Portfolio Holdings (continued) U.S. DOLLARS (continued) Om Acquired Quantity Unit Cost FIXED INCOME (continued) Corporate Bonds (continued) LLOYDS BANKING GROUP PLC FXD RATE RESET ADDL TIER 1SECSISNIUS539439A642 7.500%04/27188 B/ E DTD 041071,131 P Rating B8- 04110/14 ..332 1,903,000 000 102 3910 CITIGROUP INC FXD RT SR NT PERP DEP RECPT 5.950% 0815/88 WE DTD 081415 CALLABLEOB/15/20 Q 10.0001toody Rating BA2S8 P Rating BB* 08106/15 3.000.000.000 100.0000 Total Corporate Bonds 23 972 000 000 TOTAL FIXED INCOM E 23.972 000 000 Date Acquired EQUITIES Common Stocks ALI8ABA GROUP IILDG LTD SPONSORED ADR ISINSUS0509W1327 Dividend Oplion: Cash 06110/15 AM AZON COM INC Dividend Opl ion: Cash 03/29/18 04102/18 Total Covered Quantity Und Cad 5,000 000 88.9500 500.000 500.000 1,000.000 Total 1,000.000 APOLLO GLOBAL M GAIT LLC CL A SHS Dividend Oplion: Cash 263,57.00 of these shares are in your morph' account 03129/11 ..13 263.157 000 19.0000 Adjusted Cost Bads Security Identifier: 539439AG4 1,948.500 00 96.4800 Original Cost Basis:11948100.00 Security Identifier:17296'115 3,000,005.99 96.5000 Original Cost Basis: 33.000.006.00 $23,744.104.80 $23,744.104.80 Market Nice Market Value 1,836,014 40 2.895 000.00 $22.093.565 40 122.093.565 40 Cost Bads Mattel Rice Market Value Secority Identifier: BABA CUSP:0509W02 444'49.00 137.0700 Security Identifier: AM ZN CUSP. 023135136 685.350 00 1,423.8620 711,930.80 1,501.9700 750.985 00 1,367.0210 683,510.38 1,501.9700 750185 00 ,995,441.18 1,501,970.00 $1,395,441.18 11,501170 00 Security Identifier: APO CUSP:03764308 4,999,983.00 24.5400 Atom. rt Number: i.:CENCSSD203 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL 0,457,872.70 Go paperless snow MINIM Unmated Gehl:Loss -112,485.60 -105.00599 -11.650 539 40 -31.650.539.40 Unrealized Gam Loss 240101 00 39.054 20 67,474 62 106,528.82 1106.528.82 1,457,889.78 Accrued Estimated Estimated filtered Annual Income Yield 1,585.83 142,725.00 7.77% 67.43333 3428.061 41 $428.061.41 178,500.00 6.16% 31.571.098 68 31.571.098 68 Estirnaled Estimated Annual Income Yield 30.00 507,893 01 7.86% Page6 of 18 Rated Ewefiere Every Year Since 2007 04BAR MITOCOMPAVNICAllONS EXCELIDKE Clucks Reach S. LILC.• wholly *weed subtle:run of The Bakal New YM Maori Comeration (BNY Mellen) PCISrat LLC. motto( AURA. NYSE SIPC DB-SDNY-0083150 SDNY GM_00229334 EFTA01383442