EFTA Document EFTA01383460

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cost FIXED IN COME(continued) Corporate Bonds (continued) CITIGROUP INC FAD RT SR NT PERP DEP RECPT 5.950%081S/88 WEDTD08/12/Ei CALLABLE 0818120 Q 90.000M oody Raling BA2 68 P Rating BB- 08106/15 3,000,000.000 100.0000 Tot al Corporate Bonds 23.972.000 000_ TOTAL FIXED INCOM E 23,972,000.000 Date Acquired EQUITIES Common Stocks ALIBABA GROUP HLDG LTD SPONSORED ADR MINA USO tO9W 1327 Dividend Oplion: Cash 06110115 AMAZON COM INC Dividend Option: Cash 03/29/18 04102118 Total Covered 1,000 000 Total 1,000.000 APOLLO GLOBAL MGM T LLC CI. A 91$ Dividend Option: Cash 263,167.00 of these shares are in your margin account 03129111 ' 1° 263,157.000 APPLE INC COM Dividend Option: Cash 12107/17 214.000 000 06120118 50,000 000 10115/18 40.000.000 Total Covered 304,000.000 Total 304,000.000 Quantity Unit Cosi Adjusted Cost Bass Market Price Market Value Securrly Identifier. 17296725 3,000,005.99 100.8750 Original Cost Basis. 53.000.006.00 $23,743,529.53 $23,743.529.53 Cost Bats Market Rice Unmated Galroloss 3.026.250.00 $22,794,683.50 $22,794,683.50 Market Value Accrued Estimated Estimated Interest Annual Income Yield 26.244 01 82.308.33 178,500 00 5.89% -$948,846.03 $354,473 83 $1,571,098.68 4948,84643 $354,473.83 $1,571.098.68 Unrealized Estimated Estimated Gain Los Annual Income Yield 5,000 000 88.9500 500.000 500.000 1.423.8620 1..367.0210 19 0000 169 8140 186 7940 219 0180 36.340,223 40 9,339,697 00 8,760,702.00 54,440,622.40 $54,440,622.40 711,930.80 683,510.38 1,395.441.18 $1,395,441.18 Security Identifier: MBA CUSP 0E09W02 444,749 00 168.4900 Security Identifier AM ZN CUSP. 023135106 1.718.7300 1.718.7300 842,450 00 859.365.00 859.365.00 1,718,730.00 Security Identifier APO CUSP:037612306 4,999,983.00 29.2800 Security Identifier. AAP1. CUSP: 03783300 166.4400 166.4400 166.4400 $1,718,730.00 7.705 236 96 35.618.160 08 8.321.999.79 6.657.600.13 50,597,760.00 Account Number: smisiscmt:2: CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL $50,597,760.00 Go papetiess MX MOW t.DItivtorr 397,701 00 147,434 20 175.854 62 323.288 82 $323,288.82 $0.00 2.705,253 96 481,577 31 6.25% -722,063.32 624.880 00 1.75% -1,017,697.21 146,000.00 1.75% -2.103.101.87 116.800 00 1.75% -3,842,862 40 887,680 00 43,842,862.40 $887,680.00 Page 6 of 15 4 Ravadt.tollore EmyYesSimeNCI7 040ARMIOCOMMUNCATIONS EXCLUENCE Cleats Ihrtwgh Pena LLC. • wholly {waled sulnliary of The Bakal New Yeti Mellon Corporation (WY Mellon) Pershrtz LLC. mart& 'URA NYSE Si PC DB-SDNY-0083168 SDNY_GM_00229352 EFTA01383460