Deutsche Bank Securities Inc.
figure 18: High Yield Chemicals Relative Value Sheet - Returns
Ptioo Chon0e a R•taral
1 1hlone 3 Ma" 3 Mo"
Nee Stan ft e0 Owo Retom Chrop!> Rmuin Chap‚ Return
Chortdeeb
Pahlind Ira Wrn
4 760%690,01Notes 81 .0% 8/i V2022 134318- I" MW T460 1Os 75 357% 147 025 063% O 50) 027% 075 535%
8 876% Sena Notes 8374 6961043 sass- 1,41A PAWI.%) 1 1 1 60 693% 333 11 501 080% 928 135% 653 1285%
Anko 04500 Ss. OMA
4 250% Sama Notes €335 *15=4 131/Bat 9/150319 iw no 10783 147% 117 00 093% 10.131 089% 2133 1303%
4 875% Soma ann 3610 835=4 81/28, 9/19:019 103" "25 364% IW OW 040% 125 240% 475 964%
3 750% Sala Noon €4543 I a 92026 sves. 11152090 102.8
13 10025 19311 270 O 761 040% 0.83 1.60% 4.76 943%
Glin" Com KSl
CCC 10992019 8442/588. 14„A 1.19/ 4450 10800 005% 66 000 026% 93% 043% 125a 0 73%
3400 6952021 84-4315453- IWA MV/ 3.50 11000 284% IM 10251 023% 9 CO 045% II 01 447%
S503 II/159022 5447:5B8- IWA MW T460 10653 310% 34 9131 028% 0 CO) 017% 1.89 625%
C: iretance liotangs, Pc ICF)
8533 12/1/2021 8453580- IWA mw 4413 101 75 293% 87 1021 004% II 25) .037% 2.75 026%
3764) 1 2/ 92028 84431333- OWA MW Tr44) IC625 383% 144 13501 .011% 978 038% 725 g06%
7 126% Setna notes 9120 6/3/2020 Pn5154 WA MW T.60 t1000 172% 85 1028 033% 0 61 029% 060 706%
3 „460% Sinta Intes 5760 6/1/2023 sass. 14„A MW T426 9925 360% 140 025 055% 928 083% 926 I 4 16%
6 150% Setna Notes 8750 3957034 943135, NA 1.4W 1-76 10321 436% 235 225 267% 225 3.53% 7 675 2540%
4 960% $eno Wen 5760 OWOC 093554 NA MW T.30 9800 624% 267 133 204% 300 ti 93% t 2 53 2098%
6375% Ser?.3e tble S 5764) 396,2044 841554 WA MW T430 99 50 641% 273 I CO 14911 300 4.63% 1603 269"
Oliwno" Co ICCI
1250 WISOM 54128- 9192018 104 591 19363 098% n7 083 109% 000 147% 813 1227%
$1.1643 616/2023 843/B8- 6962018 IW. fel9 10800 379% 237 ON 064% 909 101% 663 1218%
5760 6/1602026 SOWO 696/2020 I 03 600 10938 426% 237 013 067% C2 6/1 O84% 938 1847%
1303 1115Q027 54315- 2/152027 1000(O 101.00 483% 246 11 001 .061% 000 1.32% WA IWA
Hollincs rc (FAI- _D)
4376 11/1/2024 62/5 11/07020 103 938 10000 797% 67" 000 009% NA I4A IWA WA
OCP Apaled Tochncrogies1CCAPP1
5525 2/t/3223 81/88- 2/I/2019 i 04 no 1I1.75 291% 120 41251 051% 11.25 101% 13.5m 532%
'letni Betainy Coorrneo lot (13%
51.553 V192020 Cal/02C. I/19^2018 101%8 9025 1i 53% 966 226 321% 075 273% 175 957%
„ • . . . . . . .. . • 8316 alf:2020 01111/CCC. 1/182018 105033 9660 1227% 1.040 076 170% (O CO I 74% M 51 684%
i 0 3,!,:t. 2,,,,,.,.- :4'.,.:4r67 hi .r,n Nar.p5 mee 29/2022 Gal ADCC4 VI/2019 nz 185 940D 1227% 1,019 000 095% II 75) 094% IWA WA
13 760% Sencr Sawa! I 6 UOP NOtes V26 2/1/2022 Ga3770C 2/I/2019 108876 83.26 „OS" 1.781 I75 360% 0.88 5.33% IWA IWA
9000%S--. t.„ 2rtt.tett 2ne uen Notes 5574 wie/2020 ColCCC i/1912018 „Ol 603 7650 2063% 1.9E9 150 44% 960 17.85% 12.50' 9.49%
Iltritomon Corp. 11/11
5050 II/15.2020 092755 IWA Mw 4440 10500 293% tz) 10261 018% Cł" .190% 060 621%
1613 4/1512021 542035 ItA MW T.60 11238 102% 163 039 008% O MO 027% 283 737%
61:5 , 61,03 II/I9202Z Ba2/55 EV192022 133007 I 07 76 331% I18 1329 01" 960 0.76% a25 913%
Iron Orano Wideo a NEG RP)
£4.90 811/7024 01/5. *12019 102 813 10426 434% 229 10 751 025% 102% 1 14% 425 996%
637.] • 1650 191/2024 sirs, 91/2019 102 093 10738 233% 304 0631 -016% 013 I40% 838 11 71%
Kapa« inc (<011
5500 29=26 EliA3• 7.95/2020 i 04 to‚ una‚ 446% 220 102E1 025% (0.761 0.73% 91,9 WA
Kran Polowa L_C 091N
$440 4/16O.V3 518- 10/52018 107 875 1 la 76 293% 130 000 0.7% 38) 1.14% 076 1008%
7001% !.,tt, 5403 4960325 83/13- 435/20N I 05 260 10825 48691 276 105a 009% 0.00 186% IWA WA
San* Oatactw art. Cnom IW" IkevargIfrannal*
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CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0086594
CONFIDENTIAL SDNY_GM_00232778
EFTA01385310