EFTA Document EFTA01459376

From: Sent: To: valuations.system@db.com [valuations.system@db.com) 1/19/2016 8:56:59 AM Subject: Valuation Statement for SOUTHERN FINANCIAL LIC as at 15 Jan 2016 - Request 182298 Attachments: 182298_20160115_20160119_1.pdf; 182298_20160115_20160119_1.csv Dear Sir/Madam, Please find attached the valuation as of the value date specified in the attached statement. For queries please contact the number provided on the statement. Kind regards, Deutsche Sank Group customer valuations Group This is an automated email account. Please do not reply to this email as the account is not monitored. valuations are sent to you subject to our valuation Disclosure statement. we also direct you to the following additional disclosures: In reference to the provision of valuations for daily marks: http://cbs.db.com/new/docs/Dai ly_Mark_Methodologies_and_Assumptions_Disclosure_March_28_2013_(2).pdf In reference to the provision of portfolio data and dispute resolution under EMIR: https : //myth db. com/en/medi a/EMIR-Portfol i o-Reconci ati on-and-Di spute-Resol ution-val uati on-Di scl osu re- Statement . pdf 182298_20160115_20160119_1 93829992 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0119737 CONFIDENTIAL SDNY_GM_00265921 EFTA01459376