EFTA Document EFTA01372050

Portfolio Holdings (continued) U.S. DOLLARS (continued) Date Acquired Quantity Unit Cosl FIXED I N COM E (In Maturity Date Sequence) Corporate Bonds CITIZENS COMMUNICATIONS CO SR 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 Original Cost Basis: V00110610 Security Identifier. 30S2RAA9 Adjusted Cost Batts Market Puke EXELA INTER Lit t DELA FIN INC GTD 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 Security Identifier 17453BAW1 1,940.506 00 95.5000 Original Cost Basis: 31940.506.00 07109/18 1,000,000.000 102.6590 1,026,591.39 95.5000 Original Cost Basis: $1,028.756.00 Total Covered 3,000,000.000 2,967:097.39 Total 3,000,000.000 $2,967,097.39 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 DEUTSCHE BANK AG NTS ISINI US25S25AM33 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 DEUTSCHE BK AG N Y BRH VAR ISINt U52515268089 4 875% 210132 BIE DTD 2/0117 CALLABLE 2/0727 06101/18 1.000.000 000 86 8260 1,981,300 00 100.8010 Original Cost Basis: 51,983300 00 Security Identifier. 24625AM3 917.776 00 84.5800 Original Cost Basis: 591,77600 Security Identifier 255268N8 868,256 00 77.7540 Original Cost Basis: $868256.00 Account Numberja s:cc Market Value Unsalted Gainless Accrued Estimated Eslimated Interesl Annual Income Yield 972 500 00 •27,654.73 20.979.17 71,250 00 7.32% 1 910.000 01 -30.505.99 92 222.22 200,000 00 10.47% 954.999.99 .71,591 40 46.111.11 100,000 00 10.47% 2.865,000 00 402097.39 138,333 33 300.000 00 52,865,000 00 -$102,097.39 5138,333 33 3300 000 00 2 016.020 00 34.720 00 35.041 67 145,000 00 7.19% 845.800 00 -71,976.00 4,415.33 42.960.00 5.07% 777.540 00 -90.716 00 4,062.50 48.75010 6.26% Go paperless ASX A out t.tellatlet 4 RAW btellent Every Yew Since 2007 OALOAR RATIO COMMUNICATONS EXCILLENCE Page 4 of CktilfriVe throuth U.C.• wholly °wawa 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