Page 120 - 5D.Charlotte.Sydney

MAKE WHOLE
MAKE WHOLE
CALL MAKE WHOLE
CALL MAKE WHOLE
MORGAN STANLEY MTN
STEELCASE INC NOTE CALL
GILEAD SCIENCES INC NOTE
OWENS CORNING NEW NOTE
NEWELL BRANDS INC NOTE CALL

Maturity
09/08/26
04/01/26
04/01/25
01/01/25
08/01/24
04/01/25
03/01/26
09/13/25
05/30/25
01/18/29
08/15/29
Quantity
10,000.000
3,000.000
25,000.000
2,000.000
25,000.000
50,000.000
5,000.000
30,000.000
30,000.000
50,000.000
25,000.000
FIXED COUPON MOODYS Baa2 S&P BBB SEMIANNUALLY CUSIP: 6174467Y9
108.9430
107.2350
96.8440
Per Unit
104.9410
114.4670
106.1630
106.7500
97.7710
118.5820
115.3080
82.7500
341.35
28,616.75
48,885.50
318.75
122.71
44.77
3,268.29
11,858.20
29,053.20
Total Market Value
578.12
23.21
580.12
2,098.82
28,827.00
4,137.50
78.10
32,025.00
1,187.50
26,540.75
304.17
53,617.50
Accrued Interest (AI)
Total
Cost Basis
48,400.00
29,515.00
45,820.00
1,970.00
4,772.80
25,201.57
28,927.50
25,000.00
10,596.32
3,155.93
24,890.50
B
B
B
B
B
B
FIXED COUPON MOODYS A3 S&P A SEMIANNUALLY NEXT CALL DATE 12/01/2025 CONT CALL 12/01/2025 MAKE WHOLE CALL CUSIP: 375558BF9
112.36
3,726.25
128.82
7,797.50
Unrealized
125.70
-635.30
1,540.75
485.50
3,625.43
2,510.00
1,261.88
Gain/Loss
FIXED COUPON MOODYS Baa3 S&P BBB SEMIANNUALLY NEXT CALL DATE 05/15/2029 CONT CALL 05/15/2029 MAKE WHOLE CALL CUSIP: 690742AJ0
FIXED COUPON MOODYS Baa2 S&P BBB- SEMIANNUALLY NEXT CALL DATE 10/18/2028 CONT CALL 10/18/2028 MAKE WHOLE CALL CUSIP: 858155AE4
VARIABLE COUPON MOODYS Ba1 S&P BB+ SEMIANNUALLY NEXT CALL DATE 01/01/2026 CONT CALL 01/01/2026 MAKE WHOLE CALL CUSIP: 651229AW6
912.50
187.44
550.00
118.50
93.71
Est. Annual
1,087.50
2,312.50
1,281.24
1,425.00
2,375.00
1,275.00
Income (EAI)
3.749
3.650
5.500
5.125
4.350
3.950
4.700
4.250
4.750
4.750
4.625
Coupon
Rate
MR_CE _BJPHHFBBBBDGX_BBBMW 20200630 FIXED COUPON MOODYS Baa2 S&P BBB SEMIANNUALLY CUSIP: 172967HB0 165.00 CITIGROUP INC NOTE S FIXED COUPON MOODYS Ba1 S&P BB+ SEMIANNUALLY NEXT CALL DATE 02/28/2025 CONT CALL 02/28/2025 MAKE WHOLE CALL CUSIP: 526057BV5 WHOLE LENNAR CORP NOTE CALL MAKE B FIXED COUPON MOODYS Ba2 S&P BB SEMIANNUALLY NEXT CALL DATE 07/17/2020 CUSIP: 432891AH2 LLC SER B HILTON WORLDWIDE FINANCE B FIXED COUPON MOODYS Baa2 S&P BBB-
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