EFTA01372068

Deutsche Bank P.O. Box 1776, Baltimore, MD 21203 Portfolio Holdings (continued) U.S DOLLARS (continued) January 1, 2019 - January 31, 2019 SOUTHERN FINANCIAL LW Date Acquired Quantity Unit Cost FIXED INCOME (continued) Corporate Bonds (continued) PM ORGAN CHASES CO DEP SHS REPSTG YD TH PFD SER1FIXED TO FLTG RT BD 5.990% 04/23158 B/E DTD 04/23/08M oody Rating Baa358 P Rating BBB- 06115/11 "• 32 1,100,000.000 107.2500 06/15/11 " 32 2,500,000 000 106.7680 Adjusted Cost Basis Marioit Price Security Identifier: 46625HHA1 1,179,750.41 100.6000 Original Cost Basis: 31182500.00 2669,212 15 100.6000 Original Cost Basis. 32,675,000.00 Total Noncovered 3,600.000 000 3,848,962.56 Total 3,600,000.000 $3,848,962.56 SOUTHERN CALIF EDISON CO PREF SER E 6250% 0117162 WE DTD 0/1712 CALLABLE 02/0122 1)0.000M oody Rating 8aa1Sd P Rating 880 01130112 ' •x° 3,000,000.000 99.9090 GENERAL ELEC CO GTD FX040•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: 842400FU2 2,997,261.33 94.0000 Original Cost Basis: 52,992,564.97 Security Identifier. 369604844 2,175,016.17 67.9000 Original Cost Basis: $2,175,01.17 Security Identifier: 5394394G4 1,948,500,00 101.7500 Original Cost Basis:11948,500.00 Mincer Value Unrealized Win Loa 1,106,600.02 2,514,999.98 3,621,600.00 $3,621,600.00 2,820,000.00 1,676,451.00 1,936,302.50 -73,150.39 154,212.17 Accrued Estimated Estimated Interest Annual Income Yield 183.04 65,894.18 5.95% 416.00 149,759.50 5.95% -227,362.56 599.04 4227,362.56 $599.04 215.653 68 3215,653.68 -177,261.33 93.750.00 187,500 00 6.64% 498,565.17 12,619.33 98,760.00 5.89% -12,197.50 13,479.58 142.725 00 7.37% Page 5 of 15 Account Number: NIG-023804 mcsmanom CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL Go paperless MX MOUT t.C.IlVtitY Rated Excellent Every Year Since 2007 OMAR MTIOCOMPAVNICA71076 EXCEUDKE awes Meech Penabet ICC. • wholly ~id subtle:run of The Bakal Ni. Wet Mellen Comer/Mon (/NY Mellen) Pei shra U.C. mutter AURA. NYSE StPC DB-SDNY-0065667 SDNY_GM_002 11851 EFTA01372068