FXBTO•RTG RT NON-CUMULATIVE PERPETUAL PREFERRED 4000% 2/03/64 REG DID 11J03/tAloody Raling A3 S 8 P Rating BBB 12/03115' 2,469.000 000 88.0930 LLOYDS BANKING GROUP PLC FXD RATE RESET ADM. TIER 'SECS ISOM US539439AG42 7.500% 04/27/88 B/E DID 04/07/515 8 P Raliry BET 04/10/14 '1,12 1.903.000.000 102.3910 Adjusted C

GRT NON-CUM ULATIVE PERPETUAL PREFERRED 4 000% 2/03/65 REG DID 12/03/1 CO RD TV30 PD t211/1 13000 SHRS NINTENDO LTD ACR RD 09/28 PC 1211/1 903000 LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1SECS ISMS US539439AG42 7500% 04127188 B/E DTD 04/07/11CLB RD 2/2 PD 2127/1 CASH AC TR DWSGOVT Quantity Price Accrued Inte

40•FITGRT NON•CUM ULATIVE PERPETUAL PREFERRED 4.000% 12103/65 REG DTD 12/03/Slloody Rating A3 S 8 P Rating BBI3 12/03/15 2.469.000 000 88.0930 LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1SECSISINO US539439AG42 7,500%04127188 WE DTD 04/0711161 P Rating 88- 04/10114'A° 1,903,000.000 1023910 Security Identifier

625HHA1 FIXED TO FLTG RT BC 5.990% 04/23158 B/E DTD 04123108 CLB 018 TD AM ERITRADE CLEARING. INC. A/C 861730320 02128/19 YOUR ASSET TRANSFERRED LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1 -1.903.000.000 -1.961.993.00 USD 539439A64 SECS ISINtl US539439AG42 7.500% 04727788 B/E DID 04/07114 CLB 018 TD AM ERITR

Portfolio Holdings (continued) U.S. DOLLARS (continued) Om Acquired Quantity Unit Cost FIXED INCOME (continued) Corporate Bonds (continued) LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1SECSISNIUS539439A642 7.500%04/27188 B/ E DTD 041071,131 P Rating B8- 04110/14 ..332 1,903,000 000 102 3910 CITIGROUP INC F

GRT NON-CUM ULATIVE PERPETUAL PREFERRED 4 000% 2/03/65 REG DID 12/03/1 CO RD 1130 PD 12161E 13000 SHRS NINTENDO LTD ACR RD 09/28 PC 1211/1 103000 LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1SECS ISMS US539439AG42 7500% 04127188 B/E DTD 04/07/11CLB RD 2/2 PD 2127/1 CASH AC TR DWSGOVT Quantity Price Accrued Inte

D-TO-FITGRT NON•CUM ULATIY E PERPETUAL PREFERRED 4.000% 1UO3/65 REG DTD12/03/Siloody Rating A3 S8 P Rating BBB. 12/03/15 2.469.000 000 88.0930 LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1SECSISINB US539439AG42 7,500%04127188 WE DTD 04/0711181 P Rating 88- 04/10114'A° 1,903,000.000 1023910 Security Identifier

625HHA1 FIXED TO FLTG RT BC 5.990% 04/23158 B/E DTD 04123108 CLB 018 TD AM ERITRADE CLEARING. INC. A/C 861730320 02128/19 YOUR ASSET TRANSFERRED LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1 -1,903.000.000 -1.961.993.00 USD 539439A64 SECS 'SNP US539439AG42 7.500% 04/27/88 B/E DID 04/07f14 CLB 018 TD AM ERITRAD

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity FIXED INCOME (continued) Corporate Bonds (continued) LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1SECS 'SIN* 7500%04/27188 B/E D7004/0111458 P Rating BB- 04110/14 1.903.000 000 102 3910 CITIGROUP INC FXD RT SR NT PERP DE

TGRT NON-CUM ULATIVE PERPETUAL PREFERRED 4 000% 2/03/65 REG DID 12/03/1 CO RD 1130 PD 12161E 9000 SHRS NINTENDO LTD ACR RD 09/28 PC 1211/1 103000 LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER1SECS ISMS US539439AG42 7500% 04127188 B/E DTD 04/07/11CLB RD 2/2 PD 212711 CASH AC TR DWSGOVT Quantity Price Accrued Inter

-TO•FLTGRT NON-CUM ULATIVE PERPETUAL PREFERRED 4.000% 12103/65 REG DTD 12/03/Slloody Rating A3 S 8 P Rating BBB- 12103/15 2.469.000 000 88.0930 LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1SECSISINO US539439AG42 7.500%04/27188 B/E DTD 041071%81 P Rating 88- 04/10114'A° 1,903,000.000 102.3910 Security Identifie

625HHA1 FIXED TO FLTG RT BC 5.990% 04/23158 B/E DTD 04123108 CLB 018 TD AM ERITRADE CLEARING. INC. A/C 861730320 02128/19 YOUR ASSET TRANSFERRED LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1 -1,903.000.000 -1.961.993.00 USD 539439A64 SECS ISINP US539439AG42 7.500% 04/27/88 B/E DTD 04/07/14 CLB 018 TD AM ERITRA

DIUM TERM NTS CAPPED CONTINGENT BUFFERED EQUITY NTS 0.000% 10/16/14 B/E DTD 09/27/13 LBG CAPITAL NO 1 PLC 144A 8.000% 09/15/88 REG DTD 12/15/09 LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1 SECS 7.500% 09/27/88 B/E DTD 04/07/14 CLB 2.22 0.33 0.92 0.97 2.36 2.11 1.06 2.19 5.52 1.04 Market Value 2,276,7

31/12 PETROLEOS DE VENEZUELA NOTES SENIOR ISIN#XS0460546525 5.000% 10/28/15 REG DTD 10/28/09 N/C MOBILEYE NV AMSTELVEEN ORD SHS ISIN#NL0010831061 LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1 SECS ISIN#US539439AG42 7.500% 09/27/88 B/E DTD 04/07/14 CLB CLB 06/27/24 @100.000 LLOYDS TSB BK PLC EURO ISSUE MEDIUM TERM

Portfolio Holdings (continued) U.S. DOLLARS (continued) Ode Acquired Ousetfty Unil Cost FIXED INCOME (continued) Corporate Bonds (continued) LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1SECS ISINB VS5394394612 7.500% 04/21/68 8/E OTD 011071%58 P Rating 84 04110114 .."2 1,903,000.000 102.3910 CITIGROUPIK FX

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 Bo

otal Distributions - U.S. DOLLARS 9000 SHRS W 'EDON TREE INVTS INC COM RD 021E PO 031014 97525 SHRS GENERAL M TRSCO COM RD 03/1) PD03/2414 903000 LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TER ISECSISINSUS539439AG12 7.500% 04121/88 B/E DTD 04/071% CLB RD 03/1) PO 03/2111 490000 WASHINGTON MUT M TG SECS CORP 200 4-RA2