EFTA Document EFTA01462199

Active and Transparent Markets for Loan Collateral ■ Leveraged loans trade actively across the investment banks Ticker Credit Price Coup Floor YTM Maturity Mdys/S&P/Recv DOLE Dole Foods TLB 100.937 L+350 1.00% 4.80% 11/1/2018 B3/B-/3 DNKN Dunkin Brands TLB3 100.75 L+250 N/A 3.36% 9/15/2017 B2/B+/2 DNKN Dunkin Brands TLB4 99.625 L+250 0.75% 4.83% 2/7/2021 B2/B+/2 HLT Hilton TLB 100.5 L+300 1.00% 5.09% 10/25/2020 B1/BB/2NEN Wendy's TLB 101 L+250 0.75% 4.00%, 5/15/2019 Caal/B+/ CVC Cablevision TLB 99.625 L+250 N/A 4.58% 4/17/2020 Ba3/BB/1 VMED Virgin Media TLB 101.25 L+275 0.75% 4.49% 2/8/2020 Ba3//3CBSOAM CBS Outdoor 100.25 L+225 0.75% 4.44% 1/17/2021 B1//1 FIAT Chrysler New TLB 100.25 L+250 0.75% 4.01% 12/29/2018 Bl/BB-/1 FIAT Chrysler TLB 100.25 L+275 0.75% 3.58% 5/24/2017 B1/BB-/1 EAS Seaworld TLB2 99.25 L+225 0.75% 4.43% 5/14/2020 B1/BB/2 REV Revlon TLB 101.375 L+300 1.00% 3.73% 11/19/2017 Ba3/B+/2 Deutsche Bank Corporate 8aniong & Securities CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 124629 SDNY_GM_00270813 EFTA01462199