EFTA Document EFTA01383440

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cog Adjusted Cost Batts Market nice Market Value Unfeeling Gainless FIXED I N COM E (In Maturity Date Sequence) Corporate Bonds CITIZENS COMMUNICATIONS CO SR NT FULLY EXCHANGED FROM 17453BAX9 7.25%0305/1 B/E DID 03123/07Moody Rating CAA1S& P Rating CCC• Security Identifier 17453BAW1 10103117 1,000.000100 100.0150 1,000,154.73 97.2500 972 500.00 EXELA INTER LLC t DELA FIN INC GTD FIRST PRIORITY SR SECD NT 114A A.000% 0715223 81E DTD 07/12/4 CLEM! oody Rating 83 5 & P Rating B Original Cost Basis:3100300610 Security Identifier. 30S2RAA9 10124/17 2,000.000 000 97.0250 1,940.506 00 95.5000 1 910.000 01 Original Cost Basis: 31940.506.00 07109/18 1,000,000.000 102.6590 1,026,591.39 95.5000 954.999.99 Original Cost Basis: $1,028.756.00 Total Covered 3,000,000.000 2,967:097.39 2.865,000 00 Total 3,000,000.000 $2,967,097.39 52,865,000 00 SS INVTSGM BH GTD SR NT REG S ISM* USA29866AB53 7250%04103/24 BIE DID 04103I1458 P Rating BB- Security Identifier A29866AB5 10131/17 2,000,000 000 99.0650 1,981,300 00 100.8010 2 016.020 00 DEUTSCHE BANK AG NTS ISINI US25S25AM33 4296% 05/24/28 BIE DTO 05124113 FOREIGN SECURITY 1ST CPN DTE1124I1Mcody Rating Bat S& P Rating BB• Original Cost Basis: 51,983300 00 Security Identifier. 25625AM3 06101118 1,000,000.000 91.7780 917.776 00 84.5800 845.800 00 DEUTSCHE BK AG N Y BRH VAR !SINS U52515266689 4 875% 2101328/E DTD 12/0117 CALLABLE 2/0127 Original Cost Basis: 591.77100 Security Identifier 255268N8 06101/18 1.000.000 000 86 8260 868,256 00 77.7540 777.540 00 Original Cost Basis: $868255.00 Accrued Estimated Eslimated Intend Annual Income Yield •27,654.73 20.979.17 71,250 00 7.32% -30.505.99 92 222.22 200,000 00 10.47% •71,591.40 46.111.11 100,000 00 10.47% -102197.39 138,333 33 300.000 00 -5102197.39 $138,333.33 3300 000 00 34.720 00 35.041 67 145,000 00 7.19% -71,976.00 4,415.33 42.960.00 5.07% -90.716.00 4,062.50 48.75010 6.26% Account Number N4G-023804 EUCT)0:26 Go paperless MY Mail l.Mtivtier 4 Med tmellent Every Yes Since 2007 040AR RAMO COMMUNICATIONS EXCELLENCE Page .t of Cleanot threush LLC, • wholly evened subfacksey of Tie Bank of New Yo,* Mellon Corporation (BNY Mellon) Pesstme LLC. member' MORA NY(_ y..-' CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0083148 CONFIDENTIAL SDNY_GM_00229332 EFTA01383440