EFTA01361662.pdf

Deutsche Asset 1 & Wealth Management Deolsoc Boni Matt WHIM Maimpertale Wae.( wrap Gwv• Oeslie Sink Woliplet Inc Nee evk Office PO Be, 1776. 8641M0111, MD 21203 341144 *Newt New *AP. NY 10154 (MI IWO,. N5%12114095 Statement Period: 12/01/2014 • 12/31/2014 Portfolio Holdings (continued) Adjusted Unrealized Atoned Estimated Estimated Date Acquired Quantity Unit Cost Cost Basis Market Price Market Value Gain/ Loss Interest Annual Income Yield Fixed Income (continued) Corporate Bonds (continued) SERVICEM ASTER CO SR NT • CUSIP FULLY Security Identifier: 81760NAN9 EXChANGED FROM OLD CUSP 81760NAL3 8.000% 02115120 8/E DTD 02113112 Moody Rating CAM S P Rating B- 01/2013 '.3.12 440.000.000 104.9300 461.692.79 105.2500 463,100 01 1,407.22 13.297.78 35,200.00 7.60% Original Cost Basis: 5468.050.00 02/25/13 %to 1.000 000 000 105 4560 1,054,555.77 105 2500 1.052.499 99 -2.055.78 30,22222 80.000 00 7.60% Original Cost Bait 51.070,000 00 Total Noncovered 1,440,000.000 1,516,248.66 1,516,600.00 -848.56 43,520.00 116,200.00 Total 1,440,000.000 31,516,248.58 31,515,600.00 -3648.56 343,520.00 3115,200.00 LLOYDS TSB BK PLC EURO ISSUE MEDIUM Security Identifier: GISISPPO8 TERM NOTES ISH,SX.S0717735822 9.875% 12/16121 REG DTD 12116111 Moody Rating Bal 58 P Rating BBB- 12/04/13 '.3.13 1.500.000.000 107.6770 1,615.162 18 114.7500 1,721,250.00 106,087.82 5.760.42 148 125 00 860% Original Cost Basis. S1,627,500 00 BARCLAYS 8K PLC CONTINGENT CAP NT Security Identifier: 06739FHKO 151111006739R. KO3 7.750% 04/10/23 8/E DTD 0010113 CALLABLE 04110118 S 8 P Rating BB* 04/03113 ',11.11 300,000 000 100.0000 300.000 00 109 0000 327,000.00 27,000.00 5.231.25 23,250 00 7.11% Original Cost Basis. 6300.000 00 PM ORGAN CHASE 8 CO DEP SHS REPSTG Security Identifier: I6625HHA1 1/10TH PFD SER 1 FIXED TO FLTG RT 80 7.900% 04/29/49 WE DTD 04/23/08 Moody Rating BA1 S8 P Rating BB8- 06/15111 '.3,12 2,500,000.000 107.5000 2,687,500.00 107.6300 2.690.750.00 3,250.00 32,916 67 197,500.00 7.33% Original Cost Basis: $2,687,500.00 06/15/11 '.3.12 2,500,000 000 107 0000 2,675,000.00 107.6300 2.690.750.00 15,750 00 32.916 66 197,500.00 7.33% Original Cost Basis: 62,675,000.00 Total Noncovered S,000,000.000 6 362 600.00 6,381,600.00 19,000.00 65,833.33 395,000.00 Total 6,000,000.000 36,362,600.00 36,381,600.00 319,000.00 366,833.33 3395,000.00 Page 5 0121 Account Number N4G-023804 Rated t c,It.n, lOttlarn ...Want!. • POI 00S3SCSF 30023 CYO paperless f Way Yaw Wne• .}001 SOLTI-ERN FINANCIAL LAC ,,„ Ar.).rc °vs. -ter DALOAR RAT ED COMMONICATK,I6 eXallENC? CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0050887 CONFIDENTIAL SDNY_GM_00197071 EFTA01361662