CALLABLE 06/15/20 S& P Rating BB 12104113 '.3,12 1,200,000.000 108.2500 1,299,000.00 106.5000 1,278,000.00 Original Cost Basis. S1.299,000 00 sLLOYDS BANKING GROUP PLC FXD RATE RESET Security Identifier: 539439AG4 ADDL TIER 1 SECS IS' US539439AG42 7.500% 09/27/88 B/E DTD 04/07/14 S & P Rating Bt Please Provide' 1,9

GTD FXD-TO•FLIGRT NONCUMULATIVE PERPETUAL PREFERRED 4.000% 12/03/65 REGOTD 4/03/Elloody Rating A3 S8 P Rating A 12/03/15 2,469,000.000 88.0930 sLLOYDS BANKING GROUP PLC FXD RATE RESET AD DL TIER 1SEC,S 'SIMI US$39439AG42 7.500% 04/27/88 B/E DTD 041071%58 P Rating BB- Please Provide 1,903,000.000 N/A CITIGROUP INC FX

ntity Unit Cod Cod Bade Market Price Market Valk e Gaieties lidded Annual Income Yield FIXED INCOME(continued) Corporate Bonds (continued) sLLOYDS BANKING GROUP PLC FXD RATE RESET AD DI. TIER isms ISINSUS539439AG42 7.500% 04/27/88 FUE DID 04107/%5S P Rating 88- Security Identifier: 539439AG4 Please Provide • 1,90