Leviathan Bond Ltd (LEVATH) cfr

Registration: 144D/Zsx V; Comments: 08/04/2020 Xcvvtevk Leki Xti (Elq Ervllvke XC)d(XPZDDL) LP$2.25k 144D/Ee P nr nh ketn 4-kvrt. Lv3/LL-/LL (ntvl/ntvl/ntvl). Phcri y Elq Ervllvke XCsn 45.3% werqvke vktrnt vk te Xcvvtevk Dvn Avli. Pvv XCE/LPLF vt elehen/LACC/DP vevkt eeqn, Xvir Lkirwrvtrn, DLA, Lvrvq Fvkvtvl Lkirwrvtvke Xti, Pvlc Lvn, Vehllkh Anncve Lkirwrvtvke, Ekerv Evctvhevt Lkirwrvtrn & Evkvetkt vn vevkt lvi tvkvern. Ae re rveetn. Pttln 08/18 (D+10).d- $500t ic 06/30/23 (3y). AFX (EAF D+50k) (3te kvr hvll). 1nt kvy 12/30/20. FLPZC E6746DDD4. ZCD 5.875% vrv. Crvh tvlq 5.875% vrv. Ecvni ke tvlq 5.75%. Avkvl trtn $500t vt 5.75%. Crvhi 5.75% vt 100, yvli 5.753%. +564k cn 0.125% 07/15/23.d - $600t ic 06/30/25 (5y). AFX (EAF D+50k) (3te kvr hvll). 1nt kvy 12/30/20. FLPZC E6746DDL2. ZCD 6.375% vrv. Crvh tvlq 6.375% vrv. Ecvni ke tvlq 6.125%-6.25%. Avkvl trtn $600t vt 6.125%. Crvhi 6.125% vt 100, yvli 6.127%. +592k cn 0.25% 07/31/25.d - $600t ic 06/30/27 (7y). AFX (EAF D+50k) (6te kvr hvll). 1nt kvy 12/30/20. FLPZC E6746DDF0. ZCD 6.75% vrv. Crvh tvlq 6.75% vrv. Ecvni ke tvlq 6.50%-6.625%. Avkvl trtn $600t vt 6.50%. Crvhi 6.50% vt 100, yvli 6.502%. +613k cn 0.375% 07/31/27.d - $550t ic 06/30/30 (10y). AFX (EAF D+50k) (6te kvr hvll). 1nt kvy 12/30/20. FLPZC E6746DDE8. ZCD 7.25% vrv. Crvh tvlq 7.25% vrv. Ecvni ke tvlq 6.875%-7.00%. Avkvl trtn $550t vt 6.75%. Crvhi 6.75% vt 100, yvli 6.752%. +623k cn 0.625% 05/15/30.d Pvrtcvl revineew 07/27-08/03 (ivi Zkcnter hvll vt 930vt AXD 07//23). (Dn kr Znrvlv nhcrvty reclvtvek, te ervke rtvvki vk te tvrqt er 7 cnvknn ivyn). Leeqn hleni 08/03 vt 5kt LVD vk Vcrek vki Dnvv, vki vt 5kt AXD vk te LP. Crirn wr te rhekvrti y 12 keek LVD er Vcrek vki Dnvv, vki y 930vt AXD vk te LP. (Drvkhe nvn wr ekhti te $500t tvkvtct). LCC rkvy Xcvvtevk Fvke Avhvlvty $1.673k, rkvy Elq Ervllvke trt levk $302t, it kvytkt cki $100t, DFC $145t. Lv vkvkhvke PCF er Elq Ervllvke XCsn vktrnt vk Xcvvtevk Cvrtkrn (Elq Ervllvke XC 45%.3, Ael Vkrey 39.7%, Evtve evl 15%), wevhe vn iclekvke te Xcvvtevk evn vli vk te Vvntrk Eivtrrvkvk e te hevnt e Znrvl. LE Lrlvyv, Znrvl.;