EFTA01385379

January 2018 HY Corporate Credit HY Multi Sector,Media. Cable & Satellite [Descending Yield-To-Worst fAs of December 15, 2017) Security Deeed0d0r1 YIN( STri 7.5C014EVIN'25 7.6 524 8.750%808857'25 7.4 528 10.250%JACFIN'22 7.1 545 7.875%MOHEGN'24 7.1 491 5.875%888885'25 6.8 439 6.125%118/P8'21 6.2 401 6.750%806857'24 6.2 400 7.875%JACENr24 6.1 391 5.5CO%VVYNNIAC'27 5.4 301 5.25CPACAERES25 5.3 286 6.000%MOTOR'22 5.2 300 5.25CPAVVYNNIII27 5.1 273 5.625%PENN'27 5.0 261 5.000%888'25 5.0 279 6.00014511725 4.9 275 5.5CO%VVYNNLV25 4.9 251 4.875%VVYNMAC'24 4.8 264 5.875%SEPAHRIC21 4.8 295 4.7501ACHDN'213 4.8 240 5.625%PNK'24 4.7 250 8.000%VICIPR'23 4.6 247 4.507/6MGMGP0'28 4.6 225 6.375%8YD'26 4.5 234 4.625%5AGM'26 4.4 207 4.50CPAMGMGP0'26 4.4 205 6.500%87'25 4.4 199 5.375%8LP726 4.3 193 5.625%MGMGP0'24 4.3 191 6.75CPAJACFIN'21 4.2 234 7.000%01723 4.1 227 6.000%MGM'23 4.1 191 7.750%MG14'22 3.9 170 5.376%8LP723 3.9 170 6.250%187'22 3.8 166 6.625%MG14'21 3.7 152 4.25014VVYNNLIP23 3.6 139 6.750%MGM'20 3.5 150 5.625%87'20 3.3 139 6.875%8Y0'23 3.3 147 5.250%MGM'20 3.2 127 4.375%8LP721 3.2 104 4.875%8LP720 3.2 125 8.625%MGM'19 2.8 94 4.375%8LP718 2.8 93 6.625%8CCN22 2.3 59 4.750%187'23 1.8 212 6.625%1Gr 18 1.6 297 4.128%81'20 0.9 152 3.500%87'20 0.8 151 Sane ilicomen Pinola (Pena Papaw Agra Page 104 Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0086663 CONFIDENTIAL SDNY_GM_00232847 EFTA01385379