Deutsche Bank Securities Inc. !Figure It High "flak, Chemicals Relative Value Sheet - Returns (continued) 4.1.114; WIC/no Mae* 1400014561 ,61 Ova 0.9 Poole Crel Spre44 0384} ChWitdi LyandawnIllidu0409 LW 5000% Serie Notes $1,000 4/15)2019 B40/B155. V1512019 100.000 102 88 222% 50 6000% Sem Ilan $1000 11/15/2021 8441/B6B*. 141A MW 7.50 11138 2.70% 63 6 750% Soria Notes $1000 4/15/2024 B•41/13415. V15/2024 100000 114.13 317% 84 NOVA C144444418 COW 0103 6 260% Senor Notes sato 010023 84243B. 8/1/2018 102 626 10376 324% 168 4875% Sava Naos $1.060 6/1/2024 842A3B.. 13/2024 100000 10100 469% 234 6000% Santa Notes 6500 6/1/2025 842/81e V31/2025 100000 101 13 481% 241 5250% Sena Nan $1.050 6/1/2027 (142415.. 3(3/2027 103003 100 75 515% 265 Nam It 1NUFAU) 6375% Sena Naos $325 1015/2019 81/11. V7212018 101 594 10200 073% -63 Mil Cap 101.4) 6500% Snot Naos 9200 W15/2022 8.41A30 WA MW T.60 10860 360% 130 9 753% Sava Ilan 6720 1015/2023 841/88 10154020 103435 11925 333% 137 10000% Senor Nome 6500 101512025 8.1/88 1015/2020 105.0133 12200 341% 145 5 125% Senor Nom WOO 995,2027 8.1/58 3/15/2032 102.563 10625 406% 191 Madam Speaskei Priducto 0:04 WAN 6 500% Sena Nan $ 4 103 2/112022 Caa1/8. 2/1/2018 103250 10363 249% 111 6000% Sena Notes 4350 2/1/2023 Ca•Vtie 2/1/20111 104.603 10113 440% 40 6875% Sena Ilan WO 12/1/2025 CaVB. 12/1/2020 102938 9963 593% 360 94543no C441. 004J 5250% Senior Naas 6600 3/16/2023 843138- WA MW T.80 10600 396% 171 90 0/54 IPOCOR) 6750% Sena Secured Naas 5826 11/1612022 82/5/1 6/160019 103.376 10773 339% 162 5500% Sena lion 6200 1111/2032 Caa1/8 122500/7 104250 10430 237% 90 7PC Grew As MCP 8750% Sena Sewed 1144 6805 111512020 B14CCC. 1122/2018 102188 10088 7.79% 508 Tim* SA cwsse 6 376% Sena Nixes 2400 9/1/2025 631/13 9/1/2020 100.668 10400 466% 226 Trews /AL OR0/0 7 600% Senor Notes VICO 31154022 6115 3/16/2018 ISO 760 10525 062% -76 5 750% Sows Nabs 1450 10/1/2025 53/13- lotwon 101.313 10338 607% 275 119!431 6.. NVV) 5 600% Soria Notes 1375 7/16/2024 8414354 7/102019 UM 126 107.00 344% 164 4375% Sonia Nan SAO 8115/2025 8431384 8/15/2020 103281 101 25 412% 183 Venal M•baisb. LLC MERMATI 5 500% Senor Notes 6425 993/2024 643/88 9320021 102 750 107 50 401% 193 Wwthks Charier! Cap. MIA 4 625% Somalia*/ 6625 2/15/2021 NR'896 V15/2018 102.313 102 75 135% -2 3600% Sena Notes 6260 7/16/2022 B943115 41144022 103040 102 38 3.01% 86 4875% Sena Notes $134 S(15/2023 1441/115 6/15/2018 102438 10350 204% 59 3600% Senor Notes 6780 9/16/2026 BaaltEll 50612026 140003 102 38 327% 83 WA Gears • Co. ARV 5 125% Sena Netts 5700 100/2021 Bass. WA UV/ 7450 10538 358% I50 6626% Santa Noes 5300 10/142024 843054 WA MW T.60 10763 431% 193 Sown Dana. &int Copyreffings, Noce•teg Phnom LP Month 1 Mona, 3 Mat, 3 Month Y1) YIP Owes Ream Gunge Ram 04/194 (54400 0.11 031% 0850 0.39% 13.13) 183% 0251 0.13 000 0751 061 0 751 025 024% 064% 044% -033% .019% -029% 079% 020 0.30 0.00 (1.00 (LIZ 10.75) 0.13 0.25% 0.96% 129% 0.24% 0.16% 0.68% 1.72% 12.11 1038) 2.76 WA 2.76 WA II 01 349% 4.71% 7.99% WA 7.95% WA 530% 000 044% 026 1.63% 2.60 762% (1001 -013% 025) 062% 0251 7.61% 0251 060% 083, 1.57% 060 878% 025 065% 075 195% WA WA 050 103% 025) 1.36% 2.13 859% 000 049% 020 122% 163 166% (1381 -086% 4/4 WA WA WA 0381 -086% 0.88) 044% 450 9.8B% 022 0.76% 0.53) 1.11% 022 AM% 033, 039% 0.45) 1.64% 2.70 563% 163 2.40% 3.38 5.75% 14.88 27.61% MOO 4.61% 0.63 1,93% WA WA 0261 038% 0.70 1,10% 10.75 1942% 0.11 460% 013 2.04% WA WA 060 402% 0.60) 014% 100 8.26% 0251 017% (I 25) 0.13% WA WA 0501 -002% 075 202% 4.50 9 78% 0381 002% V 75) 042% n 25) 331% 138 1.67% 2.38 3.30% 486 6.60% 0761 -032% 0.75) 0.48% 10 501 427% 126 164% 2.38 3.30% 616 9.87% 0.751 -029% 4.13 -2.57% 0.13 506% 0381 0.10% (2.75) 4.19% 1.63 6.91% c-m K n c 2 g ca 0 o t, pp & 0*cr 127 0 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0086595 SDNY_GM_00232779 EFTA01385311