EFTA01430088Set 10
2018-12-01148p19,587w
DOLLARS (continued)
Date Acquired
Quantity
FIXED INCOME (continued)
Corporate Bonds (continued)
ASSURANT INC FXD TO FLTG SUB NT
7.000% 03/27/48 B/E DTD 03/27/18
CALLABLE 03/27/28 @ 100.000Moody Rating ... Rating
BBB01/30/12
*,3,12
3,000,000.000
99.9060
GENERAL ELEC CO GTD FXD-TO-FLTG RT
NON-CUMULATIVE PERPETUAL PREFERRED
4.000% 12/03/65 REG DTD 12/03/15Moody Rating A3 S & P
Rating ... continued)
Date Acquired
Quantity
FIXED INCOME (continued)
Corporate Bonds (continued)
LLOYDS BANKING GROUP PLC FXD RATE RESET
ADDL TIER 1 SECS
7.500% 04/27/88 B/E DTD 04/07/14S & P Rating
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01430088.pdf
EFTA01288997Set 10
2016-12-31204p88,660w
Original Cost Basis: $2,992,564.97
GENERAL ELEC CO GTD FXD-TO-FLTG RT Security Identifier: 369604814
NONCUMULATIVE PERFETL AL PREFERRED
4.000% 12103/65 REG DTD 12/03)15 Moody Rating ... Original Cost Bair $2,175,016.17
'LLOYDS BANKING GROUP PLC FXD RATE RESET Security Identifier: 539439AG4
ADDL TIER 1 SECS13'5SL 6539439AG42
7.500% 04127/88 B/E DTD 04/07/14 S8 P Rating ... 12127/16 FOREIGN BOND INTEREST 1903000 LLOYDS BANKING GROUP PLC FXD RATE RESET 35.881 25 USO
539439AG4 AD DL TIER 1 SC-CS ISINIUS539139AG42 7.500% 04/27/88
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01288997.pdf
EFTA02713555Set 11
2019-07-153p1,266w
Frequency Price Put
TICKER Min Denom
CYA30 500,000 BAI MORGAN STANLEY 5.45%-H FXD TO 07/15/19 FLOATS THEREAFTER 5.450 08/10/2055 07/15/2019 100.500 5.306(C) 5.330 N
617611QX8 ... Security. Commodity Brokers & &wires
2 D8LX3 500,000 BAI MORGAN STANLEY SER-J 5.55% FXD TO 07/15/20 FLOATS 5.550 08/10/2055 07/15/2020 100.500 5.432 (C) 5.428 N
617474AA9 1.000 BB THEREAFTER ... Real Estate, Depositor', Institutions
7 C7BZO 500.000 BAI GOLDMAN SACHS GROUP INC 5.375% FXD TO snono FLTS 5.375 08/07/2055 05/102020 99.875 5.403 (C) 5.289 N
381488A84 1,000 BB THEREAFTR
https://www.justice.gov/epstein/files/DataSet%2011/EFTA02713555.pdf
EFTA01195310Set 9
2020-08-152p950w
Call Price Price Yields CYLD EP
1 BV6Z7 1.000.000 BANK OF AMERICA CORP 6.25% FXD TO 09-05.2024 BA2 6.250 Perpetual 09/082024 99.375 F.
060505EH3 1.000 FLOATS THRFTR ... then (3M US LIBOR + 410
bps)
3 BD02D 500.000 GOLDMAN SACHS GROUP INC 5.7% FXD TO 05:10,19 BA1 5.700 Perpetual OSI 0,2019 101.125 5.637 N
381488AA6 ... then (3M US LIBOR +388
bps)
4 DK78D 1.000.000 JPMORGAN CHASE & CO 6.1% FXD TO 10/01/24 FLOATS BAA3 6.100 Perpetual 10001,2024 100.375 6.077 N
48126HAC4 1.000 THEREAFTER
https://www.justice.gov/epstein/files/DataSet%209/EFTA01195310.pdf