Collateral CM0 uN/A U.S. 10/1/2015 5/1/2014 Collateralized Loan Obligations (CLOs): Senior Classes Other ABS tiN/A U.S. 9/24/2015 6/1/2014 Ford Credit Auto Owner Trust Series 2014-REV1 Other ABS PN/A U.S. 9/24/2015 W28/2014 Applebees/IHOP Funding LLC Series 2014-1 Class A2 Other ABS tIN/A Municipal Credit

INTERNAL USE ONLY DO NOT DISTRIBUTE IN PART OR IN WHOLE Structured Finance > Investment Grade ABS: Ford Credit Auto Owner Trust Series 2015-REV1/2015-REV2 Updated: Sep 24, 2015 Trade Idea: r Purchase class A Ford revolving ABS transactions for extension protection and sprea