EFTA01372050.pdf

Portfolio Holdings (continued) U.S. DOLLARS (continued) Adjusted Unsalted Accrued Estimated Eslimated Date Acquired Quantity Unit Cosl Cost Batts Market Puke Market Value Gainless Interesl Annual Income Yield FIXED IN COM E (In Maturity Date Sequence) Corporate Bonds CITIZENS COMMUNICATIONS CO SR Security Identifier 17453BAW1 NT FULLY EXCHANGED FROM 17453BAX9 7.25% 03/15/2 B/E DID 03123107Moody Rating CAA1S8 P Rating CCC• 10103/17 1,000.000100 100.0150 1,000,154.73 97.2500 972 500 00 •27,654.73 20.979.17 71,250 00 7.32% Original Cost Basis: V00110610 EXELA INTER Lit t DELA FIN INC GTD Security Identifier. 30S2RAA9 FIRST PRIORITY SR SECD NT 114A D.000% 07115/23K DTD 07/12/17CLBIloody Rating EDS& P Rating B 10124/17 2,000.000 000 97.0250 1,940.506 00 95.5000 1 910.000 01 -30.505.99 92 222.22 200,000 00 10.47% Original Cost Basis: 31940.506.00 07109/18 1,000,000.000 102.6590 1,026,591.39 95.5000 954.999.99 .71,591 40 46.111.11 100,000 00 10.47% Original Cost Basis: $1,028.756.00 Total Covered 3,000,000.000 2,967:097.39 2.865,000 00 402097.39 138,333 33 300.000 00 Total 3,000,000.000 $2,967,097.39 52,865,000 00 -$102,097.39 5138,333 33 3300 000 00 SS INVTSGM BH GTD SR NT Security Identifier A29866AB5 REG S ISM* USA29866AB53 7250%04/03/24 BIE DTD 04103(1458 P Rating BB- 10/31/17 2,000,000 000 99.0650 1,981,300 00 100.8010 2 016.020 00 34.720 00 35.041 67 145,000 00 7.19% Original Cost Basis: 51,983300 00 DEUTSCHE BANK AG NTS ISINI US25S25AM33 Security Identifier. 24625AM3 4296% 05/24/28 ENE DTO 05/24/13 FOREIGN SECURITY 1ST CPN DTE 224/22 cudy Rating Bat S& P Rating BB• 06101118 1,000.000 000 91.7780 917.776 00 84.5800 845.800 00 -71,976.00 4,415.33 42.960.00 5.07% Original Cost Basis: 591,77600 DEUTSCHE BK AG N Y BRH VAR Security Identifier 255268N8 ISINt U52515268089 4 875% 210132 BIE DTD 2/0117 CALLABLE 2/0727 06101/18 1.000.000 000 86 8260 868,256 00 77.7540 777.540 00 -90.716 00 4,062.50 48.75010 6.26% Original Cost Basis: $868256.00 Page 4 of Account Numberja RAW btellent CktilfriVe throuth U.C.• wholly °wawa s:cc Go paperless ASX A out t.tellatlet 4 Every Yew Since 2007 OALOAR RATIO COMMUNICATONS EXCILLENCE sulewkary of The Beak of New York Mellon Corporation 18NY Mellon) Perot"; tlt ',orate Nv≤:. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0065648 CONFIDENTIAL SDNY_GM_00211832 EFTA01372050