EFTA01385378.pdf

3 January 2018 HY Corporate Credit HY Multi Sector,Media, Cable & Satellite [Descending Spread-To-Worst (As of December IS, 20 I 7) Seca Meettalon SlW MI 10.250%JACF1N'22 545 7.3 8.750%NUGGET'25 528 7A 7.500%EVRI'25 524 7.6 7.875%MOHEGW24 491 7.1 5.875%SGRHSE'25 439 68 6.125%flIVPIT'21 401 6.2 6.750%Nt/G6E7'24 400 6.2 7.876%JACENT24 ae 1 6.1 5.500%WYNINA027 301 5A 6.000%MOTOR'22 300 6.2 6.625%167'18 297 1.6 5.875%SEMFIRK11 295 48 5.250%CAERES'25 286 5.3 5.000WIRRIS 279 6.0 6.000%681'25 276 49 5.250%VVYNNL1P27 273 5.1 4.875%VVYNMAC'24 284 48 5.626%PENW27 261 5.0 5.501%1NYNNLV75 251 4.9 5.625%Ptee24 250 4.7 8.003%VICIPR'23 247 4.6 4.750%CHDN'28 240 48 6.75014JACF11011 230 4.2 6.375%8\11'26 234 4.5 7.007%681'23 227 4.1 4.500%MGMGP026 225 4.6 4.750%167'23 212 18 4.625%MGM'26 207 4.4 4.500%MGPAGP0'26 205 4.4 6.500%167'25 199 4.4 5375%6L/P1'26 193 4.3 6.000%MGPA'23 191 4.1 5.625%MGPAGP0'24 191 4.3 7.750%MG1.422 170 39 5.375%GLP1'23 170 3.9 6.260%(GT*22 166 38 6.625%MGM'21 152 3.7 4.125%107'20 152 0.9 3.503%IGP20 161 08 6.750%MGM'20 150 3.5 6.875%BYD'23 147 3.3 4.250%VVYNNOP23 139 3.6 5.625%167'20 139 3.3 5.250%M04110 127 3.2 4.875%GLP1'20 126 3.2 4.375%GLP1'21 104 3.2 8.625%MGAV19 90 28 4.376%61ft18 93 28 6.625%GCCW22 59 2.3 Aim ificcarbeg /fret* LAW DatlatIan Deutsche Bank Securities Inc. Page 103 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0086662 CONFIDENTIAL SDNY_GM_00232846 EFTA01385378