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ent Period:12/01/2014 • 12/3112014 Unrealized Gain/ Loss Acaued Meted Estimated Estimated Annual Income Yield Security Identifier: 81760NAN9 BARCLAYS 8K PLC CONTINGENT CAP NT ISIA81.936739FFKO3 7.750% 04/10123 B/E DTD 04110113 CALLABLE 04110118 S 8 P Rating BB' 04/03/13 %UM 300.000.000 100 0000 RN O
ROLL SOL THERA DAMARRA rxciurmer TO)COAVAUNCATK*6 COLIKI F I CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) Account Number: Go paperless DrTriA SDNY_GM_00045617 DB-SDNY-0008441 EFrA_00156226 EFTA01288589 0cuicry Ram Pon. wean Mairrill Mamet% COMIC! 4,0‘P Dests04 Una Sel•nleisC Nye be
ISSUE M EOIUM TERM NOTES IUD XS0717735822 9.875% 12118/21 REG DTO 12/16111 Moody Rating Bat S8 P Rating BBB 12104113 'AM 1,500.000.000 1068300 BARCLAYS BK PLC CONTINGENT CAP NT ISK 8U6067390403 7.750% 04/10123 B/E DID 04110113 CALLABLE 04110118 S8 P Rating BP. 04103/13 'AM 300,000.000 100.0000 01,09/8
l excellent, 'IA CSF!' : Go paperless DO AN ROIL THEM n DAMAN RATED COMVAUNICATIONS CONFIDENTIAL - PURSUANT TO FED. R CRICA. P. 6(e) F I DrTriA rxesurner SDNY_GM_00045842 OB-SDNY-0008666 EFrA_00 15645 I EFTA01288814 Portfolio Holdings (continued) Dale Acquired Quantity Unit Cost Fi
HUNK INC GTO SR NT FULLY EXCHANGED CUSP FROM 27032IAB8 8.875% 05/15/19 BIE DTD 05117/11 CALLABLE 01/29/17 10123/1 2 '.3.12 351.000 000 102 2970 BARCLAYS 8K PLC CONTINGENT CAP NT ISINPIS06739FEK03 7.750% 04/10123 B/E DTD 04110/13 CALLABLE 04/10118 38 P Rating 889 04103113 '32.13 300,000.000 100.0000 171
Account Number: R4G423804 Rated twallordi ORA.1t V011 Go paperless L very Van' Since Z007 SOUTHERN SNMC LL DAL BAR RA CD COMMUNOTIONS K1 F I DrTriA rxesurnaerT CONFIDENTIAL — PURSUANT TO FED. R CISIIVI. P. 6(e) SDNY_GM_00046059 OB-SDNY-0008883 EFrA_00 156668 EFTA01289031 Deutsche Bank P.
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Ghislaine Maxwell
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ORGANIZATIONSecurities Investor Protection Corporation
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ORGANIZATIONthe State of New York
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ORGANIZATIONthe Pershing Customer Service Department
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ORGANIZATIONTHE BOARD OF GOVERNORS OF
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ORGANIZATIONTHE CLEARING FACILITY
ORGANIZATIONTHE FEDERAL RESERVE SYSTEM
ORGANIZATIONTAXABLE
ORGANIZATIONON PERSHING'S
ORGANIZATIONCITIGROUP INC
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