EFTA01361713.pdf

- Deutsche Asset i1Yt & Wealth Management Deotoe Boni Matt WHIM Maimpertale Wae.( wrap Gwv• Oeslie Sink Setotalet Inc Nai VolOINce P0. Be, 1776. 8641M0111, MD 21203 a10M AxtMf.3RMbe, PlOw*AP. BY 10154 (MI IWO!. Ns% 2111409S Statement Period: 12/01/2011 • 12/31/2011 Portfolio Holdings (continued) Adjusted Unrealized Accrued 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) BANK AM ER CORP PERP NON COM ULATIVE DEP (continued) Original Cost Basis: 53.389.620.83 Total Corporate Bonds 16,449,379.11 $8,143,150.00 -1300229.11 $91,944.44 1620000.00 7 700 000.000 Total Fixed Income 59,609,735.10 69,301,686.66 -$3011,066.22 197,887.95 6620,500.00 9,200,000.000 Unrealized Estimated Estimated Date Acquired Quantity Unit Cost Cog Basis Market Price Market Value Gain/ Loss Annual Income Yield Equities 11.00% of Portfolio Preferred Stocks (Listed ty aspiration date) CIT1GROUP INC DEP SHS REPSTG 111000TH Security IdentMer: C PRK PFD SER K DIV 6.875% PERPETUAL MATY CU SIP 1729673/1 PERPETUAL CALL 111151230 25.00 Dividend Option: Cash 02103114 79,000.000 25.3090 1,999,418.90 26.5800 2.099020.00 100,401.10 135,781.25 6.16% CITIGROUP INC DEP SHS REPSTG woo Security Identifier: C PRC FED SERC DIV 5.8% PERPETUAL MATT CU SIP. 172967366 PERPETUAL CALL 04122118§ 25.00 Dividend Option: Cash 10128114 19,033.000 21.0810 1,180,739.16 24.4000 1,196,405.20 15,666.04 71,097.85 5.91% 10/29/14 150.967 000 24.3130 3,870,430.18 24.4000 3.683.691 80 13,164.32 218.902.15 5.91% Total Covered 200,000.000 1,851 189.64 1,880,000.00 28,1130.38 290,000.00 Total 200,000.000 11,651,189.64 $4,880,000.00 128,830.36 $290,000.00 Total Preferred Stocks 18,860,586.54 $8,979,820.00 $129,231.48 1425,781.25 Total Equities $6,650,568.54 $6,979,620.00 $129,231.48 $425,781.25 Page 5 of Is Account Number N4G.024943 Rated EV.Inent BO I 00 CSF 30 023 Go paperless f vw Yaw Wne• .}001 tion• ••••-•-: DALOAR RAT ED COMMONICATK,I6 TFE FAZE TRUST r.t Ire µ I 1•A ^ , eXallENC? CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0050939 CONFIDENTIAL SDNY_GM_00197123 EFTA01361713