EFTA Document EFTA01383458

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity UM Cesl FIXED INCOME (continued) Corporate Bonds (continued) DELA INTER LLC I DELA FIN INC GTD FIRST PRIORITY SR SECD NT 144A SP00% 07715/238/E DID 07/12/V CLBM oody Rating B358 P Rating B Adjusted Cott Bass Market Pike Market Value Security Identifier: 30 S2RAA9 Untealind Gainless 10124117 2,000,000.000 97.0250 1,940,506.00 100.0000 2 000 000 01 Original Cost Basis: $1940.50610 07109/18 1.000.000 000 102 6200 1.026.197 29 100.0000 999.999 99 Original Cost Basis: $1028.756.00 Total Covered 3,000,000.000 2,966,703.29 3,000,000.00 Total 3,000,000.000 $2,966,703.29 $3,000,000.00 J3SINVISGMBHGTD SR NT Security Identifier. A29866AB5 REG S ISINS USA29866AB53 7250% 04(03124 BIE DTD 04/03/14$ 8 P Rating BB• 10/31717 2,000,000.000 99.0650 1,981,300.00 103.4070 2,068,140.00 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 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 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 Original Cost Basis: $2,040,006.00 Account Number Accrued Estimated Estimated Mined Annual Income Yield 59.494 01 8,888.89 200,000 00 10.00% -26.197.30 4.444 44 100.000.00 10.00% 33,296.71 13,333.33 300.000.00 $33,296.71 $13,333.33 $300,000.00 86.840 00 47.125.00 145,000.00 7.01% -29.836.00 7,995 33 42,960 00 4.83% -25,256.00 8,125.00 48,750.00 5.78% -109,653.55 48.222.22 140,000.00 7.25% Go paperless MY Mail ttaitivvor 4 Rated Cotenant Every Yew Since 2007 OALOAR RA ITO COMMUNICATIONS EXCLUDICE Page 4 of Canino: through Penhµ LLC, a wholly corned 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