Page 119 - 5D.Charlotte.Sydney

WHOLE
WHOLE

MAKE WHOLE
CALL MAKE WHOLE

QVC INC NOTE CALL MAKE
SLM CORP MTN CALL MAKE
YUM BRANDS INC NOTE CALL
JUNIPER NETWORKS INC NOTE

ALLEGHENY TECHNOLOGIES INC

Maturity
03/25/24
08/15/23
04/01/24
03/15/23
03/15/24
03/15/23
11/01/23
04/01/23
07/15/23
06/01/23
05/15/23
Quantity
75,000.000
25,000.000
11,000.000
50,000.000
5,000.000
25,000.000
40,000.000
50,000.000
25,000.000
30,000.000
10,000.000
102.4000
Per Unit
100.6250
101.0000
82.5000
95.0000
100.6600
102.3750
91.5000
99.9900
110.8130
101.1500
FIXED COUPON MOODYS Ba3 S&P B+ SEMIANNUALLY MAKE WHOLE CALL CUSIP: 78442FET1
FIXED COUPON MOODYS Ba2 S&P BB+ SEMIANNUALLY MAKE WHOLE CALL CUSIP: 747262AS2
FIXED COUPON MOODYS Baa2 S&P BBB SEMIANNUALLY MAKE WHOLE CALL CUSIP: 48203RAG9
10,065.00
25,593.75
10,066.00
4,125.00
Total Market Value
25,156.25
68.75
210.94
75,862.50
590.80
441.67
39,996.00
55,406.50
25,250.00
322.92
51,200.00
121.25
490.00
662.50
28,500.00
515.28
738.28
Accrued Interest (AI)
Total
9,599.00
50,560.81
8,024.50
61,632.75
Cost Basis
29,850.00
45,375.00
25,469.99
5,095.40
38,780.00
24,968.75
25,168.59
B
B
B
B
B
B
FIXED COUPON MOODYS B1 S&P B+ SEMIANNUALLY NEXT CALL DATE 08/01/2023 CONT CALL 08/01/2023 MAKE WHOLE CALL CUSIP: 988498AJ0
81.41
-970.40
4,845.69
5,825.00
1,216.00
-1,350.00
123.76
Unrealized
2,040.50
14,229.75
Gain/Loss
467.00
187.50
VARIABLE COUPON MOODYS B2 S&P B SEMIANNUALLY NEXT CALL DATE 05/15/2023 CONT CALL 05/15/2023 MAKE WHOLE CALL CUSIP: 01741RAF9
646.24
485.00
275.00
Est. Annual
1,837.50
1,500.00
Income (EAI)
2,250.00
1,937.50
1,281.24
1,957.82
1,750.00
2,531.26
7.875
3.375
5.125
5.875
4.850
6.125
4.500
4.375
3.875
5.500
6.000
Coupon
Rate
MR_CE _BJPHHFBBBBDGX_BBBMW 20200630 FIXED COUPON MOODYS B2 S&P BB SEMIANNUALLY NEXT CALL DATE 08/01/2020 CUSIP: 085790AY9 CALL MAKE WHOLE BERRY PLASTICS CORP NOTE B S FIXED COUPON MOODYS WR S&P BB- SEMIANNUALLY NEXT CALL DATE 03/01/2023 CONT CALL 03/01/2023 MAKE WHOLE CALL CUSIP: 268648AN2 MAKE WHOLE E M C CORP MASS NOTE CALL B FIXED COUPON MOODYS B2 S&P B SEMIANNUALLY NEXT CALL DATE 08/01/2020 CUSIP: 76117WAB5 82.58 RESOLUTE FST PRODS INC NO
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