Portfolio Holdings (continued)
U.S. DOLLARS (continued)
Adjusted Unfeeling Accrued Estimated Eslimated
Date Acquired Quantity Unit Cog Cost Batts Market nice Market Value Gainless Intend 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%0305/1 B/E DID 03123/07Moody Rating CAA1S& P
Rating CCC•
10103117 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:3100300610
EXELA INTER LLC t DELA FIN INC GTD Security Identifier. 30S2RAA9
FIRST PRIORITY SR SECD NT 114A
A.000% 0715223 81E DTD 07/12/4 CLEM! oody Rating 83 5 & 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 -102197.39 138,333 33 300.000 00
Total 3,000,000.000 $2,967,097.39 52,865,000 00 -5102197.39 $138,333.33 3300 000 00
SS INVTSGM BH GTD SR NT Security Identifier A29866AB5
REG S ISM* USA29866AB53
7250%04103/24 BIE DID 04103I1458 P Rating BB-
10131/17 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. 25625AM3
4296% 05/24/28 BIE DTO 05124113
FOREIGN SECURITY 1ST CPN DTE1124I1Mcody 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: 591.77100
DEUTSCHE BK AG N Y BRH VAR Security Identifier 255268N8
!SINS U52515266689 4 875% 2101328/E
DTD 12/0117 CALLABLE 2/0127
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: $868255.00
Page .t of
Account Number N4G-023804 Med tmellent Cleanot threush LLC, • wholly evened
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subfacksey of Tie Bank of New Yo,* Mellon
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Pesstme LLC. member' MORA NY(_ y..-'
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0083148
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