,500.00 8.67% -1.710.29 11.241 67 53.250.00 6.67% .3,623.12 18,736.11 88,750.00 -0,03.12 111,731.11 01,750.00 4.667.49 16.231 11 35.200.00 7.56% 5.382 76 36.888 89 80.000.00 7.56% 10,050.25 53,120.00 115,200.00 $10,050.25 03,120.10 1115,200.00 140.474 63 92.166 67 148.125.00 8.41% Page 5 of 19 Account Number. Go paperless tacellenil (very Va. SMC. 2'007 DAL BAR RATED COMMUNICATIONS rxenurnser SDNY_GM_00045653 OB-SDNY-0008477 EFTA_00156262 EFTA01288625

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quality Unit Cost Fixed Income (continued) Corporate Bonds (continued) SOUTHERN CAUF EDISON CO PREF SERE 6.250% 02/01122 WE DTD 01/17112 CALLABLE 02101122 Moody Rating BAA1 S& P Rating 8B13- 01130112 '.3,12 3,000800.000 99 8000 2,994,009.46 108.5000 3,255,000 00 Original Cog Basis: 52.992,58417 BARCLAYS 8K PLC CONTINGENT CAP NT Security Identifier: 06739FHKO ISIN 01,506739Ft-1(03 7.750% 04/10/23 BIE DTD 0010/13 CALLABLE 04/10118 S 8 P Rating BEt• 04103113 %UM 300,000.000 100 0000 300.000.00 111.3750 334.125 00 0 nginal Cosi Basis: 5300,000.00 AN ORGAN CHASE & CO DEP SHS REPSTG Security Identifier: 46625HHA1 1110T1- PFD SER 1 FIXED TO R.TG Fa BD 7.900% 04/29/49 WE DID 04123108 Moody Rating BA1 S& P Rating BBB 06115/11 '.3.12 2,500,000.000 107.5000 2,687,500.00 110.1250 2.753.125 00 Original Cosl Baas: 52,687,500.00 06115/11 2.500.000 000 107 0000 2.875.00000 110.1250 2.753.125 00 Original Cosl Basis $2,675,000.00 Total Noncoared 5,000,000.000 5 362 500.00 5,506,250.00 Total 5,000,000.000 $5,362,500.00 $5,506,250.00 BANK AM ER CORP PERP NON COM ULATIVE OEP Security Identifier: 060505018 SFS FIXED TO FLOAT 8.125% 04/30/58 WE DTD 04/30/08 CALLABLE 05115118 Moody Raling BA3 S& P Rating B84 01110/11 '.3.12 2,000,000.000 102.7500 2,055,000.00 110 6940 2.213.880.00 Original Cosi Bans 52.055.00800 GENERAL ELEC CAP CORP NON CUM PFD SER Security Identifier: 369622946 A 7.125% 06/12/62 WE DID 06112/12 CALLABLE 08115/22 Moody Riling BAA1 5 & P Rating AM 06(27712'.12,13 2,000,000.000 105.5300 2,110,605.12 117.0000 2.340.000 00 Original Cosl Basis $2.122,916.67 LBG CAPITAL NO 1 PLC 144A Security Identifier: G543388G8 ISIA R X50473106283 8.000% 09115188 REG DTD 12/15409 FOREIGN SECURITY S8 P Rating BB 1210013 '.3.12 1,200.000 000 108 2500 1.299.000.00 110.0010 1,320,012.00 Adjusted Cog Basis Market Pria Snootily Identifier: 542400FU2 Market Value VSAII ROLL anginal Cosl Baas $1,299,000.00 Account Number, Go paperiess SOL riA L N LLC. D- CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) THERA CO F I DAEN Unrealized Gild Loss Accrued Eginged Estimated Interest Amaral Income Yield 260,990 54 93,750 00 167,500.00 5.76% 34.125 00 7,168.75 23,250.00 6.95% 65.625.00 49,375 00 197.500 00 7.17% 78.125 00 49.375 00 197.500 00 7.17% 143,750.00 98,750.00 395,000.00 $143,750.00 898,750.00 $395,000.00 158,880 00 34,305 56 182.500 00 7.34% 229.394 88 18/08 33 142,500.00 6.08% 21,012.00 12,288.67 96.000.00 7.27% Page 6 of 19 Rated Caroller. bray V... Lace 2007 DALBAR RATED COMMUNICATDONS rxesur NCI SDNY_GM_00045654 DB-SDNY-0008478 EFTA_00 156263 EFTA01288626

P.O. Bag 1776. SAMOA MD 21200 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quaithy Unit Coo Fixed Income (continued) Corporate Bonds (continued) 'LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1 SECS ISMS US539439AG42 1.500% 09/27/88 EUE DTD 04107/1/ S 6 P Rating BEr. Reese Provide' 1,903,000.000 Total Corporate Bonds 27,643,000.000 Total Fixed Income 33,633,000.000 Adjusted Cost Basis 'tine. Pan. "Malin hismir,tat Manitt$ Cintne G•ccp De.licht BYe inv.., M. Mry bet Mar 11)Pant Annw.)01knoct tine 'kr'. hY 101M Market Price Security Identifier: 539439A04 Market Value N1A Rene Provide 105.0000 1,998,150.00 Original Col Baia Reese Provide 126,631,837.52 830,111,117.00 Date Acquired Quautity Unit Cost Equities Common Stocks APOLLO GLOBAL MGM T LLC CL A NS Dividend Option: Cash 03129/11 ' . 13 263,157.000 19 0000 APPLE INC COM Dividend Option: Cash 10128113 14,000 000 75 5800 ARIAD PHARMACEUTICALS INC Dividend Option: Cash 02/14112 ' . 13 7,535.000 15 2090 01124113 ' . 13 9.000.000 19 6000 Total Noncovered 16,535.000 Total 16,535.000 ASCENA RETAIL GROUP INC COM Dividend Option: Cash 01/16101 ' . 3 70.5C0 000 $28,197,737.65 831,682,878.06 Cod Basis Market Price Markel Value Statement Period: 07/01/2014 - 07/31/2014 Unrealized Gain/ loss NIA $1,481,129.41 81,486,990.41 Unrealized Gainllon Accrued Interest 13,083.13 8498,916.33 6506,869.38 Estimated Estimated Annual Income Yield 142,725.00 7.14% 11,702,800.00 11,702,800.00 Estimated Estimated Annual Income Yield 0,,09e07 1C"F3!' : Security Identifier: APO CUSP 037612306 4.999.983.00 26.2600 Security Identifier: AAPL CUSP 037833100 1.058.120.50 95 6000 Security Identifier: ARIA CUSP 04033A100 114,597.40 5 7600 176,400.00 5 7600 290,997.40 9290,997.40 Security Identifier: ASNA CUSP. 043516101 212770 1,500,000.00 16.0600 6,910,502.82 1,338,400.00 43,401 60 51,840.00 95,241.60 1,910,519.82 280,279.50 .71,195 80 .124.560 00 ,195,755.80 1,116,417.25 16.18% 26.320.00 1.96% 08A11 MOLL 995,241.60 1,132,230.00 Account Number: Go paperless CONFIDENTIAL — PURSUANT TO FED. R CRI6,1. P. 6(e) F I DAEMIAL SOUTHERN cit5. -9195,755.80 .367.770 00 80.00 Pape 7019 Itaited tocellene Ivory V.A. Since Z007 DALBAR RATED COMMUNICATIONS rxesturnaer Par. um, -IS Pena. NM SDNY_GM_00045655 OB-SDNY-0008479 EFTA_00 156264 EFTA01288627

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date tied Duet Wit Cost Cod Basis Markel Price Markel Value Unrealized Gain, Loss Estimated Estimated Annual Income Yield Equities (continued) Common Stocks (continued) BANK OF NEW YORK M ELLON CORP COM Security Identifier: BK Dividend Option: Cash CUSP: 084058100 06125114 250.000.000 36.3060 9,076,406.00 39.0400 9,760,000.00 683.594 00 .•77037 74% BIOGEN IDEC INC CON Security Identifier: Ellie Dividend Option: Cash CUSP. 09062X103 02114112'.'3 2.095.000 119 5490 250.451.95 334.3900 700.547.05 450.092 10 FACEBOOK INC CL A Security Identifier: FB Dividend Option: Cash CUSP. 3030311102 05117112 %IS 17,500.000 38 0000 665,000.00 72.6500 1,271,375.00 606,375.00 FOUNDATION MEDICINE INC COM Security Identifier: FM I Dividend Option: Cash CUSP: 350465100 01113114 25800.000 27 5070 687,663.50 22.5200 563,000.00 •124,663.50 GENERAL ELECTRIC CO COM Security Identifier: GE Dividend Option: Cash CUSP: 369601103 04123113 '. 13 23.000.000 21 5700 496,109.08 25.1500 578,450.00 82.340 92 20,240.00 3.49% GENERAL N TRS CO COM Security Identifier: GM Dividend Option: Cash CUSP: 370458100 11118110' 10.988.200 36 4010 399.978.16 33.8200 371,620.93 -28.357 23 13,185.81 3.54% 12/09110 86.536.800 36 8160 3,188969.22 33.8200 2,926,674.57 •259,29465 103,844.16 3.54% Total Noncovered 97,525.000 3,585,917.38 3,298,295.50 -287,651.48 117,030.00 Total 97,525.000 $3,585,917.38 $3,296,295.50 -$2117,651.88 $117,030.00 GILEAD SCIENCES INC Security Identifier: GILD Dividend Option: Cash CUSP. 375558103 02105114 5,000.000 79.2810 396,407.00 91.5500 457,750.00 61,343.00 0310711/ 3.100.000 79.6120 246.797.00 91.5500 283,805.00 37,008.00 Total Covered 8,100.000 643,204.00 741,555.00 98,351.00 Total 8,100.000 $643,204.00 $741,555.00 $98,351.00 $0.00 M ORGAN CHASE s CO COM Security Identifier: FM 'SW .UW6625141005 CUSP. 46625H100 Dividend Option: Cash 07114105 '.3,11 11 603 000 488 4840 5,667,864 94 57 6700 669,145.01 -4,998,739.93 18,584.80 2.77% SAMOAN 0 BIOSCIENCES INC COM Security Identifier: SGM 0 Dividend Option: Cash CUSP 800677106 05128113',' 3 50 CCO 000 8.4440 422,214.00 11.8800 594,000.00 171,786.00 SANTANDER CONSUMER USA HLDGS INC COM Security Identifier: SC Dividend Option Cash CUSP: 8028311101 Page 8 of 19 Account Number Go Paperless Rats. tacellera Every Y.R. Sinew 2007 L THERA DAL OAR RATED COMMUNICATIONS rxclumer CO KJ CONFIDENTIAL — PURSUANT TO FED. R CRINI P. 6(e) F I DAENTIAL SDNY_GM_00045656 OB-SDNY-0008480 EFTA_00 156265 EFTA01288628

P.O. Bag 1776. SAMOA MD21200 Portfolio Holdings (continued) U.S. DOLLARS (confirmed) Date Acquired Duality hit Cod Equities (continued) Common Stocks (continued) SANTANDER CONSUMER USA HLDGS INC COM (continued) 01123114 1.000.000 24 0000 TWITTER INC CON Dividend Option Cash 11101113 1.500.000 26.0000 Total Common Sloth Preferred Stocks (Listed by expiration date) ALLY FINL INC PERP PFD FIXEDIFLTG RATE SERA CALLABLE COUPON 8.5% PERPETUAL MATURITY CALLA 25 05115116 Dividend Option: Cash 02103/12 ' .13 46,600 000 02/09112 ' .13 80.000.000 Total Noncovered 126,600.000 Total 126,600.000 GM AC CAP TR I GTD TR PFD SECS SER 2 125% AXED RATE / FLTG Dividend Option: Cash 02122112 ' .13 80,000.000 23.5350 ROYAL BANK SCOTLAND GROUP PLC SPON ADR REPSTG SERT PDF SHSCOUPON 725% PERPETUAL MATURITY CALL@ 25 05114114 Dividend Option: Cash 10124/12 ' .13 40,000.000 23 7900 01107113 ' .13 40,000.000 24 4400 01114113 ' •13 40.000.000 24 8800 Total Noncovered 120,000.000 Total 120,000.000 Total Preferred Stocks 19 3820 20.1250 Dean (Wit • onin "mai h....vie,. Marais Conran Gomp ontscip opt Stwtoes 4%. Mow brit 011ie HS Pia Asa. loth I ber Parredeet WY 101M Cod Basis Market Price 24.00080 19.1700 Security Identifier: TW TR CLSIR 901841102 39.000 00 45.1900 629,406,981.75 Security Identifier: ALLY PRB CL SIR 020051%308 903.217.51 1,610,000.09 2 513 217.51 27 1300 27 1300 Markel Bebe 19,170.00 67.785.00 127,739,696.98 1 264 258 01 2 170 399 99 3,434,651.00 Statement Period: 0710112014 - 07/31/2014 Urealized GUI Loss .4.830.00 28,785.00 -91,667,287.77 361,040.50 560,399.99 921,440.49 Estimated Estimated Annual Income Yield 600.00 3.12% 91,471,172.05 99.025.00 7.83% 170,000.00 7.83% 269,025.00 92,513,117.51 Security Identifier: ALLY PRA CUSP: 361860208 1,882,773.60 27.1800 Security Identifier: RBS PRT CUSP: 780097713 951.600.00 977.600 00 995,200.00 2,924,400.00 12,924,400.00 17,320,391.11 25.1700 25.1700 25.1700 13,434,658.00 2,174,400.00 1,006,799.99 1,006,799.99 1,006,800.02 3,020,400.00 $3,020,400.00 11,629,458.00 9911,440.49 291,626.40 55.199 99 29,199 99 11,600 02 96,000.00 $96,000.00 9269,025.00 162,500.00 7.47% 72.500 00 7.20% 72.500 00 7.20% 72,500.00 7.20% 217,500.00 $217,500.00 $649,025.00 MIAS Ron Account Number Go paperless MAL MS CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) F I DA St3 L THERA n 11,309,066.89 Page 9 of 19 Itatod (very Vs, Since 2007 DALBAR RATED COMMUNCATIONS rxarturner SDNY_GM_00045657 DB-SDNY-0008481 EFIA_00156266 EFTA01288629

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cog Cost Basis Market Price Markel Value Unrealized Gain; Loss Estimated Estimated Annual Income Yield Equities (continued) Options CALL 100 AMERICAN AIRLS GROUP INC COM Option Identifier: 99QADTZJJ EY? 01.17.15C/ 20 000 OPTION ROOT* AAL Undedying Security Identifier: ML 1100.00 of these connects are in your margin account Undedying Security Price: $38.85 12I11/13 1,000.000 8.0330 803,314.50 18.7000 1,870,000.00 1,066,685.50 PUT 100 AN ERICAN AIRLS GROUP INC CON Option Identifier: 99QADT2610 W01.17.150 20.000 OPTION ROOT: AAL Undedying Security Identifier: ML 4000.00 of these contracts are a shod position Undedying Security Price: $38.85 12111/13 .1.000.000 1.9110 .197.702.00 0.0500 .5 000 00 192.70210 Total Options $605,612.50 61,865,000.00 $1,259,387.50 $0.00 Total Equities $37,332,988.36 $38,234,154.98 $901,166.82 $2,120,197.05 Unrealized Estimated Estimated Date Acquired Quantity Unit Cod Cod Basis Market Price Market Value Gain? Loss Annual Income Yield Exchange-Traded Products WISDOM TREE TR JAPAN HEDGED EQUITY FD Dividend Option: Cash; Capital Gains Option: Cash 60100 00 of these shares are in your margin account 12111/13 60.000 000 49 4350 Total Exchange-Traded Products Security Identifier: DXJ CUSP. 91111W851 2,966,098.50 49.9700 2,998,200.00 32,101.50 55,004.40 1.83% $2,966,098.50 Cod Basis 62,990,200.00 Markel Value $32,101.60 Usetaltret4 Gala/ Loss Accrued Interest $66,004.40 Estimated Annual Income Total U.S. DOLLARS EURO Description Cash, Money Funds, and Bank Deposits Global Cash Balance $98,826,795.25 Quantity Opening Balance $103,245,203.0 Dosing Balance Currency 62,420,268.53 $506,889.38 $3,883,464.43 Accrued Income 30.0ay Yield 291,846.67 291,846.67 EUR 390,161 66 USD Total Cash, Money Funds, and Bank Deposits 291,146.67 291,846.67 EUR 390,461 66 LSD Market Value Currency 291,846.67 EUR 390.461 66 IAD 0.00 0.00 Awued liters Total EURO OBAN ROLL 0.00 0.00 Account Num bur GO paperless SOUTHERN CA LLC. ri IN F I DAENTIAL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) 100•0 tacenordi upon, Vw700,72007 0ALOAR RATED COMMUNICATIONS rxciturnaer Page 10of 19 .7.11=rii.l=rn . o" rmir" .4 107 SDNY_GM_00049393 DB-SDNY-0008482 EFTA_00156267 EFTA01288630

Portfolio Holdings (continued) 0rvitec Mootts CoettfteC•ccp Le-,u Nom Secy.., M. mg,. brit Mar 14,Pant Annw. • iloct It.4 coo Baps Market Value Statement Period: 07/01/2014 - 07/31/2014 Unrealized Accrued Estimated Gain/ toss Interest Annual Income Total Portfolio Holdings • U.S. DOLLARS $98,826,795.25 $103,638,665.44 $2,420,258.53 $506,889.38 $3,883,484.43 Footnotes • Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC)(thcorperating amendments enacted by P.L.110-343, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered" noncoverece under the new cost basis reporting rules, and marked or denoted as such. All other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their °applicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis vAl be reported to the IRS on form 1099-8 for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as follows: • Stock in a corporation acquired on or after January 1.2011 • Mutual funds and dividend reinvestment plan (ORP) shares acquired on or after January 1, 2012 • Mier securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or more of these attrbutes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds, foreign bonds. variable rates, bonds in default, index-linked bonds. bonds sold short or bonds that have a negative yield. This intonation is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. 1 This bond is maturing. The cost basis of this security has been provided to us by you or your introducing firm and Pershing makes no representation as to the accuracy of this information. 1 Unrealized gains and losses are not reported for securities for which cost basis or market value is not available. 6 The Current Face value represents the outstanding principal balance of the underlying security. The Current Face value is determined by multiplying the current factor times the original face amount of the security. Factors may change over time and are obtained from sources we believe to be reliable. 12 Pershing has received updated cost basis information, therefore cost basis provided on previous dent brokerage statements may differ from the new cost basis reported in this section. 13 The cost basis of this security has been provided to us by the delivering firm or transferring agent and Pershing makes no representation as to the accuracy of this information. Account Num berms Go paperless SC L THERA tt, N LLC. F I DraTIAL CONFIDENTIAL - PURSUANT TO FED. R CRINI P. 6(e) Page 11019 Rai tacellenil (very Vow' Siva 2'007 DAL OAR RATED COMMUNICATIONS rxciturner Par. IAA Nampa. IS Wet MC SDNY_GM_00045659 OB-SDNY-0008483 EFrA_00156268 EFTA01288631

Holdings Summary by Currency Erdmane•Taded Curren Casa Fixed Income Equities Ends Total by Currency LS. D LIARS 30,329,970 31.682 878 38 234 154 2.998,200 103 245 203 LSO EL RO 291,846 0 0 0 291,846 EUR Total USD Equivalent 30,720,432 31,582,878 38,234,160 2,998,200 103,636,666 USD % of Allocation 29.64% 30.57% 36.90% 2.69% 100.00% Schedule of Realized Gains and Losses Current Period Disposition Acquisition Date Date Disposition Transaction Description Quantity Cod Basis Proceeds Realized Gain/ Leal Disallowance Short Term 07123/14 12/13113' PPP WASFINGTON MUT II TO 5004•RA2 MTG PASSTFRU CIF CL 1.290.000.000 36,473.18 47,665.76 11,192.58 C. B•1 VAR RATE 6.973% 07125133 Security Idenbfier 939336S20 Original Cost Basis: 36.473.18 07125114 12113113' REP COUNTRYWIDE FOM E LOA I CL 81 4.090% 03125133 WED 4,500,000.000 11,134.89 11,924.73 789 84 TD 01130103 Security Identifier: 12669DYS1 Original Cost Basis: 11,131.89 Total Short Term 347,608.07 359,590.49 311,982.12 Long Term 07116114 07111105' SELL P MORGAN CFASE 8 CO US16625H1005 1.450 000 708.302 44 85,299.96 -623 002 48 Ard In Firs Out Security Identifier: .PM 07116114 01124113' ROMG ITSERVICEMAST8i CO SR FULLY EXCHANGED FROM OLD 1.060.000.000 1.110.189 67 1.144.800.00 34,610.33 Artil In First Out CUS P 61760NAL3 6.000% 02115/20 B Security Identifier 81760HAN9 Original Cost Basis: 1,110,189.67 07123114 07114105' SELL P mORGAI,. CEASES CO US46625H1005 1,450.000 708,302.44 85,418.86 4322,883.58 AM In Rd Out Security Identifier: .PM Total Long Term 12,526,791.55 31,315,518.82 .31,211,275.73 Total Short Term and Long Term 12,574,402.82 31,375,109.31 .$1,199,293.31 • Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') incorporating amendments enacted by P.L.110-313, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered "ncncovered.- under the new cost basis reporting rules, and marked or denoted as such. Al other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on cc after their 'applicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis MI be reported to the IRS on form 1099-8 for the applicable tax year in which the security is disposed. Page 12 of 19 Account Number: Itned Excellent, ORM Ron. Go paperiess etc IL...), Year Since 2007 CALMAR RATED COMMUNICATIONS CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6: THERNCO F D AL1SITIA rxerturraer SDNY_GM_00015660 DB-SDNY-0008484 EFTA_00 156269 EFTA01288632

(*shoe Sam r.,..,. WitaiiNPAanrnent Mamas teem. GNM) DerbON ML Secto9e. M. Nos *4 Nice HS PH Mos. Mehl bet Now *A NY WIN Statement Period: 0710112014 • 01/3112014 Schedule of Realized Gains and Losses Current Period (continued) Reportirg requiremer.ts generally will be phased in cver a three-year penda: as tams • Stock in a corporation acquired on or after January 1. 2011 • Mutual funds and dividend reinvestment plan (DRP) shares acquired on or after January 1, 2012 • Other securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. This Schedule may not reflect all cost basis adjustments necessary for tax reporting purposes, especially for noncovered securities. Adjustments to cost basis may have been made for prior income received and subsequently reclassified by the issuer as a return of capital. In addition, corporate action events may require adjustments to your original cost basis. Return of capital inforrnation and cost basis information, as it relates to corporate actions, has been obtained from sources we believe to be reliable. Adjustments to cost basis can be made after year-end, in particular, for return of capital adjustments, but may also include adjustments for corporate action events. Therefore there may be differences in cost basis reflected on your monthly client brokerage statement at year end versus any subsequent reports, including your 1099-8 or online displays you may have available to you. When you report your cost basis on your tax return. it should be verified using all of your own records. In particular, there may be other adjustments which you need to make, but are not required to be made by Pershing as it relates to H.R. 1424. You should consult with your tax advisor in order to properly report your gain or loss for tax purposes. Pershing shall not be responsible for and makes no representations or warranties with respect to the accuracy of any information that you report to the IRS or other taxing authorities, and, accordingly, disclaims any and all liability that may arise with respect to your use and reliance on the information provided herein for such reporting. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or more of these attrbutes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds. foreign bonds. variable rates, bonds in default, index-linked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. 13 The cost basis of this security has been provided to us by the delivering firm or transferring agent and Pershing makes no representation as to the accuracy of this information. Please refer to the Your Account Information Section in your brokerage account statement for your accounts existing tax-Iot disposition method. The disposition method is the method vita you have selected to use in the disposal of each tax lot of the securities held in your account. If you do not select a method, your account will be defaulted to First In, First Out (FIFO). Your accounts selected tax lot method wit be used to determine the cost basis for calculating gain and/or loss, unless another method was selected at the tine of the security disposal, and this may be reported on the IRS Form 1099-8. M essa es Although a money market mutual fund seeks to preserve the value of your investment at S1 per share, it is possible to lose money by investing in a money market mutual fund. Shares of a money market mutual fund or the balance of a bank deposit product held in your brokerage account may be liquidated upon request with the proceeds credited to your brokerage account Please see the money market mutual fund's prospectus or the bank deposit products disclosure document or contact your advisor for additional information. Federal Deposit Insurance Corporation (FDICHnsured Bank Deposits are not protected by Securities Investor Protection Corporation.(SIPC). For disclosure of rates for DWS money market funds, please visit the DWS Investments website at httpsitiimw.dws-investments.com/ENIproductsimoney-market-funds-yields.jsp. Please note that all money market funds kited on the website may not be offered through us. Deutsche Bank has combined its asset and wealth management operationsaincluding Deutsche Bank Alex. Brownainto a single division operating under the Deutsche Asset & Wealth Management brand and future communications will reflect this change. Your account will continue to be serviced by and securities will continue to be offered through Deutsche Bank Securities Inc., a registered broker-dealer and investment adviser. which conducts investment banking and securities activities in the United States. Deutsche Bank Securities Inc. is a member of FINRA, NYSE and SIPC. The new brand name has no effect on your account. Your portfolio and holdings will not change as a result of the rebranding. Account Number ILMIAN ROIL GO paperless SOLTH ERA co nc. CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) N F I D-ENTIAL Page 13 of 19 Rated tocellenti Lyon. Vs.. Since 2'007 DALBAR RATED COMMUNCATIONS rxertur NCI SDNY_GM_00045681 O13-SDNY-0008485 EF114_00156270 EFTA01288633

Activity Sum m ary (All amounts shaven are in base currency) Oedits This Period Year-to-Date Debits This Period Year-to-Date Securities Securities Securities Bought 0 00 0.00 Securities Bought 0 00 19 214.895 09 Secunties Sold 170 718 82 17 438 218 86 Secunhes Sold 0 00 0 00 Total Securities $170,719.92 $17,438,218.86 Total Securities $0.00 -$19,214,895.09 Dividends and interest $56,959.99 $1,566,713.70 Dividends and Interest $0.00 -$93,007.61 Distributions $1,202,570.13 22,117,116.97 Distributions $0.00 $0.00 Fees $0.00 $0.00 Fees -$18.00 .$54.00 Cash Cash Withdrawals 000 0 00 Withdrawals •170.000.00 -1.058.245.00 Deposits 344.637.50 11.168.787 15 Deposits 0 00 0 00 Total Cash 6344,627.50 $11,168,787.15 Total Cash -$170,000.00 .$1,058,245.00 FDIC Insured Bank Deposits $0.00 $37,486,437.18 FDIC Insured Bank Deposits $0.00 •$19,304,764.85 Money Market Funds $170,018.00 $9,127,877.13 Money Market Funds -$1,769,085.24 -$39,451,746.67 Total Credits 61,941,904.41 $78,904,850.99 Total Debits .$1,939,103.21 .$79,123,513.12 Transactions by Type of Activity Process! Trade/ Settlement Transaction Date Oate Activity Type Dedsiplion Quantity Price Awned !mitred Amount Currency Securities Bought and Sold 07/21/14 07116114 SOLO SRIORGAN CHASE 8 CO COM 'SINK IA46625311005 BKCM 4450.000 58.8930 85.299.96 LSD PM A PERSHING AFFILIATE MAKES A MKT IN THIS SECURITY ACTED ASPRINCIPAL UNSOLICITED ORDER 07/28/14 07123114 SOLD P MORGAN CHASE 8 CO COM ISINOLS46625H 1005 BKCM 4450.000 58.9750 85,418.86 LSD PM A PERSHING AFFIUATE MAKES A MKT IN THIS SECURITY ACTED AS PRINCIPAL UNSOLICITED ORDER Total Securities Bought and Sold • UNITED STATES DOLLAR 0.00 170,718.82 Dividends and interest 07/16114 80AD INTEREST RC-CE/ED SERVICEM ASTER CO SR NT • CUSP FULLY EXCHANGED 35.568 89 LSD 81760NAN9 FROM OLD CUSP 81760NAL3 8 000% 02/15120 8/E OTD 02113112 CLB ACCRUED INTEREST 07/25/14 80110 INTEREST RECEIVED 4500000 COUNTRYWIDE HOME LOANS SER 03-1 CL 81 5.15618 USD 126690Y51 4.090% 03125133 B/E DTD 01130103 RD 06130 PD 07125/14 07/25/14 CASH DIVIDEND RECEIVED 23000 SHRS GENERAL ELECTRIC CO COM RD 06123 PD 5,060.00 LSD GE 07125/14 Page 14 of 19 tient, itot 1 Account Number a Rated facellenti Go paperless vs. — 2007 SOUTHERN CA FIDAENTIAL DAL OAR RATED COMMUNICATOIS rxarturact CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) SDNY_GM_00045662 DB-SDNY-0008486 EFTA_00156271 EFTA01288634

PC &w 1776. BPI mom MD 21203 Orvisre Rant Pn.a. Weatn Pawn—tan Weals Coon., 6 ,0‘P Dettsag MY Sew wan 011ic• Na Pan Ammo. Ha Met War wet liY 1011.4 Transactions by Type of Activity (continued) Process/ Trade! Settlement Transaction Date Date Activi Dividends and Interest (continued) 07/25/14 BOND INTEREST RECEIVED 1290000 WASFIAGTOAMUMTG SECS CORP 2004•RA2 939336520 11 TG PASSTHRL CTF Cl. C-B-1 VAR RATE 6.973% 07125/33 WE DID 06101/04 RD 06130 PD 07125/14 07/31/14 MONEY MARKET FUND DWSGOVT CASF 'ASTI INCOME RECEIVED 233993682 07/31/14 CASH DIVIDEND RECEIVED Desa ion 11503 SFRS.P MORGAN CFA-% CO COM 'SINS US46625F 1005 RD 07(03 PD 07131/14 Total Dividends and Interest • UNITED STATES DOLLAR Distributions 07/16/14 SECU PITY REDEEMED SERVICEM ASTER CO SR NT - CUSP FULLY EXCHANGED 81760NAN9 FROM OLD CUSP 81760NAL3 8.000% 0271572081E DID 02113/12 CLB CALLED BY LOTTERY 07/25/14 RETURN OF PRINCIPAL 4500000 COUNTRYWIDE HOME LOANS SER 03-1 CL 131 RECEIVED 1.090% 03125133 B/E DID 01130103 RD 06/30 PD 07/25/14 126690Y51 07/25/14 RETURN OF PRINCIPAL 1290000 WASFINGTON MLTMTG SECS CORP 2001-RA2 RECEIVED MTG PASSTFR, CTF Cl. C-B-1 VAR RATE 6.973% 07125/33 939336$20 WE DTD 06101/04 RD 06130 PD 07125/14 Total Distributions • UNITED STATES DOLLAR Fees 07/01/14 FOREIGN CUSTODY FEE Fgn Safekeeping JJN 2014 CUSP. G4SISP-P4.8 GIS15PP48 07/01/14 FOREIGN CUSTODY FEE Fgn Safekeeping UN 2014 CLSP: 654338.80.8 654338868 07/01/11 FOREIGN CUSTODY FEE Fgn Safekeeping IN 2014 CUSIP: P7807H-AF-2 P7807FAF2 Total Fees - UNITED STATES DOLLAR Statement Period: 07(0112114 - 0713112114 Qua Price Awned Interest Amount Curren 4.623.08 750.64 5.801 20 USD LSO LSD 0.00 56,959.99 -1.060.000000 1.111.800 00 LSD 11.921 73 LSO 45.815 40 LSO 0.00 1,202,570.13 -6.00 LSD -6.00 LSO -6.00 LSO 1.00 -WOO Account Number: Go paperless Page 15 of 19 SOL THERA CA LLC. M ON FIDES AL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Rated tacellonil (very V.A. Siva 2007 DAL BAR RATED COMMUNOLTIONS rxenurraer SDNY_GM_00045663 DB-SDNY-0008487 EFTA_00 156272 EFTA01288635

Transactions by Type of Activity (continued) Process/ Trade/ Settlement Transaction Date Date Adivit Type Desa ion Quin Price Mooed liters Moult Curren Cash Withdrawalsand Deposits 07109114 CUSTOMER AL THORIZED TRANS TO NIG-076161 -170.00000 LSO TRANSFER USD999997 07/11/14 FEDERAL FL NDS RECEIVED DELTSCI- E BANK TRUST 33950 311,637 50 LSD USD999997 Total Cash Withdrawals and Deposits - UNITED STATES DOLLAR 0.00 174,631.50 Money Market Funds 07/02/14 MONEY FUND REDEMPTION DWSGOVT CAM- INSTL 18.00 LSO USD999997 07/09/14 MONEY FUND REDEMPTION DWSGOVT CASH INSTL 170,000 00 LSD USD999997 07/14/14 MONEY FUND PLRChASE DWSGOVT CASe INSTL •344.63750 LSD USD999997 07/16114 MONEY FUND PLRCeASE DWSGOVT CASh INSTL -1.144,80000 LSO USD999997 07/17/11 MONEY FUND PURChASE DWSGOVT CAST INSTL -35.568.89 LSO USD999997 07/21/14 MONEY FUND PURCI-ASE DWSGOVT CAS-INSTL •85,29996 LSD USD999997 07/28/14 MONEY FUND PURCeASE DWSGOVT CASe INSTL -158,02825 LSD USD999997 07/31/14 MONEY MARKET FUND DWSGOVT CASe INSTL INCOME REINVESTED .750.64 LSD REINVESTMENT 233993682 Total Money Market Funds • UNITED STATES COLLAR 0.00 1,599,067.24 Total Value of Transactions 0.00 5,801.20 USD The price and quantity displayed may have been rounded. Cash Not Yet Received Security Record Date Payable Date Quaky Held Rate Dividend Option Amount of Payment Dividends BANK OF KEW YORK MELLON CORP COM 07/29/14 08/08/14 250,000.000 0.170000 Cash 42.500.00 Interest SERV10EMASTER CO SR NT • CLSIP FLLLY 07/3111/ 08/15/14 1.440.000.000 0.040000 Cash 57.600.00 EXCI-AhGED FROM OLD Total Cash Not Yet Received 9100,100.00 Page 16 of 19 l)(tAO ROI CA LLC. Fl DESITIA L ON CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) SOUTHERN Account Number: Go paperless Rated tacell•nri L very Vs. Siva 2007 0ALBAR RATED COMMUNCATKINS rxciurtraer SMIv_GM_00045664 DB-SDNY-0008488 EFTA_00 156273 EFTA01288636

PC 17 &Itnwc MO 21203 Bond Maturity Schedule Bond Maturity Market Vain Within 1 month 4,405,000.00 1 to 6 months 1,035,900.00 1 to 5 years 4,419,375 00 6 to ID years 6,872,550.00 Over 10 years 14.950.053.06 Total 31,082,870.06 ion Bond Quality Bond Quality ex> BAILower Omicev Rant 0,00 Weahr. 114,0gena0 Mats Owen. 41017 Des4077 MY Sew0a1Ic 11m Ion 0111c• la Put Ammo. Halter War wet 1,0 17114 hot Rated Total Statement Period: 0710112014 • 07/3112014 % of Eland Market Value 14% LI Percentages of bond market values are 3% LI rounded to the nearest whole percentage. 14% 22% 41% • Market Value % of Bond Market Value 5.595.000 00 18% Percentages of bond market values are 19,725.554.38 62% F1 rounded to the nearest whole percentage. 6,362,323.68 20% • 31,612,87616 100% Client Service Information Your Client Advisor: TDS TAZIA SMITH 345 PARK AVEN t•E 14TH FLOOR NEWYORK NY 10154 Your Account Information Contact Information Telephone Number: Tax Lot Default Disposition Method Default Method for Mutual Funds: FIRST IN FIRST OUT Default Method for Stocks In a Dividend Reinvestment Plan: Default Method for all Other Secutides: FIRST IN FIRST OUT Electronic Delivery You have not selected any account corn m unications for eledronic delivery. To register and turn off paper con m unications. log in to your account or contad your Client Advisor lot mote inform abon. FIRST IN FIRST OUT 17137.0 11011 Account Num ber Go paperless SOL THERA CIO LLC. F I D^ENTIAL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Page IT of 19 Rated excellent 17.ny Yea. Siva 2007 DAL OAR PATEOCOMMUNICATIONS 7XCILL7Net reetitraw.....'tirro.r.arnrs• SCM_GM_00046666 DB-SDNY-0008489 EFTA 00156274 EFTA01288637

Important Inform ation and Disclosures Pricing This section includes the net market value of the securities in your account on a settlement date basis. including short positions. at the close of the statement period. The market prices have been obtained from sources which we believe to be rekable. Pershing may not use the dosing price of the particular exchange or marketplace where your position was purchased as the 'Market Price.' Securities for which a price is not available are marked "'N/A— and are omitted from the Total. THE AS OF PRICE DATE ONLY APPEARS WIEN THE PRICE DATE DOES NOT EQUAL THE STATEMENT DATE. Estimated Annual Figures The estimated annual income (EAI) and estimated annual yield (EAY) figures are estimates and for informational purposes only. These figures are not considered to be a forecast or guarantee of future results. These figures are computed using information from providers believed to be reliable; however, no assurance can be made as to the accuracy. Since interest and dividend rates are subject to change at any time, and may be affected by current and future economic, political, and business conditions, they should not be relied on for making investment, trading, or tax decisions. These figures assume that the position quantities. interest and dividend rates, and prices remain constant A capital gain or return of principal may be included in the figures for certain securities, thereby overstating them. Refer to vnwipershing.comibusiness_continuity.htni for specific details as to formulas used to calculate the figures. Accrued interest represents interest earned but not yet received. Reinvestment The dollar amount of Mutual Fund distributions, Money Market Fund dividend income, Bank Deposit interest income, or dividends for other securities shown on your statement may have been reinvested. You wil not receive confirmation of these reinvestments. Upon written request to your financial institution, information pertaining to these transactions, including the time of execution and the name of the person from whom your security was purchased. may be obtained. In dividend reinvestment transactions. Pershing acts as your agent and receives payment for order flow. Opgons Information with respect to commissions and other charges incurred in connection with the execution of option transactions has been included in confirmations previously furnished to you. A summary of this information is available to you promptly upon your written request directed to your introducing firrn. In order to assist your introducing firm in maintaining current background and financial information concerning your option accounts, please promptly advise them in writing of any material change in your investment objectives or financial situation. Expiring options which are valuable are exercised automatically pursuant to the exercise by exception procedure of the Options Clearing Corporation. Additional information regarding this procedure is available upon written request to your introducing firm. Proxy Vote Securities not fully paid for in your margin account may be lent by Pershing to itself or others in accordance with the terms outlined in the Margin Agreement. The right to vide your shares held on margin may be reduced by the amount of shares on loan. The Proxy Voting Instruction Form sent to you may reflect a smaller number of shares entitled to vote than the number of shares in your margin account. Foreign Currency Transactions Pershing may execute foreign currency transactions as principal for your account Pershing may automatically convert foreign currency to or from U.S. dollars for dividends and strider corporate action transactions unless you instruct your financial organization otherwise. Pershing's currency conversion rate wilt not exceed the highest interbank conversion rate identified horn customary banking sources on the conversion date or the prior business day, increased by up to 1%. unless a particular rate is required by applicable law. Your financial organization may also increase the currency conversion rate. This conversion rate may differ from rates in effect on the date you executed a transaction, incurred a charge, or received a credit. Transactions converted by agents (such as depositones) will be billed at the rates such agents use. Ratings This statement may contain credit rating information obtained from Standard & Poor's. Reproducing and distributing any information received from Standard & Poor's is not permitted without prior widen authorization from Standard & Poor's. Standard & Pools does not guarantee the accuracy, completeness, timeliness or availability of any information. Standard S Pools is not responsible for any eras a omissions, regardless of the cause, a for the results of using such content. Standard & Pools makes no express or implied warranties including warranties of merchantability or fitness for a particular purpose. Standard & Poets shall not be legally responsible for any fees, costs, expenses or losses in connection with the use of their content Credit ratings are opinions and not statements of facts; are not recommendations to purchase, hold or sell securities; and do not address suitability for investment purpose. Credit ratings should not be relied upon as investment advice. Cash Not Yet Received Assets shown here are not reflected in your account. This information has been received from sources we believe to be reliable. Pershing does not guarantee the accuracy of the information. Bond Maturity Schedule Bonds that are in default are not included. Bond Quality Bond quality ratings reflect Moody's or Standard and Pools ratings. Bonds may be rated by other services. Bonds that are in default are not included. Please refer to your Portfolio Holdings section. Page IS of 19 Account Num ber Go paperless L TH ERN LLC. N F I DAMSMAL CONFIDENTIAL — PURSUANT TO FED. R CRIIVI P. 6(e) Rated Excellent, Every YearSiva 2007 DALBAR RATIED COMMUNICATIONS rxenower 'rare um% per .*MIA went. Nov SDNY_GM_00045666 DB-SDNY-0008490 EFTA_00156275 EFTA01288638

Important Information and Disclosures (continued) ONIN't PAIMIP-wrat Mtnets On0/040.1) De.cul. 140.--4.1 M. Vinv brit 0* 11128tit A•00...1000:ct Wry Wet 1,0 Imw Statement Period:0710112114 .07/3112014 The Role of Pershing • Pershing carries your account as clearing broker pursuant to a dealing agreement will your financial institution. Pershing may accept from your financial institution without inquiry or investigation (i) orders for the purchase and sale of securities and other property and (S) any other instructions concerning your account. Pershing is not responsible or liable for any acts or omissions of your financial institution or its employees and it does not supervise them. Pershing provides no investment advice nor does it assess the suitability of any transaction or order. Pershing acts as the agent of your financial institution and you agree that you will not hoed Pershing or any person confiding or under common control with it liable for any investment losses incurred by you. • Pershing performs several key functions at the direction of your financial institution. It ads as custodian for funds and securities you may deposit with it directly or through your financial institution or that it receives as the result of securities transactions it processes. • Your financial institution is responsible for adherence to the securities laws. regulations and rules which apply to it regarding its own operations and the supervision of your account, its sales representatives and other personnel. Your financial institution is also responsible for approving the opening of accounts and obtaining account documents; the acceptance and, in certain instances, execution of securities orders; the assessment of the suitability of those transactions, where applicable; the rendering of investment advice, if any, to you and in general, for the ongoing relationship that it has with you. • Inquiries conceming the positions and balances in your account may be directed to the Pershing Customer Service Department at (201)413-3333. M other inquiries regarding your account or activity should be directed to your financial institution. Your Mandel organization's contact information can be found on the first page of this statement. • For a description of other functions performed by Pershing please consult the Disclosure Statement provided to you upon the opening of your account. This notice is not meant as a definitive enumeration of every possible circumstance, but as a general disclosure. If you have any questions regarding this notice or if you would like additional copies of the Disclosure Statement, please contact your financial institution. • Pershing is a member of the Securities Investor Protection Corporation (SIPC'). Please note that SIPC does not protect against loss due to market fluctuation. In addition to SIPC protection, Pershing provides coverage in excess of SIPC limits. For more detailed information please visit: vnew.pershing.congstrength_stabilityhtml. • This statement will be deemed conclusive. You are advised to report any inaccuracy or discrepancy (including unauthorized trading), to your financial organization and Pershing. within ten days after receipt of this statement. Please be advised that any oral communication should be re-confirmed in writing to further protect your rights, including your rights under the Securities Investor Protection Act. • Your financial organization's contact information can be found on the first page of this statement. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City. New Jersey 07399, Errors and Omissions excepted. Important Arbitration Disclosures • All parties to this agreement are giving up the right to sue each other n court, including the right to a trial by jury. except as provided by the rules of the arbitration forum in which a claim is filed. • Arbitration awards are generally final and binding; a party's ability to have a court reverse or modify an arbitration award is very firnited_ • The ability of the parties to obtain documents, witness statements and other discovery is generally more limited in arbitration than in court proceedings. • The arbitrators do not have to explain the reason(s) for their award, unless, in an eligible case, a joint request for an explained decision has been submitted by all parties to the panel at least 20 days prior to the first scheduled hearing date. • The panel of arbitrators wil typically include a minority of arbitrators who were or are affiliated with the securities industry. • The rules of some arbitration forums may impose time limits for bringing a claim in arbitration. In some cases, a claim that is ineligible for arbitration may be brought in court. • The rules of the arbitration forum in which the claim is filed, and any amendments thereto, shall be incorporated into this agreement. Important Arbitration Agreement Any controversy between you and Pershing LLC shall be submitted to arbitration before the Financial Industry Regulatory Authority. No person shall bring a putative or certified class action to arbitration, nor seek to enforce any predispute arbitration agreement against any person who has initiated in court a putative class action, who is a member of a putative class who has not opted out of the class with respect to any claims encompassed by the putative class action until; (I) the class certification is denied; (II) the class is decedified; or (III) the client is excluded from the class by the court. Such forbearance to enforce an agreement to arbitrate shall not constitute a waiver of any rights under this agreement except to the extent stated herein. The laws of the State of New York govern. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City, New Jersey 07399; Account Number I Go paperless SC L THERA CO LLC. F I D riAL N raa CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) Pap 19019 listad [malign' (very Vs, Siva 2007 DAL BAR RATED COMMUNICATIONS rxenotaer .. —"d SDNY_GM_00045667 OB-SDNY-0008491 EFIA_00156276 EFTA01288639

PO. Set 1776. Bolieren1.02i203 014404 101.410 Won Manair,tat Myatt Conran Grab Des-Whi Sank SeCtettes Na. MA 011f* In PIA /MS" nth ilea aN n 10114 Valuation at a Glance Account Number: Statement Period: 06101/2114 • 06/30/2114 This Period Year-to-Date SOUTHERN FINANCIAL LLC Beginning Account Value 1102,263,612.61 190,573,050.28 6100 RED HOOK QUARTER B3 h et Cash Deposits and Withdrawals 000 9,935,901.65 ST THOMAS VI 00802 Adjusted Previous Account Value 102,263,842.64 100,608,95413 Dividends, Interest and Other Income 278.264 55 1,921,207.64 het Other Activity 0 00 -36 00 het Change in Punka 1 942,237 48 2054,01810 nding Account Value S104.484.144.67 $104.484.144.67 Your Client Advisor: Estimated Annual Income $3,972.153.79 TAMA SM Ilk Asset Allocation Prior Year-Fad La Period This Period % Ababa USD Cash. M oney Funds. and Bank Depoits 18,295,91911 37,186,10221 28,725,102.30 27.19% USD Fixed Income 27,736,972.38 25,402,86518 25,298,131.48 2121% Nor6USD aced Income 10,227,309.16 7,793,313.75 7,819,092.00 7.18% USD Equities 30,410,519 65 28,313,86527 39,280,67710 37.60% I \ "L 1 Non-USD Equities 3.137.192.71 2,869,200.00 2,961,600.00 2.83% Non-USD Cash. Money Funds. and Bank Deposts 402,106.31 398,195.60 399,538.01 0.38% Other 363.000.00 0.00 0.00 0.00% Account Total (Pie Chart) 190,673,060.28 1102,263,642.81 $101,484,141.67 100.00% See page 2 01 the statement for importart inforrnaten regarding twe Asset Atocation section. Pa Chan allocation only includes products that are of posrbve value. Assets of less than 1% of holdings coil not display on this pe chart. Pete 1021 CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) R Von ated tma llordi 5100, 2007 B0097662CSP30022 Go paperless Lvery CON F I DriciriA Prato UM =mem 0100A inn. —o SDNY_GM_00045668 OB-SDNY-0008492 EFTA_001562 77 EFTA01288640

Asset Allocation Disclosure and Footnotes Certain values have been defaulted into the Other Asset Class due to mcompiele categorizing data AI values are displayed in U.S. dollars based on interbank exchange rates as of 06/3012014. Exchange rates can vary. Equities contains Equity Mutual Funds. Summary of Gains and Losses Realized Ulf.'lite, This Period Year-to-Date ShorhTerrn Gain/Loss 6.996 17 4,250.10 2,675,759.17 long-Term Gain/loss 0 00 -3.205,971.74 -405,859.12 Net Gain/Loss 499111 -3,201,72114 2,270,100.05 This summary excludes transactions where cost basis information is rot available. Exchange Rate Table Global Cash Currency Currency USO Equivalent per USD Currency Closing Balm, Mount in Base Cannel USD EURO 1 3590 0.7304 EURO 291,848.67 399538.09 Exchange rates are based on interbank exchange rates as of 06/30/2014. Exchange rates can vary. Total Global Cash Balance 5399,535.09 Money Market Fund Detail Date Activity Type Desaiption Amount Babes* Sweep Money Market Fund OW S GOVERNMENT CASH INSTI. Account Number:— Current Yield 0.03% Actiyity Ending. 06/30114 05131114 Opening Balance 37,265,200.36 37.265.200 36 06102/14 Deposit MONEY FUND PURChASE 221,201.88 37,465,402 24 06117/14 Deposit MONEY FUND PURCI-ASE 119,250.00 37,605,652 24 06126(14 Deposit MONEY FUND RIRChASE 46,833.16 37,652,485.40 06/27(14 Deposit MONEY FUND PURChASE 29,257.50 37,681,742.90 05130114 Withdrawal MONEY FUND REDEMPTION 4,957,559.13 28,724,183.77 06130114 Deposit INCOME REIN VEST 918.53 28,726,102.30 05130114 Closing Balance 525,725,102.30 Total All Money Market Funds 125,725,102.30 Page 2 of 21 ONO ROLL Account Num tier GO paperless SOUTHERN tkib N LLC. F I DancriAL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Rsd tscorninfl [very Year S. 2007 0ALBAR RATED COMMUMCATIONS rxesartraer SDNY_GM_00045669 DB-SDNY-0008493 EFTA_00 156278 EFTA01288641

0ntic IN Sat Nor On Inc Reasnellant km!. Mat n Mptagenan INtrais (Nem GION, Mwibri Cake PC. Bni 1770 Elul moot MO21203 MS Pia Asa. NM I Nor Mw** MY 101M Income and Expense Summary Cement Period Statement Period: 0610112814 • Year•to•Dale 06/3012014 Taxable Noe Taxable Taxable Non Taxable Dividend Income Equities 83,63230 0.00 341,25918 0.00 Money Market 918.53 0.00 2,021.19 0.00 Other Dividends 32,75520 0.00 405,25520 0 00 Interest Income Bond Interest 160,958.32 0.00 583,468.80 000 FDIC Insured Bank Oeposts 0.00 0.00 2,691.15 0.00 Other Interest 000 0.00 81.250.08 0 00 Total Dividends, Interest, Income and Expenses $278,281.55 $0.00 61,116,918.20 $0.00 Distributions Alternative Investm ents 000 0.00 0.00 505 261 44 Other Distributions 0.00 36.841.51 0.00 409 285 40 Total Distributions $0.00 $38,811.51 WOO $914,546.84 Portfolio Holdings U.S. DOLLARS Account Opening Date Quantity Number Activity Blum Opening Balance acing Balsam Matted income Income Ibis Year 30.Oay Yield Curremt Yield Cash, Money Funds, and Bank Deposits Cash Balance 221,201.88 0.00 Money Market DWS GOVERNMENT CASH INSTt 0513111/ 28.725,102 300 08130/14 37.285.200.36 24.725.102.30 0.00 2.021.10 0.03% 0.03% Total Money Market $37,286,200.311 424,725,102.30 60.00 $2,021.19 FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM 05/31114 0600/14 0.00 0.00 0.00 2.691.15 N/A WA Total FDIC Insured Bank Deposits OA $0.00 $0.00 42,891.16 Total Cash, Money Funds, and Bank Deposits $37,186,102.21 424,726,102.30 $0.00 $4,712.34 Page 3 of 2I 118,4. von Account Num ber Go paperless DAE TIAL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) TM ERN ñ F I Raced tmolleM Every V.A. Lam 2007 DAL OAR RATED COMMUNICATIONS rxeiturner SDNY_GM_00045670 DB-SDNY-0008494 EFTA_00 156279 EFTA01288642

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date ired Quiet Dalt Cost Adjusted Cod Basis Market Puce Market Value Unrealized Gain/ toss Accrued Interest Estimated Estimated Annual Income Yield Fixed Income de Maturity Dare Sequence) 'Asset Backed Secwitles COUNTRYWIDE HOME LOANS SER 03.1 CL 81 4.090% 03125133 WE DM 01130/03 Factor. 0.23912707 Effective Date:06102/14 Current Face Value: 1.076.071.815 12113113 '.3.11 4,500,000.000 93.3760 WASHINGTON MUT MTG SECS CORP 2001•RA2 MTG PASSTHRU CTF CL C-B-1 VAR RATE 6.974% 07125133 WE DID 06101101 5 8 P Rating 0 Factor:0.61667181 Effective Date:06102/14 Current Face Value: 795.506.635 12113/13 '.3.12 1,290,000.000 76.5190 Security Identifier: 17669 DYSI 1.004.797.58 86.6130 Original Cost Bass. 51,111,573.07 Security identifier: 939336S20 608.710.62 86.0290 Original Cod Basis 5638.906.71 31,613,608.20 932,018 08 684,366 40 Total Asset Backed Securities 6,790,000.000 Total Current Face Value : 1,171,578.450 Corporate Bonds SG STRUCTURED PRODS INC COMMODITY UM MKT PLUS PROTECTED NOTES 0.000% 0810511181E DID 07130113 07125/13 '.12.13 2,000,000.000 100 0000 HSBC USA INC MEDIUM TERM NTS BUFFERED NOTES LK/ TO EURO mom so 0.000% 08129114 WE DM 05130113 05124113 %OM 2,000,000.000 100 0000 AY ORGAN CHASE & CO M EDIUM TERN NTS GAFFED CONTINGENT BUFFERED EQUITY NTS 0.000% 10/16114 WE DID 09127113 12105113 'AM 1,000,000.000 100 0000 PETROLEOS DE VENEZUELA NOTES SENIOR Mkt XS0460546525 5.000% 10128115 REG DT0 10128109 S 8 P Rating B. 12/04113 '.3.12 2,500,000.000 92.7510 097,662CSF:' Ment, ROIL Security Identifier 7$423EHS6 2,000,000.00 108.9100 Original Cad Basis: 52,000,000.00 Security Identifier: 40432XFP1 2,000,000.00 113.0100 Original Cod Basis: 52,000,000.00 Security Identifier: 48128NVE4 1.000.000.00 102.9200 Original Cosl Basic SI,000,000.00 Security Identifier: P7807HAF2 2,318,770.84 94.1500 Original Cost Buis: 52,250,000.00 31,618,364.46 2,178,200.00 2 260 200 00 1,029,200.00 2 353 750 00 Account Num ber Go paperless CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(eso) LTHExten NF I DAENTIAL 42,779.50 75,65578 3,545.36 4,469.29 $2,876.28 36,014.86 30.00 178 200 CO 0.00 260 200 00 0.00 29 200 00 0.00 34,979.16 21,527.78 125.000 00 5.31% Page 4 of 21 Rated f-acellonil Year Swots 2'007 DAL BAR RATED COMMUNCATIONS retti=riertne.'"8.thirrii. eintrei.e ei.e SDN Y_GM_0004 5871 OB-SDNY-0008495 EFrA_00 156280 EFTA01288643

P.O. Sag 1776. Batman MO2)203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cost Fixed Income (continued) Corporate Bonds (continued) HEADWATERS INC GTO SR NT 7.625% 04/01119 B/E DTO 03/11/11 CALLABLE 04101115@ 103813 Moody Rating El2 S& P Rating B• 10122112'•I2.3 Adjusted Cost (Taos Oeuiv.v Si,,, Pon. roam Alvmmnent Minet% COMM< Gw‘p 0.0s0A Selynel LAC lire bet Mc* Na Part AMMO. )Mn, kw Market Price Market Value Statement Period: 0610112014 - 06/30/2010 Unrealized Gain; Loss Accrued Interest Estimated Estimated Annual Income Yield taK000no 102 2910 EARTHUNK INC GTD SR NT FULLY EXCHANGED CUSP FROM 270321A88 8.875% 05/15/19 BIE DTD 05117111 CALLABLE 05/15115 S 6 P Rating CCC• 10122112'.12.13 40E000.000 102.7670 10123/12 %UM 600.000.000 102 5710 Total Noncevered 1,000,000.000 Total 1,000,000.000 SERVICEM ASTER CO SR NT - CUSP FULLY EXCHANGED FROM OLD CUSP 817601413 8.000% 02115120 8/E DTD 02113112 Moody Rating CAA1 S 8 P Rating B- 01124/13 '.12.13 1.500.000.000 104 7870 02/25113 %IL" 1.000.000.000 105 3210 Total Noncovered 2,500,000.000 Total 2,500,000.M LLOYDS TSB BK PLC EURO ISSUE MEDIUM TERM NO TES ISIN 1 XS 717735822 9.875% 12116/21 REG 0T0 12/16111 Moody Rating Gal St PRating 888 12104/13 '.3.12 1.500.000.000 108 0750 ORA,' ',Olt SOUTHERN CH LW. ONFIDENTIAL CONFIDENTIAL — PURSUANT TO FED R CRINA P. 6(e) Security Identifier: 42210PM:15 1.022.938.45 106.7500 Onginal Cost Basis. 51.035.000.00 Security Identifier: 270321AC6 411.069.18 100.0000 Original Cost Basis. $411,000.00 615.127.96 100.0000 Original Cost Basis: $619,500.00 1,026,497.11 $1,026,497.14 Security Identifier: 81760 NAN9 1:571.805.96 101.7500 Onginal Cosi Basis: $1.595,625.00 1053.210.05 107.7500 Original Cost Basis: $1,070,000.00 2 625 018.0t $2,625,616.11 Security Identifier: GISISPP41 Price Estimated as of 06/25/14 1.821.127.27 118.6300 Original Cosl Basic $1.627,500.00 1.067.500.00 400,000 00 600.000 00 1,000,000.00 91,000,000.00 1.616.250.00 1.077.500 00 2,693,750.00 12,693,750.00 1.779.450.00 44.561 55 18.850 69 76,250.00 7.11% .11,069.18 4,437.50 35,500.00 8.87% -15.427.96 6.656.25 53.250.00 8.87% -26,497.14 11,093.75 88,750.00 -626,497.14 111,093.75 $81,750.00 44.444 04 45.000 00 120.000.00 7.42% 24.289 95 30.000 00 80.000 00 7.42% 16,733.99 75,000.00 200,000.00 $68.733.99 $75,000.00 5200,000.00 158.32273 79.82212 118.125.00 8.32% Page 5 of 21 Account Number GO paperless Ssd tacelkirdi Every Vest Ante 2007 DAUM. RA T CD COMMUNCATDONS rxenurmer SDNY_GM_00045672 OS-SONY-OOO8496 EFTA_00156281 EFTA01288644

Portfolio Holdings (continued) U.S. DOLLARS (continued) Crate Acquired Quantity Unit Cost Fixed Income (continued) Corporate Bonds (continued) SOUTHERN CAUF EDISON CO PREF SERE 6.250% 02101122 BlE DID 01117112 CALLABLE 02101/22 Moody Rating BAA1 S & P Rating 8B8- 01/30/12 '.3.12 3,000,000.000 99.7990 BARCLAYS 8K PLC CONTINGENT CAP NT ISIA 61,506739Ft-1(03 7.750% 04/10123 B/E DTD 04/10113 CALLABLE 04/10118 SB P Rating B84 04103113'•!113 308000.000 100 0000 PM ORGAN CHASE & CO DEP SHS REPSTG 111071- PFD SER 1 FIXED TO R.TG Fa BD 7.900% 04/29/49 WE DTD 04/23/08 Moody Rating BAt S & P Rating BBB 06115/11 '4.12 2,500.000.000 107.5000 06/15/11 '.3.12 2.500.000.000 107 0000 Total Noncorered 5,000,000.000 Total 5,000,000.000 BANK AM ER CORP PERP NON COM uurnvE OEP SFS FIXED TO FLOAT 8.125% 04/30/58 B/E DTD 04130108 CALLABLE 05115118 MoodyRalingBA3S&P Rating BBL 01/10/11 '.3.12 2,000,000.000 102 7500 GENERAL ELEC CAP CORP NON CUM PFD SER A 7.125% 06/12/62 EVE DID 06/12/12 CALLABLE 06115122 Moody Riling BAA1 S & P Rating AM 06127/12'.17.13 2,000,000.000 105.5300 LBG CAPITAL NO 1 PLC 144A isistlXS0473106283 8.000% 09115188 REG DTD 12/15/09 FO REIM% SECURITY S8 P Rating BB 12104/13 '.3.12 1,200,000.000 108 2500 °HASPOLL Adjusted Cod Basis Market Price Security Identifier: 842400FU2 2,993,957.46 108.5000 Original Coat Basis $2.992,564,97 Security Identifier: 06736FHKO 308000.00 111.3000 Original Cosi BMis• $300,000.00 Security Identifier: 46625HHA1 2,687,500.00 111.7500 Original Cass Finis $2887,500.00 2.675.000.00 111.7500 Original Cost Basis 52.675.000.00 6 362 500.00 65,362,500.00 Security Identifier: 08050509 2.055.000.00 112.5000 Ong'nal Cost Basis, 52.055.000.00 Security Identifier: 369622946 2,110,605.12 118.0200 Original Cosl Basis $2.122,916.67 Security Identifier: 65433B8GB 1,299,000.00 110.6000 Original Coil Basis $1,299,000.00 Market Value 3,255,000.00 333,900 00 2,793.750.00 2.793.750.00 5,97,500.00 55,587,500.00 2.250.000 00 2,380,400.00 1,327,200.00 Account Number: Cso paperless IN CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) THERk F I Dr1SITIAL Unrealized Gain/ Loss Awned Estimated Estimated Inters Annual Income Yield 261,042.54 77,604.17 187,500.00 5.76% 31900 00 516667 23 250 00 6.96% 106,250.00 32,916 67 197.500 00 7.06% 118.750.00 32.916 66 197.500 00 7.06% 225,000.00 65,833.33 395,000.00 $225,000.00 665,833.33 $395,000.00 195,000.00 20,312 50 162.500 00 7.22% 249,794.88 5,937.50 142,500.00 6.03% 28.200 00 4.000.00 96.000.00 7.23% Page 6 of 21 Said tmelloni (very VAN SIMe 2007 DAL BAR RATED COMMUNICATIONS rxcournaer SDNY_GM_00045673 DB-SDNY-0008497 EFTA_00 156282 EFTA01288645

P.O. Bag 1770 EhIbmom MO 21203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Modred Quantity Unit Cost Fixed Income (continued) Corporate Bonds (continued) 'LLOYDS BANKING GROUP PLC FXD RATE RESET MIDI TIER 1 SECS ISMS US539439AG42 1.500% 09/27/88 EVE DM 04/0771/ S 8 P Rating Please Provide 1,903,000.000 NIA Please Provide 106.4000 Ori nal Cost Basis: Please Provide $27,735,412.29 Adjusted Cost Basis Dral. C Sim Prruin Wolin PA.111,Nat Marat$ Conran Comp Deauk ML Smoke AL Mew TM Mar HS Pia 0.•••• loth Hoer Market Price Security Identifier: 539439A04 Total Corporate Bonds 28,103,000.000 Total Fixed Income 34,693,000.000 Date Acquired Equities Common Stocks APOLLO GLOBAL M GM T LLC CL A SUS Dividend Option: Cash 03129/11 '.13 263.157.000 19 0000 APPLE INC COM Dividend Option: Cash 10128/13 14.000 000 75 5800 ARIAD PHARMACEUTICALS INC Dividend Option: Cash 02114/12'.13 7,535.000 15 2090 01124/13 '.13 9.000.000 19 6000 Total Noncovered 16,535.000 Total 16,535.000 ASCENA RETAIL GROUP INC COM Dividend Option: Cash 01/16101 '.3 70,500.000 212770 Quantity Veit Cog 0007776.7C773 ,' 329,311,020.11 OBAI, ROLI 114,597.40 176,100.00 290,997.40 9290,997.40 Security Identifier: ASNA CUSP. 013516101 1,500,000.00 17.1000 Cod Basis Market Price Security Identifier: APO CUSP. 037612306 4.999.983.00 27.7200 Staidly Identifier: AAPL CUSP. 037833100 1.058.120.50 92.9300 Security Identifier: ARIA CUSP 04033A100 6 3700 6 3700 Market Value 2 024.792.00 931,500,842.00 $33,117,226.48 Market Value 7,294,712.04 1.301.020.00 17,997.95 57,330.00 105,32715 Statement Period: 06/01/2014 - 06/30/2014 Unrealized Gain Loss N/A 11,710,637.71 $1,713,613.99 Vitalized Gaiuf Loss 2.294.729 04 242,899.50 -66,599.15 •119,07000 -116,161.16 Accrued Interest 1,189.38 1366,338.69 1391,353.34 Estimated Estimated Annual Income Yield 142,725.00 7.01% 11,787,800.00 11,787,600.00 Estimated Enlisted Animal Income Yield 1,118,117.25 15.33% 26,320.00 2.02% $106,327.95 1.205 550 00 Account Number Go paperless L TH ERN CNO N LLC. F I DAENTIAL CONFIDENTIAL - PURSUANT TO FED. R CRINA P. 6(e) 4186,861.16 •294,45000 10.00 Pape 7 of 21 Rated excellent, ',racy v«. Unto 2007 DAUMR RATED COMMUNICATIONS rxClainNer SDNY_GM_00045674 OB-SDNY-0008498 EFTA_00156283 EFTA01288646

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Ind Quiet Writ Col Equities (continued) Common Stocks (continued) BANK OF NEW YORK M ELLON CORP CON Dividend Option: Cash 06125114 250.000 000 36 3060 BIOGEN IDEC INC CON Dividend Option: Cash 02114/12'.13 2.095.000 119 5490 FACEBOOK INC CL A Dividend Option: Cash 05117/12 '.13 17,500.000 38 0000 FOUNDATION MEDICINE INC COM Dividend Option: Cash 01113114 GENERAL ELECTRIC CO CON Dividend Option: Cash 25,000.000 27.5010 04123113 '.13 23,000.000 21 5700 GENERAL 11 TRS CO COM Dividend Option: Cash 11118110' 10.988.200 36 4010 12109110' 86,536.800 36 8160 Total Noncovered 97,525.000 Total 97,525.000 GILEAD SCIENCES INC Dividend Option: Cash 02105114 5.000.000 79 2810 03107114 3.100 000 79 6120 Total Covered 8,100.000 Total 8,100.000 P M ORGAN CHASE i CO COM MK U S46615111005 Dividend Option: Cash 07114/05 1%4 14 503 000 488 4840 SAMOAN 0 BIOSCIENCES INC COM Dividend Option: Cash 05128113 '13 50 COO 000 8.4440 SANTANDER CONSUMER USA HMS INC COM Dividend Option Cash cod Basis Markel Pra Markel Valet Uarealized Gale/ Loss Estimated Estimated Annual Income Yield Security Identifier: BK CUSP: 084058100 9,076,406.00 37.4800 Security Identifier: BUB CUSP: 09062)(103 250.454.95 315.3100 Security Identifier: FB CUSP. 3030311102 665.000 00 67.2900 Security Identifier FM I CUSP: 350465100 687.663.50 28.9600 Security Identifier: GE CUSP: 389604103 498,109.08 26.2800 Security Identifier: GM CUSP: 37045V100 399,978.16 36.3000 3,185,96922 36.3000 3,585,917.36 $3,515,917.38 Security Identifier: GILD CUSP: 375558103 82.9100 82.9100 ORAN //CM 396,107.00 246,797.00 643,204.00 $613,204.00 Security Identifier: AM CUSP 4662514100 7,084,489.82 57.6200 Security Identifier: SGM 0 CUSP. 800677106 422,214.00 15.2700 Security Identifier: SC CUSP: 8028311101 9,370,000.00 660.574.45 1,177,575.00 674,000 00 604.440 00 398.871 67 3,141,285.83 3,540,157.50 $3,510,157.50 414,55010 257.021 00 671,571.00 $671,571.00 835,662.88 763,500.00 Account Number Go paperless CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) F I IDAnSiTTAL SOL THERA ett, 293.594 00 410.119.50 512,575.00 43,663.50 108.330 92 -1.106.49 -44,683.39 .45,769.68 -$45,789.88 18,143.00 10.224 00 28,367.00 $28,367.00 -6,248,626.96 341288 00 170.000.00 1.81% 20,240.00 3.34% 13,185.84 3.30% 103,844.16 3.30% 117,030.00 $117,030.00 $0.00 23,201.80 2.77% Page:3021 Rabid taallordl (way Year Siva 2'007 DAL BAR RATED COMMUNICATIONS rxcituwer SDNY_GM_00045675 06-SDNY-0008499 EFTA_00 156284 EFTA01288647

P.O. Bag 1778. Batman MD 21200 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Equities (continued) Common Stocks (continued) SANTANDER CONSUMER USA FROGS INC COM 01123114 1,000.000 TWITTER INC COM Dividend Option. Cash 11107/13 Total Common Stocks Prelerred Stocks (Listed by expiration date) ALLY ANL INC PERP PFD FIXEDIFLTG RATE SERA CALLABLE COUPON 8.5% PERPETUAL MATURITY CALL@ 25 05/15116 Dividend Option: Cash 02103112'.'3 46.600.000 19 3020 903.217.51 27.6200 02109112'.13 80,000.000 20 1250 1,610,000.00 27.6200 Total Noncoyered 126,600.000 2 513 217.51 Total 126,600.000 12,513,217.51 GM AC CAP TR I GTD TR PFD SECS SER 2 8 Seaway Identifier: ALLY PRA 125% FIXED RATE/ FLTG CUSP: 361860208 Dividend Option. Cash 02122/12 80,000.000 23 5350 1,882.773 60 27.3000 ROYAL BANK SCOTLAND GROUP PLC SPON ADR REP= Sfft T PDF SliS COUPON 725% PERPETUAL MATUFITY CALL@ 25 05114/14 Dividend Option. Cash 10124/12 '.13 40.000.000 23.7900 951.600.00 25 2500 01/07/13 '. 13 40.000 .000 24 4400 977.600,00 25 2500 01/14/13 "J3 40.000 000 24 8800 995,200.00 25.2500 Total Noncovereci 120,000.000 2,924,400.00 Total 120,000.000 $2,924,400.00 Total Preferred Stocks 27,320,391.11 Quantity Unit Cod Oeuiv.v Si,, ......Wealth Manarrat Vinett. COetrar frµp 0.0s0A Mr SeCv.,lei AC lire bet Mc* 41)Parli Aortae. Mk I tcr 'Inv Wet %V WIS. Cost Basis Market Price Market Value (continued) 24 0000 1.500.000 26.0000 24.000.00 19 1400 Security Identifier: TN TR CUSP. 901841102 39.000.00 40.9700 19,440 00 61.455 00 $30,823,589.63 Security Identifier: ALLY PRB CUSP 02005k 308 Security Identifier: RBS PRT CUSP: 780097713 $28,2114,985.90 1.287.092.01 2,209,599.99 3,496,692.00 13,496,692.00 2,184,000.00 1,009,999.99 1,009,999.99 1,010,000.02 3,030,000.00 13,030,000.00 $8,710,692.00 Statement Period: 06/01/2014 - 06/30/2014 Unrealized Gain/ loss Estimated Estimated Annual Income Yield .4 560 00 22.455 00 600.00 3.08% -$2,638,003.83 $1,475,812.05 383.874.50 99.025.00 7.69% 599,599 99 170,000.00 7.69% 993,474.49 269,025.00 $983,474.49 1269,025.00 301.22640 162,500.00 7.44% 58.399 99 72.500.00 7.17% 32,399 99 72.500 00 7.17% 14,800 02 72,500 00 7.17% 105,600.00 217,500.00 1105,600.00 1217,500.00 $1,310,300.09 1849,025.00 Account Number Go paperless Page 94021 IZ1 LLC. FI DENTIAL ON CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) SOUTHER Rsd taallonill (nay V.A. LSO, 2007 DAL OAR RATED COMMUN CATIONS excrim.ser SDNY_GM_00045676 OB-SDNY-0008500 EFTA_00156285 EFTA01288648

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Equities (continued) Options CALL 100 AMERICAN AIRLS GROUP INC COM UP01.17.150 20.000 OPTION ROOT: AAL 1,000.00 of these contracts are in your margin account 12111/13 1,000.000 8.0330 PUT 100 AM ERICAN AIRLS GROUP INC CON W01-17450 20.000 OPTION ROOT: AAL .1,000.00 of these contrads are a shod position 12111/13 -1.000.000 Total Options Total Equities One Unit Cosi Cost Basis Markel Price Option identifier: 99C1ADTZM Undedying Security Identifier: ML Underlying Security Price: $42.96 803,311.50 22.9000 Option Identifier: 990ADT200 Undedying Security Identifier: ML Underlying Security Price: $12.96 1.9170 •197.70200 0.0500 Markel Valve 2,290,000.00 .5 000 00 Unrealized Gain( Lou 1,486.60550 192.702.00 Estimated Estimated Annual Income Yield Date Acquired Quantity Unit Cod Exchange-Traded Products WISDOM TREE TR JAPAN HEDGED EQUITY FD Dividend Option: Cash; Capital Gains Option: Cash 60,000 00 of these shares are in your margin account 12111113 60,000.000 19.1350 Total Exchange-Traded Products $605,612.50 $38,749,593.24 Cost Basis Market Price $2,285,000.00 $39,280,67710 Market Value $1179,387.50 9531,084.58 Unrealized Gain( Loss 10.00 52,124,837.05 Estimated Estimated Annual Income Yield Security Identifier: DXJ CUSP. 91717W851 2,961098.50 19.3600 22,968,09810 Cod Basis 2,961,600.00 92,961,600.00 Markel Value 1.49850 -$4,498.60 Unrealized Gael Loss Accrued 'Merest 55 Cie 40 85% 555,004.40 Estimated Annual Income Total U.S. DOLLARS EURO Desaiptioe Cash, Money Funds, and Bank Deposits Global Cash Balance $99,789,714.53 Quality Opening Balance 291,84617 3104,084,608.58 Oozing Balance Currency 291,816.67 EUR 399,538.09 USD $2,270,100.05 $394,353.34 $3,972,153.79 Accrued Income 30-Day Yield Total Cash, Money Funds, and Bank Deposits 291,848.87 291,816.67 EUR 399,538.09 USD Market Value Currency 291148.87 EUR 399.53819 USD 0.00 0.00 Maned leered Total EURO °PAN MOIL 0.00 0.00 Page 10021 Account Number: ItaNdtwolles Go paperless ets (very Von Slate 2007 SOLTHERM DAL OAR RA TED COMMUMCATIONS CONFIDENTIAL - PURSUANT TO FED. R CRIM, P. 6(e) F I DENTIA rxesurtraer •Trolitatrea=04tieen MIN•0 /aim 'AC ram.. 011014. Wet NM SDNY_GM_00045677 OB-SDNY-0008501 EFIA_00156286 EFTA01288649

Portfolio Holdings (continued) Onowe Rant Pn.a. %Wain Paptagenalt Mats Coorage6,o‘P Dettsor4 8** Sew `ac. Mrs wart In Pan An~. tutu *xi nv Cog Basis Market Value Statement Period: 06/01/2014 • 06/30/2014 Unrealized Accrued Egimated Gain, Loss Interest Annual Income Total Portfolio Holdings - U.S. DOLLARS 199,789,714.53 S104,484,144.67 $2,270,100.05 $394,353.34 53,972,153.79 Footnotes ' Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') (incorporating amendments enacted by P.L.110-343, the Emergency Economic Stabilization Act of 2O08) and are, therefore, considered " noncovered.' under the new cost basis reporting rules, and marked or denoted as such. All other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their 'applicable date4s1 at which they are subject to the cost basis reporting rules and the adjusted basis coil be reported to the IRS on form 1099-8 for the applicable lax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as follows: • Stock in a corporation acquired on or after January 1.2011 • Mutual funds and dividend reinvestment plan (ORP) shares acquired on or after January 1, 2012 • Other securities, principally debt securties and options, acquired on or after January 1, 2O14, or later, as determined by the Secretary of the Treasury. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed lo be reliable. In the event, one or more of these attrbutes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds. foreign bonds, variable rates, bonds in default, index-linked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. 7 The cost basis of this security has been provided to us by you or your introducing firm and Pershing makes no representation as to the accuracy of this infonnabon. Unrealized gains and losses are not reported for securities for which cost basis or market value is not available. 6 The Current Face value represents the outstanding principal balance of the underlying security. The Current Face value is determined by multiplying the current factor times the original face amount of the security. Factors may change over time and are obtained from sources we believe to be reliable. 12 Pershing has received updated cost basis information, therefore cost basis provided on previous cent brokerage statements may differ from the new cost basis reported in this section. 13 The cost basis of this security has been provided to us by the delivering &m or transferring agent and Pershing makes no representation as to the accuracy of this information. Holdings Summary by Currency &chap-Traded Qum/ Cash Fixed Inane Equities Funds Total by Currency U.S. DOLLARS 28.725.102 33,117.226 39.280.677 2.961.600 104.084.606 6W EURO 29t.846 0 0 0 291.846 EUR Total USD Equivalent 29.124,840 33.117,228 39,280.071 2,901,600 104,484,144 USD % of Allocation 27.87% 31.70% 37.80% 2.83% 100.00% 01,7 66 2CS F 10 OBAN 'LOLL Account Number SOUTHERN CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Page 11 021 Go PaPeriess FIDAnSITIAL Rata. tacollera Ever/ Van Siva 2'007 DAL BAR RAVED COMMUNICATIONS rxenurnaer SDNY_GM_00046678 DB-SDNY-0008502 EFTA_OO156287 EFTA01288650

Schedule of Realized Gains and Losses Current Period DIspositioft Acquisition Disposition Date Date Transadion Description Quantity Cod Basis Proceeds Realized Gain! Loss) Disallowance Short Term 06123111 12113113' FFP WASHINGTON MUT IA TG S 004-RA2 it TG PASSThRU CIF CL C- B-1 VAR RATE 6.974% 07125133 Security Identifier 939336520 Original Cost Basis: 20,133.98 06125)14 12)13113' WO COUNTRYWIDE HOME LOA 1 CL 81 4.090% 03125/33 EVE D TD 01130103 Security Identifier 12889DYSI Original Cost Basis: 11.526.67 1,290,000.000 4.500.000.000 20,133.98 11.52667 26,312 52 12,344.30 6,178.54 817.83 Total Short Term 631,660.65 $38,656.82 98,996.17 Total Short Term and Long Term $31,660.65 $38,656.82 $6,996.17 • Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended (IIRC') (incorporating amendments enacted by P.L.110.343, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered "noncovered' under the new cost basis reporting rules, and marked or denoted as such. Al other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their Papplicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis will be reported to the IRS on form 1099-8 for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as follows: • Stock in a corporation acquired on or after January 1. 2011 • Mutual funds and dividend reinvestment plan (DRP) shares acquired on or after January 1, 2012 • Other securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. This Schedule may not reflect all cost basis adjustments necessary for tax reporting purposes, especially for noncovered securities. Adjustments to cost basis may have been made for prior income received and subsequently reclassified by the issuer as a return of capital. In addition, corporate action events may require adjustments to your original cost basis. Return of capital information and cost basis information, as it relates to corporate actions. has been obtained from sources we believe to be reliable. Adjustments to cost basis can be made after year-end, in particular, for retum of capital adjustments, but may also include adjustments for corporate action events. Therefore there may be differences in cost basis reflected on your monthly client brokerage statement at year end versus any subsequent reports, including your 1099.8 or online displays you may have available to you. When you report your cost basis on your tax return, it should be verified using all of your own records. In particular, there may be other adjustments which you need to make. but are not required to be made by Pershing as it relates to H.R. 1424. You should consult with your tax advisor in order to property report your gain or loss for tax purposes. Pershing shall not be responsible for and makes no representations or warranties with respect to the accuracy of any information that you report to the IRS or other taxing authorities, and, accordingly, disclaims any and all liability that may arise with respect to your use and reliance on the information provided herein for such reporting. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or more of these attributes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds, foreign bonds, variable rates, bonds in default, index-inked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. Please refer to the Your Account Information Section n your brokerage account statement for your account's existing taxrd disposition method. The disposition method is the method which you have selected to use in the disposal of each tax lot of the securities held in your account. If you do not select a method, your account will be defaulted to First In. First Out (FIFO). Your account's selected tax lot method wil be used to determine the cost basis for calculating gain and/or loss, unless another method was selected at the time of the security disposal, and this may be reported on the IRS Form 1099-8. Page 12 of 21 Account Number ()PAN Mel Go paperless S13 L THERA tketi LLC. F I DAENTIAL N CONFIDENTIAL — PURSUANT TO FED. R CRIIVI P. 6(e) Rated tacelkini L very Vs.. Since 2007 DAUM. RATED COMMUMCATIONS rxenurraer Cr s...."—ro=s.. - - •"•=r• SDNY_GM_00046679 OB-SDNY-0008503 EFTA_00156288 EFTA01288651

PO cal I7/6. Etat mom MD 21200 Dean Una Pr.. rhainmanagenan Minim (wear 6,0‘P Otrisch• Sank starts at. Mow let HS Pert Mow" nth lbw a ir( IOIM M essa M es Federal Deposit Insurance Corporation (FDIC)-Insured Bank Deposits are not protected by Securities Investor Protection Corporation.(SIPC). Statement Period: 0610112/14 • 0613012014 For disclosure of rates for DWS money market funds. please visit the DWS Investments website at https://vnvw.dws-investments.cornrENIproducts/money-rnarket4unds-yields.jsp. Please note that all money market funds listed on the website may not be offered through us. Although a money market mutual fund seeks to preserve the value of your investment at $1 per share, it is possible to lose money by investing in a money market mutual fund. Shares of a money market mutual fund or the balance of a bank deposit product held in your brokerage account may be liquidated upon request with the proceeds credited to your brokerage account. Please see the money market mutual fund's prospectus or the bank deposit product's disclosure document or contact your advisor for additional information. Please note that the following language supersedes previous versions of our disclosure, Pershing's Impartial Lottery Process' Partial Calls: Pershing's Impartial Lottery Process: Partial Calls When a security is subject to a partial redemption, pursuant to New York Stock Exchange (NYSE) Rule 402.30, which has been scomorated into the FINRA Consolidated Rulebook, Pershing must have procedures in place that are designed to treat clients fairly in accordance with an impartial lottery processAblien an issuer initiates a partial call of securities, the depository holding such securities (typically, the Depository Trust Clearing and Corporation, or DTCC) conducts an impartial, computerized lottery using an incremental random number technique to determine the allocation of called securities to participants for which it holds securities on deposit (including Pershing). Because °ICUs lottery is random and impartial, participants may or may not receive an allocation of securities selected for redemption. When Pershing is notified that it received an allocation of called securities, Pershing conducts a similar, computer-generated random lottery. The lottery determines the accounts that will be selected and the number of securities in the account that will be redeemed. Allocations are based on the number of trading units held in the account. The probability of any trading unit held by an account being selected as called in a partial call is proportional to the total number of trading units held through Pershing. Once the lottery is complete. Pershing notifies introducing broker-dealers whose introduced accounts have received an alocation. Securities registered in the client's name. either in transit or held in custody. are excluded from the Pershing lottery process. Pershing initiates the lottery process by identifying the accounts holding the called security. the total par valve of the called secunlies held, and the trading unit of the security. Example (unit of trade = $25,000): Client Account: Par Value: $100,000; Number of Trading Units: 4 Client Account: Par Value: $75,000; Number of Trading Units: 3 Client Account: Par Value: $150,000; Nunter of Trading Units: 6 Client Account: Par Value: $50,000; Number of Trading Units: 2 Client Account: Par Value: $25.000: Number of Trading Units: 1 Client Account: ; Par Value: $25,000; Number of Trading Units: 1 out Volt Account Num ber Go paperless SOL Ckk CONFIDENTIAL - PURSUANT TO FED. R ORIN1 P 6(e) THERA L . F I DAENTIAL Page 13 of 21 Rated [nation., Lyon. Vem since 2007 DAL BAR RATED 00MMUNICATOONS rxentrmer SDNY_GM_00045680 OB-SDNY-0008504 EFTA_00156289 EFTA01288652

M essa L es (continued) Client Account: . Par Value: $75,000, Number of Trading Units: 3 In brief, the allocation process involves the following steps: > The number of trading units held in each account is identified. > A sequential number is assigned to each trading unit (e.g., account would be assigned six numbers). > A random number is generated that will result in one of these trading units being the first unit in the selection process. > Thereafter, the trading units participating in the allocation are based on an incremental random number technique until the number of trading units allocated to Pershing is exhausted. Additional Information The allocation of called securities is not made on a pro-rata basis. Therefore, it is possible that a client may receive a lull or partial redemption of shares held. Conversely, it is also possible that a client may not have any securities selected for redemption at all. When a partial cal is deemed favorable to the holders of the called security, Pershing will exclude certain accounts from the lottery. Excluded accounts will include Pershing's proprietary and employee accounts, as well as proprietary and employee accounts of introducing broker-dealers (if Pershing carries and clears those accounts) No allocation will be made to these proprietary and employee accounts until all other client positions at Pershing in such securities have been called. When a partial call is deemed unfavorable to holders of the called security, Pershing will not exclude any accounts from the lottery. If the partial call is made at a price above the current market price as captured in Pershing's price reporting system, Pershing will generally categorize the partial cal as one that is favorable to the holders of such security. If the partial call is made at a price that is equal to or below the current market price of the security as captured in Pershing's price reporting system, Pershing will generally categorize that call as one that is unfavorable to holders of the security. Clients have the right to withdraw uncalled. fully paid securities from Pershing at any time prior to the cutoff date and time established by the issuer, transfer agent and/or depository with respect to the partial cal. Clients also have the right to withdraw excess margin securities, provided that the client account is nor subject to restriction under Regulation T or that such withdrawal wil not cause an under-margined condition. Page 14 of 21 Account Number: Go paperless twin, Vent ." 4 2007 Ofint, DAL BAR RATED COMMUNOLTIONS CONFIDENTIAL - PURSUANT TO FED. R CRINA, P. 6706THERNCONFI DENTIA exciturraer Male. WI mast ova we.. se SDNY_GM_00045681 O13-SDNY-0008505 EFTA_00 156290 EFTA01288653

PO Sc. I 776. Bat more MD 21203 Goosoo Poo Pon,, weabx iaxygenox Mao Coon,. 6,o4, Deslini• Sat %twos %lc Mr. wan auk. Na no Ammo. Mui 'Poo Activity Sum m ary (AU amounts shown are in base currency) Statement Period: 0610112014 • 06/3012014 Credits This Period Year-to-Date Debits This Period Year-to-Date Securities Securities Secunhes Bought 0 00 0 00 Secunties Bought -9,076.406.00 19 214.895 09 Secunties Sold 0 00 17 267 500 04 Securities Sold 0 00 0 00 Total Securities $0.00 $17,267,500.04 Total Securities .19,076,406.00 ,119,214,895.09 Dividends and Interest $278,264.55 $1,509,753.71 Dividends and Interest $0.00 -$93,807.51 Distributions $36,841.51 $914,546.84 Distributions $0.00 $0.00 Fees 10.00 $0.00 Fees $0.00 -$36.00 Cash Cash Withdrawals 0 00 0 00 Withdrawals 0 00 .888 245 00 Deposits 0.00 10.824.149 65 Deposits 000 0 00 Total Cash $0.00 $10,824,149.65 Total Cash $0.00 -$888,245.00 FDIC Insured Bank Deposits $0.00 137,488,437.18 FDIC Insured Bank Deposits $0.00 .$19,304,164.85 Money Market Funds $0,967,550.13 $8,957,559.13 Money Market Funds -$417,461.07 .$3702,01.43 Total Credits $9,272,665.19 $76,959,946.55 Total Debits -$9,493,867.07 -$77,184,409.88 Transactions by Type of Activity Process/ Trader Settlement Transaction Date Date Activity Type Description Quantity Price Aorned Interest Amount Currency Securities Bought and Sold 06/12/14 STOCK SPLIT RECEIVED 2000 SI- RS APPLE INC COM RD 06102 PD 06112114 12.000 000 0.00 LSO AAPL 06/18/14 SECURITY CALLED OTY 1,060,000 V.RVICEM ASTER CO SR NT • CUSP FULLY 000 L9:1 81/60NAN9 EXCHANGED KIM OLD CUSP 81760NAL3 8.000% 02115120 WE DTD 02113112 CLB CALLED BY LOTTERY 06130114 06125114 PURCHASED BANK OF NEW YORK MELLON CORP COM UNSOL AVERAGE 250.000 000 36.2556 -9.076.406 00 L SO BK UNIT PRICE TRANSACTION YOUR BROKER ACTED AS AGENT Total Securities Bought and Sold - UNITED STATES DOLLAR 0.00 -9,076,406.00 °PAP ROLL Account Number Cio paperless SOL THERA CNO LLC. F I DAENTIA L_ CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Page 15021 Rated 1...colionfi (von* Vs. Since 2007 DALBAR RATED OOMMUNKATIONS rxmoter SDNCGM_00045682 DB-SDNY-0008506 EFTA_00156291 EFTA01288654

Transactions by Type of Activity (continued) Process/ Trade/ Settlement Transaction Date Date Adivit T pe Dividends and Interest 06116/14 FOREIGN BOND INTEREST G54338868 Desai ion Quan Price Accrued Interest 06116114 80ND INTEREST RECEIVED 369622%6 06/25/14 80AD INTEREST RECEIVED 12669DY51 06/25114 BOND INTEREST RECEIVED 939336520 06/26/14 CASH DIVIDEND RECEIVED GM 06/27/14 FOREIGN BOND INTEREST 539439A64 06/27/14 06/30/14 06/30/14 CASH DIVIDEND RECEIVED OXJ MONEY MARKET FUND INCOME RECEIVED 233993682 FOREIGN SECURITY DIVIDEND RECEIVED RBS PRT 1200000 LBG CAPITAL NO 1 PLC 144A ISIN#XSO473106283 8.000% 09/15/88 REG OTD 12115109 RO 06/13 PD 06/16/11 2000000 GENERAL ELEC CAP CORP NON CUM FPO SER A 7.125% 06112162 B/E OTD 06112112 CLB RD 05/30 PO 08115114 4500000 COUNTRYWIDE HOME LOANS SER 03.1 CL DI 4890% 03/25133 B/E OTD 01/30/03 RD 05/30 PD 06125114 1290000 WASHINGTON MLT MTG SECS CORP 2004-RA2 MTG PASSTFR6 CTF CI. C-B-1 VAR RATE 6.974% 07125/33 DIE DTO 06101104 RD 05130 PD 06125/14 97525 SF RS GENERAL M TRS CO COM RD 06/10 PD 06126114 1903000 LLOYDS BANKING GROUP PLC MI RATE RESET ADDL TIER 1 SECS 151111 US539439AG42 7.500% 09/27/68 EVE DID 04107114 CLB RD 06/12 PD 06/27/14 60000 SF RS WISDOM TREE TR JAPAN F EDGED EQUITY FD RD 06125 PD 06/27/14 DWSGOVT CASH INSTL 120000 SF RS ROYAL BANK SCOTLAND GROUP PLC SPON ADRREPSTG SERTPOFSHSCOUPON 7.25% PERPETUAL MATURITY CALL@ 25 05/11/11 RD 06113 PD 06/30/14 Amount Curren 18,000 00 LSD 71.250.00 LSD 5,215.33 LSO 4,776 32 LSD 29.257.50 LSD 31.716.67 LSO 32,755.20 LSO 918.53 LSD 54.375.00 LSD Total Dividends and Interest • UNITED STATES DOLLAR Distributions 06/25/14 06/25114 RETURN OF PRINCIPAL RECEIVED 12669DYS1 RETURN OF PRINCIPAL RECEIVED 939336520 4500000 COUNTRYWIDE HOME LOANS SER 03.1 CL 81 4.090% 03125133 B/E OTD 01130/03 RD 05130 PO 06125/14 1290000 WASHINGTON MLTMTG SECS CORP 2004-RA2 MTG PASSTFRL CTF C-B-1 VAR RATE 6.974% 07125/33 8/E DTO 06101/04 RD 05/30 PD 06125/14 0.00 276,264.65 12,344 30 LSO 24,497.21 LSD Total Distributions • UNITED STATES DOLLAR Money Market Funds 06/02/14 MONEY FUND PURCHASE US0999997 06117/14 MONEY FUND PURCHASE USD999997 1,.:.o97C(COSF,C,:.7 OBAB ROI t CN LLC. FIDESMAL ON CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) SOUTHERN DWSGOVT CASH INSTL DWSGOVT CASH INSTL 0.00 36,84111 •221.20188 LSD -119,25000 LSD Page16 of 21 Account Number. Go paperless Rated [mama. ra Event Vs. Since 2.007 DALBAR RAT ED COMMUNCA TiONS I mita I Ha' SDNY_GM_00045683 DB-SDNY-0008507 EFTA_00 156292 EFTA01288655

PC Poi MO 0.0 000:1,10 212Y3 °microRana Pn.PPVIpath&trageng0t Pdwals CooePee 00M , Des0,O4 lank Se0onei lire Von Hann Annus, 160. I ter n n er 100.4 Transactions by Type of Activity (continued) Process/ Trade/ Settlement Transaction Date Date Activity Type Description Quantity Statement Period: 06/0112014 • 06/30/2014 Price Accrued Interest Amount Currency Money Market Funds (continued) 06126/14 MONEY PAD PIACFASE DWSGOVT CASE INSTL 46.833.16 LSO USD999997 08127114 MONEY FUND PURCHASE DWSGOVT CASH INSTL 49,257.60 USD USD999997 06130/11 MONEY FUND REDEMPTION DWSGOVT CASH INSTL 8.957.559.13 USD USD999997 06130/14 MONEY MARKET FUND DWSGOVT CASH INSTL INCOME ReNVESTED .918.53 USD REINVESTMENT 233993681 Total Money Market Funds • UNITED STATES DOLLAR 0.00 8,540,098.06 Total Value of Transactions 0.00 ,221,201.88 USD The price and quantity displayed may have been rounded. Cash Not Yet Received Security Record Date Payable Date Quantity Held Rate Dividend Option Amount of Payment Dividends GENERAL ELECTRIC CO COM 06123/1/ 07/15/14 23.000 COO 0 220000 Cash 5.060.00 Total Cads Not Yet Received ORM. RQtt Account Numbers Go paperless so TH ERN Ceti LLC. F I DAENTIAL CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) 85,080.00 Page IT of 11 Itatedi torollenti Lowy Year Sinop 2007 DAL BAR RATED COMMUNICATIONS rxenutraer •= 2/.741:='="1= SDNY_GA4_00045684 DB-SDNY-0008508 EFTA_00 156293 EFTA01288656

Bond Maturity Schedule Bond Maturity Market Vale % of Bond Market Value I to 6 months 5,467,600.00 17% CI I to 5 years 4.421,250 00 13% CI 6 to 10 years 8.062.100 00 24% FM Over 10 years 15.166.276.48 46% ILI Total 33,117,226.1e 100% Bond Quality Bond Quality Market Valle % of Bond Market Value BAA 5,615,400.00 17% BArLower 21,102,208.10 64% I i hot Rated 6.399.618.08 IS% Ile Total 33,117,220.48 100% Called Bonds Call Date SecurNy Desalptict 0711612014 sfiviCEsiasiEn CO SR NT • CUSP FULLY EXCHANGED FROM OLD CUSIP 81760NAL3 8.000% 02115120 DIE DTO 02113112 Publication Date: 0811712014 Client Service Information Percentages of bond market values are rounded to the nearest whole percentage. Percentages of bond market values are rounded to the nearest whole percentage. eipible Called Call Type Redemption QuaetNy Ninth, Price of Call Proceeds 2,500,000 000 1,060,000.000 108.0000 Partial 1,144,800.00 Your Client Advisor: TDS TA/IA SMITH 345 PARK AVENUE 14TH FLOOR NEW YORK NY 10151 Your Account Information Contact Information Telephone Number: Tax Lot Default Disposition Method Default Method for Mutual Funds: FIRST IN FIRST OUT Default Method for Stoda In a Dividend Reinvestment Plan: Default Method for all Other Securities: FIRST IN FIRST OUT Electronic Delivery You have not selected any account corn m unications for electronic delivery. To register and turn off paper comm unications, log in to your account or contact your Client Advisor for more 'Morn akin. FIRST IN FIRST OUT Account Number Ott.7 got Go paperless THERA tto N nc. F I nnTIAL CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) Page II 021 Rated tscollenti L very year Since 2007 CALMAR RATED COMMUNICATIONS rxcournaer wain/ remist .00a. raVOS. NOC SDNY_GM_00045685 OB-SDNY-0008509 EFrA_00156294 EFTA01288657

Important Information and Disclosures Pricing This section includes the net market value of the securities in your account on a settlement date basis, including short positions, at the close of the statement period. The market prices have been obtained from sources which we believe to be rekable. Pershing may not use the dosing price of the particular exchange or marketplace where your position was purchased as the 'Market Price.' Securities for which a price is not available are marked - N/As" and are omitted from the Total. THE AS OF PRICE DATE ONLY APPEARS WHEN THE PRICE DATE DOES NOT EQUAL THE STATEMENT DATE. Estimated Annual Figures The estimated annual income (EAI) and estimated annual yield (EAY) figures are estimates and for informational purposes only. These figures are not considered to be a forecast or guarantee of future resuks. These figures are computed using information from providers believed to be reliable; however, no assurance can be made as to the accuracy. Since interest and dividend rates are subject to change at any time, and may be affected by current and future economic, political, and business conditions. they should not be relied on for making investment, trading, or tax decisions. These figures assume that the position quantities, interest and dividend rates, and prices remain constant A capital gain or return of principal may be included in the figures for certain securities. thereby overstating them. Refer to mwr.pershing.ccevtusiness_continuity.Mrrl for specific details as to formulas used to calculate the figures. Accrued interest represents interest earned but not yet received. Reinvestment The dollar amount of Mutual Fund distributions, Money Market Fund dividend income, Bank Deposit interest income, or dividends for other securities shown on your statement may have been reinvested. You wil not receive confirmation of these reinvestments. Upon written request to your financial institution, information pertaining to these transactions, including the time of execution and the name of the person from whom your security was purchased. may be obtained. In dividend reinvestment transactions, Pershing acts as your agent and receives payment for order flow. Options Information with respect to commissions and other charges incurred in connection with the execution of option transactions has been included in confirmations previously furnished to you. A summary of this information is available to you promptly upon your written request directed to your introducing firm. In order to assist your introducing firm in maintaining current background and financial intonation concerning your option accounts, please promptly advise them in writing of any material change in your investment objectives or financial situation. Expiring options which are valuable are exercised automatically pursuant to the exercise by exception procedure of the Options Clearing Corporation. Additional information regarding this procedure is available upon written request to your introducing firm. Proxy Vote Securities not fully paid for in your margin account may be lent by Pershing to itself our others in accordance with the terms outlined in the Margin Agreement. The right to vote your shares held on margin may be reduced by the amount of shares on loan. The Proxy Voting Instruction Form sent to you may reflect a smaller number of shares entitled to vote than the number of shares in your margin account. Foreign Currency Transactions Pershing may execute foreign currency transactions as principal for your account Pershing may automatically convert foreign currency to or from U.S. dollars for dividends and similar corporate action transactions unless you instruct your financial organization otherwise. Pershing's currency conversion rate will not exceed the highest interbank conversion rate identified from customary banking sources on the conversion date or the prior business day, increased by up to 1%, unless a particular rate is required by applicable law. Your financial organization may also increase the currency conversion rate. This conversion rate may differ from rates in effect on the date you executed a transaction, incurred a charge. or received a credit. Transactions converted by agents (such as depositories) will be billed at the rates such agents use. Ratings This statement may contain credit rating information obtained from Standard & Poor's. Reproducing and distributing any information received from Standard & Poor's is not permitted without prior written authorization from Standard & Poor's. Standard & Poor's does not guarantee the accuracy, completeness, timeliness or availability of any information. Standard & Pools is not responsible for any errors or missions, regardless of the cause, or for the results of using such content. Standard & Poor's makes no express or implied warranties including warranties of merchantability or fitness for a particular purpose. Standard & Pools shall not be legally responsible for any fees, costs, expenses or losses in connection with the use of their content Credit ratings are opinions and not statements of facts; are not recorrrnendations to purchase, hold or sell securities; and do not address suitability for investment purpose. Credit ratings should not be relied upon as investment advice. Cash Not Yet Received Assets shown here are not reflected in your account. This information has been received from sources we believe to be reliable. Pershing does not guarantee the accuracy of the information. OPII14,t NM{ . ,,., ,n *tall n manale-wd Marais Coon,. 00t,p IXMuM Sank Smote 4%. Notarri 011ar SO Pia Asa. leek 000 Wow** NY 1OIW Statement Period: 0610112/14 06/3012114 Page1902f Account Num ber Rated twanonli ORA,' YOlk ',soy Van Late ZOO7 Paperless *, DAUM', RATED COMPALIMICATDONS CONFIDENTIAL - PURSUANT TO FED. R CRINI. P. 670LTHERNUO F I DAEN11/k rxciurtraer eart irrii===' vain/ 0.3 manila. /IOWA WON. MK SDNY_GM_00045686 O13-SDNY-0008510 EFEk_OO156295 EFTA01288658

Important Information and Disclosures (continued) Bond Maturity Schedule Bonds that are in default are not induced. Bond Quality Bond quality ratings reflect Moody's or Standard and Pools ratings. Bonds may be rated by other services. Bonds that are in default are not included. Please refer to your Portfolio Holdings section. Callable Bonds Pershing LLC receives the called bond information from several information sources which Pershing believes are reliable. Pershing does not guarantee the accuracy of the information. For callable options that are available to you please contact your Client Advisor. The Role of Pershing • Pershing carries your account as clearing broker pursuant to a clearing agreement wilt your financial institution. Pershing may accept from your financial institution without inquiry or investigation (it orders for the purchase and sale of securities and other property and (6) any other instructions concerning your account. Pershing is not responsible or fable for any acts or omissions of your financial institution or its employees and it does not supervise them. Pershing provides no investment advice nor does it assess the suitability of any transaction or order. Pershing acts as the agent of your financial institution and you agree that you will not hold Pershing or any person controlling or under common control with it liable for any investment losses incurred by you. • Pershing performs several key functions at the direction of your financial institution. It acts as custodian for funds and securities you may deposit with it directly or through your financial institution or that it receives as the result of securities transactions it processes. • Your financial institution is responsible for adherence to the securities laws, regulations and rules which apply to it regarding its own operations and the supervision of your account, its sales representatives and other personnel. Your financial institution is also responsible for approving the opening of accounts and obtaining account documents; the acceptance and, in certain instances, execution of securities orders; the assessment of the suitability of those transactions, where applicable, the rendering of investment advice, if any, to you and in general, for the ongoing relationship that it has with you. • Inquiries concerning the positions and balances in your account may be directed to the Pershing Customer Service Department at (201) 413-3333. Al other inquiries regarding your account or activity should be directed to your financial institution. Your financial organization's contact information can be found on the first page of this statement • For a description of other functions performed by Pershing please consult the Disclosure Statement provided to you upon the opening of your account. This notice is not meant as a definitive enumeration of every possible circumstance, but as a general disclosure. If you have any questions regarding this notice or if you would like additional copies of the Disclosure Statement. please contact your financial institution. • Pershing is a member of the Securities Investor Protection Corporation (SIPC`). Please note that SIPC does not protect against loss due to market fluctuation. In addition to SIPC protection, Pershing provides coverage in excess of SIPC limits. For more detailed information please visit: wwwpershing.conestrength_stability.html. • This statement will be deemed conclusive. You are advised to report any inaccuracy or discrepancy (including unauthorized trading), to your financial organization and Pershing, within ten days after receipt of this statement. Please be advised that any oral communication should be re-confirmed in writing to further protect your rights, including your rights under the Securities Investor Protection Act. • Your financial organization's contact information can be found on the first page of this statement. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City. New Jersey 07399; . Errors and Omissions excepted. Important Arbitration Disclosures • All parties to this agreement are giving up the right to sue each other n court. including the right to a trial by jury. except as provided by the rules of the arbitration forum in which a claim is filed. • Arbitration awards are generally final and binding; a party's ability to have a court reverse or modify an arbitration award is very limited. • The ability of the parties to obtain documents, witness statements and ether discovery is generally more limited in arbitration than in court proceedings. • The arbitrators do not have to explain the reason(s) for their award, unless, in an eligible case, a jest request for an explained decision has been submitted by all parties to the panel at least 20 days prior to the first scheduled hearing date. • The panel of arbitrators %WI typically include a mMordy of arbitrators who were or are affiliated with the securities industry. • The rules of some arbitration forums may impose time limits for bringing a clam in arbitration. In some cases, a claim that is ineligible for arbitration may be brought in court. • The rules of the arbitration forum in which the claim is filed, and any amendments thereto, shall be incorporated into this agreement. Important Arbitration Agreement Any controversy between you and Pershing LLC shall be submitted to arbitration before the Financial Industry Regulatory Authority. No person shall bring a putative or certified class action to arbitration, nor seek to enforce any predispute arbitration agreement against any person who has initiated in court a putative class action, who is a member of a putative class who has not opted out of the class with respect to any claims encompassed by the putative class action unit, (I) the class certification is denied; (II) the class is decertified; or (III) the client is excluded from the class by the court. Such forbearance to enforce an agreement to arbitrate shall not constitute a waiver of any rights under this agreement except to the extent stated herein. The laws of the State of New York govern. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City, New Jersey 07399; Page 20 of 21 Account Number: ItaiNdtfloMM GO paper leSS I t ) typify Vo• • Slate 2007 OPAL, Mel SOL THERM - F I DrErriAL DAL OAR it^ T ED COMMUNICATIOKS CONFIDENTIAL — PURSUANT TO FED. R P. 6(e) rxesurtraer reset. •••••••• rent MC SDNY_GM_00045687 OB-SDNY-0008511 EFIA_00156296 EFTA01288659

TRANSACTIONS • ALL ORDERS AND TRANSACTIONS SHALL BE SOLELY FOR YOUR ACCOUNT AND RISK SHALL BE SUBJECT TO THE CONSTITUTION. RULES. REGULATIONS. CUSTOMS. LMAGPS. RULINGS AND INTERPRETATIONS OF THE EXCHANGE OR MARKET AND THE CLEARING FACILITY, IF ANY. WHERE THE TRANSACTIONS ARE EXECUTED AND/OR SETTLED. OR IF APPLICABLE. OF THE FINANCIAL INDUSTRY REGULATORY AUTHORITY AND TO ALL APPLICABLE LAWS AND REGULATIONS. • TITLE TO SECURITIES SOLD TO YOU. WHERE PERSHING HAS ACTED AS PRINCIPAL. SHALL REMAIN WITH PERSHING UNTIL THE ENTIRE PURCHASE PRICE IS RECEIVED OR UNTIL THE SETTLEMENT DATE. WHICHEVER IS LATER. • YOU MAY HAVE RECEIVED CONFIRMATIONS FOR TRANSACTIONS WHICH DO NOT APPEAR ON YOUR STATEMENT. IF SO. THE TRANSACTIONS WILL APPEAR ON YOUR NEXT PERIODIC STATEMENT. SUCH TRANSACTIONS MUST BE CONSIDERED BY YOU WHEN COMPUTING THE VALUE OF YOUR ACCOUNT. THIS IS ESPECIALLY TRUE IF YOU HAVE WRITTEN OPTIONS WHICH HAVE BEEN EXERCISED. FREE CREDIT BALANCES: ANY FREE CREDIT BALANCE CARRIED FOR YOUR ACCOUNT REPRESENTS FUNDS PAYABLE UPON DEMAND WHICH. ALTHOUGH PROPERLY ACCOUNTED FOR ON PERSHING'S BOOKS OF RECORD. ARE NOT SEGREGATED AND MAY BE USED IN THE CONDUCT OF ITS BUSINESS. DEBIT BALANCES: INTEREST CHARGED ON DEBIT BALANCES IN YOUR ACCOUNT APPEARS ON THE STATEMENT. THE RATE OF INTEREST AND PERIOD COVERED ARE INDICATED. THE RATE MAY CHANGE FROM TIME TO TIME DUE TO FLUCTUATIONS IN MONEY RATES OR OTHER REASONS. INTEREST IS COMPUTED AS DESCRIBED IN MATERIAL PREVIOUSLY FURNISHED TO YOU. PLEASE CONTACT YOUR FINANCIAL INSTITUTION I: YOU DESIRE ADDITIONAL COPIES. MARGIN INFORMATION: IF YOU MAINTAIN A MARGIN ACCOUNT, THIS IS A COMBINED STATEMENT Cf YOUR GENERAL ACCOUNT AND A SPECIAL MEMORANDUM ACCOUNT MAINTAINED FOR YOU UNDER REGULATION T OF THE BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM. THE PERMANENT RECORD OF THE SEPARATE ACCOUNT AS REQUIRED BY REGULATION T IS AVAILABLE FOR YOUR INSPECTION UPON REQUEST. TAX INFORMATION • AFTER YEAR END. PERSHING IS REQUIRED TO PROVIDE TAX INFORMATION TO THE INTERNAL REVENUE SERVICE AND OTHER GOVERNMENTAL AUTHORITIES. AT THAT TIME PERSHING WILL PROVIDE THAT INFORMATION ON THE ANNUAL TAX INFORMATION STATEMENT TO YOU: USE THAT STATEMENT TO PREPARE YOUR TAX FILINGS. THE TAX STATEMENT ALSO INCLUDES OTHER USEFUL INFORMATION TO ASSIST IN ACCUMULATING THE DATA TO PREPARE YCUR TAX RETURNS. • DIVIDENDS. INTEREST AND OTHER DISTRIBUTIONS SHOWN ON THIS STATEMENT WERE CLASSIFIED AS TAXABLE OR NONTAXABLE BASED ON CERTAIN INFORMATION KNOWN AS OF TIM DISTRIBUTION DATE. THIS CLASSIFICATION IS SUBJECT TO CHANGE AND IS SOLELY INTENDED FOR USE AS GENERAL INFORMATION. • PERSHING COES NOT PROVIDE TAX. INVESTMENT OR LEGAL ADVISORY SERVICES AND NO ONE ASSOCIATED WITH PERSHING IS AUTHORIZED TO RENDER SUCH ADVICE. DO NOT RELY UPON ANY SUCH ADVICE, IF GWEN. INVESTORS ARE ENCOURAGED TO CONSULT THEIR TM ADVISORS TO DETERMINE THE APPROPRIATE TAX TREATMENT OF THEIR BUSINESS. GENERAL. INFORMATION • WHENEVER YOU ARE INDEBTED TO PERSHING LLC (PERSHING') FOR ANY AMOUNT. ALL SECURITIES HELD BY IT FOR YOU IN ANY ACCOUNT IN WHICH YOU HAVE ANY INTEREST SHALL SECURE ALL YOUR LIABILITIES TO PERSHING. AND PERSHING MAY IN ITS DISCRETION AT ANY TIME, WITHOUT TENDER, DEMAND OR NOTICE TO YOU. CLOSE CR REDUCE ANY OR ALL OF YOUR ACCOUNTS BY PUBLIC CR PRIVATE SALE OR PURCHASE OR BOTH OF ALL OR ANY SECURITIES CARRIED IN SUCH ACCOUNTS: ANY BALANCE REMAIMNG DUE PERSHING TO BE PROMPTLY PAID BY YOU. • WHENEVER YOU ARE INDEBTED TO PERSHING FOR ANY AMOUNT. ALL SECURITIES CARRIED FOR YOUR ACCOUNT ARE OR MAY BE, WITHOUT FURTHER NOTICE TO YOU, LOANED OR PLEDGED BY PERSHING. EITHER SEPARATELY OR UNDER CIRCUMSTANCES WHICH WILL PERMIT THE COMMINGLING THEREOF. WITH OTHER SECURITIES FOR ANY AMOUNT LESS THAN. EQUAL TO OR GREATER THAN YOUR LIABILITIES TO PERSHING. BUT NOT UNDER CIRCUMSTANCES FOR AN AMOUNT PROHIBITED 8Y LAW. TERMS AND CONDITIONS • PERSHING MAY TRADE FOR ITS OWN ACCOUNT AS A MARKET MAKER. SPECIALIST. ODD LOT DEALER. BLOCK POSMONER ARBITRAGEUR OR INVESTOR. CONSEQUENTLY. AT THE TIME OF ANY TRANSACTION YOU MAY MAKE. PERSHING MAY HAVE A POSITION IN SUCH SECURITIES. WHICH POSITION MAY BE PARTIALLY OR COMPLETELY HEDGED. • IF AVERAGE PRICE TRANSACTION IS INDICATED ON THE FRONT OF THIS STATEMENT YOUR FINANCIAL INSTITUTION OR PERSHING MAY HAVE ACTED AS PRINCIPAL. AGENT OR BOTH. DETAILS AVAILABLE UPON REQUEST. • A FINANCIAL STATEMENT OF PERSHING IS AVAILABLE FOR YOUR PERSONAL INSPECTION AT PERSHINGS OFFICES. A COPY OF I f WILL BE MAILED UPON YOUR WRIT TEN REQUEST OR YOU CAN VIEW IT ONLINE AT WWW.PERSHING.COM. • FOR BUSINESS CONTINUITY AND ADDITIONAL DISCLOSURES: WWN.PERSHING COWBUSINESS_CONTINUITY.HTML • THIS STATEMENT SHOULD BE RETAINED FOR YOUR RECORDS. PAYMENT FOR ORDER FLOW AND ORDER ROUTING POLICIES DISCLOSURES (REGULATION NMS- RULE 607(A)(1)-(2)] PERSHING SENDS CERTAIN EQUITY ORDERS TO EXCHANGES, ELECTRONIC COMMUNICATION NETWORKS. OR BROKER-DEALERS DURING NORMAL BUSINESS HOURS AND DURING EXTENDED TRADING SESSIONS. CERTAIN OF THESE VENUES PROVIDE PAYMENTS TO PERSHING OR CHARGE ACCESS FEES TO PERSHING DEPENDING UPON THE CHARACTERISTICS OF THE ORDER AND ANY SUBSEQUENT EXECUTION. IN ADDITION PERSHING MAY EXECUTE CERTAIN EQUITY ORDERS AS PRINCIPAL. THE DETAILS OF THESE PAYMENTS AND FEES ARE AVAILABLE UPON WRITTEN REQUEST. PERSHNG RECEIVES PAYMENTS FOR DIRECTING LISTED OPTIONS ORDER FLOW TO CERTAIN OPTION EXCHANGES. COMPENSATION IS GENERALLY IN THE FORM OF A PER OPTION CONTRACT CASH PAYMENT. BEST EXECUTION: NOTWITHSTANDING THE PREVIOUS PARAGRAPH REGARDING PAYMENT FOR ORDER FLOW. PERSHING SELECTS CERTAIN MARKET CENTERS TO PROVIDE EXECUTION OF OVER-THE COUNTER AND EXCHANGE.LISTED SECURITIES TRANSACTIONS WHICH AGREE TO ACCEPT ORDERS. TRANSMITTED ELECTRONICALLY UP TO A SPECIFIED SIZE. AND TO EXECUTE THEM AT OR BETTER THAN THE NATIONAL BEST BID OR OFFER (NBBO). ON CERTAIN LARGER ORDERS. OR IF THE DESIGNATED MARKET CENTERS DO NOT MAKE A MARKET IN THE SUBJECT SECURITY. PERSHING DIRECTLY CONTACTS MARKET CENTERS TO OBTAIN AN EXECUTION. THE DESIGNATED MARKET CENTERS TO WHICH ORDERS ARE AUTOMATICALLY ROUTED ARE SELECTED BASED ON THE CONSISTENT HIGH QUALITY OF THEIR EXECUTIONS IN ONE OR MORE MARKET SEGMENTS AND THEIR ABILITY TO PROVIDE OPPORTUNITIES FOR EXECUTIONS AT PRICES SUPERIOR TO THE NBBO. PERSHNG ALSO REGULARLY REVIEWS REPORTS FOR QUALITY OF EXECUTION PURPOSES. IF ANY OF TIE ABOVE TERMS AND CONDITIONS ARE UNACCEPTABLE TO YOU, FI.EASE NOTIFY PEREMFG IMMEDIATELY IN WRITING BY CERTFIED IAML TO ONE PERSHING PLATA. JERSEY CITY. NI OMB Atlit LEGAL DM Page 21 of 21 Account Number: 1)0A0 ROLL Go paperless SOL Cer ONi FID ENT IAL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Tel ERA Rated Axone ni Ivory yea. M Z007 DAL DAR RATEDCOMMUNICATIONS rxciartrier -areL=.,:ter-Verart: SDNY_GM_00045688 DB-SDNY-0008512 EFTA_00 156297 EFTA01288660

PO. Sr 177e, fialerreasID2I203 Oc..atoe w„en PAanair,tat Mwotts 07+v/4ec.a., Dee.nO kn. Sec, M. bet ONIce 11,.m Anne.. ibst Valuation at a Glance Account Number: Statement Period: 05/0112114 - 05/31/2014 This Period Year-to-Date SOUTHERN FINANCIAL LLC Beginning Account Value 6101,580,160.73 $90,573,050.28 6100 RED HOOK QUARTER B3 het Cash Deposits and Withdravids 0 00 9,935,904.65 ST THOMAS VI 00802 Adjusted Previous Account Value 101,580,160.71 100,508,954.03 Dividends. Interest and Other Income 484.804 59 1,642,943.09 et Other Activity 0 00 -36 00 Net Chan in Portfolio 198.577 32 III 780 62 ndirg Acccunt Value 5102.263.642.64 S102.263 642.64 Your Client Advisor: Estimated Annual Incom e 53,783,292.26 TAZA SM 1111 Asset Allocation Prior Year-End Lad Period This Period % Allocation USD Cash, Money Funds. and Bank Depoats USD Fixed Income 18,295,949.71 27,736,972.38 32,900,080.99 26263,141.57 37,486,402.24 25,402,665.78 36.65% 24.84% Nonill SD Fued Income 10.227,309 46 10,325,843.75 7,793,313 75 7.62% USD Equities 30,410,519 65 28,821,198 20 28,313,865 27 27.69%\t1 f Non6 SD Equities 3.137.192 74 2.765.400.00 2.869.200.00 2.81% Non•USD Cash. Money Funds. and Bank Deponts 402,106.31 404,616 22 398,195.60 0.39% Other 363.000.00 0.00 0 00 0.00% Account Total (Pie Chart) 390,573,050.25 3101,580,280.73 3102,283,542.84 100.00% See page 2 of this statement for imports et inforrnaton imparting me Asset Anocatron Notices t)8A0 Rea CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) CONFI D('E)pla isA L 50105042CSF300l6 Pa Chan allocation only includes products that are of positive value. Assets of less than 1% of holdings ell not display on this pa chart. Pate I of 19 Rated excellent, (very Veit Since 2007 DAUM. RATED COMMUNCATIONS rxarturner --.-rirn•wrini.c SDNY_GM_00045689 OB-SDNY-0008513 EFTA_00156298 EFTA01288661

Asset Allocation Disclosure and Footnotes Certain values have been defaulted into the Other Asset Class due to incomplete categorizing data Al values are displayed in U.S. dollars based on interbank exchange rates as of 05/31/2014. Exchange rates can vary. Equities contains Equity Mutual Funds. Summary of Gains and Losses Realized This Period Year-to-Date Unrealized Short-Term Gain/Loss 40,102.93 4,746.07 1 819 419 71 Long-Term Gain/Loss -3.150.389.34 -3.205,971.74 -1,492 771 50 Net Gain/Loss -3,110,286.41 -3,208,717.81 326,648.21 This summary excludes transactions where cost basis information is not available. Exchange Rate Table Global Cash Orrreacy Closing Mount in Currency USD Equivaleat per USD Currency Balance Base Currency USD I ELRO 1.3844 0.7329 I BJRO 291,846.67 398,195.60 Exchange rates are based on ilerbank exchange rates as of 05/31/2014. Exchange rates can vary. Total Global Cash Balance 6398,195.60 Money Market Fund Detail Date Activity Type Desalplim Amount Balms Sweep Money Market Fund MS GOVERNMENT CASH INS11. Account Number:- Curienl Yield 0.03% Activity Ending. 05/30114 05101114 Opening Balance 32,694,294.85 32.694.294.85 05101/14 Deposit !JOKEY ELM) PURCFASE 205,766.14 32,900,060.99 05/05114 Deposit !JOKEY FUND PLIICFASE 1,044,410.37 33,944,471.36 05116/14 Deposit EMT FUND FLRCFASE 240,08629 34,184,557.65 05121/14 Deposit MONEY FUND MCI- ASE 2,632,380.98 36.816.938.63 05127114 Depoit NOti EY FUND FtiRCFASE 391,122.84 37,208,061.47 05/28/14 Deposit MONEYFUND PURCVASE 56,248.60 37,264,310.07 05130/14 Deposit INCOME REINVEST 890.29 37,265,200.36 05130114 Closing Balance 837,265,200.36 Total All Money Market Funds $37,265,200.36 ILBAIL ROIL Account Numbers Go paperless Page 2 of 19 SC L CO LLC. F I DAENTIAL CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) TM ERN N Rated tacelbrell (very Veer SLIALLo 2007 DALSAR RATED COMMUNICATIONS rxenurnser Snowy ise remise IS fl . MC SDNY_GM 00045690 OB-SDNY_0008514 EFTA_00 156299 EFTA01288662

PC. Bcp 1770. Elul mum MD 2120:3 DM'S, Sam Pnnin wean uptagenan Idareeis tonne 6.0u p Otriscn• Sp* Stare" W. Moe MI Ma HS PH Piss. Ith I WM WNW *et NY 10IM Income and Expense Summary Cumin Period Statement Period: 0510112/14 -05/3112814 Year-to•Date Taxable Non Taxable Taxable Non Taxable Dividend income Equities 73,98825 0.00 257,62728 0.00 Money Market 890.29 0.00 1,102.66 0.00 Other Dividends interest Income 81,250.00 0.00 372,500.00 0.00 Bond interest 87,001.13 0.00 422,510.48 0.00 FDIC Insured Bank Deposts 0.00 0.00 2,891.15 0.00 Other Interest 40.625.04 0.00 81.250.08 0.00 Total Dividends, Interest, Income and Expenses $283,752.71 $0.00 61,137,681.85 $0.00 Distributions Alternative inveslm ents 0 00 221,051.88 0.00 505.26144 Other Distributions 0 00 74.734.75 0.00 372.443.89 Total Distributions $0.00 $296,788.83 $0.00 $877,705.36 Portfolio Holdings U.S. DOLLARS Account Opening Date Quantity /lumber Adivity ESN Opening Balance Posing Balance P,caued Income Income Ibis Year 31•Day Yield Cermet Yield Cash, Money Funds, and Bank Deposits Cash Balance 205,766.14 221,201.88 Money Market DWS GOVERNMENT CASH INSTL 05101114 37.265.200.360 05130114 32.894.294.85 37.265.200.36 30.63 1.102.66 0.03% 0.03% Total Money Market 632,694,294.86 637,286,200.36 $30.83 $1,102.86 FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM 05101114 05130114 0.00 0.00 0.00 2.691.15 NIA NIA Total FMC insured Bank Deposits $0.00 $0.00 $0.00 $2,891.16 Total Cash, Money Funds, and Bank Deposits 632,900,060.99 $37,486,402.24 $30.83 63,793.81 Page 34019 Account Number: NANO Luang SI (very Va. Sims 2007 WIAN Pat Go paperless ek ). CALMAR PAT CO COMMLIPOCATIOP6 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6: THERhC IOKI F I DAL1SITIA rxciturraer SDNY_GM_00045691 DB-SDNY-0008515 EFTA_00I56300 EFTA01288663

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quality Unit Cog Fixed Income (In Maturity Date Sequence) 'Asset Backed Securities COUNTRYWIDE HOME LOANS SEA 03.1 CL 814.090% 03125133 DIE DTD 01130/03 Fedor. 0.21187025 Effective Date:05101/11 Current Face Value: 1.088.416.125 12113113'.3.12 4,500,000.000 93.3780 Adjusted Cog Basis Market Price Market Value Unrealized Gain/ Loss Acaued Interest Estimated Estimated Annual Income Yield WASHINGTON MUT 11TO SECS CORP 2001.12/12 Mit PASSIM RU CTF CL C•B•1 VAR RATE 6.973% 07125133 DIE DTO 06/01/01 S 8 P Rating D Factor:0.63706912 Effete Dale.05101/11 Current Face Value: 821.819 165 12113/13 '.3.12 1,290,000.000 76.5190 Security Identifier: 12669DYS1 1.016.324.25 86.4890 Onging Cost Basis: $1.111.573.07 Security Identifier: 939336520 628,841.60 86.3670 Original Cosl Bait $638.906.71 $1,645,168.85 941,360 12 709,780 56 Total Asset Backed Securities 5,790,000.000 Total Current Face Value : 1,910,235.290 Corporate Bonds SG STRUCTURED PRODS INC COMMODITY 1.10 MKT PLUS PROTECTED NOTES 0.000% 08105/11 WE DID 07/30/13 07125113 %UM 2,000,000.000 100.0000 HSBC USA INC MEDIUM TERM NTS BUFFERED AO TES LKD TO EURO STOXS 50 0.000% 08/29111 WE DID 05130/13 0512/113 ' •13.13 2,000,000.000 100 0000 PM ORGAN CHASE & CO M EDIUM TERN NTS CAPPED CONTINGENT BUFFERED EQUITY NTS 0.000% 1011671181E DID 09/27/13 12/05/13 '.3.12 1,000,000.000 100 0000 PETROLEOS DE VENEZUELA K OTES SEKIOR ISIK# X50460546525 5.000% 10/28/15 REG DID 10128/09 58 P Rating B. 12104113 ' 3.12 2,500,000.000 92.3300 ORM, .011 Security Identifier: 701230156 2,000,000.00 108.5500 Original Cog Bait $2,000,000.00 Security Identifier: 10132XFP1 2,000,000.00 112.5100 Original Cog Basic $2,000,000.00 Security Identifier: 41126NVE4 1.000.000.00 107.2200 Original Cosl Bata 81,000,000.00 Security Identifier: P7807HAF2 2,308,241.86 92.3750 Original Cog Basis: $2,250,000.00 $1,651,140.78 2,171.000 00 2,250,200 00 1,072,200.00 2.309 375 00 Account Number: Go paperless CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6; THERk CO I NC F I DAENTIAL .74,964 03 80,935 96 3.709.69 4.776 13 $5,971.93 $8,485.82 $0.00 171,000 00 0.00 250,200.00 0.00 72,200 00 0.00 1,133.14 11,111 11 125.000 00 5.41% Page1 of 19 Rated twalleni Bray Vs.. Late 2007 DAUM. MT ED COMMUNCATIONS rxesurner SDNY_GM_00045692 DB-SDNY-0008516 EFTA_0015630 I EFTA01288664

PO. Pa 177& Bang/ins MD 21203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Accmired Quadty Unit Cost Fixed Income (continued) Corporate Bonds (continued) HEADWATERS INC GTO SR NT 7.625% 04/01/19 B/E DTO 03/11/11 CALLABLE 04101115@ 103813 Moody Rating Es2 58 P Rating B• 10122/12 *AA Adjusted Cost Basis Drastic Um Po...W*0n Ma ',ran Metrals C.,.,. Gw‘p Devische See* SenoOn Mow Ibri flu HS PH MOM. MOO bet Pliw 10134 Market Nice Market Value Statement Period: 05101/2014 - 05/3112014 Unrealized Gainl Loss Accrued lathiest Estimated Estimated Annual Income Yield 1.000.000.000 102 3570 EARTHUNK INC GTD SR NT FULLY EXCHANGED CUSP FROM 270321A88 8.875% 05/15/19 BIE DTD 05111111 CALLABLE 05/15115 S1 P Rating CCC. 10122/12 '.12.13 401000.000 102 8060 10123112 '.12.13 600.000.000 102 6080 Total Noncoyered 1,000,000.000 Total 1,000,000.000 SERVICEM ASTER CO SR NT - CUSP FULLY EXCHANGED FROM OLD CUSP 817601413 8.000% 02/15/20 EVE DTD 02/13/12 Moody Rating CAA1 S P Rating CCC• 01124/13 '.12.13 1.500.010.000 104 8840 02/25/13 '.12.13 1.000.010 000 105 4300 Total Noncoyered 2,500,000.000 Total ?ALMA. LLOYDS TSB BK PLC EURO ISSUE M WIN TERM NOTES IMO X50717735822 9.875% 12/16/21 REG 010 12/16/11 Moody Rating Gal SS PFtating 888 12104/13 '.3.12 1.500.000.000 108 1400 oftAN itolk SW/KITH LI.C. N FIDrismAL CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) Security Identifier: 42210PAQS 1123.569.03 107.5000 Original Cosl Basis' 51.035.000.00 Security Identifier: 270321AC8 411.225.54 99.2500 Original Cosl Basis. 5414100.00 615.645.63 99.2500 Original Cast Basis $619,500.00 1,021,171.17 11,028,871.17 Security Identifier: 81760NAN9 1.573.265.84 107.6250 Original Cosl Basis 51,595,625.00 1.054.297.13 107.6250 Original Cosl Basis $1.070,0D0.00 2 127 512.07 $2,127,662.97 Security Identifier: GISISPP4I Price Estimated as of 05/28114 1.622.097.36 119.1300 Original Cosl Basis 51,627,500.00 1,075,000.00 397,000 00 595.500 00 992,600.00 $992,500.00 1.614.375.00 1.076.250 00 2,690.1125.00 $2,618,825.01 1.786.950 00 51.430 97 12,708 33 76.250.00 7.09% .14,225.54 1,577.18 35,500.00 8.94% -20.145.63 2.366.66 53250.00 6.94% 44,311.17 3,944.41 85,50.00 -934,311.1T 93,944.44 800,750.00 41,109.16 35.333 33 120.000.00 7.43% 21,952.87 23,555 56 80.000.00 7.43% 13,012.03 58,185.89 200,000.00 983,052.83 MAW $250,000.00 164,852.64 67,479.17 148.125.00 8.28% Pages of 19 Account Number. (.40 paperless Ostia Excellent (very Year Late 2007 DAL OAR RAT (0 00MMUNCATIONS rxenurnset ... vac ...au.. SDNY_GM_00045693 DES-SDNY-0008517 EFTA_00156302 EFTA01288665

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cost Fixed Income (continued) Corporate Bonds (continued) SOUTHERN CAUF EDISON CO PREF SERE 6.250% 02701122 WE DID 01/17112 CALLABLE 02101122 Moody Rating MAI S & P Rating WS 01130112 '.3.12 3,000030.000 99.7970 BARCLAYS 8K PLC CONTINGENT CAP NT L,S06739FF KO3 7.750% 04110123 BIE DTD 04110113 CALLABLE 04/10/18 S B P Rating BBB 04(03113 '.12.13 300,000.000 100 0000 PM ORGAN CHASE & CO DEP SHS REPSTG 111011- FfD SER 1 FIXED TO FLTG Fa BD 7.900% 04/29/49 WE DTD 04123/08 Moody Rating BAt S & P Rating BBB 0605/11 '.3.12 2,500.000.000 107.5000 06/15/11 1.500.000.000 107 0000 Total Noncovered 5,000,000.000 Total 5,000,000.000 BANK AM ER CORP PERP NON COM uurnvE OEP SHS FIXED TO FLOAT 8.125% 01/30/58 WE DM 01130108 CALLABLE 05/15118 Moody Raling BA3 S& P Rating BB+ 01110ii 1 '.3.12 2,000,000.000 102.7500 GENERAL ELEC CAP CORP NON CUM PFD SER A 7.125% 0/12/62 WE DM 06112/12 CALLABLE 06115/22 Moody Raling BAA1 S & P Rating Ak 06/27/12 '.12.13 2,000,000.000 105.5300 LBG CAPITAL NO 1 PLC 144A ISIA tt X50473106283 8.000% 09115188 REG DTD 12115109 FO REIM, SECURITY S8 P Rating BB 12/04113 1,200.000 000 108 2500 ittlAM ttt)I t Adjusted Cost Basis Market Price Security Identifier: $42400FU2 2,993,905.71 107.7500 Original Cosi Basis: 52,992,544.97 Security Identifier: 06739F11K0 300.000.00 112.0000 Gnome' Cosi Basis 5300,000 00 Security Identifier: 46625HHA1 2,687,500.00 112.7500 Original Cosi Basis: 52,687,500.00 2.675.000.00 112,7500 Original Cosi Basis: 52,675,000.00 5 362 500.00 35,361,500.00 Security Identifier: 060505018 2.055.000 00 113 5000 0 nginal Cosi Basis. 52.055.000.00 Security Identifier: 369622916 2,110,605.12 118.0000 Original Cost Basit. 52,122,916.67 Security Identifier: G54338808 1,299,000.00 110.2000 Original Cosi Basis: $1,299,000.00 Market Value 3,232 500 00 336.000 00 2,818.750.00 2.818.750.00 5,637,500.00 $5,537,600.00 2,270,000.00 2,360.000 00 1,322.400 CO Account Number: Go paperless SOL CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) THERA n N F I Drat EA L Unrealized Gain/ Loss Acaued Estimated Estimated littlest Anneal Income Yield 23859426 62,500 00 167,500.00 5.80% 36,00.00 3,293.75 23.250 00 6.91% 131,250.00 16,458.34 197.500 00 7.00% 113.750 00 16.458 33 197.500 00 7.00% 275,000.00 32,916.67 395,000.00 5275,000.00 $32,916.67 $395,000.00 215,000.00 7,222.22 162.500 00 7.15% 249.394 88 65.708 33 112,500.00 6.03% 23.400 00 41,286.87 96 000 00 7.25% Page 6 of 19 ItAadtscolloM twetyVearStinee 2007 DALBARRATEOCOMVAUNICWOONS rxesurmer SDNY_GM_00045694 DB-SDNY-0008518 EFTA_00 156303 EFTA01288666

P.O. Bac 171e, Baltome•MD21200 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quality Unit Cost Fixed Income (continued) Corporate Bonds (continued) 'LLOYDS BANKING GROUP PLC FXD RATE RESET MIDI TIER 1 SECS ISMS US539439AG42 1.500% 09117188 EVE DTD 01/07/11 S & P Rating BG Please Provide 1,903,000.000 Adjusted Cost Bays DIN41.1•C R•ni PAIMIP, Int 4Y415Lwt'L([Cc'.p De.,, 1.01.141,"4.1 Yin. brit ONIce 10 Pant Annw.10tititcr 14•-•• 'Er'. kV I0VA Market Price Market Value Statement Period: 05/01/2014 - 05/31/2014 Demented Gain( Loss Accrued Interest Estimated Estimated Annual Income Yield Total Corporate Bonds 26,903,000.000 Total Fixed Income 34,693,000.000 Security Identifier: 539439AG4 WA Please Provide 107.1250 2,038,588.75 Original Coal Basis: Please Provide 127,729,363.26 131,644,131.75 Dale Acquired Quality Unit Cost Equities Common Stocks APOLLO GLOBAL MON T LLC CL A SUS Dividend Option: Cash 03129111 ' .13 APPLE INC COM Dividend Option: Cash 10128113 ARIAD PHARMACEUTICALS INC Dividend Option: Cash 02114112 ' .13 01121113'.13 Total Noncovered Total 129,374,522.10 $33,195,979.53 Cod Basis Market Price Markel Value WA 11,776,196.76 $1,782,168.41 Ilerealited Gala( Loss 21,01229 3391,05117 3399,537.69 111,725.00 7.00% 31,787,600.00 31,787,600.00 Estimated Estimated Annual Income Yield 7,535.000 9.000.000 16,535.000 16,535.000 263,157.000 19.0000 2.000.000 529 0600 15 2090 19.6000 ASCENA RETAIL GROUP INC COM Dividend Option: Cash 01/16101 ' .3 70,500.000 212770 111597.40 176,400.00 290,997.40 8290,997.40 Security identifier: ASNA CUSP. 013516101 1,500,000.00 16.6950 Security Identifier: APO CUSIP 037612306 4.999.983.00 24.8300 Secarlty Identifier: AAPL CUSIP 037833100 1.058.120.50 633.0000 Security Identifier: ARIA CUSP 04033A100 6.4600 6.4600 6,534,188.31 1.266.000.00 18,676.10 58.110.00 106,818.10 1,534,205.31 207.879.50 -65,921.30 •116,260.00 ,181,181.30 1,118,117.25 17.11% 28,320.00 2.07% $108,816.10 1.176.997.50 201,, Account Number: 00.0 von Go paperless NAL SOL tit - CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) THERA F I D.-EN -$184,181.30 •323,002.50 30.00 pate 7 of 19 RIted t•COISI4 very Viw Slate 2007 DALOAR RATED COMMUNICATIONS rxesturrxr r.43=6...7Attra= --m-nrakrranr4 SDNY_GM_00045695 DES-SONY-0008519 EFTA_00 56304 EFTA01288667

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date "aired Equities (continued) Common Stocks (continued) BIOGEN IDEC INC COM Dividend Option: Cash 02/14/12 '.13 FACEBOOK INC CL A Dividend Option: Cash 05117/12 '.13 Guam tleIt Col Cod Bads Market Price Markel Value Unrealized Geld Loss Estimated Estimated Annual Income Yield 2,095.000 17.500.000 FOUNDATION MEDICINE INC COM Dividend Option Cash 01/13114 GENERAL ELECTRIC CO COM Dividend Option. Cash 04/23113 '.13 GENERAL MTRS CO COM Dividend Option: Cash 11118/10 ' 12109/10 ' Total Noncovered Total 97,525.000 GILEAD SCIENCES INC Dividend Option: Cash 02/05/14 5,000 000 03107/14 3,100 000 Total Covered 8,100.000 Total 8,100.000 P M ORGAN CHASE & CO CON ISM US46625H1005 Dividend Option: Cash 07114105 '.3.11 14.503.000 25,000.000 23,000.000 10,988.200 86,536.800 97,525.000 119.5490 38 0000 27 5070 21.5700 36.4010 36 8160 Staidly Identifier: BNB CUSP. 09062%103 250,454.95 319.3100 Security Identifier: FB CUSP: 3030311102 665.000.00 63.3000 Security Identifier: FM I CUSP. 350465100 687,663 50 23.7300 Security Identifier: GE CUSP. 369604103 496,109.08 26.7900 Security Identifier: GM CUSP 31045V100 399,976.16 34.5800 3,185.969.22 34.5800 3,685,947.38 669.080.15 1.107.750.00 593,250.00 616,170.00 379,971.97 2,992,442.53 3,372,414.50 418.625 20 442.750 00 -94,413.50 120,060.92 -20,008.19 -193,526.69 -213,532.88 20.240.00 3.28% 13,185.84 3.47% 103,844.16 3.47% 117,030.00 $3,585,947.38 Security Identifier: GILD CUSP. 375558103 792810 396,407.00 81.2100 79.6120 246,797.00 812100 843,204 00 488 4840 SANGAN 0 BIOSCIENCES INC CON Dividend Option: Cash 05/28/13 '.13 50,000 000 8.4440 SANTANDER CONSUMER USA HLDGS INC COM Dividend Option: Cash 01123/14 1,000.000 24 0000 MI AB MO11 $643,204.00 Security Identifier: AM CUSP 4662511100 7,084,469.82 55.5700 Security Identifier: SGM 0 CUSP. 800677106 422,211.00 13.1400 Security Identifier: SC CUSP. 8028311101 24,000.00 19.6500 33,372,414.50 406,050.00 251,751.00 557,801.00 3657,801.00 805,931 71 657,000 00 19,650.00 Account Num tier: Go paperless CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) F I DAENTIAL SCLTHERA rei -5213,532.85 9,643.00 4.954.00 14,591.00 314,597.00 4.278.558.11 234,786.00 4,350.00 $117,030.00 30.00 23,204.80 2.67% 600.00 3.05% Page 8 of 19 %Rod tacellera (very Vs. Sara 2007 DAL BAR RATED COMMUNICATIONS rxenurtraer =At 7 Vest= " 'TS (—vim= --t-rimm. woe ii.•0 SDN Y_GM_0004 6696 OB-SDNY-0008520 EFTA_00156305 EFTA01288668

P.O. Bag 1776. flatiron MO 21203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Dale Atimired Equities (continued) Common Stocks (continued) TWITTER INC CON Dividend Option: Cash 11/07/13 Total Common Stocks Preferred Stocks (Listed by expirsliort date) ALLY FINL INC PERP PFD FIXED1FLTO RATE SERA CALLABLE COUPON 8.5% PERPETUAL MATUFdTY CALLS 25 05/15/18 Dividend Option: Cash 02/03112 '.13 46.600 000 02109112 '.13 80,000 000 Total Noncovered 126,600.000 Total 126,600.000 GM AC CAP TR I GTD TR PFD SECS SER 2 I 125% MEG RATE! FLTG Dividend Option: Cash 02122112 '.13 80.000 000 23.5350 ROYAL BANK SCOTLAND GROUP PLC SPON ADR REPSTG SER T EDF SUS COUPON 725% PERPETUAL MATURITY CALL@ 25 05114114 Dividend Option: Cash 10124112'.13 40,000.000 23.7900 01!07113'.13 40,000.000 24.1400 01114113'.13 40,08,0.000 24.8800 Total Noncovered 120,000.000 Total 120,000.000 Total Preferred Stocks Quoddy Unit Cost 1.500.000 26 0000 Deowe Ram Pon. Man Manap--frent M'705 Cowan 4.p.p Deotem 8.0 570•Ats mc bt• Mo. 40080 Ammo. )Mu to Cost Basis Market Nice Security Identifier: TW TR CUSIP 901841102 39.000.00 32.4400 Market Value 40.660.00 Statement Period: 05/01/2014 - 05/3112014 Unaided Gail/ Loss 9.660.00 Estimated Estimated Annual Income Yield 19.3820 20.1250 $21,747,163.63 Security IdentlIler: ALLY PRB CUSP 02005ti308 903,217.51 27.6600 1,610,000.00 27.6600 2,513,217.51 72,513,217.51 Security Identiller: ALLY PRA CUSP:381880208 1,882,773.60 27.1300 Security Identi der: RN PRY CUSP. 780097713 951.600.00 977,600.00 995,200.00 2,924,400.00 $2,924,400.00 $7,320,391.11 25.5000 25.5000 25.5000 $17,631,709.27 1.288.956.01 2,212,799.99 3,501,756.00 93,501,756.00 2,170,400.00 1,019,999.99 1,019,999.99 1,020,000.02 3,060,000.00 93,060,000.00 $8,732,150.00 -$4,115,471.36 385,738.50 602,799.99 966,636.49 $966,536.49 287.62640 68,399 99 42,399 99 24,800 02 135,600.00 $135,800.00 91,305,812.05 99.025.00 7.68% 170,000.00 7.68% 269,025.00 $269,025.00 162,500.00 7.48% 72300.00 7.10% 72,500 00 7.10% 72.500.00 7.10% 217,500.00 $217,500.00 $649,025.00 91,411,764.89 Page 9 of 19 Account Number: Go paperless N CONFIDENTIAL — PURSUANT TO FED. R CRItiA. P. 6(e) SOLTHERA TO U. F I DENT EA L Rated tmellor• Every V.a Lam 2007 DAL BAR RATED COMMUNICATIONS rxarturnser SDNY_GM_00045697 OB-SDNY-0008521 EFIA_00156306 EFTA01288669

Portfolio Holdings (continued) U.S. DOLLARS (continued) Daft Acquired Cludity Usk Cod Equities (oatinued) Options CALL 100 AMERICAN AIRLS GROUP INC COM EW01.17.150 20.000 OPTION ROOT: AAL 1,000.00 of these contracts are in your margin account 12111113' 1,000.000 8.0330 PUT 100 AM ERICAN AIRLS GROUP INC CON W01.17450 20.000 OPTION ROOT: AAL .1,000.00 of these contracts are a shod position 12111113' .1.000.000 Total Options Total Equities Cod Basis Market Price Option Identifier: 99CIADTZJJ Undedying Security Identifier: ML Underlying Security Price: $40.16 803,314.50 19.7000 Option Identifier: 990ADTZ00 Undedying Security Identifier: ML Underlying Security Price: $40.16 1.9770 .197.70200 0.2000 Markel Value 1,970,000.00 .20.000.00 Unrealized Gals/Loss 1,166,685.50 177.702 00 Estimated Estimated Annual Income Yield Dale Acquired Quantity Unit Cod Exchange-Traded Products WISDOM TREE TR JAPAN HEDGED EQUITY ED Dividend Option: Cash; Capital Gains Option: Cash 60.000 00 of these shares are in your margin account 12111113 sosoomo 49.4350 Total Exchange-Traded Products 1605,612.50 929,673,187.24 Cod Basis Market Price 11,950,000.00 $26,313,665.27 Markel Value $1,344,387.50 -11,359,321.97 Unrealized Gals/ Loss $0.00 11,954,837.05 Estimated Estimated Annual Income Yield Security Identifier: DXJ CUSP: 91717W851 2,966,098.50 47.8200 $2,966,098.50 Cod Basis 2.869 200.00 52,869,200.00 Market Value .96,898.50 ,196,898.50 Unrealized Gain! Loss Accrued Interest 37 051 43 137,061.40 Estimated Annual Income 291, Total U.S. DOLLARS EURO Desaiptioa Cash, Money Funds, and Bank Deposits Global Cash Balance 999,500,210.08 Quantity Opening Balance $101,865,447.04 Closing bisect Currency 8326,646.21 $399,537.69 $3,783,292.26 Accrued Income 30.Day Yield 291,846.67 291,846.67 EUR 398,195.60 USO Total Cash, Money Funds, and Bank Deposits 291,846.67 291,846.67 EUR 398,195.60 USD Market Value Currency 291,846.67 EUR 398.195.60 USD 0.00 0.00 Maned leered Total EURO V070 RCM 0.00 0.00 Page 10 of 19 (very Year Since 2007 OALBAll RATCOCOMMUNICATIONS CONFIDENTIAL - PURSUANT TO FED. R CRIM. 673 (e)LTHERN sin F I DAnTriA rxentrwer Account Number: Rated tocellerigi Go paperless =at= MW .... tg•••• UA grie . ••••••• WI ....S.a.e.. , In. SDNY_GM_00045698 OB-SDNY-0008522 EFTA_00156307 EFTA01288670

Portfolio Holdings (continued) 0ruisev Ram Pon. Weahn Margenan Maeats Coerµe Gro.t) MAs07 8.7 %won 77 reyen Pk* Na Pan 4..y_Halter 111 . • It Cod Basis Market Value Statement Period: 05/01/2014 • 05/3112014 Unrealized Accrued &Olmsted Gain/Loss Interest Annual Income Total Portfolio Holdings - U.S. DOLLARS 899,500,210.08 $102,283,642.64 $326,648.21 $399,537.69 $3,783,292.26 Footnotes ' Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') (incorporating amendments enacted by P.L.110-343, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered" noncovered.' under the new cost basis reporting rules, and marked or denoted as such. All other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their °applicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis vAl be reported to the IRS on form 1099-8 for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as folows: • Stock in a corporation acquired on or after January 1. 2011 • Mutual funds and dividend reinvestment plan (ORP) shares acquired on or after January 1, 2012 • Other securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or more of these attributes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds. foreign bonds, variable rates, bonds in default, index-linked bonds. bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. 3 The cost basis of this security has been provided to us by you or your introducing firm and Pershing makes no representation as to the accuracy of this information. Unrealized gains and losses are not reported for securities for which cost basis or market value is not available. The Current Face value represents the outstanding principal balance of the underlying security. The Current Face value is determined by multiplying the current factor times the original face amount of the security. Factors may change over time and are obtained from sources we believe to be reliable. 12 Pershing has received updated cost basis information, therefore cost basis provided on previous client brokerage statements may differ from the new cost basis reported in this section. 13 The cost basis of this security has been provided to us by the delivering km or transferring agent and Pershing makes no representation as to the accuracy of this information. Holdings Summary by Currency Exchange-Traded Currency Casa Flied taken Equities Funds Total by Currency U.S. DOLLARS 37,486,402 33,195.979 28,313.865 2.869.200 101.865.447 USD EURO 291.846 0 0 0 29t.846 EUR Total USD Equivalent 37,864,597 33,196,979 26,313,866 2,869,200 102,263,642 USD % of Allocation 37.04% 32.46% 27.69% 211% 100.00% Account Number; INI0S0UCSFIC ,!, Go paperless OBAS RCA, SO CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) LTM ERN N F I ID-EN TEA l_ Page 11 of 19 Rated tscollenti tn,y v«. Since 2007 DAUM. MUD COMMUNICATIONS rxesturtraer vreras 'AA nrgrA rase roc SDNY_GM_00045699 DB-SDNY-0008523 EFrA_00156308 EFTA01288671

Schedule of Realized Gains and Losses Current Period Disposition Acquisition Date Date Disposition Transaction Description Quantity Cost Basis Proceeds Realized Gain! Loss) Disallowance Short Term 0511611/ 10/16113' SELL GLOBAL MI6 SECA/RIR GLOBAL MTG SCIZA ISINSUS37896 8255000.000 2.545515.17 2 585079 57 37 534 10 Rrst In Fug Out IAV83 5.250% 04125132 WE CITD Security Identifier 378981AV8 Original Cost Basit 2,545,545.47 0512211/ 12)13113' fFP WASHINGTON MUT MTG S 004•RA2 MTG PASSTHRU CIF CL 1.290.000.000 2.03716 2.662.31 625.15 C. 81 VAR RATE 6.973% 07125133 Security Identifier: 939336520 Original Cost Basis: 2,037.16 0512711/ 12/13113' RPP COUNTRYWIDE HOME LOA 1 CL 81 4.090% 03(25133 WED 1.500.000 000 27401 12 29515.10 1.943.641 TD 01130103 Security Identifier: 12689DYS1 Original Cost Basis: 27,401.42 Total Short Term $2574,984.05 $1,615,086.98 $40,102.93 Long Term 05121/14 07/14105' SELL .P MORGAN *ASE 4 CO US46625H1005 7.250.000 3.541.512.18 391.122.84 -3.150.389.34 Aral In First Out Security Identifier: Al Total Long Term $3,541,512.19 $391,122.04 -93,150,389.34 Total Short Term and Long Term $6,116,416.23 13,006,209.62 -$3,110,286.41 • Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') (incorporating amendments enacted by P.L.110-343, the Emergency Econornic Stabilization Act of 2008) and are, therefore, considered "noncovered' under the new cost basis reporting rules, and marked or denoted as such. AI other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after they 'applicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis will be reported to the IRS on form 1099.8 for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as folows: • Stock in a corporation acquired on or after January 1. 2011 • Mutual funds and dividend reinvestment plan (DRP) shares acquired on or after January 1, 2012 • Other securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. This Schedule may not reflect all cost basis adjustments necessary for tax reporting purposes, especially for noncovered securities. Adjustments to cost basis may have been made for prior income received and subsequently reclassified by the issuer as a return of capital In addition, corporate action events may require adjustments to your original cost basis. Return of capital information and cost basis information, as it relates to corporate actions, has been obtained from sources we believe to be reliable. Adjustments to cost basis can be made after year-end, in particular, for return of capital adjustments, but may also include adjustments for corporate action events. Therefore there may be differences in cost basis reflected on your monthly client brokerage statement at year end versus any subsequent reports, including your 1099.8 or online displays you may have available to you. Page 12 of 19 Account Number: Rated exceilordi Go paperless since 2007 S13 L THERA u -n F I DrErriA DAL OAR RATED COMMUN CATIONS IV " IVI rxarturger CONFIDENTIAL — PURSUANT TO FED. R CRINI. P. 6(e) er atioa a.r00774110 " :• • .1 0•=00. '. 0.000 SDNY_GM_00045700 OB-SDNY-0008524 EFrA_00156309 EFTA01288672

daft.. a.n. P090, won MaIrlan Mamas Codrace 60m) DeasON UN Smote' 0a. Niue Int Mc* HS Pia Asa. loth 00,7 tam Wit NY 101M Statement Period:05/111I114 4513112014 Schedule of Realized Gains and Losses Current Period (continued) Aber you report your cost basis cn your tax returr, rt shout: be verified usir ; all of your own records. In particular, there may be other adjustments which you need to make, but are not injured to be made by Pershing as it relates to H.R. 1424. You should consult wrth your tax advisor in order to properly report your gain or loss for lax purposes. Pershing shall not be responsible for and makes no representations or warranties with respect to the accuracy of any information that you report to the IRS or other taxing authorities, and, accordingly, disclaims any and all liability that may arise with respect to your use and rekance on the information provided herein for such reporting. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or more of these attrbutes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds, foreign bonds, variable rates, bonds in default, index-linked bonds, bonds sold short or bonds that have a negative yield. This intonation is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. Please refer to the Your Account Information Section n your brokerage account statement for your accounts existing tax-lot disposition method. The disposition method is the method which you have selected to use in the disposal of each tax lot of the securities held in your account. If you do not select a method, your account will be defaulted to First In, Fist Out (FIFO). Your accounts selected tax lot method wi be used to determine the cost basis for calculating gain andior loss. unless another method was selected at the time of the security disposal, and this may be reported on the IRS Form 1099-8. Messages Federal Deposit Insurance Corporation (FDIC)-Insured Bank Deposits are not protected by Securities Investor Protection Corporation.(SIPC). For disclosure of rates for DWS money market funds, please visit the 0WS Investments website at httpsiNnwrdws-investments.comIEN/productshnoney-market-funds-yields.jsp. Please note that all money market funds listed on the website may not be offered through us. Although a money market mutual fund seeks to preserve the value of your investment at $1 per share, it is possible to lose money by investing in a money market mutual fund. Shares of a money market mutual fund or the balance of a bank deposit product held in your brokerage account may be liquidated upon request with the proceeds credited to your brokerage account Please see the money market mutual fund's prospectus or the bank deposit product's disclosure document or contact your advisor for additional information. Page 13 of 19 Account Number 18"" ROIL Go paperless K L THERA Cfri LLC. CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) N F I DAENTIAL Maud taceNer0 Every v«. Woce 2007 DAL 0.401 RA TO, COMAILINCATIONS IxCILLINCI SDNY_GM_00045701 OB-SDNY-0008525 EFEk_00 I 56310 EFTA01288673

Activity Sum m ary (All amounts shown are in base currency) Credits This Period Year-to-Date Securities Secunhes Bought Secunties Sold Total Securities Dividends and interest Distributions Fees Cash Withdrawals Deposits Total Cash FDIC Insured Bank Deposits Money Market Funds 000 6,659,182 89 $6,659,182.69 $263,752.71 $295,786.63 $0.00 0 00 0.00 $0.00 $0.00 $0.00 0.00 17,267.500 04 917,267,500.01 $1,231,489.16 $877,705.33 $0.00 0 00 10.824.149 65 $10,824,149.65 $37,486,437.19 $0.00 Total Credits Transactions by Type of Activity Process( Trade/ Settlement Transaction Date Date Activity Type Securities Bought and Sold 05105/14 0413011/ SOLD IMPA34743 $7,218,722.23 $67,687,281.36 Debits Securities Securities Bought Secunties Sold Total Securities Dividends and Interest Distributions Fees Cash Withdrawals Deposits Total Cash FDIC Insured Bank Deposits Money Market Funds This Period -2.632.380.98 0 00 -$2,632,380.98 $0.00 $0.00 $0.00 0 00 000 $0.00 $0.00 -$4,570,905.51 Year-to-Date .10.138.489 09 0 00 -$10,136,169.09 -993007.51 $0.00 -$36.00 -888.245 00 000 -$888,245.00 -$19,304,764.85 -$37,265,200.36 Total Debits Description Quantity -$7,203,286.49 -$67,690,542.81 Price Awued Interest Amount Currency 05121114 05116/14 SOLD GM SD31266 05/27/14 0512111/ SOLD $1,1 05128114 05116114 CANCELLED SELL GM S034266 05/28/14 05116114 CORRECTED SELL GM 5034266 IM PAC CMB TR 2005.2 ASSET MD BO CL 1-M-2 0.887% -10,000,000.000 72.0000 04125/35 BIE DTO 03/03105 VARIABLE RATE FACTOR 14500819 REM BAL 1450081.90 GLOBAL MTG SECURITIZATION LTD/ GLOBAL MTG SCTZN -8,250,000100 92.0000 ISINt US378961A1/83 5.250% 04125/32 B/E OTD 01128105 FACTOR 31572699 REM BAL 2852247 74 "MORGAN CHASE d CO COM 'SINS I/S46625H 1005 INSOL -7,250.000 51.0100 AVERAGE L NIT PRICE TRANSACTION YOUR BROKER ACTED AS AGENT GLOBAL MTG SECURITIZATION LTD/ GLOBAL MTG SCTZN 8.250.000 000 92.0000 ISINPUS378961A1183 5.250% 04125/32 B/E OTD 04128/05 FACTOR .31572699 REM BAL 2852247.74 CANCELLED TRADE GLOBAL MTG SECURITIZATION LTD/ GLOBAL MTG SCTZN -8,250,000.000 92.0000 ISINPUS378961/0/83 5.250% 04125/32 B/E OTD 01128105 FACT/CFS/ CORRECTION FACTOR 34032747 REM BAL 2807701 70 CORRECTED CONFIRM 357.40 1,014,410.37 LSO 8,31906 2,632,380.98 LSD 391,122 81 LSO -8.31906 -2,632,380.98 LSO 8,189,13 2,591,268.70 LSO Total Securities Bought and Sold • UNITED STATES DOLLAR V PAN 110111 8,541.63 4,028,101.91 Page 14 4119 Account Num Der 14~ taceller• Go paperless L very vs, Såra 2'007 SOUTHERN u KFIDEsismArP="----- CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) SONY GM OOO467O2 DB-SINY:0008526 EFTA_001563 I I EFTA01288674

PC. Sat 177S. aolt mom MD 21203 Transactions by Type of Activity (continued) Process/ Trade/ Settlement Transaction Date Date Activi Desa on puny Price Accreed Interest Amount Curren Dividends and Interest 05/15/11 CASH DIVIDEND RECEIVED 126600 SHRS ALLY FIN L INC PERP PFD FIXED/FLTG RATE SER 67.255 25 USD ALLY PRB A CALLABLE COUPON 8.5% PERPETUAL MATURITY CALL@ 25 05/15/16 RD 05101 PO 05115/14 05/15/14 CASH DIVIDEND RECEIVED 2000 SHR$ APPLE INC COM RD 05112 PC 05115/14 6.580.00 USD AAR 05/15/14 CASH DIVIDEND RECEIVED BANK AMER CORP PERP KOK COM liLATWE DEP SHS FIXED 81,250 00 4S0 060505DT8 TO FLOAT 8.125% 04130/58 B/E RD 05114 PD 05/15111 INT PAID AT 10 6259 2000000 05/15/14 BOND INTEREST RECEIVED 1000000 EARTH LINK INC GTD SR AT FULLY EXCHANGED 11,375 00 LSD 270321AC6 CUSIP FROM 270321AB8 8.875% 05115119 DIEOTD 05117111 CLB RD 05101 PD 0511511/ 05/15/14 BOA D INTEREST RECEIVED 80000 SHRS GM AC CAP TR I GTO TR PFD secs SFR 2 8125% 40.625.04 1.50 ALLY PRA FIXED RATE! FLTG RD 05114 PD 05115/14 05/27/14 80AD INTEREST RECEIVED 4500000 COUNTRYWIDE HOME LOANS SER 03.1 CL 81 12669DYS1 4 090% 03125133 B/E DTD 01130103 RD 04130 PD 05125/14 Gnaw< Rana Prmair Wean &Warm, Pdaeals Cisme 6,0.4) Dettsch4 ML Stwnes +Ic lin. yen Oilt• HI Pan Ramo. It" I ter War we\ ItY 10114 Statement Period: 05/01/2014 • 05/3112014 05/27/14 FOR FAN BOND INTEREST 8250000 GLOBAL MTG SECURIDZATION LTD/ GLOBAL MTG 378961AV8 SCTZN ISINOUS378961AV83 5 250% 04125132 B/E DID 0/128105 RD 04130 PO 05/25/11 05/27/14 BOND INTEREST RECEIVED 1290000 WASHINGTON MUT MTG SECS CORP 2004-RA2 939336520 MTG PASSTFRU CTF CL C13.1 VAR RATE 6.973% 07125/33 BIE DTD 06/01/04 RD 04130 PD 05125/14 05/30/11 MONEY MARKET FUND DWSGOVT CASH INSTL INCOME RECEIVED 233993682 0513011/ CASH DIVIDEND RECEIVED 1000 SHRS SANTANDER CON% M ER USA HLOGS INC COM SC RD 05(12 PO 05130114 5.355.94 USD 12,478.59 USD 4,791.60 USD 690.29 USD 150.00 USD Total Dividends and Interest • UNITED STATES DOLLAR Account Number. Go paperless 0.00 253,752.71 Page15019 SOUTHERA CA LLC. ON FIDENTIAL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Illatod excellent L very. Year Lace 2007 DAL OAR RATED COMMUNICATIONS rxararnaer SDNY_GM_00045703 DB-SDNY-0008527 EFTA_001563 12 EFTA01288675

Transactions by Type of Activity (continued) Process/ Trade/ Settlement Transaction Date Date Adivit Type Distributions 05127/14 RETURN OF PRINCIPAL RECEIVED 12669DYS1 05/27/14 RETURN OF PRINCIPAL RECEIVED 378961AV8 05/27/14 RETURN OF PRINCIPAL RECEIVED 939336520 05/30/14 PARTNERSHIP DISTRIBUTION APO Disci ion Quan Price Accrued Interest Moult Curren 1500000 COUNTRYWIDE HOME LOANS SER 03-1 CL 81 4.090% 03125133 B/E DID 01130103 RD 04130 PD 05/25/14 8250000 GLOBAL MTG SECURITIZATION LTD/ GLOBAL MTG SCTZN ISINIIUS37896IAV83 5.250% 01125132 B/E DTD 04128/05 RD 04/30 PD 05/25114 1290000 WASHINGTON 141.,TMTG SECS CORP 2004.RA2 MTG PASSIM-RI, CTF C1 C-B-1 VAR RATE 6.973% 07125/33 BIE DTD 06/01/04 RD 04130 PD 05125/14 263157 SF RS APOLLO GLOBAL MGM T LLC CL A SHS RD 05/20 PD 05/30114 29.345 10 LSO 44.546 04 LSD 843.61 LSO 221.051 88 LSD Total Distributions • UNITED STATES DOLLAR Money Market Funds 05/01/14 MONEY FUND PURCHASE b S0999997 05/05/14 MONEY FUND PURCHASE S0999997 05/16/14 MONEY FUND PURCHASE USD999997 05/21/14 MONEY FUND PURCHASE USD999997 05/27/14 MONEY FUND PURCHASE USD999997 05/28/14 MONEY FUND PURCHASE U S0999997 05/30/14 MONEY MARKET FLND REINVESTMENT 233993682 Total Money Market Funds • UNITED STATES DOLLAR DWSGOVT CASI- INSTL DWSGOVT CAM-. INSTL DWSGOVT CASH INSTL DWSGOVT CASH INSTL DWSGOVT CASI. INSTL DWSGOVT CASE. INSTL DWS GOVT CASH INSTL INCOME REINVESTED 0.00 295,766.63 -205,766.14 USD -1,044,410.37 LSD -240,08629 LSD -2.632.380.98 USD -391,12284 LSD -56,248.60 LSO -89019 LSO 0.00 .4,570,905.5r Total Value of Transactions The price and quantity displayed may have been rounded. Cash Not Yet Received Security Interest GENERAL ELEC CAP CORP NON CUM PFD SER A Total Cash Not Yet Received Record Date Payable Date 05/30/14 06/15/14 Quantity Held Rate 2 000,000 000 0.035625 9,546.53 15,435.74 USD Dividend Option Amount of Payment Cash 71 250 00 UNA!, Rot, SOUTHERN LLC. ONFIDAENTIAL CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Account Number paperless 871,250.00 Page 16 of 19 Rated tacollordi Lyon, Vas. Lows 2007 DALBAR RATED COMMUNCATIONS rxararnaer SDNY_GM_00045704 DB-SDNY-0008528 EFTA_001563 13 EFTA01288676

Bond Maturity Schedule Bond Maturity Market Value 1 to 6 months 5A93,400 00 1 to 5 years 4,376,875.00 6 to 10 years 8.046,075-00 Over 10 years 15.279.629.53 Total 33,195,979.63 0irvitre RJR. *nom n mamip,tat M..nets Co.tneG•ccp De-tic t. San Secv-ri. M. Vint %A 0at* lilts?' Ann*. 100.11cce Ihw W.1. 1.v 101:4 Statement Period: 0 51011211 4 • 05/31/2014 %of Bond Markel Value 17% n 13% IIMI 24% M 46% - 100% Bond Quality ecnd 0.3 Markel Value %of Bond Markel Value Percentages of bond market values are rounded to the nearest whole percentage. Total 5,592,500 00 17% 21,168,719.31 64% 6.434.76022 19% 33,105,09.53 100% Client Service Inform ation Percentages of bond market values are rounded to the nearest %tole percentage. Your Client Advisor: TDS TAZIA SMITH 345 PAW AVENUE 14TH FLOOR NEW YORK NY 10154 Your Account Information Contact Information Telephone Number: Tax Lot Default Disposition Method Default Method for Mutual Funds: FIRST IN FIRST OUT Default Method for Stocks In a Dividend Reinvestment Plan: Default Method for all Other SKR MIRE FIRST IN FIRST OUT Electronic Delivery You have not selected any account communications for electronic delivery. To register and turn off paper communications. log in to your account or contact your Client Advisor for more inform alien. FIRST IN FIRST OUT Account Number MAN ROI t Go paperless SOUTHERN CNO LLC. F I DraTIAL N CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) Page 17 of 19 Rated tacolleni Lvay Vs.. Siam 2007 DALOAR RATEDCOMMUNICATIONS rxesurtraer /ear. laC mango. 1•0•C SDNY_GM_00045705 013-SDNY-0008529 EFTA_00156314 EFTA01288677

Important Inform ation and Disclosures Pricing This section includes the net market value of the securities in you account on a settlement date basis. including short positions, at the close of the statement period. The market prices have been obtained from sources which we believe to be rekable. Pershing may not use the dosing price of the particular exchange or marketplace where your position was purchased as the 'Market Price.' Securities for which a price is not available are marked —N/A— and are ornited from the Total. THE AS OF PRICE DATE ONLY APPEARS MIEN THE PRICE DATE DOES NOT EQUAL THE STATEMENT DATE. Estimated Annual Figures The estimated annual income (EAI) and estimated annual yield (EAY) figures are estimates and for informational purposes only. These figures are not considered to be a forecast or guarantee of future results. These figures are computed using information from providers believed to be reliable; however, no assurance can be made as to the accuracy. Since interest and dividend rates are subject to change at any time, and may be affected by current and future economic, political, and business conditions, they should not be relied on for making investment, trading, or tax decisions. These figures assume that the position quantities. interest and dividend rates, and prices remain constant A capital gain or return of principal may be included in the figures for certain securities. thereby overstating them. Refer to vnwipershing.comlbusiness_continuity.html for specific details as to formulas used to calculate the figures. Accrued interest represents interest earned but not yet received. Reinvestment The dollar amount of Mutual Fund distributions, Money Market Fund dividend income. Bank Deposit interest income, or dividends for other securities shown on your statement may have been reinvested. You wil not receive confirmation of these reinvestments. Upon written request to your financial institution, information pertaining to these transactions, including the lime of execution and the name of the person from whom your security was purchased. may be obtained. In dividend reinvestment transactions. Pershing acts as your agent and receives payment for order flow. Options Information with respect to commissions and other charges incurred in connection with the execution of option transactions has been included in confirmations previously furnished to you. A summary of this information is available to you promptly upon your written request directed to your introducing fin. In order to assist your introducing firm in maintaining current background and financial information concerning your option accounts, please promptly advise them in writing of any material change in your investment objectives or financial situation. Expiring options which are valuable are exercised automatically pursuant to the exercise by exception procedure of the Options Clearing Corporation. Additional information regarding this procedure is available upon written request to your introducing firm. Proxy Vote Securities not fully paid for in your margin account may be lent by Pershing to itself or others in accordance with the terms outlined in the Marge) Agreement. The right to vote your shares held on margin may be reduced by the amount of shares on loan. The Proxy Voting Instruction Form sent to you may reflect a smaller number of shares entitled to vote than the number of shares in your margin account. Foreign Currency Transactions Pershing may execute foreign currency transactions as principal for your account Pershing may automatically convert foreign currency to or from U.S. dollars for dividends and silkier corporate action transactions unless you instruct your financial organization otherwise. Pershing's currency conversion rate will not exceed the highest interbank conversion rate identified horn customary banking sources on the conversion date or the prior business day, increased by up to 1%, unless a particular rate is required by applicable law. Your financial organization may also increase the currency conversion rate. This conversion rate may differ from rates in effect on the date you executed a transaction, incurred a charge, or received a credit. Transactions converted by agents (such as depositories) vM be billed at the rates such agents use. Ratings This statement may contain credit rating information obtained from Standard & Poor's. Reproducing and distributing any information received from Standard & Pools is not permitted without prior written authorization from Standard & Poor's. Standard & Poor's does not guarantee the accuracy, completeness, timeliness or availability of any information. Standard & Pools is not responsible for any errors or omissions, regardless of the cause, or for the results of using such content. Standard & Pools makes no express or implied warranties including warranties of merchantability or fitness for a particular purpose. Standard & Pools shall not be legally responsible for any fees, costs, expenses or losses in connection with the use of their content Credit ratings are opinions and not statements of facts; are not recommendations to purchase, hold or sell securities; and do not address suitability for investment purpose. Credit ratings should not be relied upon as investment advice. Cash Not Yet Received Assets shown here are not reflected in your account. This information has been received from sources we believe to be reliable. Pershing does not guarantee the accuracy of the information. Bond Maturity Schedule Bonds that are in default are not included. Bond Quality Bond quality ratings reflect Moody's or Standard and Pools ratings. Bonds may be rated by other services. Bonds that are in default are not included. Please refer to your Portfolio Holdings section. Page III of 19 Account Number Go paperless SO LTHERN N L LC. F I DENTIAL CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) listed tocellone twiny Year Sine. 2007 DAL BAR RATED COMMUNCA TIONS rxesturnaer rwritri.te=la..r.r...' "—I—stet Vary i.46 swam non PIM,. K' SDNY_GM_00045706 OB-SDNY-0006530 EFIA_00 156315 EFTA01288678

Important Information and Disclosures (continued) Dean Mweits I wear Goa,p °Muhl Sat Smote 4%. Mar Olin 30 Pia Aso. Mk low Rem *A NY 101M Statement Period: 0510112914 • 05/3112014 The Role of Pershing • Pershing carries your account as clearing broker pursuant to a clearing agreement with your financial institution. Pershing may accept from your financial institution without inquiry or investigation (i) orders for the purchase and sale of securities and other property and Nil any other instructions concerning your account. Pershing is not responsible or liable for any acts or omissions of your financial institution or its employees and it does not supervise them. Pershing provides no investment advice nor does it assess the suitability of any transaction or order. Pershing acts as the agent of your financial institution and you agree that you will not hold Pershing or any person controling or under common control with it liable for any investment losses incurred by you. • Pershing performs several key functions al the direction of your financial institution. It acts as custodian for funds and securities you may deposit with it directly or through your financial institution of that it receives as the result of securities transactions it processes. • Your financial institution is responsible for adherence to the securities laws, regulations and rules which apply to it regarding its own operations and the supervision of your account, its sales representatives and other personnel. Your financial institution is also responsible for approving the opening of accounts and obtaining account documents; the acceptance and, in certain instances, execution of securities orders; the assessment of the suitability of those transactions, where applicable: the rendering of investment advice, if any, to you and in general, for the ongoing relationship that it has with you. • Inquiries concerning the positions and balances in your account may be directed to the Pershing Customer Service Department at (201)413-3333. Al other inquiries regarding your account or activity should be directed to your financial institution. Your financial organization's contact information can be found on the first page of this statement. • For a description of other functions performed by Pershing please consult the Disclosure Statement provided to you upon the opening of your account. This notice is not meant as a definitive enumeration of every possible circumstance, but as a general disclosure. If you have any questions regarding this notice or if you would like additional copies of the Disclosure Statement, please contact your financial institution. • Pershing is a member of the Securities Investor Protection Corporation ISIPC'). Please note that SIPC does not protect against loss due to market fluctuation. In addition to SIPC protection, Pershing provides coverage in excess of SIPC limits. For more detailed information please visit: vAwrpershing.convistrength_stability.html. • This statement will be deemed conclusive. You are advised to report any inaccuracy or discrepancy Including unauthorized trading), to your financial organization and Pershing, within ten days after receipt of this statement. Please be advised that any oral communication should be re-confirmed in writing to further protect your rights. including your rights under the Securities Investor Protection Act. • Your financial organization's contact information can be found on the first page of this statement. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City. New Jersey 07399: Errors and Omissions excepted. Important Arbitration Disclosures • All parties to this agreement are giving up the right to sue each other n court, including the right to a trial by jury. except as provided by the rules of the arbitration forum in which a claim is filed. • Arbitration awards are generally final and binding; a party's ability to have a court reverse or modify an arbitration award is very limited. • The ability of the parties to obtain documents, witness statements and other discovery is generally more limited in arbitration than in court proceedings. • The arbitrators do not have to explain the reason(s) for their award, unless, in an eligible case, a joint request for an explained decision has been submitted by all parties to the panel at least 20 days prior to the first scheduled hearing date. • The panel of arbitrators wil typically include a minority of arbitrators16410 were or are affiliated with the securities industry. • The rules of some arbitration forums may impose time limits for bringing a claim in arbitration. In some cases, a claim that is ineligible for arbitration may be brought in court. • The rules of the arbitration forum in which the claim is filed, and any amendments thereto, shall be incorporated into this agreement. Important Arbitration Agreement Any controversy between you and Pershing LLC shall be submitted to arbitration before the Financial Industry Regulatory Authority. No person shall bring a putative or certified class action to arbitration, nor seek to enforce any predispute arbitration agreement against any person who has initiated in court a putative class action, who is a member of a putative class who has not opted out of the class with respect to any claims encompassed by the putative class action until; (I) the class certification is denied; (II) the class is decertified; or (III) the client is excluded from the class by the court. Such forbearance to enforce an agreement to arbitrate shall not constitute a waiver of any rights under this agreement except to the extent stated herein. The laws of the State of New York govern. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City, New Jersey 07399; 00.0 ROI I Account Num ber Go paperless SO laaeo.wt.tT v.iaz IAL DAE CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) THERA F I Page 19019 Rabid Excellent (very Year Since 2007 DAL BAR RA TEO COMMUNICATDONS rxenurraer ..7.2.•7:).... .—:72==..' =el= SDNY_GM_00045707 OB-SDNY-0008531 EFTA_00156316 EFTA01288679

PO eat 1710. IlieltweateMD21203 SOUTHERN FINANCIAL LLC 6100 RED HOOK QUARTER B3 ST THOMAS VI 00802 Your Client Advisor: TAZIA SMITH Destine 14m POnle VOIP40AlMfrwad Weals Cowan Gmt,p DestuN Sat StueNei 4%. Nourfrt HS Psi Asa. unmoor Ms** NY 101$4 Account Number: Statement Period: 0410112/14 -0413012014 Valuation at a Glance Beginning Account Value ts el Cash Deposits and Withdrawals Adjusted Previous Account Value Dividends. Interest and Other Income het Other Activity het Chance in Punka nding Account Value Estim ated Annual hewn e Asset Allocation Prior Year-Ead Lasi Period This Period %Monti°. l,S0 Cash. Money Funds. and Bank Depontsl 18,29514911 32,415,56317 32,900,060.99 32.39% USD Feed Income 27,736,972.38 26,281,208.08 26,363,141.57 25.95% Non•ti SD Axed Income 10,227,309.46 10,215,566.88 10,325,843.75 10.17% USD Equities 30,410,51165 30,470,070.48 28,821,198.20 28.37% 1 N l 1 Mont SD Equities 3.137.192.74 2,840,400.00 2.765.400.00 2.72% Won-USD Cash. Money Funds and Bank Desalts 402,106.34 402,193.90 404,616.22 0.40% Other 363.000.00 0.00 0.00 0.00% Account Total (Pie Chart) 190,573,050.28 1102,831,003.21 1101,580,200.73 100.00% I The Bank Deposes In your account are FDIC Insured bank deposits. FDIC insured bank deposits are not secordies and are not covered by the Securities Investor Protect:an Cowden (SIPC). These bank deposrts are covered by the Federal Deposrt Insurance Corporation (FDIC). W to aeon* limits. See page 2 of the statement for Imports rt information regardng the Asset Allocatich section. CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) This Period Year-to-Date $102,831,003.21 $90,573,050.28 -19,250.00 9,935,904.65 102,811,153.21 100,508,951.63 393,627.76 1,158,138.50 -18.00 -3800 -1 425,102 24 -86,796.70 3101 580 260 73 2,101 580 260 73 $3,722.349.58 Pe C ?me allocation only includes pros -cts that are of positwe value. Assets of less than 1% of holdings wit no: display on this pe chart Page 1 of 23 5009761SCSF300l6 GO le SS illkt Rene^ tit b. A R."' Cr= RAI LDCOMMUNCA110.4% coNFID.n /A E.„,...,_= ,.. ... , CON•Ininnuelfiknon. u.C. • lamer *sad •••••••••• SDNY_GM_00045708 OB-SDNY-0008532 EFTA_00156317 EFTA01288680

Asset Allocation Disclosure and Footnotes Certain values have been defaulted into the Other Asset Class due to incomplete categorizing data Al values are displayed in U.S. dollars based on interbank exchange rates as of 04/3012014. Exchange rates can vary. Equities contains Equity Mutual Funds. Summary of Gains and Losses Realized llerealized TIM Period Year-to-Date Short.terin Gain/Loss 71,498.98 -42.849.00 1,891,176.26 long-Term Gain/loss 0.00 -55.582.40 4.714.445.86 Net GaIn/loss 71,498.911 .98,431.40 4,823,289.60 This summary excludes transactions where cost basis information is rot available. Exchange Rate Table Global Cash Currency Currency USO Equivalent per USD Onrency Owing Balance Mount In Base Currency USD ELRD 1 3864 0 7212 EURO 291,846.67 404,616.22 Exchange rates are based on interbank exchange rates as of 04/30/2014. Exchange rates can vary. Total Global Cash Balance $404,616.22 Money Market Fund Detail Date Activity Type Desaiptioa Mount Balsam Sweep Money Market Fund DWS GOVERN M R_IULC IINSTL Account Number: Current Yield: 0.03% Activity Ending. 04/30114 04101114 Opening Balance 0.00 0.00 04123114 Deposit MONEY FUND PURCFASE 32,140,403.83 32,140A03 83 04124/14 Deposit MONEY FUND PURCFASE 66,552.92 32,206,956 75 04128/14 Depoit MONEY FUND PURCFASE 101,597.96 32,308,554.71 04129/14 Deposit MONEY FUND PURCFASE 73.527.77 32.382.082.48 04130114 Deposit LIDA EY FUND FURCFASE 312,000.00 32,694,082.48 04130/14 Deposit INCOME REINVEST 212.37 32,694,294.85 04130114 Closing Balance $32,694,294.85 Total All Money Market Funds 632,694,294.85 Page 2 of 23 V,09/6ISCSF30016 Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Raise' 1.cetlent Go paperless et CALM* RATED COMMUMICA11O.4 K1 F I Dr L eXCCLUNCI Cleawri••••••• Moat. U.C. • awl. ararod •••••••••• SDNY_GM_00045709 DB-SDNY-0008533 EFTA_00 I 56318 EFTA01288681

PC. Sc, 1776. Bali moot MD 21203 FDIC Insured Bank Deposits Date Activity Type Description 0euiv.v gam Po... Wealth Man/rem Vinci% CoterarGtoyp 0toutm Yr Secynei lire bet Mc* Ma Part Aortae. IM I kw Statement Period: 04/0112014 • 04/30/2014 Amount Bann Other FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM Atcount k um bet Activity Ending: 04130114 04101114 Opening Balance 04101114 Deposit 04102114 Denali 04103114 Dermal 04109114 Withdrawal 04115114 Derail 04116114 04122114 Withdrawal 04122/14 Denali OM 0/14 Posing Balance Total FDIC Insured Bank Deposits The FDIC Insured Bank Deposits are not securities and are not covered by the Securities Investor Protection Corporation (SIPC) The Bank Deposits at each bank are insured by the Federal Deposit Insurance Corporation (FDIC) up to 4250,000 for each category of legal ownership including individual retirement accounts and certain other self directed retirement accounts. Please review this in connection with other deposits you may have at each respective bank. DEPOSIT DEPOSIT DEPOSIT WITHDRAWAL INTEREST CREDITED APY 0.03% Assodated Bank kA NO 04116 5250000.00 BUT NO 04116 $250000.00 Bank of America NO 04116 9250000.00 Citibank k A. NO 04116 $250000.00 Deutsche Bank Trst Co NO 04116 $29960325. East West Bank NO 04116 $250000.00 NY Comm unity Bank NO 04116 $250000.00 Teas Capital Bank NO 04116 $250000.00 DiPate Capital Bank NO 04116 $250000.00 Union Bank of CA NO 04116 $186995.32 WITHDRAWAL INTEREST POSTED 32,373,328.83 64,634.57 10,107.00 29,703.34 -331,250.00 798.68 -32.147.478 83 158.51 32,373,328.83 32,437,963.40 32,448,070.40 32,477,773.74 32.148.523.74 32,147,320.32 32,147,320.32 -158.51 0.00 40.00 40.00 MC097611CSF 30 Mt Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) Page 3 of 23 Rated I wollent Go oaperless rean. ea A F D-ENT/Ar, gerctittlIVIDCOMPALINICA/1O.6 as.. *wimp Owenby uLC. ••••••••••••104.....1 SDNY_GM_00045710 Ce-SDNY-0008534 EFIA_00 156319 EFTA01288682

Income and Expense Summary Current Period Year.M.Date Taxable Non Taxable Taxable Non Taxable Dividend Income Equities 13,326.14 0.00 183.64113 0.00 Money Market 212.37 0.00 212.37 0.00 Other Dividends 197.500.00 0.00 291,25010 0.00 Interest Income Bond interest 181134.16 0.00 35510915 0.00 FDIC Insured Bank Depotts 955.09 0.00 2,891.15 0.00 Other Interest 0.00 0.00 40.625.04 0.00 Total Dividends, Interest, Income and Expenses $393,627.76 $0.00 $873,928.94 $0.00 Distributions Alternative 'riven ents 0.00 0.00 0.00 284,209.56 Other Distributions 0.00 83.481 57 0.00 297.709.14 Total Distributions $0.00 $83,481.57 $0.00 $581,918.70 Portfolio Holdings U.S. DOLLARS Account Opening Date Quantity Number Activity Ending Opening Balance Owing Balance Accrued Income Income This Year 30.Day Yield Garnet Yield Cash, Money Funds, and Bank Deposits Cash Balance 42.235.04 205.766.14 Money Market DWS GOVERN M ENT CASH I STL 04101114 32.694.294 850 04130114 0.00 32.694.294.85 0.00 212.37 0.03% 0.03% Total Money Market $0.00 $32,694,294.85 $0.00 $212.37 FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM 04101114 04130114 32.373.328.83 0.00 0.00 2.891.15 NM NM Total FDIC Insured Bank Deposits $32,373,328.83 $0.00 $0.00 92,691.15 Total Cash, Money Funds, and Bank Deposits 932,415,563.87 $32,900,060.99 $0.00 $2,903.52 Paget of 23 P*09") 6 ISCSF 30 016 Account Number: SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Ran. I ..ellera Go paperless et t DALIN* ItATEDCOMMUNICAlIONS K F I DA ENT1AL EXCIELIANCE a•••••••••••411001.1M1114. • -0 411IPSO•0" , 1 • le MAI Of PSI •O. MS. 01,10S”... POMP.. &AC •••••••M•11 .014 &PC SDNY GM 00045711 DB-S6NY:0008535 EFTA_00156320 EFTA01288683

P.O. Bev 177& Batmen MO 21203 Portfolio Holdings (continued) U.S. DOLLARS (confirmed) Date Milted Guantffy Unit Cost Fixed Income (In Maturity Date Sequence) 'Asset Backed Securities GLOBAL M TG SECURITIZATION LTD/ GLOBAL IA TG SCT2k 'SU U 6378961AV83 5.250% 01125132 WE OTO 04128/05 Moody Rating CAA3 S 8 P Rating & Factor: 0.34572699 Effective Date:01/01/14 Current Face Value: 2.852.247 668 10116/13'.3,12 8,250,000.000 89 2170 Adjusted Cost Basis Oeuliv•v Si', Po...WeanAlan/rem Minet% town< G•ap Otsittht Mr Selynel AC lire bet Mc* 11)Parli Mow. )Mu to Woe wet liY NIL Market Nice Market Value Statement Period: 04/01/2014 - 04/30/2014 Unrealized Gain! Loss Accrued Interest Estimated Estimated Annual Income Yield COUNTRYWIDE HON E LOANS SER 03-1 CL (31 1.090% 03125/33 B/E DTD 01130103 Factor: 0.24839139 Effective Date 04/01114 Current Face Value. 1.117.761 255 12113/13 '.3,12 4.500.000 000 93.3780 WASHINGTON MUT N TG SECS CORP 2001-RA2 MTG PASSTHRU CTF CL C-9-1 VAR RATE 6.973% 07/25133 81E DTO 06/01/04 St P Rating 0 Factor: 0.63913293 Effective Date:04101114 Current Face Value: 824.481 180 12/13/13 ..3.12 1.290.000.000 76 5190 IM PAC CM B TR 2005.2 ASSET B140 BD CL 14-2 0.887% 04125/35 B/E DTD 03103105 Moody Rating CA58 P Rating CC Factor: 0.14500819 Effective Dale 01125/14 Current Face Value: 1.450,081 900 12113/13 '.3 1,500,551.000 12/13113 t 3 8.499.446.000 Security Identifier: 378961AV8 2.515.545.47 93 8610 Original Cost Basis 52.705.004 09 Security Identifier: 12669 DYS1 1,043.725 67 86.4810 Original Cosl Basis: 51,111,573.07 Security Identifier: 939338820 630.881.76 86.3190 Original Cosl Basis. 5638.906 71 Security Identifier: 15254NNC7 0.0990 147.910.91 73.5750 Odra' Cosl Beare $147,94094 0.0990 837.967.95 73.5750 Original Cosl Basic 5837.967.95 2.677.23375 966.684 64 711.68417 160,093.77 906,803 99 131.688 28 -77,01103 80.802 41 12,152 83 68,838.04 2.079 76 3,68271 4.631.70 26.81 151.89 Page 5 of 23 Account Number. SOL CH LL OK IFIDcITIAL An CONFIDENTIAL — PURSUANT TO FED. R P. 6(e) THERM Go paperless Rated mollent Screen Yea In s A Re. DAMAR RATtDCOmmutiOCATIONI. eXCIUANCII etege.......t•••••••• we. • sof 4.....seenetan esnaanti.notamonowememets.• SDNY_GM_00045712 DB-SONY-0008536 EFIA_00 156321 EFTA01288684

Portfolio Holdings (continued) U.S. DOLLARS (continued) Dale"aired Qua. Usk Coe Fixed Income (continued) 'Asset Backed Securities (continued) IM PAC CIA B TR 2005.2 ASSET BIM BD CL (continued) Total Noncovered 9,000,000.000 985,906.69 Total 9,000,000.000 1985,908.89 Total Asset Backed Securities $5,206,061.79 24,040,000.000 Total Current Face Value : 6,244,572.303 Corporate Bonds SG STRUCTURED PRODS INC COMMODITY LKO MKT PLUS PROTECTED NOTES 0.000% 08105/14 BA DTD 07130113 07125113 'ATM 2.000.000 000 100 0000 HSBC USA INC MEDIUM TERM NTS BUFFERED NOTES LKD TO EURO STOXX 50 0.000% 08/29/11 DIE DTD 05130113 0512/113 'AM 2,000,000.000 100 0000 PM ORGAN CHASE & CO M EDIUM TERM NTS CAPPED CONTINGENT BUFFERED EQUITY k TS 0.000% 10/18/11 WE DID 09127113 12/05113 '•3.12 1.000.000 000 100 0000 PETROLEOS DE VENEZUELA NOTES SENIOR MK XS0060546525 5.000% 10128/15 REG DTD 10128/09 S 6 P Rating Be 12104/13 '.3.t2 2 500 000.000 91.9120 Adjusted Cod NS Market Price Market Value HEADWATERS INC GTD SR NT 7.625% 04101119 81E DID 03111111 CALLABLE 0//01115 (1 103.813 Moody Rating B2 St P Rating B. 10122/12'.12,13 1,000,000.000 102.1200 EARTHUNK INC GTD SR NT FULLY EXCHANGED CUSP FROM 270321AB8 8.875% 05115119 WE DTD 05117111 CALLABLE 05115/15 St P Rating CCC+ 10122112 'ATM 100,000.000 102.8150 1,009/61CSF30,16 1,066,897.76 11,066,897.76 $5,422,500.32 Security Identifier: 78423EHS6 2,000,000.00 107.1200 Original Cost Buis: $2.000,000.00 Security Identifier: 40432XFP1 2,000,000.00 110.6400 Original Cosl Basic. $2,000,000.00 Security Identifier: 4$126NVE4 1,000,000.00 105.3800 Original Cost Bait. S1.000,000.00 Security Identifier: P7807HAF2 2,297,807.57 89.8750 Original Cost Basic $2.250.000.00 Security Identifier: 12210PAG5 1,028196.11 107.5000 Original Cosl Base $1.035.09,00 Security Identifier: 270321AC6 411,379.03 100.0000 Original Cosl Basic 99.000.00 Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRINI P. 6(e) 2,118.400 00 2,212,800 00 1,053.800 00 2,216,875.00 1,075,000.00 100,00000 Unrealized Gain? Lots Accrued Interest Estimated Estimated Annual Income Yield 80,988.87 110,9811.17 178.70 $176.70 $0.00 $216,436.13 110,572.87 $0.00 118,100 00 0.00 212,800 00 0.00 53.600 00 0.00 •50.932 57 694 44 125,000.00 5.56% 50.803 89 6.142 36 76 250 00 7.09% .11,37903 16,270 83 35,500.00 8.87% Page 6 of 23 I t Rated I' in.ellen. Go paperless Seven Ye314 In Raw DALSAR RATED COMMUNICAT1ONS K1 F I D'E. NTTA •-• Excuanci CONS. 0.141811001.11,1102. • 101•019 *MSS •••••S, TIO Oa. Ili reswarra SO. C•••••••••• caw rest SDNY_GM_00045713 013-SDNY-0008537 EFTA_00156322 EFTA01288685

P.O. Bag 1778. &lemon MD 21203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cog Fixed Income (continued) Corporate Bonds (continued) EARTHUNK INC GTD SR NT FULLY EXCHANGED (continued) 10123112 '.12.13 800,000.000 102 6430 Total Noncovered 1,000,000.000 Total 1,000,000.000 SERVICES ASTER CO SR NT - CUSP FULLY EXCHANGED FROM OLO CUSP 81760NAL3 8.000% 02115120 WE DTD 02113112 Moody Rating CAA1 S P Rating CCOi 01124113 'AM 1500.000.000 104 9810 02125113 '.12.11 1,000,000.000 105 5380 Total Noncovered 2,500,000.000 Total 2,600,000.000 LLOYDS TSB BK PLC EURO ISSUE MEOWS TERM NOTES ISMS00717735822 9.875% 12/16721 REG DTO 12116111 Moody Rating BM St P Rating BBB 12104113 '.3,12 1500.000 000 108 2010 SOUTHERN CALIF EDISON CO PREF SER E 6.250% 02101122 WE DTD 01117/12 CALLABLE 02101122 Moody Rating BAA1 St P Rating BBB- 01130112'.3.12 3,000,000 000 99.7950 BARCLAYS BK PLC CONTINGENT CAP NT ISA R US06739FH K03 7 750% 04/10123 B/E DID 04110/13 CALLABLE 04110118 St P Rating 812, 04103113 '.12,11 300,000.000 100 0000 B009/61CSF30016 01,11 ( re Adjusted Cost Bags 0euiv Si,,, Pon. wealth Mywrient PA/net% COMM< 4 ,0‘P OtOta4 lam Selyner Maw brk Mc* Ma Put Anew.. 1.6m i tar 'Inv Wet /11. NIL Market Price 615,859.29 100.0000 Original Cost Basic 5619.500 00 1 027 230.32 $1,027,236.32 Security Identifier: 81760NAN9 1,574,717.83 107.8750 Original Coal Basic 51,595,625.00 1,055,378.11 107.0750 Original Cog Basic $1,070,000.00 2,530,096.30 $2,630,096.30 Security Identifier: G1515PPIII Price Estimated as or: 04128114 1,623,060.70 118.5000 Original Coal Basic 51,627,580.00 Security Identifier: 842400FV2 2.993.854.29 107.0000 Original Cosl Basic 52,992,564.97 Security Identifier: 06739FNK0 300,000.00 111 0000 Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) Market Valve 600,000.00 1,000,000.00 21,000,000.00 1,618,125.00 1,078,150.00 2,696,875.00 82,696,875.00 1,777,500 00 3,210,000.00 333,000 00 Statement Period: 04/01/2014 - 04/30/2014 Unrealized Gain! loss -15,859.29 Accrued Interest 24,40625 -27,236.32 40,677.08 227,238.32 $40,677.08 43,401.11 23,311.53 66,778.70 $66,778.10 154.43930 216.14571 33,000.00 25,000 00 16,666 67 41,866.67 Estimated Estimated Annual Income Yield 53,250.00 8.87% 88,750.00 188,750.00 120,000.00 7.41% 80,000.00 1.41% 200,000.00 $41,666.51 1200,000.00 55,135 42 46.35417 1.291 67 148.125 00 8.33% 187,500.00 5.84% 23,250.00 6.98% Page 74023 Go paperless 436) Satan years MA Rev ti FI ,„ EN,71 AL rxt,ItaltDCOMMILINICIOIONS barn" • i••••• *Nova eatattibq Oa. reneft amain Cognises Ca, SS" ill•nnaw Lie -Nr Plea wet SIC SDNY_GM_00045714 O13-SDNY-0O08538 EFTA_00156323 EFTA01288686

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Bun Bak Cod Fixed Income (continued) Corporate Bonds (continued) BARCLAYS BK PLC CONTINGENT CAP NT (continued) PM ORGAN CHASE & CO DEP SNS REPSTG 1110D- PFD SER 1 FIXED TO FLTG RT BO 7.900% 04/29/49 WE DTO 04/23/08 Moody Rating BA1 S8 P Rating BBB 06415/11 '.3.12 2.500.000.000 107 5000 06115/11 '.3,12 2.500,000 000 107 0000 Total Noncovered 5,000,000.000 Total 5,000,000.000 BANK AM ER CORP PERP NON COM ULATIVE DEP SF S FIXED TO FLOAT 8.125% 04/30/58 EVE DTD 04130108 CALLABLE 05/15118 Moody Rating BA3 S8 P Rating BB+ 01/10711 '.3.12 2.000.000.000 102.7500 Adjusted Cod Basis Market Puce Markel Valve Unrealized GairilLoss Accrued Interest Estimated Estimated Annual Income Yield Original Cost Basis 6333 00C 00 Security Identifier: 46625141141 2.687.500.00 113.0000 Original Cost Basis; 52,687,500.00 2.675.000.00 113.0000 Original Cost Banc $2.675400.00 5,362,500.00 $5,352,500.00 Security Identifier: 060505DT8 2.825.000.00 2,825,000 00 5,650,000.00 85,650,000.00 137.500 00 150,000 00 287,500.00 0.00 0.00 0.00 197,500.00 6.99% 197,500 00 6.99% 395,000.00 GENERAL ELEC CAP CORP NON CUM PFD SER A 7.125% 061t2/62 BIE DTD 06112112 CALLABLE 06/15/22 Moody Rating BAA1 S P Rating AA- 06127112 tlt,I3 2.000.000.000 105 5300 LBG CAPITAL NO 1 PLC 114A 16948X60473106283 8.000% 09/15/88 REG DTD 12115109 FOREIGN SECUMTY S8 P Rating BB 12104113 '.3.12 1.200.000.000 108 2500 'LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1 SECS ISM US539439AG42 7.500% 09/27/88 WE DTD 04/07/14 S 8 P Rating BEI. Reese Provide' 1,903,000.000 N/A Total Corporate Bonds 28,903,000.000 Total Fixed Income 52,943,000.000 2.055.000.00 113.5500 Original Cost Basic 52.055.000.00 Sum*Identifier: 3696228N6 2.110.605.12 115.0000 Original Cost Basis: 52.122.916.67 Security Identifier: G5433BBG8 1.299.000.00 108.5500 Original Cost Basis SI 299,000 00 Security Identifier: 539439AG4 Rease Provide 104.5000 Original Cost Basis: Rene Provide 327,723,358.41 $32,929,420.20 2.271.000.00 2.300.000.00 1,302,600.00 1,988,835.00 131,280,185.00 136,881,985.32 8287,500.00 216.000 00 189.39418 $0.00 $395,000.00 74.4794 7 53.437 50 3.600.00 36.000 00 N/A 9,118.54 162.500.00 7.15% 142.500.00 6.19% 96.000.00 7.36% 142.725.00 7.17% 11,551,491.59 $384,997.12 81,787,000.00 11,770,930.12 8375,689.89 81,717,600.00 Page 8 of 23 Account Number Rated tiocellent 1,009/6flCSF3' 1 Go paperless Seven V... In A Row SO L TH ERN F DA. ENM. AL CALMAR RATED COMAILINICATIONS IPCCIELLINCI CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) Loa «am wan SDNY_GM_00045715 DB-SDNY-0008539 EFTA_00 156324 EFTA01288687

P.O. Bag 1778. Balernot•MO 21203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date kindred Equities Common Stocks APOLLO GLOBAL MGM T LLC CL A SHS Dividend Option: Cash 03129111 283.157.000 APPLE INC CON Dividend Option: Cash 10128113 2,000.000 ARIAD PHARM ACEUTICALS INC Dividend Option: Cash 02114112 '613 7,535.000 01124113 '.13 0.000.000 Total Noncovered 16,535.000 Total 16,535.000 ASCRIA RETAIL GROUP INC CON Dividend Option: Cash 01116101 **3 70.500.000 BIOGEN IDEC INC CON Dividend Option: Cash 02114/12 'A 2,095.000 119 5490 FACEBOOK INC CL A Dividend Option: Cash 05117112 '.13 17,500.000 38.0000 FOUNDATION MEDICINE INC COM Dividend Option: Cash 01113114 ammo 27.5070 GENERAL ELECTRIC CO CON Dividend Option: Cash 04123113 '.13 23,000 000 21 5700 Quantity UPNCod DPASOf Sim POnle won 4. 11r. , , Mweits I wear Gw.p °taunt Sat Stuenci C. Notarri Caw 30 rat 4,w,111,1%3 !Owl:ANY 101W Cost Basis Market Price Security Identifier: APO CUSP: 037812308 19 0000 4.999.983.00 27.1300 Security Identifier: AAPL CUSP: 037833100 529 0600 1,058,120.50 590.0900 Security Identifier: ARIA CUSP 04033A100 15 2090 114,597.40 7.2700 19 8000 176.40040 7.2700 290,997.40 $290,997.40 Security Identifier: ASIA CUSP. 043516101 21 2770 1100.000.00 17.2000 Security Identifier: BIIB CUSP: 01062M03 250.454.95 287.1200 Security Identifier: FB CUSP. 3030311102 665,000.00 59.7800 Security identifier FM I CUSP: 350465100 687,663.50 29.1600 Security Identifier: GE CUSP: 369604103 496.109.08 26 8900 Markel value 7.139.449.41 1,180,180.00 54,779.45 85430.00 120,209.45 $120,209.45 1.212.600.00 601,516.40 1,046,150.00 729,000.00 618.47010 Statement Period: 04101/2014 - 04/30/2014 Unrealized Gaud Loss 2.139.468.41 122,059 50 -59,817.95 -110,970.00 ,170,787.95 -8170,787.95 -287,40000 351,061.45 381,150.00 11,336.50 122,380.92 Estimated Estimated Annual Income Yield 1,047,361.86 11.67% 26,320 00 2.23% $0.00 20,240.00 3.27% Page 9 of 23 B009/61CSF30,16 Account Number: Go paperless CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 67e)UTHERN E KJFID NTIAL W ,filIC Rawl (wailers? Seven Years IN A Row DAMN* RNTRD COMMUNICAlIONS EXCetAiNCR CWiwyammlinwairvi...C.•••••• wow onoNWN SDNY_GM_00045716 OB-SDNY-0008540 EFTA_00 156325 EFTA01288688

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired duality lak Cod Equities (continued) Common Stocks (continued) GENERAL MTRS CO COM Dividend Option: Cash 11118110 ' 10,988.200 36.4010 12/09/10 ' 86,536.800 36.8160 Total Noncovered 97,625.000 Total 97,625.000 GILEAD SCIENCES INC Dividend Option: Cash 02/05114 5,000.000 792810 03101114 3,100.000 79°120 Total Covered 8,100.000 Total 0,100.000 P MORGAN CHASES CO CON ISIN LS46625H1005 Dividend Option: Cash 01114105'.3 21 753 000 488 4840 SAMOAN° BIOSCIENCES INC CON Dividend Option: Cash 05128113 '. 13 50 OCC 000 8 4440 SANTANDER CONSUMER USA HLDGS INC COM Dividend Option: Cash 01123114 TWITTER INC CON Dividend Option: Cash 11107113 Total Common Stocks Preferred Sods (Listed by expiration date) ALLY MIL INC PERP PFD FIXEDIFLTG RATE SERA CALLABLE COUPON 8.5% PERPETUAL MATURITY CALL° 25 05115116 Dividend Option: Cash 02/03112 '.13 46,600 000 02109/12 '.13 80.000 000 Total Noncovered 126,600.000 Total 126,600.000 1,000.000 24 0000 1,500.000 26.0000 399.978.16 3.185,969.22 3886917.36 Cod Bids Market PrIa Markel Value Unrealized Gold Loss Estimated Estimated Maul Income Yield Security Identifier: GM CUSP. 370451/100 34.4800 34.4800 53,686,917.38 Security Identifier: GILD CUSP: 375558103 396,407.00 78.4900 246.797.00 78.4900 643,204.00 $643,204.00 Wally Identifier: PM CUSP. 46625/1100 10.626.002.00 55.9800 Security Identifier: SGM 0 CUSP: 800677106 422.214.00 13.8400 Security Identifier: SC CUSP. 8028311101 24,000.00 22.7400 Security Identifier: TWTR CUSP: 901841102 39.000.00 38.9700 378,873.15 2,983,788.85 3,362,682.00 13,362,662.00 392,450.00 243,319.00 635,789.00 $636,789.08 1217.732.94 692,000 00 22,740.00 58.455.00 -21,105.01 -202.180.37 -223,285.38 -6223,266.38 -3,957.00 -3,478.00 -7,436.00 -$7,135.00 9.408.269.06 269.786 00 -1.260 00 19.455 00 13,185.84 3.48% 103,844.16 3.48% 117,030,00 $117,030.00 $0.00 34.804 80 2.85% 19.3820 20.1250 525,288.695 81 Security ideniTher: ALLY PRB CUSP. 020051408 903,217.51 1°10,000.00 2,513,217.51 27.0400 27.0400 $11,636,934.20 1260.084.01 2,163,199.99 3,423,264.00 -$8,651,761.61 356,846.50 553,199.99 910,046.49 $1,245,769.66 99.025.00 7.85% 170°00.00 7.85% 269,025.00 800106fleSF30116 52,513,217.51 Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRITA P. 6(e) $3,423,264.00 $910,046.49 $259,025.00 Page 10 of 23 TIONS LOAV RA T MMUNICA Go p iperless DA ZT=I rt.: O ,,,Rer. F I DAENTIAr boa. osmoses ••••••••.u.0. nos. ass ass, erne oak renew saw amen.. CONY SINAI P•nre. LUC saes Plea MOO an SDNY_GM_00045717 OB-SDNY-0008541 EFrA_00156326 EFTA01288689

P.O. Bag 1776. Barron MO 21203 Portfolio Holdings (continued) U.S. DOLLARS (confirmed) Date Acquired ikauthy Unit Cost Equities (continued) Preferred Stocks (continued) GM AC CAP TR I GTD TR PFD SECS SER 2 It 125% FIXED RATE/ FLTG Dividend Option: Cash 02122/12 'A 80,000.000 23.5350 ROYAL BANK SCOTLAND GROUP PLC SPON ADR REP= SER T FOP StISCOUPON 725% PERPETUAL MATURITY CALL@ 25 05114/14 Dividend Option: Cash 10/24112'.13 40.000.000 23.7900 01107113'.13 40.000.000 24.4400 01714113'.13 40,000.000 24.8800 Total Noncovered 120,000.000 Total 120 000.000 Total Preferred Stocks Options CALL 100 AM ERICAN AIRLS GROUP INC COM EW 01-17-14420 000 OPTION ROOT: ML 1,000.00 of these contracts are in your margin account 12711113' 1,000.000 8.0330 PUT 100 AMERICAN AIRLS GROUP INC CON ET01-17-15Q 20000 OPTION ROOT= AAL -1,00000 of these comrade are a shod position 12111113' 1.000.000 Total Options Total Equities Gni..., gam Numn—wrn, her.ets Ont.., G.a,p Dectsam Mn 'Wynn mc Near, Mt* 341Parli ilareet 1141. I to Nay Rrt 1tY 10114 Cost Basis Market Price Market Value Statement Period: 04/01/2014 04/30/2014 Unrealized Gain/ Loss Estimated Estimated Annual Income Yield Stagily Identifier: ALLY PRA Mil' 361860206 1 882 773 60 27 4900 Security Identifier: RBS PRT CUSP. 780097713 951,800.00 977,800.00 995,200.00 2 924 400.00 25.3900 25.3900 25.3900 2,199,200.00 1:015.599.99 1,015,599.99 1,015,600.02 3,046,800.00 316,12640 83,999 99 37,999 99 20,10(102 122,100.00 162 500 00 7.38% 72,500 00 7.13% 72,500 00 7.13% 72,500 00 7.13% 217,600.00 $2 921 400.00 $1,320,391.11 $3 048 800.00 $8,669,284.00 $122,400.00 6217 600.00 6649,025.00 Option Identifier: litIOADTZ.0 Undedying Security Identifier: ML Underlying Security Price: $35.07 803.314.50 15.5000 Option identifier: 91/OADTZ00 Undedying Security Identifier: ML Underlying Security Price: $35.07 1.9770 0.3500 1.550 000 00 -35.000.00 61,341,172.19 746.885.50 182,702 00 1,009761CSF,' : $805,612.50 $33,214,699.42 Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) 11,515,000.00 $28,821,198.20 6000,317.50 -64,393,501.22 $0,00 61,014,704.60 Page II of 23 Rated I ...flora Go p spetieSS 5-- Ye— Pc.'w DALSAR ItATIDCOMMUNCATIOWS FIDENTIAL EXCIILIANCI Conavienugli Oweatrat. • SW SIMS SOS, T.0 DOM OF NOO W. SM. C•••••••••• MON. ••••111“ Lie 0•4•••• Ps was on SDNY_GM_OOO45718 OB-SDNY-0008542 EFTA_00156327 •197.70200 EFTA01288690

Portfolio Holdings (continued) U.S. DOLLARS (continued) Unrealized Date Acquired Quantity Unit Cost Cost Basis Market Price Markel Vain Wallets Exchange-Traded Products WISDOM TREE TR JAPAN HEDGED EQUITY FO Security Identifier: DXJ Dividend Option; Cash; Capital Gains Option: Cash CUSP 97717W851 60,00000 of these shares are in your margin account 12(11/13 60,000.000 19.1350 2.966.098.50 46.0900 2.765.400.00 .200.698.50 Total Exchange•Traded Products $2,968,098.50 $2,786,400.00 .$200,898.50 Cost Basis Markel Valve Estimated Estimated Annual Income Yield 37,061.40 1.34% $37,061.40 Unrealized Awued Estimated Gaintlost Interest Mnual Income Total U.S. DOLLARS $102,010.219.11 EURO Desaiptioa Cash, Money Funds, and Bank Deposits Global Cash Balance Quality 6101,175,641.61 -S2,823,269.60 $375,569.89 $3,122,349.58 Openlag dosing Accrued 30-Day Balance Balsam Curreaq Income Yield 291,818.87 291,816.67 EUR 104,616.22 USD Total Cash, Money Funds, and Bank Deposits 291,816.87 291,816.67 EUR 0.00 404,618.22 USD 0.00 Acaued Markel Value Currenq Interest Total EURO 291,818.87 EUR 0.00 104.616 22 LSO 0.00 Unrealized Accrued Estimated Cost Basis Market Value GainfLoss Interest Mnual Income Total Portfolio Holdings - U.S. DOLLARS $102.010,279.11 6101,580,260.73 -$2,823,269.60 $375,169.89 $3,722,349.58 Footnotes " Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1966, as amended ('IRCI) (incorporating amendments enacted by P.L.110-313, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered " noncovered, under the new cost basis reporting rules, and marked or denoted as such. All other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their -appkable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis tvill be reported to the IRS on form 1099-8 for the applicable tax year in which the security is disposed. Page 12 of 23 8009/6fleSF30116 Account Num ber isms rweliont Go p iperless DA SeraZit *Ticapacr avacjottis CONFIDENTIAL — PURSUANT TO FED. R CRIM. 67e)UntO F I DAENTI A eXCELIANCI Cals••••••••••••••••1.1.1.02.••••••••••••••••••••• SDNY_GM_00045719 OB-SDNY-0008543 EFTA_00 56328 EFTA01288691

PC. Ba. 177 &It mrc MD 21203 Portfolio Holdings (continued) ()PASO( Um Pnwill, Wean •Aptagenan Metroits ear G.O.P Deelsche So* Stow On W. Now *4 Mar HS Put Asa. Ioth Hoer Mow** NY 10114 Statement Period: 0410112114 • 04/3012014 Reporting requirements generally will be phased in over a three-year period, as follows: • Stock in a corporation acquired on or after January 1, 2011 • Mutual funds and dividend reinvestment plan (ORP) shares acquired on or after January 1, 2012 • Ciller securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. Cost Basis on fixed income securities is adjusted for amortization. accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attnbutes, obtained from sources believed to be reliable. In the event, one or more of these attrioutes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds, foreign bonds, variable rates, bonds in default, index-linked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. $ The cost basis of this security has been provided to us by you or your introducing film and Pershing makes no representation as to the accuracy of this infonriabon. Unrealized gains and losses are not reported for securities for which cost basis or market value is not available. 1 The Current Face value represents the outstanding principal balance of the underlying security. The Current Face value is determined by multiplying the current factor times the original face amount of the security. Factors may change over time and are obtained from sources we believe to be reliable. 12 Pershing has received updated cost basis information, therefore cost basis provided on previous client brokerage statements may differ from the new cost basis reported in this section. 13 The cost basis of this security has been provided to us by the delivering firm or transferring agent and Pershing makes no representation as to the accuracy of this information. Holdings Summary by Currency chap-Traded Comm Gal Fixed lame Equities Foods Total lyCottenq U.S. DOLLARS 32,900.060 36.688.985 28.821.198 2.765.400 101.175.644 USD EURO 291,846 0 0 0 291,846 EUR Total USD Equivalent 33,304,677 36,1111$4105 28,021,196 2,766,400 101,6$0,200 USD % of Allocation 32.79% 36.12% 21.37% 2.72% 100.00% Schedule of Realized Gains and Losses Current Period Disposition Elate Acquisition Date Disposition Transaction Description Duality Cod Basis Proceeds Realized Clain/ Lose/ Disallowance Short Term 0411711/ 04/16114 SELL SABRE COPY COM 4,000.000 64,000.00 66,552.92 2,552.92 Rid In First Out Security Identifier: SABR 04123/11 12113113' FiPP WASHINGTON MUT MTG 5 004-RA2 MTG PASSTHRU CIF CL 1,290,000.000 2.02380 2.64414 621.04 C- B-1 VAR RATE 6.973% 07125/33 Security Identifier 939336320 Original Cost Basis: 2,023.80 B00MISCSF30016 Account Number SOUTHERN CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Page 13 of 23 Rated I .eolloot GV paperless * J ye... ea A Ro w F or NTTA L I CIAatiLIVEDCOMMUNOC OJIONS OlioWo *soup Onto. U.C. • seal. woo. walMws SDNY_GM_00045720 DB-SDNY-0008544 EFTA_00 156329 EFTA01288692

Schedule of Realized Gains and Losses Current Period (continued) Disposition Acquisition Dale Date Short Term (continued) 04/24/14 12113113' 04124/14 12/13113' 04125/14 12/13113' 04125114 10/16/13' 04130/14 12/13113' 04130114' 12/13/13' Disposition Transaction EPP FPP RIP FFP SELL Fusl In First Out SELL Rrs1 In First Out Description IM PAC CM B TR 2005.2 BD CL 1461-2 0.887% 04125135 B IE DTD 03/03105 Security Identifier. 45254KNC7 Original Cost Basis. 1.125.08 IM PAC CM B TR 2005.2 BO CL 1461-2 0.887% 04125135 B fE DTD 03/03/05 Security Identifier: 45254KNC7 Original Cost Basis 6.372.69 COL NTRYVVIDEFOME LOA 1 CL BI 4.090% 03/25/33 WE D TD 01/30/03 Security Identifier: 12669DYS1 Original Cost Basis: 23.784.37 GLOBAL kl TG SECURITIZ GLOBAL MTG SCTZN US37896 IAV83 5.250% 04/25/32 WE DID Security Identifier: 378961AV8 Original Cost Basis: 41.198.59 IM PAC GAB TR 2005.2 BO CL 1461-2 0.887% 04125135 B IE DTD 03/03/05 Security Identifier: 45254KNC7 Original Cost Basis 147,940.94 IM PAC CM B TR 2005.2 BD CL 144-2 0.8-87% 04125135 B IE DTD 03103105 Security Identifier: 45254KNC7 Original Cost Basis. 837.967.95 Realized Gain/ Loss/ Quantity Cos1 Basis 1,500,554 000 1,125 08 1,654.77 529.69 Proceeds Disallowance 8.499.446.000 6.37269 9.372.99 3,000.30 4,500,000.000 23,784.37 25,471.48 1.687.11 8,250.000.000 41,198.59 46,162.43 4.963 84 1,500.554.000 147.940.94 156.665.79 8.724 85 8,499,446.000 837,967.95 887,387.18 49.419.23 Total Short Term $1,124,413.42 $1,195,912.10 $71,498.98 Total Short Term and Long Term 51,124.413.42 31,195,912.40 371,491.98 Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended (IRV) (incorporating amendments enacted by P.L.110-343, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered "noncoverece under the new cost basis reporting rules, and marked or denoted as such. AI other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after their 'applicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis vAR be reported to the IRS on form 1099.8 for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as folows: • Stock in a corporation acquired on or after January 1. 2011 • Mutual funds and dividend reinvestment plan (DRP) shares acquired on or after January 1, 2012 • Other securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. Page 14 of 23 Account Number. Rated &welkin. Go paperless St Yews In A Fter. SOUTHERN CI16. LLC. NFIDEciuriAc ECIA xciat• RAtTED COMMLIPOCATONS CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) Away we. • ...or *was ...oleos SDNY_GM_00045721 DB-SDNY-0008545 EFrA_001 56330 EFTA01288693

Draw ( Sint P Ws Si P.m...yr,. Marais Cootqa4,0“) Deaulv sank Smote' 4%. Now *4 Cato HS Pia AS*. IM, I leer Now *A NY 101W Statement Period: 04/0112014 • 04/3012014 Schedule of Realized Gains and Losses Current Period (continued) This Schedule ray not reflect all cost basis adjustments necessary for tax reporting purposes, especially for noncovered securities. Adjustments to cost basis may have been made for prior income received and subsequently reclassified by the issuer as a return of capital In addition, corporate action everts may require adjustments to your original cost basis. Return of capital information and cost basis information, as it relates to corporate actions, has been obtained from sources we believe to be reliable. Adjustments to cost basis can be made after year-end, in particular. for return of capital adjustments, but may also include adjustments for corporate action events. Therefore there may be differences in cost basis reflected on your monthly client brokerage statement at year end versus any subsequent reports, including your 109943 or online displays you may have avajable to you. When you report your cost basis on your tax return, it should be verified using all of your own records. In particular, there may be other adjustments which you need to make, but are not required to be made by Pershing as it relates to H.R. 1424. You should consult with your tax advisor in order to properly report your gain or loss for tax purposes. Pershing shall not be responsible for and makes no representations or warranties with respect to the accuracy of any information that you report to the IRS or other taxing authorities, and, accordingly, disclaims any and all liability that may arise with respect to your use and reliance on the information provided herein for such reporting. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event one or more of these attributes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds, foreign bonds, variable rates, bonds in default. index-finked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax retums. These shares are unsettled and have been recently disposed. You will also see these shares on the Portfolio Holdings section until this transaction has been settled. Please refer to the Your Account Information Section in your brokerage account statement for your accounts existing tax-Ict disposition method. The disposition method is the method winch you have selected to use in the disposal of each tax lot of the securities held in your account. If you do not select a method, your account will be defaulted to First In, Fist Out (FIFO). Your account's selected tax lot method wil be used to determine the cost basis for calculating gain and/or loss. unless another method was selected at the time of the security disposal, and this may be reported on the IRS Form 1099-8. Messages Although a money market mutual fund seeks to preserve the value of your investment at St per share, it is possible to lose money by investing in a money market mutual fund. Shares of a money market mutual fund or the balance of a bank deposit product held in your brokerage account may be liquidated upon request with the proceeds credited to your brokerage account Please see the money market mutual fund's prospectus or the bank deposit product's disclosure document or contact your advisor for additional information. Federal Deposit Insurance Corporation (FDIC)-Insured Bank Deposits are not protected by Securities Investor Protection Corporation.(SIPC) For disclosure of rates for DWS money market funds, please visit the DWS Investments website at https://vnwv.dws-investrnents corn/EN/productshnoney-market-funds-yields.jsp. Please note that all money market funds listed on the website may not be offered through us. Page 15 of 23 Account Number: SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) 11•14.1 I ..enent Go paper-less Sea"' 'rt. " . P.^. TED COMMUNCATONS F I Ei EN isi A CONS.M.1010101011.01.1.02..••••••••••••••••••••1 SDNY_GM_00045722 OB-SDNY-0008546 EFTA_00156331 EFTA01288694

Activity Sum m ary (All amounts shown are on base currency) Credit This Period Year-to-Date Debits This Period Year-to-Date Securities Securities Securities Bought 0.00 0.00 Securities Bought -92.000.00 -7,506.108.11 Secunhes Sold I 18.655 79 10.608.317 15 Securities Sold 000 000 Total Securities $118,655.19 $10,600,317.15 Total Securities -692,000.00 -$7,506,100.11 Dividends and interest $393,686.97 1962.736.45 Dividends and Interest -$51.51 -S93,807.51 Distributions $83,481.57 $581.918.70 Distributions $0.00 WOO Fees $0.00 $0.00 Fees -018.00 -$36.00 Cash Cash Withdrawals 0 00 0 00 Withdrawals -331.250.00 -888.215.00 Deposits 312 000 00 10.824.149 65 Deposits 0 00 0.00 Total Cash 6312,000.00 610,824,149.65 Total Cash -8331,250.00 -$888,245.00 FDIC Insured Bank Deposits 632,478,570.32 137,486,437.18 FDIC Insured Bank Deposits -6106,211.19 119,304,76415 Money Market Funds $0.00 $0.00 Money Market Funds -$32,894,294.85 -132,691,294.85 Total Credits $33,386,392.95 $60,168,558.13 Total Debits -133,222,86115 -$60,487,256.32 Transactions by Type of Activity Process/ Trade/ Settlement Transaction Date Date Actin ity T) se Description Quantity Price /caved littered Moult Currency Securities Bought and Sold 04101114 0312711/ SOLD TF0NET GROUPING COM UNSOL AVERAGE UNIT PRICE -1,200.000 19.1000 22,399.53 LSD TN ET TRANSACTION YOUR BROKER ACTED AS AGENT 04102114 0312711/ PURCHASED CBS OUTDOOR &MESS INC COM 1,000.000 28.0000 .28,000.00 LSO CBSO 04102114 0312811/ SOLD CBS OUTDOOR AMERS INC COM IJNSOL AVERAGE UNIT -1.000.000 29.7700 29,703.31 LSD &ISO PRICE TRANSACTION YOUR BROKER ACTED AS AGENT 04/10/14 SECURITY EXCHANGED 186 CAPITAL NO 1 PLC 111A ISM* X$3473106283 8.000% -1,800,000000 0.00 USD G5133BI948 09115/68 REG 04110114 SECURITY EXCHANGED LLOYDS BANKING GROUP PLC FXD RATE RESET ADOL TIER 1 1103,000 000 0.00 LSD 539139AG1 SE-CS 7.500% 09127/88 B/E 04/23/14 01116/14 PURCHASED SABRE CORP COM PROSPECTUS UNDER SEPARATE COVER 1.000.000 16.0000 -64,00000 LSD SABR 04/23/11 0411711/ SOLD SABRE COPP CAM UN SOL AVERAGE UNIT PRICE -1.000.000 16.7001 66.552.92 USD SABR TRANSACTION TOL R BROKER ACTED AS AGENT Total Securities Bought and Sold UNITED STATES DOLLAR 0.00 26,656.79 Page 16 of 23 Account Number. lia•d Go paperless Veen In A Raw CALM* RATE D COMMUNICAllOWS '„""" SOL CH LLC. A CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) THERA o NFIDENTIAL CIIPOS.0/11•10110.••••••••• We. • %SOP 11••••••1......0 •IOPS.F.O• .014 .4 .1. SONY_GM_00045723 DB-SDNY-0008547 EFTA 00156332 EFTA01288695

Gevist.< Pan, Pnnir VMO a Meaetenein Nevens Con..«004) Cettsog MY Smones +ic. Ilert CM«. I% eet Anr~.26shilter Transactions by Type of Activity (continued) %ceel Track/ Ornement TranuctIon Date Date Adivi Dividends and Interest 04/01/14 80ND INTEREST RECEIVED 12210PAQ 5 04110114 BOA D INTEREST RECEIVED G54338808 04110114 FORE1GN BOND INTEREST 06739FFKO 04115114 FDIC INSURED BANK OEPOSITS INTEREST RECEIVED 458991996 04/21114 04119114 CAS, DEBIT INTEREST USD999997 04/22/14 CASh DEBIT INTEREST ADISTM Eh T 4/50999997 04/22/14 FDIC INSURED BANK OEPOSITS INTEREST RECEIVED /58991996 04/25/14 BOA D INTEREST RECEIVED 126690Y51 04/25/14 CAS- DIVIDEND RECEIVED GE 04/25/14 FORBGN BOND INTEREST 378961AV8 04/25/14 BOND INTEREST RECEIVED 45251N NC7 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Desa ion Qua Statement Period: 04/01/2014 • 04/3012014 Prise Pareed Interest 1000000 FEADWATERS INC GTD SR NT 7 625% 04/01/19 BIE DTO 03111/11 CLB PC 03/13 PO 01/01/14 186 CAPITAL NO 1 PLC I44A 'SIMT XS0473106283 8.000% 09115/18 REG 300000 BARCLAYS 8K PLC CONTINGENT CAP NT ISINIUS06739BIK03 7.750% 01/10/23 BJE DTD 0/110113 CLB RD 04/09 PC 04/10111 INSURED OEPOSITS INTEREST CREDITED CASF DUE INTEREST FOR t DEBIT DAYSAVBAL 331.250.00 RATE 6250 04,08.11 TO 04.08.14 REVERSECASh DUE INT 04/21/2014 INSURED OEPOSITS INTEREST CREDITED INCOM E RED EEN ED 4500000 COUNTRYWIDE HOME LOANS SER 03.1 CL BI 4 090% 03125133 B/E DTD 01130103 RD 03/31 PO 01125/11 23000 ShRS GENERAL ELECTRIC CO COM RD 02121 PO 04125/1 4 8250000 GLOBAL MTG SECURITIZATIO LTD/ GLOBAL MTG SCTZN ISINSUS378961AVB3 5250% 04125132 B/E DTD 04128105 RD 03131 PO 01125/11 10000000 IMPAC DAB TR 2005.2 ASSETBK0 BD CL 1.11-2 0.887% 04125/35 BIE DTD 03103105 RD 01121 PO 01/25/11 -1,869,000 000 Amount Duren 38.125 00 LSD 45.300 00 LSD 11.625.00 USO 798.58 USO -57.51 USO 57.51 USO 158.51 LSD 5.477.99 USO 5.060 00 USO 12,680.55 LSD 1,118.84 LSD Page 17 of 23 Account Num Der. SOL TH ERA l C Go paperless .. Cti N FIDENTTAL ex tlArt RAIITLDCOMMUNICATIONS %led («tellen,' Sven Veen rn A Ree Y.._.~.._.. Lise. new. eneel ineselen, SDNY GM 00045724 DB-S5NY:0008548 EFTA_00 156333 EFTA01288696

Transactions by Type of Activity (continued) Process/ Tradel Settlement Transaction Date Date Adivit Type Dividends and Interest (continued) 04125114 BOND INTEREST RECEIVED 939336S20 04128/1 4 04130114 04/30/14 04/30114 FOREIGN BOND INTEREST P7807HAF2 MONEY MARKET FLND INCOME RECEIVED 233993682 CASH DIVIDEND RECEIVED 46625H FA1 CASH DIVIDEND RECEIVED PM Demsi me Qua Price Awued Altered Amount Curren 1290000 WASHINGTON OIL T MTG SECS CORP 2004-RA2 MTG PASSTHRL CTF CL OEM VAR RATE 6.973% 07125/33 WE DTD 06101/04 RD 03131 PD 04/25/14 2500000 PETROLEOS OE VENEZUELA NOTES SENIOR ISINIXS0460546525 5.000% 10128115 REG DTD 10/28109 RD 04127 PD 04128114 DWSGOVT CASH INSTL SIAORGAA CHASE & CO DEP sris REPSTG 1110TH PFD SER 1 7.900% 04/29149 B/E RD 03/31 FO 04/30114 INTEREST PAYMENTS 39.5 21753 SFRSP MORGAN CFASE& CO COM ISINtUS46625h 1005 RD 04104 PD 04/30/14 4.806 78 LSD 62,500.00 LSO 212.37 LSD 197.500 00 USD 8,266 14 LSD Total Dividends and Interest - UNITED STATES DOLLAR Distributions 04/25/14 04/25/14 04/25/14 04128/14 RETURN OF PRINCIPAL RECEIVED 12669DYS1 RETURN OF PRINCIPAL RECEIVED 378961AV8 RETURN OF PRINCIPAL RECEIVED 939336520 RETURN OF PRINCIPAL RECEIVED 45254N NC7 4500000 COUNTRYWIDE HOME LOANS SER 03.1 CL Ell 4 090% 03125133 B/E OTD 01130/03 RD 03131 PD 04125/14 8250000 GLOBAL MTG SECURITIZATION LTD/ GLOBAL MTG SCTZA ISINOUS378961AV83 5 250% 04/25/32 BIE DTD 04/28/05 RD 03/31 PD 04/25/14 1290000 WASHINGTON M L T MTG SECS CORP 2004•RA2 MTG PASSTF RL CTF CL C-B-1 VAR RATE 6.973% 07/25/33 WE DTD 06101/04 RD 03131 PD 04/25/14 10000000 IMPAC CM B TR 2005.2 ASSET BKD BD CL 1.14.2 0.887% 04/25/35 WE DID 03/03105 RD 04124 PD 04125/14 0.00 393,827.76 25,471.48 USD 46,182 43 LSO 819.89 LSD 11,027.77 USD Total Distributions • UNITED STATES DOLLAR Fees 04/01/14 FOREIGN CUSTODY FEE 64515P948 04/01/14 FOREIGN CUSTODY FEE G5433B8G8 04/01/14 FOREIGN CUSTODY FEE P7807HAF2 Total Fees - UNITED STATES DOLLAR Fgn Safekeeping MAR 2014 CUSIP. G4515P-P4-8 Fgn Safekeeping MAR 2014 CUSP. G5433B-BG.8 Fgn Safekeeping MAR 2014 CUSP. P7807H•AF•2 0.00 03,401.57 -6.00 LSD -6.00 LSD -6.00 USD 0.00 -18.00 Page 18 of 23 Account Num ber. Go paperless t t.N LI.C. o NFID tr urTAL a COMMUNICATIONS CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) SOUTHERN CIALOA* RATED EXCIELUENCI Ral*d I-W*11*M we. • •••••• *arra •••••••••• SDNY_GM_00045725 DB-SDNY-0008549 EFTA_OO 156334 EFTA01288697

PC. are, 12/6. Belt mom M021203 ONISOe Nn, Prmalr Warn &Warm.% Marais wear 6 ,0“, Deels• Iv Sank Smote ,( . Mn *4 Mc* HS Pan AM,. loth I lea, WI" Transactions by Type of Activity (continued) Process/ Trade! Settlement Transaction Date Date Adivit Dem ion Clean Statement Period: 0410112/14 -04/30/2814 Price Awud Intend Mount Curren Other Transactions 04121114 WITHDRAWAL OF REORG QTY 3.000.000- L8G CAPITAL AO 1 PLC 144A 0.00 USD INSTRUCTIONS ISINIXS0473106283 8.000% 09/15/88 REG OTD 12/15109 G51338868 EXCHANGE OFFER Total Other Transactions- UNITED STATES DOLLAR 8.00 0.00 Cash Withdrawals and Deposits 04/08114 FEDERAL FUNDS SENT DEUTSCHE BANK TRUST •331,25000 LSD US0999997 04129114 FEDERAL FUN DS RECEIVED DEUTSCHE BANK TRUST 34691 312,000 00 LSD USD999997 Total Cash Withdrawals and Deposits- UNITED STATES DOLLAR 1.00 -19,250.00 FDIC Insured Bank Deposits 04/01/14 FDIC INSURED BANK DEPOSIT INSURED DEPOSITSPROGRAM 44,831.51 USD USD999997 01102114 FDIC INSURED BANK DEPOSIT INSURED DEPOSITS PROGRAM -10,107.00 USD USD999997 04103114 FDIC INSURED BANK DEPOSIT INSURED DEPOSITS PROGRAM -29,703.34 USD USD999997 04109114 FDIC INSURED BANK INSURED DEPOSITS PROGRAM 311.250.00 USD WITHDRAWAL USD999997 04115114 FDIC INSURED BANK INSURED DEPOSITS INTEREST REINVESTED -796.58 USD DEPOSITS INTEREST REINVESTED 458997996 04122114 FDIC INSURED BANK INSURED DEPOSITS PROGRAM FULL FRACIPAL REDEEMED 32,147,320.32 USD WITHDRAWAL USD999997 Total FDIC Insured Bank Deposits. UNITED STATES DOLLAR 0.00 32,373,328.83 Money Market Funds 04123/14 MONEY FUND PURCHASE DWSGOVT CASH INSTL -32.140,403.83 USD USD999997 04124114 MONEY FUND PURCHASE DWS GOUT CASH INSTL -66,552.92 USD USD999997 ?009261SCSF30016 tr . Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Pave 19 of 23 tvocellent Go paperless a stow F D-ENTIA gra: Ittl)m COMPALINKA110.4 0010•100 III.N•01.1.01.1.N.I.IC6 • ••••• ilion••• ••••••••*/ SDNY_GM_00045726 DB-SDNY-0008550 EFTA_00 156335 EFTA01288698

Transactions by Type of Activity (continued) Process/ Tradel Settlement Transaction Date 0 ate Activity Type Description Price Accrued liters LLrrenry Money Market Funds (continued) 04128114 MONEY FUND PURChASE DWSGOVT CASh INST1 -101.59796 USD US0999997 04129114 MONEY FUND PURChASE DWSGOVT CAST INSTL 43,527.77 USD US0999997 04/30114 MONEY FUND PURChASE DWSGOVT CASh INSTL -312,00000 USD US0999997 04130114 MONEY MARKET FUND DWSGOVT CASh. INSTL INCOME REINVESTED .212.37 USD REIN VESTM EAT 233993682 Total Money Market Funds • UNITED STATES DOLLAR 0.00 42,694.29415 Total Value of Transactions 0.00 183,53110 USD The price and quantity displayed may have been rounded. Bond Maturity Schedule Bond Maturity Market Value % of Bond Market Value 1 to 6 months 5,415.000 00 15% El 1 to 5 years 3.321.875 00 9% 1.1 6 to 10 years 9.017,375-00 25% EJ Over 10 years 18.934.735 32 51% - Total 36,658,985.32 100% Percentages of bond market values are rounded to the nearest whole percentage. Page 20 of 23 Account Number Ftel*d GO paperless SOUTHER/ter ON FIDnITIAL DA MA* RATED COMMLIMCADONS EXCELIANCI CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Cy..., ...bit *nine use. . ••••••••••••••••••*". SDNY_GM_00045727 DB-SDNY-0008551 EFTA_00 156336 EFTA01288699

PC &T. 1776 BPI mwo AID 21203 Opasre Ram Prspr wean imaigtmpi Weans (pomp 4,04, Ms-UM Sank SeC.Mes Mr. Onair Na Part AnPreet /kb I bgr Nay *A ItY 101E Bond Quality Bond Duality Market Value % of Bond Market Value Statement Period: 04/0112014 • 04/30/2014 PAS 5 510,000 00 15% Percentages of bond market values are BA Lower 24 797,300 68 66% rounded to the nearest Mole percentage. I I hot Rated 6 381 681 61 17% Total 36,688,985.32 100% Trades Not Settled Settlement Trade Activity Date Date Type Description IMPAC CUB TR 2005.2 ASSET BKD BD CL 1-M-2 0887% 01/25/35 BIE 0 TO 03/03/05 VARIABLE RATE FACTOR .14500819 REM BAL 115008110 Quantity Price Accrued Interest 35710 Settlement Amount 05105114 0030/14 Sell 10,000,000.000 72 0000 1 044 410.37 Total Amount of Trades Not Settled Client Service Information $1,044,410.31 Your Client Advisor: TDS TAZIA SMITh 315 PARK AVEA LE 11Th FLOOR KEW YORK KY 10154 Your Account Information Contact Information Telephone Number: Tax Lot Default Disposition Method Default M ethod for Mutual Funds: FIRST IK FIRST OLT Default Method for Sloth in a Dividend Reinvestment Plan: Default Method for all Other Securities: FIRST It, FIRST OUT Electronic Delivery You have not selected any account corn m unications for electronic delivery. To register arid turn off paper communications. log in to your account or contact your Client Advisor for more information. FIRST IN FIRST OUT Page 21 of 23 Account Number. SOUTHERN olic, CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Itaisd V.wrong.' C-1O Paperless E N.7:ttat"CAIICH% Fl NTIAL, k—at-4 venom. We. • am. —d •••••••••• SDNICGM_00046728 DB-SDNY-0008552 EFTA_00 156337 EFTA01288700

Important Inform ation and Disclosures Pricing This section includes the net market value of the securities in you account on a settlement date basis. including short positions. at the close of the statement period. The market prices have been obtained from sources which we believe to be reliable. Pershing may not use the dosing price of the particular exchange or marketplace where your position was purchased as the 'Market Price.' Securities for which a price is not available are marked "'N/A— and are omMed from the Total. THE AS OF PRICE DATE ONLY APPEARS WIEN THE PRICE DATE DOES NOT EQUAL THE STATEMENT DATE. Estimated Annual Figures The estimated annual income (EN) and estimated annual yield (EAY) figures are estimates and for informational purposes only. These figures are not considered to be a forecast or guarantee of future results. These figures are computed using information from providers believed to be reliable; however, no assurance can be made as to the accuracy. Since interest and dividend rates are subject to change at any time, and may be affected by current and future economic, political, and business conditions, they should not be relied on for making investment, trading, or tax decisions. These figures assume that the position quantities. interest and dividend rates, and prices remain constant A capital gain or return of principal may be included in the figures for certain securities. thereby overstating them. Refer to vnwipershing.ccnbusMess_continuity.Nrri for specific details as to formulas used to calculate the figures. Accrued interest represents interest eamed but not yet received. Reinvestment The dollar amount of Mutual Fund distributions, Money Market Fund dividend income, Bank Deposit interest income, or dividends for other securities shown on your statement may have been reinvested. You wil not receive confirmation of these reinvestments. Upon written request to your financial institution, information pertaining to these transactions, including the lime of execution and the name of the person from whom your security was purchased. may be obtained. In dividend reinvestment transactions. Pershing acts as your agent and receives payment for order flow. Opdons Information with respect to commissions and other charges incurred in connection with the execution of option transactions has been included in confismations previously furnished to you. A summary of this information is available to you promptly upon your written request directed to your introducing fern. In order to assist your introducing firm in maintaining current background and financial information concerning your option accounts, please promptly advise them in writing of any material change in your investment *earns or financial situation. Expiring options which are valuable are exercised automatically pursuant to the exercise by exception procedure of the Options Clearing Corporation. Additional information regarding this procedure is available upon written request to your introducing firm. Proxy Vote Securities not fully paid for in your margin account may be lent by Pershing to itself or others in accordance with the terms outlined in the Marge) Agreement. The right to vote your shares held on margin may be reduced by the amount of shares on loan. The Proxy Voting Instruction Form sent to you may reflect a smaller number of shares entitled to vote than the number of shares in your margin account. Foreign Currency Transactions Pershing may execute foreign currency transactions as principal for your account Pershing may automatically convert foreign currency to or from U.S. dollars for dividends and similar corporate action transactions unless you instruct your financial organization otherwise. Pershing's currency conversion rate MN not exceed the highest interbank conversion rate identified from customary banking sources our the conversion date or the prior business day, increased by up to 1%, unless a particular rate is required by applicable law. Your financial organization may also increase the currency conversion rate. This conversion rate may differ from rates in effect on the date you executed a transaction, incurred a charge, or received a credit. Transactions convened by agents (such as depositones)vall be billed at the rates such agents use. Ratings This statement may contain credit rating information obtained from Standard & Poor's. Reproducing and distributing any information received from Standard & Poors is not permitted without prior written authorization from Standard & Poor's. Standard & Poors does not guarantee the accuracy, completeness, timeliness or availability of any information. Standard & Poors is not responsible for any errors or ornissions, regardless of the cause, a for the results of using such content. Standard S Poors makes no express or implied warranties including warranties of merchantability or fitness for a particular purpose. Standard & Poors shall not be legally responsible for any fees, costs, expenses or losses in connection with the use of their content Credit ratings are opinions and not statements of facts; are not recommendations to purchase, hold or sell securities; and do not address suitability for investment purpose. Credit ratings should not be relied upon as investment advice. Bond Maturity Schedule Bonds that are in default are not included. Bond Quality Bond quality ratings reflect Moody's or Standard and Poors ratings. Bonds may be rated by other services. Bonds that are in default are not included. Please refer to your Portfolio Holdings section. The Role of Pershing • Pershing carries your account as clearing broker pursuant to a clearing agreement with your financial institution. Pershing may accept from your financial institution without inquiry or investigation (i) orders for the purchase and sale of securities and other property and (i) any ether instructions concerning your account. Pershing is not responsible or liable for any acts or omissions of your financial institution or its employees and it does not supervise them. Pershing provides no investment advice nor does it assess the suitability of any transaction or order. Pershing acts as the agent of your financial institution and you agree that you will not hold Pershing or any person controling or under common control with it liable for any investment losses incurred by you. • Pershing performs several key functions at the direction of your financial institution. It acts as custodian for funds and securities you may deposit with it directly or through your financial institution or that it Page 22 of 23 8001O6fleSF30116 Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRIIVI P. 6(e) GA9..pajiw r,lesys st.:11=11VA Rem, Mr s:4WD COMMUNICATIONS N C FIDE lAr Crowe venues ••••••••• Lit. now., ars ass. el Tweak fa ••••• W. SM. CeglIMISIIM Can Sw• ,tyre. Lie - Ps was an SDNY_GM_00045729 OB-SDNY-0008553 EFIA_00156338 EFTA01288701

Destine8m, Pr.. Ile Voalinmanirnd Pants teeny Comp Deetsche sanii SecteCon 4%. Now *4 Cato HS Par% glom. member WIrredeet NY 101M Statement Period: 04/01/2814 • 04/3012014 Important Information and Disclosures (continued) The Role of Pershing (conNwed) receives as the result of securities transactions it processes. • Your financial institution is responsible for adherence to the securities laws, regulations and rules which apply to it regarding its own operations and the supervision of your account, its sales representatives and other personnel. Your financial institution is also responsible for approving the opening of accounts and obtainthg account documents; the acceptance and, in certain instances, execution of securities orders; the assessment of the suitability of those transactions, where applicable; the rendering of investment advice, if any, to you and in general, for the ongoing relationship that it has with you. • Inquiries concerning the positions and balances in your account may be directed to the Pershing Customer Service Department at (201) 413-3333. Al other inquiries regarding your account or activity should be directed to your financial institution. Your financial organization's contact information can be found on the first page of this statement. • For a description of other functions performed by Pershing please consult the Disclosure Statement provided to you upon the opening of your account. This notice is not meant as a definitive enumeration of every possible circumstance, but as a general disclosure. If you have any questions regarding this notice or if you would like additional copies of the Disclosure Statement, please contact your financial institution. • Pershing is a member of the Securities Investor Protection Corporation (SIPC•). Please note that SIPC does not protect against loss due to market fluctuation. In addition to SIPC protection, Pershing provides coverage in excess of SIPC limits. For more detailed information please visit: vnvetpershing.corn/strength_stability.html. • This statement will be deemed conclusive. You are advised to report any inaccuracy or discrepancy (including unauthorized trading), to your financial organization and Pershing, within ten days after receipt of this statement. Please be advised that any oral communication should be re-confirmed in writing to further protect your rights, including your rights under the Securities Investor Protection Act. • Your financial organization's contact information can be found on the first page of this statement. Pershing's contact information is as follows: Pershing LLC; Legal Department One Pershing Plaza; Jersey City. New Jersey 07399; Elton and Omissions excepted. Important Arbitration Disclosures • All parties to this agreement are giving up the right to sue each other 0 court, including the right to a trial by jury, except as provided by the rules of the arbitration forum in which a claim is filed. • Arbitration awards are generally final and binding; a party's ability to have a court reverse or modify an arbitration award is very fimited. • The ability of the parties to obtain documents, witness statements and other discovery is generally more limited in arbitration than in court proceedings. • The arbitrators do not have to explain the reason(s) for their award, unless. in an eligible case, a joint request for an explained decision has been submitted by all parties to the panel at least 20 days prior to the first scheduled hearing date. • The panel of arbitrators vnl typically include a minority of arbitrators who were or are affiliated vnth the securities industry. • The rules of some arbitration forums may impose time limits for bringing a claim in arbitration. In some cases, a claim that is ineligible for arbitration may be brought in court. • The rules of the arbitration forum in which the claim is Ned, and any amendments thereto, shall be incorporated into this agreement. Important Arbitration Agreement Any controversy between you and Pershing LLC shall be submitted to arbitration before the Financial Industry Regulatory Authority. No person shall bring a putative or certified class action to arbitration, nor seek to enforce any predispute arbitration agreement against any person who has initiated in court a putative class action, who is a member of a putative class who has not opted out of the class with respect to any claims encompassed by the putative class action until; (I) the class certification is denied; (II) the class is decertified; or (III) the client is excluded from the class by the court. Such forbearance to enforce an agreement to arbitrate shall not constitute a waiver of any rights under this agreement except to the extent stated herein. The laws of the State of New York govern. Pershing's contact information is as follows. Pershing LLC; Legal Department One Pershing Plaza; Jersey City, New Jersey 07399; Page 23 of 23 B009/61CSF30,16 Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRIN1 P. 6(e) ess F II3E-WrITAL R.Sd Excellent Seven Yeas In A Row, bAISAlt ItNTeDCOMMUNOCATIONS EXCSLUINCII 010••••••••••••••••••1•11C • Seep •••••• ••••••••••, SDNY_GM_00045730 OB-SDNY-0008554 EFIA_00156339 EFTA01288702

PC eat 1771 aelorerea021203 0,41.0t R•ni vosiommip,tat Mn?.( ovttne 0...cid I. Bar StO., M. VItv. brit Me JO Part Men.. lOtkik, Valuation at a Glance Account Number: Statement Period: 03/01(2014 -03!3112114 This Period Year-to-Date SOUTHERN FINANCIAL LLC Beginning Account Value 3103,084,741.76 $90,573,050.28 6100 RED HOOK QUARTER B3 el Cash Deposits and Withdrawals .141149.42 9,955,154.65 ST THOMAS VI 00802 Adjusted Previous Account Value 102,942,792.36 100,526,204.93 Dividends. Interest and Other Income 108,611.68 764,510.74 Net Other Activity 0 00 -18 00 Net Chan e in Porlf olio -420.400 83 1 338.305 54 nding Account Value 3102,631 0 0 3 2 1 5102.631 0 0 3 2 1 Your Client Advisor: Estimated Annual Incom e 53.720.537.12 TAZIA SMIThi Asset Allocation Prior Year-End LSD Cash. Money Funds. and Bank Deposts1 18,295,949.71 USD Fixed Income 27,736,972.38 Non-LSD Fixed Income 10.227,309 46 USD Equities 30.410,519 65 Nan-LSD Equities 3.137.192.74 Non.L.S0 Cash. Money Funds and Bank Deposits 402,106.34 Other 363.000.00 Account Total (Pte Chart) 90,673,060.18 I The Bank Deposes In your account are FDIC Insured bank deposits. FDIC insured bank deposits are not secarems and are not covered by the Securdies Irwestor Potectbn Corporaton (SIPC). These bank deposts are covered by the Federal Deposrt Insurance Corporatton (FDIC). W to alterable limes. See page 2 of the statement for important 'Monahan regarong the Asset Allocattaa sechon. Lad Period This Period % Allocation 32,642,234.04 26.189.194.60 32,415,563.87 26.287.208.08 31.59% 25.61% 1 10.150,034 85 10,215,566.88 9.95% 30.837,538 04 30,470,070.48 29.69% i 2.862.600.00 2.840.400.00 2.77% 403,040.25 402,193.90 0.39% 0.00 0.00 0.00% 0103,084,141.10 1102,031,003.21 100.00% Pe Chart allocabco only includes products that are of positive value. Assets of less than 1% of holdings wd not display on this pa chart Page 1 of 24 CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) Rated tweak.? CYO.. ualiell•••••••• ISA • soder *was ••••••11•110 501071 ISCSF30022 Go paperless sc.—Ye...InA Rew CALMAR RATED COONNUNICATIONS CONFIDENTIAL ""`""c` SDNY_GM_00045731 DB-SDNY-0008555 EFDC00 156340 EFTA01288703

Asset Allocation Disclosure and Footnotes Certain values have been defaulted into the Other Asset Class due to incomplete categorizing data AI values are displayed in U.S. dollars based on interbank exchange rates as of 0313112014. Exchange rates can vary. Equities contains Equity Mutual Funds. Summary of Gains and Losses Realized Unrealized This Period Year-to-Date Short-Term Gain/Loss 19.654 19 -114,34798 2.180.725.12 Long-Term GainlLoss 0 00 -55.582 40 -3.510.638.20 Net Galniloss 19,654.19 -189,930.38 -1,329,913.08 This summary excludes transactions where cost basis information is not available. Exchange Rate Table Global Cash Currency Currency USD Equivalent per USD Currency Closing Balance Mount in Base Currency USD EURO 1 3781 0.7256 EURO 291.846 67 402 193 90 Exchange rates are based on interbank exchange rates as of 03/31/2014. Exchange rates can vary. Total Global Cash Balance $402,193.90 FDIC Insured Bank Deposits Date Activity Type Description Amount Balance Sweep FDIC Insured Bank Deposits INSURED DEPOSINIAM Account Number Activity EMing: 03131114 03101114 Opening Balance 32,612,231.01 32.642.231.04 03107114 D epost DEPOSIT 115,000.00 32,757,231.04 03112114 Withdrawal WITHDRAWAL -500,000.00 32,257,234.04 03113114 Depost DEPOSIT 253.253.58 32.510.48712 03114114 Deposit INTEREST CREDITED 703.55 32.511.191.17 03114111 Withdrawal WITHDRAWAL -257,000.00 32,254,191.17 APY 0.03% 03117(14 Associated Bank NA 32.254,191 17 NO 03(17 $250000.00 BEST NO 03/17 5250000.00 Bank of America NO 03(17 $250000.00 Citibank NA. NO 03I17 5250000.00 Deutsche Bank Trst Co Page2 of 24 Account Num her Ralvd ( WARM away wwwwwWww. Rt. • wWwwwWw•wWW Go paperless t Rwew Yews In A Row SO li THERA Cii LW. RAW* RATED COMMUNICATIONS ONFIDarriAc ---- SDNY_GM_00045732 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0008556 EFTA_00156341 EFTA01288704

CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) (Misr< Rana P.M. Wee* P. IMAagentot Weals Codrage6KM) Dettsch4 M oles Sett W wan Oilt• In Pan Ammo. 160. Me, FDIC Insured Bank Deposits (continued) Date Activity Type Description Amount Selena Sweep FDIC Insured Bank Deposits (continued) INSURED DEPOSITS PROGRAM (continued) N0 03/17 $30067194. East West Bank N0 03/17 5250000.00 NY Comm unity Bank NO 03/17 5250000.00 Texas Capital Bank NO 03/17 5250000.00 TnState Capital Bank N0 03/17 5186996.41 Union Bank of CA NO 03/17 5250000.00 03124/14 Withdrawal WITHDRAWAL -17,000.00 32.237.191.17 03125/14 Depokl DEPOSIT 28.117.06 32.265.968.23 03126114 Deposit DEPOSIT 87.600.05 32.353.568.28 03121/14 Depokt DEPOSIT 1,578.05 32.355.14633 03131/14 Deposit DEPOSIT 18.182.50 32.373.328 83 03131114 Posing Balance $32,373,32813 Total FDIC Insured Bank Deposits 332,373,328.83 The FDIC Insured Bank Deposits are not securities and are not covered by the Securities Investor Protection Corporation (SIPC). The Bank Deposits at each bank are insured by the Federal Deposit Insurance Corporation (FDIC) up to 5250,000 for each category of legal ownership including individual retirement accounts and certain other self directed retirement accounts. Please review this in connection with other deposits you may have at each respective bank. Statement Period:0310112114 • 03/31/2114 Income and Expense Summary Current Period Year•totiate Taxable Non Taxable Taxable Non Taxable Dividend Income Equities 83.632.50 0.00 170,314.89 0.00 Other Dividends 0.00 0.00 93,750.00 0.00 Page 3 of 24 Account Number. SOUTHERN L C Go paperless (t ) A NFIDENTIA L r xcr u gge RAIL D COMMUNICAT.0.4 Rated e«MNnt Sten 'lets In A Ran Ct.., ups.% /Wee. We. • ••••.••••• •••••••••• SDNY_GM_00045733 DB-SDNY-0008557 EFTA_00 156342 EFTA01288705

Income and Expense Summary (continued) Parent Period Year•to•Date Taxable Non Taxable Taxable Non Taxable Interest Income Bond Interest 24.275 63 000 173,875.19 000 FDIC Insured Bank Deposits 703.55 0 00 1,738.06 0.00 Other Interest 000 0.00 40,625.01 000 Total Dividends, Interest, Income and Expenses $108,611.88 90.00 $480,301.18 $0.00 Distributions Alernabve Investments 0.00 0.00 0.00 284,209.56 Other Distributions 0.00 61.902.47 0.00 214,227.57 Total Distributions $0.00 $64,302.47 $0.00 $495,437.13 Portfolio Holdings U.S. DOLLARS Account Activity °gulag Codng Accrued Income 36-Day Cermet Opiates Date Cluaetity Number Ending Balance Mace Income This Year TS' Yield Cash, Money Funds, and Bank Deposits Cad Ulna 0.00 12,235.04 FDIC Insured Bank Deposits INSURED DEPOSITS PROGRAM 03101114 32.373.328.830 03131114 32.642.234.04 32.373.328.83 398.15 1.735 06 Total FDIC Insured Bank Deposits $32,642,234.04 $32,373,328.83 $398.15 $1,736.06 Total Cash, Money Funds, and Bank Deposits $32,642,234.04 332,415,563.87 $300.15 $1,736.06 Adjusted Unmanned Accrued Estimated Estimated Date Acquired Wordy Nett Cosi Cost Basis Market Price MarkelValve Gait/ Loss Interest Annual Income Yield Fixed Income (In Nalarify Date Sequence) gAsset Backed Securities GLOBAL M TG SECURNIZATION LTD) Security Identifier: 378961AV8 GLOBAL M TG SCTZN ISI1414378961AV83 5.250% 04/25/32 WE DID 04/28105 Moody Rating CAM S 8 P Rating B- Factor: 0.35132244 Effective Date:03103114 Current Face Value: 2,898,410.130 10116113'.3M 8.250.000.000 89 2470 2.586.744.06 94.1660 2,729,316.68 142.572 82 2.53511 Original Coal Basis: $2.705.004.09 Paged of 24 8010/I3OCSF30022 Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) Rabmftweeflont Clo paperiess (3k) SevenYearsInARow DALOARRATEDCOMPAUNICA110.6 F I DAEISITIAL eXCCLIANCIE COmmerpOwm0O0weWnoWisamProomwdeolineWO SDNY_GM_00045734 OB-SDNY-0008558 EFrA_00156343 EFTA01288706

P.O. Bag 1776. SAMOA MD 21200 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Aoteired thiaillty Unit Cost Fixed Income (continued) 'Asset Backed Semitic's (continued) COUNTRYWIDE HOME LOANS SEA 03.1 Cl 81 4.090% 03125/33 B/E DID 01130/03 Factor. 0.25405172 Effective Date:03103/14 Current Face Value: 1,143,232.740 12113113'.1.12 4,500,000.000 Adjusted Cost Basa Oeuiv.v gam Pon. Wealth Manarrat Vinett. Cowan Gote.p Deoutm Sewne• lays M Shriek bet . Anew Mk I tcr Market Price Market Value Statement Period: 0310112014 - 03/31/2014 Unrealized Gain/ Lou Accrued Interest Estimated Estimated Annual Income Yield WASHINGTON MUT NIG SECS CORP 2004•RA2 TG PASSTHRU CTF CL C.8.1 VAR PATE 6.973% 07125/33 WE DID 06/01/04 S 8 P Rating D Factor: 0.64118319 Effective Date:03I03/14 Current Face Value: 827,126.315 12[13/13 1,290,000.000 76.5190 IN PAC CM B TR 2005.2 ASSET BKO BD CL 1-M-2 0.889% 04125135 WE DID 03/03105 Moody Rating CA S P Rating CC Factor: 0.14611096 Effective Date:03125/14 Current Face Value: 1,461,109.600 12/13/13 %IA 1.500.554.000 67 9900 12113113'.3.12 8,499,446.000 67 9900 Total Noncevered 10,000,000.000 Total 10,000,000.000 Total Asset Badted Seduldes 24,040,000.000 Total Current Face Value : 6,321,878.785 8010// 'Oar 30 022 Security Identifier: 12669 DYSI 93 3760 1,067,510.04 86.5140 Original Cod Basis: 51,111,573.07 Security Identlfler: 138336320 632,905.56 86.2850 Original Coal Basis: $638,906.71 Security Identifier: 45254NNC7 149.066.02 70.5810 Original Coal Basis: 5153,090.22 844.340.64 70.5810 Original Coal Basis: $867,134.46 113 408 88 $113,406.68 989.056 37 713,685 94 154,74700 876,518 77 1,031,285.77 $1,031,266.77 $6,463,324.96 .78.453 67 80.780 36 5.680.98 32,178 13 37,881.11 $37,859.11 3 865 62 4,806.60 21.66 122.71 144.37 $144.37 $0.00 $0.00 $6,280,566.32 Account Number: SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRINI P. 6(e) $182,75804 $11,38300 Page S of 24 Itsteel I Neellent Go paperiess ". la A Raw naLI DALIN*II RATED COMMUNOCATONS • NC1 FIDENTIAL COnagOnueli Oniodown.“.•••••••••••••••••••••••• SDNY_GM_00045735 OB-SDNY-0008559 EFTA_00 156344 EFTA01288707

Portfolio Holdings (continued) U.S. DOLLARS (continued) Cate Acquired Quantity Usk Cod Fixed Income (continued) Corporate Bonds SG STRUCTURED PRODS INC COMMODITY LKD MKT PLUS PROTECTED NOTES 0.000% 08/05/11 WE DM 07/30/13 07125113 '.12,13 2.000.000100 100 0000 MC USA INC MEDIUM TERM NTS BUFFERED NOTES LKD TO EURO STO/S 50 0.000% 0812911181E DM 05130113 05124113 %Mrs 2.000.000.000 100 0000 PM ORGAN CHASES CO MEDIUM TERM NTS CAPPED CONTINGENT BUFFERED EQUITY NTS 0.000% 10/18/11 DIE DTD 09127113 12105113 '.1.12 1,000,000.000 100.0000 PETROLEOS DE VENEZUELA NOTES SENIOR ISINSXS916C516525 5.000% 10128115 REG DTD 10/28109 S 8 P Rating 12/04113 *.1.12 2,500,000.000 91.1990 HEADWATERS INC GTO SR NT 7.625% 04101119 DIE DM 03111111 CALLABLE 0/101115 0 103 813 Moody Rating B2 58 P Rating 10/22/12 %It" 1,000,000.000 102 1820 EARTHUNK INC GM SR NT FULLY EXCHANGED CUSP FROM 27032 IA88 8.875% 05115119 DIE DID 05117/11 CALLABLE 05/15115 58 P Rating CCC+ 10122112 '.12,13 400,000.000 102.5310 10123112 '.12.13 600,000.000 102.3550 Total Nonoovered 1,000,000.000 Total 1,000,000.000 8010/138CSF30022 Adjusted Cost Basis Market Price Security Identifier: 78.123EHS6 2,000,000.00 105.7800 Original Cost Ban $2,000,000.00 Security Identifier: 40132XFP1 2.000.00010 109.3800 Original Cost Basis: $2,000,000.00 Security Identifier: 11121INVE4 1,000,000.00 101.7500 Onginal Cost Basis: 51.000.000.00 Security Identifier: P7807HAF2 2,287,167.11 86.0000 Original Cost Basis: $2.250,000.00 Security Identifier: 42210PA05 1,024,819.69 107.7500 Original Cost Ban $1,035,000.00 Security Identifier: 270321ACII 410,135.18 1002500 Original Coss Basic $114,000.00 614,130.32 1002500 Original Coss Basis: $619,500.00 1 024 205.10 $1,024,215.10 Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRINI P. 6(e) Markel Valve 2,115,600.00 2.187.600.00 1,047,500 00 2,150,000.00 1,077,500 00 101,000.00 601,500.00 1,002,600.00 $1,002,600.00 Unrealized Gale: Lou Accrued Interest Estimated Estimated Annual Income Yield 115,800.00 000 187.600 00 0.00 17,500 00 0.00 -137167.11 52,777.78 125,000.00 5.81% 52,680.31 38,125.00 76,250.00 7.07% 1,135.48 13,411 11 35,500.00 8.85% -12,630.32 20,116 67 53,250.00 8.85% 41,71610 33,621.76 51,750.00 .$11,765.10 $33,527.71 91,750.00 Page 6 of 24 i t Rated I ...tient Go paperiess Seven Years In A Raw DALIN* RATED COMMUNICATIONS F I DAENITIAL naLaNc` COnswinenuenOweninoti.4.••••••••••dosInnian SDNY_GM_00045736 OB-SDNY-0008560 EFTA_00 156345 EFTA01288708

P.O. Bag 1776. SAMOA MOV203 Portfolio Holdings (continued) U.S. DOLLARS (continued) Dale Acuired Quantity Unit Cost Fixed Income (continued) Corporate Bonds (continued) SERVICES ASTER CO SR NT - CUSP FULLY EXCHANGED FROM OLD CUSIP 81760kAL3 8.000% 02115120 WE DID 02113112 Moody Rating CAA1 S P Rating CCU' 01121113 *AM 1,500,000.000 105.0770 Adjusted Cost Basis Ogvitre Pam on.. Wolin Univ.-wan Mmotts C were C•cco De.ncht Bar e(v-ri Yin bet Office 11)Prit Annw.)011titcr tin SA Pet la VA Market Price Market Value Statement Period: 03/01/2014 - 03131/2010 Unrealized Gain/ Lou Accrued Interest Estimated Estimated Annual Income Yield 02125113 'no 1,000,000.000 1051450 Total Nononered 2,600,000.000 Total 2,500,000.000 LLOYDS TSB BK PLC EURO ISSUE MEDIUM TERM NOTES 'SIN* X93717735822 9.875% 12/16/21 REG DTD 12/16/11 Moody Rating Hal SI P Raling BBB 12104113 1%3.12 1,500,000.000 108 2680 SOUTHERN CALIF EDISON CO PREF SERE 6.250% 02101122 WE DID 01117/12 CALLABLE 02101122 Moody Haling BAA1 S P Rating BBB- 01130112 'Pt" 3,000,000.000 99.7930 BARCLAYS BK PLC CONTINGENT CAP NT ISA LaS06730FHK03 7.750% 0/110123 WE DTD 01110113 CALLABLE 04110/18 S8 P Rating B84 04103113 '.12.13 300,000.000 100 0000 8010/138CSF30022 Security Identifier: 81760NAN9 1376,161.99 1083000 Original Cost Buis: $1,595,625.00 1,056,051.13 108.5000 Original Cosl Basic 51,070,000.00 2,632,816.12 $2,832,816.12 Security Identifier: GIS15PP11 Pnce Estimated as of: 03128/14 1,824,017.33 119.0000 Original Cost Basic $1,627,500.00 Security Identifier: 842400FU2 2,993,803.11 106.5000 Original Cosl Basic $2,992.564.97 Security Identifier: 08739FHKO 300.000 00 110 2500 Original Cost Basis S300.000 00 Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRINI P. 6(e) 1,627,500.00 1,085,000.00 2,712,500.00 12,712,500.00 1,785,000 00 3,195,000 00 330.750 00 51,338.01 15,333.31 120,000.00 7.37% 28,515.87 10,222.22 80.000 00 1.31% 79,883.81 26155.58 200,000.00 $79,883.88 $26,555.58 $200,000.00 161982 67 12,79137 118,125.00 8.29% 201,196 89 31,250 00 187,500 00 5.86% 30.750 00 11.043 75 21250.00 7.02% Page7 of 24 Raisd t*ceihrnt Gop1IwrIess saw- — ye la A Pe.. F DrNT/AL it: at* ItAirDCOMMUNICATIONS CaletapowNaeliftres".1.1.4.•••••r•••••••••••ma. SDNY_GM_00045737 OB-SDNY-00O8561 EFEk_00156346 EFTA01288709

Portfolio Holdings (continued) U.S. DOLLARS (continued) CV.? Acq. red OuastIty Usk Cod Fixed Income (continued) Corporate Bonds (continued) RN ORGAN CHASE & CO DEP SHSREPSTG 1110TH FFD SER I FIXED TO FLTG RI BO 7.900% 04129149 EUE DID 0/123108 Moody Rating BM S P Rating BBB 06115111 '.3.12 2100100.000 1071000 06115111 '.3.12 2.500.000.000 107 0000 Total Noncovered 6,000,000.000 Total 5,000,000.000 BANK AM ER CORP PERP NON CON UUiTIVE DEP SFS FIXED TO FLOAT 8.125% 04/30/58 O/E DID 04130/08 CALLABLE 05/15118 Moody Rating BA3 SS P Rating BB. 01110/11 %UT 2,000,000.000 102.7500 Adjusted Cost Basis Market Price Markel Value Unrealized Gals/ Loss Accrued Interest Estimated Estimated Annual Income Yield GENERAL ELEC CAP CORP NON CUM PFD SER A 7.125% 06412/62 EUE DID 06112/12 CALLABLE 06/15122 Moody Riling SAM S P Rating AA- 06127/12 '.12.13 2,000,000.000 105.5300 LBG CAPITAL NO 1 PLC 144A IMO X50473106283 8.000% 09115188 REG DID 12/15/09 FOREIGN SECUIITY St P Rating BB 12104/13'.3.12 3,000,000.000 108 2500 Total Corporate Bonds 28,800,000.000 Total Fixed Income 52,840,000.000 Dale &ignited Equities Common Stocks APOLLO GLOBAL MGM T LLC CL A SHS Omdend Option Cask Security Identifier: 4662514H41 2,887,500.00 113.0000 Original Cost Basic 52.66110100 2.675.000.00 113.0000 Original Cod Basis: S2,675100.00 5,362,500.00 55,382,600.00 Security Identifier: 060506028 2.055.000.00 114.2500 Original Cosl Basic $2.055.000.00 Security Identifier: 3686225116 2,110,605.12 114.0000 Original Cod Buda $2.122,616.67 Security Identifier: 654330868 3,247,500.00 Original Cod Ba 129,682,594.28 1073500 53.247.501.00 Quantity Unit Cod $34,943,160.60 Cost Baps Market Price 2,825,000.00 2.825.000.00 6,650,000.00 $5,850,000.00 2,285,000.00 2,280,000 00 3,220,500.00 $31,039,450.00 536,502,774.98 Markel Value BOIC011OCSF30022 Security Identifier: APO CLSIP. 037612306 Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) 137,500 00 82,291.67 197,500.00 6.99% 150.000 00 82.291 66 197100.00 6.99% 287,500.00 164,683.33 386,000.00 1287,500.00 $164,583.33 5395,000.00 230,000 00 61,38889 162,500.00 7.11% 169,394.88 41,958.33 142,500.00 8.25% -27,000.00 70,666 67 240,000.00 7.45% $1,376,855.72 $573,668.76 11,788,875.00 $1,559,814.38 $585,052.36 $1,788,875.00 Unrealized Estimated Estimated Gaial Loss Anneal Income Yield Page 8 of 24 Rain' ...ellen.. Go paperless Yeats la A Re... DA LOA* RATED COMMUNICATIONS F I Dr NITTA12 ' OM...IF•n.IIO•'...bMrUs.••••••••••••••••WW.P SDNY_GM_00045738 OB-SDNY-0008562 EFTA_00 156347 EFTA01288710

P.O. ea min EiBlemonMDV200 Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cost Equities (continued) Common Stooks (continued) APOLLO GLOBAL MGM T LLC CL A SH5 (continued) 03129111 '3 3 283,157.000 19 0000 APPLE INC CON Dividend Option: Cash 10128113 2.000.000 529 0600 ARIAD PHARMACEUTICALS INC Dividend Option: Cash 02114112 '. 13 7.535.000 15 2090 01124113 '.13 9,000.000 19 6000 Total Noncovered 9,535.000 Total 16,535.000 ASCENA RETAIL GROUP INC CON Dividend Option: Cash 01116101 '. 3 70,500.000 21 2770 BIOGEN IDEC INC CON Dividend Option: Cash 02/14112 2.095.000 119 5490 FACEBOON INC CL A Dividend Option: Cash 05117/12 '.13 17.500.000 38 0000 FOUNDATION NEDICINEINCCOM Dividend Option: Cash 01113114 25,000.000 27.5070 GENERAL ELECTRIC CO COM Dividend Option: Cash 04123113'.13 23.000.000 21.5790 GENERAL It TRS CO COM Dividend Option: Cash 11118110' 10.988.200 36.4010 8010,138C5F 30 022 Girvim ,,R•nt My,ets to...tx<G•ct, De.c.sch• Bar Se<v., " mt. brie CdM1c. .11,P•nt Ann«. 10:t Icce »ny writ nr laVA Cod Basis Market Price Markel Value Statement Period: 03101/2014 - 03/31/2010 Unrealized Gainl Loss Estimated Estimated Annual Income Yield 4,999,983.00 31.8000 Security Identifier: AAPL CUSP 037833100 1.058.120.50 5361400 Security Identifier: ARIA CUSIP 04033A100 114.597.40 8 0600 178,400.00 8.0600 290,997.40 2290,997.40 Security Identifier: ASNA CUSP. 04351G101 1600,000.00 172800 Security Identifier: Bile CU SIP: 090622103 250,454.95 305.8700 Security Identifier: FB CU SP: 3030311102 665,000.00 60.2400 Security Identifier: FM I CUSP 350465100 887,663.50 32 3700 Security Identifier: GE CUSP: 369604103 496,109.08 25.8900 Security identifier: GM cusw. 37045)/100 399.978.18 34.4200 8,368,392.80 1,073,480.00 60.732.10 72,540.00 133,272.10 2133,272.10 1,218,240.00 640.797.65 1,054200.00 809,250 00 595.470.00 378.213.85 3.368.409.60 15,359.50 43.855.30 .103,86000 -157,725.30 4157/25.30 .281.760 00 390,342.70 389.200 00 121.586 50 99.360 92 -21,781.31 1,047,364.86 12.51% 24,100.00 2.27% $0.00 20,240.00 3.39% 13,185.84 3.48% Page 9 of 24 Aaount Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRII\A. P. 6(e) Go paperless ....* , Raberf fvelfirat Seven Veers In A Row DAWR RATEDCOMMUNICATIONS KIFIDffillAl_ IXCILUNCI 1~ We. • l••••..14Whilliar TI..— Ins•••• CoNfileM«CINIT IMINI•••• SDNY_GM_00045739 DB-SDNY-0008563 EFTA_0() I 5634S EFTA01288711

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity UDR Coel Equities (continued) Common Stods (continued) GENERAL 11TRII CO CON (continued) 12109/10 ' 88,536.800 Total Nonoovered 97,525.000 Total 17,526.000 GILEAD SCIENCES INC Dividend Option: Cash 36.8180 02/05/14 5.000.000 79 2810 03107114 3.100.000 79 8120 Total Covered 3,180.000 Total 8,180.000 P M ORGAN CHASES CO CON isoitUS18825H1005 Dividend Option: Cash 07114105 '.3 21,753 000 488 4840 SAMOAN° BIOSCIENCES INC CON Dividend Option: Cash 05128113 '.13 50.000 000 8.4440 SANTANDER CONSUM ER USA HLDGS INC COM Dividend Option: Cash 01123114 1,000.000 24 0000 TRINET GROUP INC COM Dividend Option: Cash 03127114 1.200.000 18 0000 TWITTER INC CON Dividend Option: Cash 11107113 1,500.000 26 0000 Total Common Stods Preferred Stocks (Listed by expiration date) ALLY FINL INC PERP PFD FIXEDIFLTG RATE SER A CALLABLE Dividend Option: Cash 02703112'.13 46,600.000 19.3820 02/09112 '.13 80.000 000 20.1250 Total Noncovered 121,600.000 Total 126,800.890 8010',138C5F30022 Cod Bads Nettet Price Markel Value Unrealized Gaiel Ides Estimated Estimated Mimi Income Yield 3,185,98922 34.4200 3 515 947.38 13,616,147.36 Security Identifies: GILD CUSP. 375558103 396,407.00 70.8600 246.797.00 70.8800 843 204 00 6843,204.00 Security Identifier: AN CUSP 4662511100 10,626,002.00 60.7100 Security Identifier: SGM 0 CUSP 800677106 422.211,00 18.0800 Security Identifier: SC CUSP 802831/101 24.000.00 24.0800 Security Identifier: TN ET CUSP 896288101 19.200.00 21.3100 Security Identifier: TWTR CUSP. 901841102 39,000.00 46.6700 2,978,596.65 3,356,310.50 13,356,110.50 354,300.00 219.666.00 573,911.00 $573,918.00 1.320.624 63 904.000 00 24.080.00 25.572 00 70,005.00 -207,372.57 -229,131.18 .1229,131.11 -42,107.00 -27,131.00 -60,238.00 -$19,236.18 -9.305,377.37 481.786.00 80.00 6.372.00 31,005.00 103,844.18 3.48% 111,030.00 1117,030.00 $0.00 34.804.80 2.63% 625,307,195.61 Security Identifier ALLY PRB CUSP 02005N308 903,217.51 1,610,000.00 2,513,217.51 $2,613,217.51 27.3500 27.3500 $20,181,180.41 1,274,510.01 2,187,999.99 3,482,510.00 13,482,510.00 -15,139,735.33 371,292.50 577,999.99 949,292.49 $949,292.49 11,243,139.88 99,025.00 7.76% 170.000.00 7.76% 289,025.00 $219,026.00 Page 10 of 24 Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) G 4:* ". timed I Go 5.1,0•1 Yeats In a Rem DA I. WI RATED COMMUNICATIONS fi F I DAE NITTA L C~~41r. ~by •—• rms. ran, SDNY_GM_00045740 0B-SDNY-0008564 EFIA_00156349 EFTA01288712

P.O. e4177& Barron MO 21203 Portfolio Holdings (continued) U.S. DOLLARS (confirmed) Date &kilted Ouaithy Unit Cost Equities (continued) Preferred Stocks (continued) GM AC CAP TR I GTD TR PFD SECS SFR 2 125% FIXED RATE/ FLTG Dividend Option: Cash 02122/12 80,000.000 23.5350 ROYAL BANK SCOTLAND GROUP PLC 7.25% SPON ADR REPSTG SER T FED SHS CALLABLE ON OR AFTER 1213112012 Q 25 Dividend Option: Cash 10124112 '.13 40,000 000 23.7900 01107113 40.000.000 24.4400 01114113'.13 40,000.000 24.8800 Total Noncovered 120,000.000 Total 120,000.000 Total Preferred Sloth Options CALL 100 AM ERICAN AIRLS GROUP INC COM 60, 01-17-15ed 20 000 OPTION ROOT: AAL 1,000.00 of these conlracts are in your margin account 12111113' 1,000.000 8.0330 PUT 100 AM ERICAN AIRLS GROUP INC COM DP 01-17-15Q 20 000 OPTION ROOT= ML -1,000.00 of these contracts are a shod position 12111113' .1.000.000 Total Options Total Equities Opilitre ram Votslin PAanair,tat Mitoet$ CPt,1{t4.0.p 0..itcht eau .1.n• ISA Oat* JI,Pant Anne. 101h1loct tine we\ AT 101M Cost Basis Market Nice Stagily Identifier: ALLY PRA CUSIP 361860208 I 882 773.60 27.3000 Security Identifier: RBS PRT cusw. 780097713 951,600.00 977,600.00 995,200.00 2 924 400.00 24.9200 24.9200 24.9200 Market Value 2,184,000.00 996.799.99 996,799.99 996.800.02 2,990,400.00 Statement Period: 03/01/2014 - 03/31/2014 Uartallzed Gale/ Loss 301,228.40 45,199.99 19,199.99 1,600.02 86,000.00 Estimated Estimated Annual Income Yield 162,500.00 7.44% 72,500.00 7.27% 72,500.00 7.27% 72,500.00 1.27% 217,600.00 $2,924,400.00 $7,320,391.11 Option Identifier: 99OADTZ.0 Underlying Secunty Identifier, AAL Underlying Security Price: $36.60 803.314.50 17.0000 Option IdentIllee: 9903ADTZ00 Underlying Security Identifier: ML Underlying Security Price: 536.60 1.9770 0 3500 12,990,400.00 $8,636,910.00 1.700 000 00 -35.000.00 886,000.00 81,318,118.89 896.885.50 162.702 00 2217,500.00 $649,025.00 8010, I 30CSF30022 2605,612.50 233,233,899.42 Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRIM, P. 6(e) $1,665,000.00 $30,470,070.48 $1,059,387.50 -22,163,028.94 30,00 21,892,864.66 Page 1144 24 RAOn.d I ...float Go paperless ejt-,, Yeat. la A Rew DAVILA* ItAT ID COMMUNSCATIONS JFIDrtSi'i1A 1 COrmirog Onueli•webm • mower eammos •••••••aq SDNY_GM_00045741 OS-SDNY-0008565 EFrA_00156350 -197.70200 EFTA01288713

Portfolio Holdings (continued) U.S. DOLLARS (continued) Unrealized Date Acquired Quality Unit Cost Cod Bads Market Price Markel Value Geld loss Exchange-Traded Products WISDOM TREE TR JAPAN HEDGED EQUITY FD Dividend Option: Cash; Capital Gains Option: Cash 60,000 00 of these shares are in your margin account 12111113 60.000.000 49.4350 Total Exchange-Traded Products Estimated Estimated Annual Income Yield Security Identifier: DEJ CUSP. 97717W851 2.966.098.50 17.3100 2,810,100.00 •125.698.50 37,061.10 1.30% 61,966,098.50 $2,840,400.00 .1126,696.50 537,061.40 Cost Bash Oahelized Accrued Estimated Market Value Gain; Loss Intered Annual Income Total U.S. DOLLARS 5103,558,722.39 1102,228,809.31 -61,329,911.08 6565,052.16 63,710,537.12 EURO Openlag Dosing Acaued 30-Day Description Quantity Balance Balance Currency Income Yield Cash, Money Funds, and Bank Deposits Global Cash Balance 291,848.87 291,846.67 EUR 402,193.90 USD Total Cash, Money Funds, and Bank Deposits 291,846.87 291,816.67 EUR 0.00 402,193 90 US) 0.00 Market Value Currency 191,846.67 EUR 402.193 90 LSD Accrued Interest Total EURO Cost Basis Market Value 0.00 000 Unrealized Accrued Estimated Gainf Loss Interest Annual Income Total Portfolio Holdings • U.S. DOLLARS 6103,556,722.39 8102,631,003.21 -$1,329,913.08 $585,052.36 63,720,537.12 Footnotes Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended CIRCl(incomciating amendments enacted by P.L.110-313, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered " noncovered, under the new cost basis reporting rules. and marked or denoted as such. All other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired 011 or after their 'appkable date(s)• at which they are subject to the cost basis reporting rules and the adjusted basis MI be reported to the IRS on form 1099-8 for the applicable tax year in which the security is disposed. P*10,I3OCSF30022 Account Number: SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Page 12 of 24 Raled xtellent Go powerless * Steen Yeas In A Rea GAWK F I DAENITIAL COnaleiMeueli•Weallyilla.••••••••••••••••1118.1 SDNY_GM_00046742 DB-SDNY-0008566 EFTA_00156351 EFTA01288714

PC 17 &II mm MD 2120 Portfolio Holdings (continued) Drafrie Beta Prmair Wean lAymgentot Mr Mb Cone 6.0..P Derlsclv BH Stao7w7 W. Noe let HS PH AM*a. nth lbw Now *et BY 101W Statement Period: 0310112014 • 03/3112014 Reporting requirements generally will be phased in over a three-year period, as follows: • Stock F a corporation acquired on or after January 1, 2011 • Mutual funds and dividend reinvestment plan (ORP) shares acquired on or after January 1, 2012 • Cther securities, principally debt securities and options, acquired on or after January 1, 2014, or later, as determined by the Secretary of the Treasury. Cost Basis on fixed income securities is adjusted for amortization. accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event, one or more of these attrbutes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfoho system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those invoking continuously callable bonds, foreign bonds, variable rates, bonds in default, index-linked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. 3 The cost basis of this security has been provided to us by you or your introducing film and Pershing makes no representation as to the accuracy of this information. 6 The Current Face value represents the outstanding principal balance of the underlying security. The Current Face value is determined by multiplying the current factor times the original face amount of the security. Factors may change over time and are obtained from sources we believe to be reliable. 12 Pershing has received updated cost basis information. therefore cost basis provided on previous client brokerage statements may differ from the new cost basis reported in this section. 13 The cost basis of this security has been provided to us by the delivering firm or transferring agent and Pershing makes no representation as to the accuracy of this information. Holdings Summary by Currency Etcha age-Traded Currency Cask Fixed fume Equities Funds Total by Cerienty U.S. DOLLARS 32,416,663 36,602,1/4 30,470,010 2,840400 102 228,809 L50 EURO 291,846 0 0 0 291.846 EUR Total UN Equivalent 32,817,757 35,502,771 30,170,070 2,810,100 102,831,003 IISO % of Allocation 31.98% 35.58% 29.89% 2.77% 100.00% Schedule of Realized Gains and Losses Current Period Disposition Date Acquisition Date Disposition Tranuction Description Quantity Cost Bads Proceeds Realized Gain/ Lossl Disallowance Short Term 03119114 03/18114 SELL PAYLOCITY11LOG COPP 1.000.000 17,000.00 28.777 06 11.777.06 Rail In First Out Security Identifier Kr( 03121/14 12/13113' PPP IMPAC CMS TR 2005.2 BD CL 144-2 0.889% 04125135 B 1E 1,500,554.000 161.00 236.79 75.79 DTD 03/03105 Security identifier 45254NNC7 Original Cost Basis:161.00 P0100130CSF30022 Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) Page 13 of 24 Rated !waking' Go p sperless A5N,71 le‘talr COMMUNOCA7100.15 NFI Omese *raga Ono* use. •••••• eons •••••••••• SDNY_GM_00045743 DB-SDNY-0008567 EFTA_00 156352 EFTA01288715

Schedule of Realized Gains and Losses Current Period (continued) DI:politico Acquisition Disposition Realized Gain/ Loss! Date Date Transaction Description Quantity Cost Basis Proceeds Disallowance Short Term (conlinued) 03/21114 12/13113' EPP IM PAC CM B TR 2005.2 BD CL 1-M-2 0.889% 04/25/35 B 1E 8,491446.000 911.91 1,341.21 429.33 DTD 03103105 Security Identifier: 45254ANC7 Original Cost Basis: 911.91 03121114 12/13(13' FPP WASF Ili GTOA. MUT MTG S 004 12A2 M TG PASSTI•RU CIF CL 1,290,000.000 2.006.81 2.622.64 615.83 C. B.1 VAR RATE 6.973% 07125133 Security Idenbfier. 939336S20 Original Cost Basis 2.00611 03125114 12113113' RPP COUNTRYWIDERIME LOA 1 CL 01 4.090% 03125133 WED 4300.000.000 19345.84 20718.11 1.372 27 TD 01130103 Security 'dealer. 12669DYS1 Original Cost Basis: 19.345.84 03125/14 I0/16113' FFP GLOBAL M TG SECIJR1TIZ GLOBAL MTG SCTZN 'SINS US37896 8,250.000.000 31,315.66 41,811.66 4,496.00 1AV83 5.250% 04/25/32 WE DM Security Identifier: 378961AV8 Original Cost Basis: 37.315.66 03126/14 03/26114 SELL KING DIGITAL EN TM T P ISINelE0OBK.130058 1100.000 38.250130 33,236.25 .5,01315 NW In First Out Security Identifier. KING 03/26114 03/28114 SELL li ORD ANGLIA EDUCATIO ISIN8 KYG6583A1022 500.000 8.00000 8.998.79 998.79 First In First Out Security Identifier: AORD 03127114' 03/21114 SELL TRINET GROUP INC COM 1,200.000 19.200.00 22.399.53 3.199.53 First In First Out Security Identifier: TN ET 03128114' 03/27114 SELL CBSOLTDOOR ARDIS IA 1,000.000 28.000.00 29.703.34 1.703.34 First In First Out Security Identifier, CBSO Total Short Term 4110,191.22 $189,84141 $19,654.19 Total Short Term and Long Term 4110,181.22 4189,845.41 419,644.19 Noncovered under the cost basis rules as defined below. Securities acquired before 2011 are generally not subject to the new cost basis reporting rules set forth in the Internal Revenue Code of 1986, as amended ('IRC') (incorporating amendments enacted by P.L.110-343, the Emergency Economic Stabilization Act of 2008) and are, therefore, considered "noncovered," under the new cost basis reporting rules, and marked or denoted as such. Al other securities in this section are securities which are 'covered' under the new cost basis reporting rules. Securities which are "covered" under the new cost basis reporting rules are defined as securities which have been acquired on or after they 'applicable date(s)' at which they are subject to the cost basis reporting rules and the adjusted basis will be reported to the IRS on form 1099.8 for the applicable tax year in which the security is disposed. Reporting requirements generally will be phased in over a three-year period, as folows: • Stock in a corporation acquired on or after January 1, 2011 • Mutual funds and dividend reinvestment plan (DRP) shares acquired on or after January 1. 2012 • Other securities. principally debt securities and options, acquired on or after January 1, 2014. or later, as determined by the Secretary of the Treasury. Page 14 of 24 Account Number lial•cl I wrong.. ) CAO. " Go paperless Row D. ,.AR RATED COMMUNICATIONS IXCILUNGI CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6 SOUTHERN e KIFIDEcTIAL Camay name% •••••••• ac. b %waft embed".....,. SDNY_GM_00045744 DB-SDNY-0008568 EFTA_00 156353 EFTA01288716

Dryly R•nt PAanair,tat 10.141s (Ingo 4.0.p De.,,o Bar 141,"4.1 Vint brit Mc* Marv% Ante. tutu Sze Nevi Rn hY 1011.4 Statement Period: 0310112014 • 03/3112014 Schedule of Realized Gains and Losses Current Period (continued) This Schedule rray rot reflect ad cost basis acjustroents necessary for tax reporting purposes, especially for noncovered securities. Adjustments to cost basis may have been made for prior income received and subsequently reclassified by the issuer as a return of capital. In addition, corporate action events may require adjustments to your original cost basis. Return of capital information and cost basis information, as it relates to corporate actions, has been obtained from sources we believe to be reliable. Adjustments to cost basis can be made after year-end, in particular. for retum of capital adjustments, but may also include adjustments for corporate action events. Therefore there may be differences in cost basis reflected on your monthly client brokerage statement at year end versus any subsequent reports, including your 109943 or online displays you may have evadable to you. When you report your cost basis on your tax return, it should be verified using all of your own records. In particular, there may be other adjustments which you need to make, but are not required to be made by Pershing as it relates to H.R. 1424. You should consul with your tax advisor in order to properly report your gain or loss for tax purposes. Pershing shall not be responsible for and makes no representations or warranties with respect to the accuracy of any information that you report to the IRS or other taxing authorities, and, accordingly, disclaims any and all liability that may arise with respect to your use and reliance on the information provided herein for such reporting. Cost Basis on fixed income securities is adjusted for amortization, accretion or principal paydowns. The method of calculation is based upon the type of fixed income security and certain attributes, obtained from sources believed to be reliable. In the event one or more of these attributes is changed, there may be a temporary incorrect adjusted cost basis reflected until the portfolio system is amended to reflect this change. These calculations will not be performed under certain circumstances, including those involving continuously callable bonds, foreign bonds, variable rates, bonds in default, index-linked bonds, bonds sold short or bonds that have a negative yield. This information is meant as a general guide and you should consult your tax advisor in the preparation of your tax returns. These shares are unsettled and have been recently disposed. You will also see these shares on the Portfolio Holdings section until this transaction has been settled. Please refer to the Your Account Information Section in your brokerage account statement for your accounts existing tax4ot disposition method. The disposition method is the method which you have selected to use ki the disposal of each tax lot of the securities held in your account. If you do not select a method, your account will be defaulted to First In, Fist Out (FIFO). Your accounts selected tax lot method wil be used to determine the cost basis for calculating gain and/or loss. unless another method was selected at the time of the security disposal, and this may be reported on the IRS Form 1099-8. Messages Although a money market mutual fund seeks to preserve the value of your investment at St per share, it is possible to lose money by investing in a money market mutual fund. Shares of a money market mutual fund or the balance of a bank deposit product held in your brokerage account may be liquidated upon request with the proceeds credited to your brokerage account Please see the money market mutual fund's prospectus or the bank deposit products disclosure document or contact your advisor for additional information. Federal Deposit Insurance Corporation (FDIC)-Insured Bank Deposits are not protected by Securities Investor Protection Corporatiou(SIPC) For disclosure of rates for DWS money market funds, please visit the DWS Investments website at https://iinwtdws-invesunents.corn/EN/productshnoney-market-funds-yields.jsp. Please note that all money market funds listed on the website may not be offered through us. In accordance with the Securities Exchange Act Rule 606 (Disclosure of Order Routing Information), upon your request, the following information is available to you: i) the identity of the venue to which your orders were routed for execution in the six months prior to the request, i) whether the orders were directed orders or non-directed orders, ii) the time of the transactions, if any that resulted from such orders We will notify you on an annual basis of the availability of the above information upon request. Page 15 of 24 .91,10/130C.SF30022 Account Number SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) Rated feNMns GO less 43, 6 ) yea•eaA Row OALSAR ItAT ED COMMUNOCAT10.11 F I DAENTIAL Coma*.., Isms. use, •smor ass ormolu, SDNY_GM_00045745 OB-SDNY-0008569 EFTA_00 156354 EFTA01288717

Activity Sum m ary (All amounts shown are in base currency) Credits This Period Year-to-Date Debits This Period Year-to-Date Securities Securities Securities Bought 0.00 0.00 Securities Bought -329,247.00 -7.414.108.11 Securities Sold 71,012.10 10.489.661 36 Securities Sold 0 00 0.00 Total Securities $71,012.10 $10,489,561.38 Total Securities -$329,247.00 -17,414,108.11 Dividends and Interest 9108.611.6E 1514,051.18 Dividends and Interest $0.00 -193,750.00 Distributions $64,902.47 $498,437.13 Distributions $0.00 $0.00 Fees $0.00 $0.00 Fees $0.00 .118.00 Cash Cash Withdrawals 0.00 0.00 Withdrawals .257.00000 .556.99500 Deposits 115.050.58 10,512,149.65 Deposits 0 00 0.00 Total Cash $115,050.58 $10,512,149.55 Total Cash -$257,000.00 -$556,995.00 FDIC Insured Bank Deposits $774,000.00 $5,007,868.88 FDIC Insured Bank Deposits -$505,094.79 -$19,199,523.38 Total Credits $1,133,576.83 127,082,166.18 Total Debits -$1,091,341.79 -$27,284,394.47 Transactions by Type of Activity Process/ Settlement Date Trade! Transaction Date Activity Type Duo thla Price Accrued Merest Moult Olsten Securities Bought and Sold 03112114 03107/14 PUBCFASED GILEAD SCIENCES INC UNSOL AVERAGE UNIT PRICE 3,100.000 79.5500 -246.79700 LSD GILD TRANSACTION YOUR BROKER ACTED AS AGENT 03124114 03118/14 PURCHASED PAYLOOTY HLDG CORP COM PROSPECTUS UNDER 1.000.000 17.0000 -17.000.00 USO KIT SEPARATE COVER 03124114 03119/14 SOLD PAYLOCITY BLDG CORP COM UNSOL AVERAGE UNIT PRICE -1.000.000 28.8437 28.77716 USO Fen' TRANSACTION YOUR BROKER ACTED AS AGENT 03131114 03126114 PURCHASED KING DIGITAL EN TM T PLC ORD ShS 'SINS lE0OBK.000 58 1.700.000 22.5000 -38.250.00 USO KING PROSPECTUS UNDER SEPARATE COVER 03131/14 03126114 SOLD KING DIGITAL EN TM I PLC ORO SFS 'SINN lE0OBK.000 58 -1,700.000 19.6147 33.231.25 USO KING UNSOL AVERAGE UNIT PRICE TRANSACTION YOUR BROKER ACTED AS AGENT 03131114 03126114 PURCHASED NORD ANGLIA EDUCATION INC SF S ISIASKYG6583A1022 500.000 16.0000 -8.000.00 LSD NORD PROSPECTUS UNDER SEPARATE COVER Page 16 of 24 Account Number. Go paperless mtvalent CONFIDENTIAL — PURSUANT TO FED, R CRIM. 67e)LTH ERN Cet5. N F I DAENTIAL EXCILLINC MAWR RATED COMMUNICNTIONS eye" ......tarnane tit. • •••••••••••••••••••••• SDNY_GM_00045746 DB-SDNY-0008570 EFIA_00156355 EFTA01288718

DraSC•filint P. ,.,,n "mall •MIAlle, Ild Marais Comm, Goot,p Destulv Sat Sew Con 4%. New *A Cato SO Pia NS*. IM, I leer Wm** NY 101W Statement Period: 0310112014 • 03/3112014 Transactions by Type of Activity (continued) Process/ Trade/ Settlement Transaction Date Date Actisi Securities Bought and Sold (continued) 03131/14 03126/14 SOLO NORD 03131114 03127114 PURCHASED TN ET Desai• ion NORD ANGLIA EDUCATION INC SFS ISINAKYG6583A1022 L 90 L AVERAGE UNIT PRICE TRANSACTION YOUR BROKER ACTED AS AGEN T TMNET GROLP INC COM FROSPECTLSIA DER SEPARATE COVER than 500000 1.200 000 Total Securities Bought and Sold • UNITED STATES DOLLAR Dividendsand Interest 03114114 FDIC INSURED BANK DEPOSITS INTEREST RECEIVED 458997996 03125114 BOND INTEREST RECEIVED 12669DYS1 03125114 FOREIGN BOND INTEREST 378961AV8 03/25/14 BOND INTEREST RECEIVED 45254NNC7 03/25/14 03128114 03/31/14 BOND INTEREST RECEIVED 939336520 CASH DIVIDEND RECEIVED GM FOREIGN SECURITY DIVIDEND RECEIVED RBS PRT INSURED DEPOSITS INTEREST CREDITED 4500000 COUNTRYWIDE HOME LOANS SER 03.1 CL B1 4.090% 03125133 RADIO 01130103 RD 02128 PD 03/25/14 8250000 GLOBAL MTG SECUTODZATION LTO/ GLOBAL MTG SCTZN ISINOUS378961AV83 6.250% 04125/32 WE OTD 04128105 RD 02/28 PD 03125/14 10000000 IMPAC CM B TR 2005.2 ASSET BKD BD CL 1-M-2 0.889% 04125135 B/E DTD 03103105 RD 03124 PD 03/25/14 1290000 WASHINGTON MUT MTG SECS CORP 2004•RA2 TG PASSTh RU CTF Cl. C•B-1 VAR RATE 6.973% 07/25/33 WE DTO 06101104 RD 02128 PD 03125/14 97525 ShRS GENERAL MTRS CO COM RD 03/18 PD 03128/14 120000 SIRS ROYAL BANK SCOTLAND GROUP PLC 725% SPON AOR REPSTG SERTFID SHS CALLABLE ON OR AFTER 12131/2012 0 25 RD 03114 PD 03131114 Total Dividends and Interest - UNITED STATES DOLLAR 8010/138C.SF30022 Account Number: SOUTHERN CONFIDENTIAL — PURSUANT TO FED. R CRIM. P. 6(e) Price Acased Interest Amount Curren 18.1100 8.998 79 LSO 16.0000 -19.20000 LSO 0.00 -250,234.90 70355 LSD 5,577.26 LSO 12,863.47 USD 1,013.07 USD 4,821.83 USD 29,257.50 USD 54,375.00 USD 0.00 108,611.68 Page 17 of 24 Rated r *cetiont GO imperless • ea DAWN* NA TED COMMUNICATIONS F I Dr NITTA L EXCEISINCI CoNspOreue. Nosey -C. • soar rasa aasaMlp SDNY_GM_00045747 OB-SDNY-0008571 EFIA_00156356 EFTA01288719