EFTA01383458.pdf

Portfolio Holdings (continued) U.S. DOLLARS (continued) Adjusted Untealind Accrued Estimated Estimated Date Acquired Quantity UM Cesl Cott Bass Market Pike Market Value Gainless Mined Annual Income Yield FIXED INCOME (continued) Corporate Bonds (continued) DELA INTER LLC I DELA FIN INC GTD Security Identifier: 30 S2RAA9 FIRST PRIORITY SR SECD NT 144A SP00% 07715/238/E DID 07/12/V CLBM oody Rating B358 P Rating B 10124117 2,000,000.000 97.0250 1,940,506.00 100.0000 2 000 000 01 59.494 01 8,888.89 200,000 00 10.00% Original Cost Basis: $1940.50610 07109/18 1.000.000 000 102 6200 1.026.197 29 100.0000 999.999 99 -26.197.30 4.444 44 100.000.00 10.00% Original Cost Basis: $1028.756.00 Total Covered 3,000,000.000 2,966,703.29 3,000,000.00 33,296.71 13,333.33 300.000.00 Total 3,000,000.000 $2,966,703.29 $3,000,000.00 $33,296.71 $13,333.33 $300,000.00 J3SINVISGMBHGTD SR NT Security Identifier. A29866AB5 REG S ISINS USA29866AB53 7250% 04(03124 BIE DTD 04/03/14$ 8 P Rating BB• 10/31717 2,000,000.000 99.0650 1,981,300.00 103.4070 2,068,140.00 86.840 00 47.125.00 145,000.00 7.01% Original Cost Basis:61981300.00 DEUTSCHE BANK AG NTS 'SINS US25525Alit 33 Security Identifier: 25525MI 3 4296% 05/24/28 B/E DTD 05/24/13 FOREIGN SECURITY ST CPN DTE 1124113M oody Rating Ba2 Sit P Rating BB, 06101118 1,000,000 000 91.7780 917,776 00 88.7940 887.940 00 -29.836.00 7,995 33 42,960 00 4.83% Original Cost Basis: 3911.77600 DEUTSCHE BK AG N Y WIN VAR Security Identifier. 255268)18 'SINS U6251526114489 4.875% 2/0132 WE DTD 12/0117 CALLABLE 12/0127 06101/18 1.000,000 000 86.8260 868,256 00 84.3000 843.000.00 -25,256.00 8,125.00 48,750.00 5.78% Original Cost Basis: $868255 00 ASSURANT INC FXD TO FLTG SUB NT Security Identifier: 0 462VAK4 7.000% 03/27148 WE OTD 03727/1 CALLABLE 03/27/28 @ 130.000M oody Rating MI 03129/18 2.000.000 000 101 9830 2.039.653 55 96.5000 1.930.000.00 -109,653.55 48.222.22 140,000.00 7.25% Original Cost Basis: $2,040,006.00 Page 4 of Account Number Rated Cotenant Canino: through Penhµ LLC, a wholly corned Go paperless MY Mail ttaitivvor 4 Every Yew Since 2007 OALOAR RAITO COMMUNICATIONS EXCLUDICE subsea" of The Balk of New 'for* Mellon Carporation (BNY Mellon) Peostwet LLC. (motet LitiRA NYt L CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0083166 CONFIDENTIAL SDNY_GM_00229350 EFTA01383458