EFTA Document EFTA01378303

INTERNAL USE ONLY DO NOT DISTRIBUTE IN PART OR IN WHOLE Security Index IG Corporate Credit Region Last Update Added Removed Identifier Security Name Industry Security Description Is 144A U.S. 4/30/2015 I0/1/201i US07209SAM52 ALTRIA GROUP INC Agriculture MO 4 1/4 08/09/42 N U.S. 11/2;2015 US454589AP14 INDIANA MICHIGAN POWER Electric AEP 3.2 03/15/23 N U.S. 11/2/2015 5/1/2014 US125051AA16 CBL & ASSOCIATES LP REITS CBI. 5 1/412/01/23 N U.S. 11,/1/2015 5/1/2014 US25416cic4418 DIRECTV HOLDINGS/FING Media DIV 3.9501/15/25 N U.S. 11/2/2015 9/22/2014 U529273RAY53 ENERGY TRANSFER PARTNERS Pipelines ETP 4.902/01/24 N U.S. 11/2/2015 9/22/2014 US30161MAL72 EXELON GENERATION CO LLC Electric EXC 41/4 06/15/22 N U.S. 11/2/2015 6/27/2014 US337661A054 FIRSTENERGY SOLUTIONS CO Electric FE 6.0508/15/21 N U.S. 11/2/2015 5/1/2014 U5494568AF85 KINDER MORGAN INC/DELAWA Pipelines KMI 4.306/01/25 N U.S. 11/2/2015 5/1/2014 U5681936B851 OMEGA HITHCARE INVESTORS REITS OM 4.9504/01/24 N U.S. 11/2/2015 6/24/2015 USE62331AR59 ONCOR ELECTRIC DELIVERY Electric ONCRTX 4.106/01/22 N U.S. 11/2/2015 4/28/2015 US68268NAP87 ONEOK PARTNERS LP Pipelines OKS 4.903/15/25 N U.S. 10/2/2015 10/2/2015 U5690742AE13 OWENS CORNING Building Materials OC 4.2 12/01/24 N U.S. 11/3/2015 5/28/2015 US72650RBF82 PLAINS ALL AMER PIPELINE Pipelines PAA 3.611/01/24 N U.S. 11/2/2015 4/28/2015 US69352PAK93 PPL CAPITAL FUNDING INC Electric PPL 3.9503/15/24 N U.S. 6/30/2015 12/22/2014 US8716513AB99 SYNCHRONY FINANCIAL Diversified Finan Sery SYF 308/15/19 N U.S. 11/2/2015 10/31/2014 U5364760AK48 GAP INC/THE Retail GPS 5.9504/12/21 N U.S. 11/1/2015 5/1/2014 US884903BP96 THOMSON REUTERS CORP Media TRICN 5.65 11/23/43 N U.S. 11/1/2015 5/1/2014 US92343VCR33 VERIZON COMMUNICATIONS Telecommunications VZ 3 1/2 11/01/24 N U.S. 11/26/2014 10/1/2015 U5931427A840 WALGREENS BOOTS ALLIANCE Retail WBA 4 1/2 11/18/34 N Europe 10/28/2015 4/1/2015 X51115802655 ASR NEDERLAND NV Insurance ASRNED 509/30/49 N Europe 11/2/2015 6/1/2014 ANGLO AMERICAN CAPITAL Mining AALLN 21/209/18/18 N )501330380639 Europe 6/1/2014 10/2/2015 XS0972S32661 ASML HOLDING NV Semiconductors ASML 3 3/809/19/23 N Europe 10/28/2015 10/30/2014 UBFOW94AP36 AXA SA Insurance AXASA 6.46312/29/49 N Europe 10/30/2015 6/1/2014 XS1069549761 BANQUE FED CRED MUTUEL Banks BFCM 305/21/24 N Europe 11/3/2015 10/29/2014 CE000A11QR73 BAYER AG Pharmaceuticals BAYNGR 33/407/01/74 N Europe 10/28/2015 FR0011538461 CNP ASSURANCE Insurance CNPFP 67/807/29/49 N Europe 6/1/2014 11/2/2015 XS1044311591 ENBW Electric EN BW 35/804/02/76 N Europe 10/28/2015 6/1/2014 FR0011942226 Engie (formally known as GDF Suez) Electric ENGIFP 306/29/49 N Europe 12/1/2014 11/2/2015 X.50861668860 FRIENDS UK HOLDINGS Pt Insurance AVIA 7 7/811/08/49 N Europe 11/2/2015 9/30/2014 X51202846819 GLENCORE FINANCE EUROPE Vining GLENLN 1 1/4 03/17/21 N Europe 10/30/2015 9/29/2015 FR0011577170 ICADE REITS ICADFP 2 1/401/30/19 N Europe 6/30/2015 10/7/2015 X50696119384 KLEPIERRE REITS UFP 3 1/4 02/26/21 N Europe 10/2812015 X51155697243 LA MONDIALE Insurance LAMON 5.0512/29/49 N Europe 9/30/2015 6/1/2014 XS0954910146 RABOBANK Banks RABOBK 3 7/807/25/23 N Europe 10/2/2015 3/26/2015 FR0011625433 SANOFI Pharmaceuticals SANFP 2 1/2 11/14/23 N Europe 10/30/2015 DEOCOA1HRVDS VONOVIA SE Real Estate A NNGR 3 5/8 10/08/21 N Deutsche Asset & Westth Management Nate- Removed names will stop being shown after 3 months 2 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0075472 SDNY_GM_00221656 EFTA01378303