EFTA01380744

C C C C C COF FITB FITB GS 5.95 5.90 5.875 5.80 5.35 5.55 4.90 5.10 0 05/15/25 02/15/23 03/27/20 11/15/19 05/15/23 06/01/20 09/30/19 06/30/23 12/21/15 95%4-95% 6.651 6.255 + 390.5 Mkt 3x2 97%-98% 6.312 6.044 +423 98%4-98% 6.373 5.987 + 405.9 Mkt 3MM 98-98% 6.377 5.918 +409.3 93%2-94% 6.459 5.722 + 347 9934-100% 5.613 5.564 + 380 93%4-94% 6.767 5.227 +313 Q 90%4-91% 6.670 5.620 + 303 71%4-72% 611.530 5.585 + 76.75 Nxt Call B Px A N B YTC B CUR Floats Notes GS 5.375 05/10/20 99%-99% 5.566 5.416 + 392 GS 5.70 05/10/19 10034-101 5.619 5.686 + 388 JPM 7.90 04/30/18 10234-103% 6.600 7.679 + 347 S 3MM JPM 6.75 02/01/24 107%-108% 5.557 6.265 + 378 JPM 5.00 07/01/19 96%-97% 6.054 5.175 + 332 JPM 6.10 10/01/24 100%-1011/2 5.988 6.055 + 333 JPM 6.125 04/30/24 10034-101% 6.010 6.079 + 333 JPM 5.15 05/01/23 95111-96 5.949 5.407 + 325 JPM 6.00 08/01/23 100%2-101% 5.916 5.970 + 330 JPM 5.30 05/01/20 99%-100 5.427 5.327 + 380 MS 5.55 07/15/20 99%-99% 5.703 5.585 + 381 S 2MM MS 5.45 07/15/19 971/4-98% 6.304 5.604 + 361 S 3MM Nxt Call B Px A N B YTC B CUR Floats Notes PNC 4.85 06/01/23 94-95 5.847 5.160 + 304 Q PNC 6.75 08/01/21 108-109 5.110 6.250 + 368 STI 5.625 12/15/19 100%-100% 5.589 5.618 + 386 STT 5.25 09/15/20 100%400% 5.218 5.243 + 359.7 WFC 5.875 06/15/25 105-105% 5.204 5.595 +399 WFC 7.98 03/15/18 106-106% 5.186 7.528 + 377 WFC 0.00 12/21/15 97%-97% 41.965 5.727 + 93 WFC 5.90 06/15/24 101%-101% 5.713 5.827 + 311 Sources: Bloomberg Finance LP; 815 Cocos: a primer; Deutsche Bonk Flow Credit Trading From: jeffrey E. [mailto:[email protected]] Sent: Tuesday, November 17, 2015 12:43 PM To: Paul Morris Subject: lets look at leveraged preferred or leveraged bonds. please note The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0079270 CONFIDENTIAL SDNY_GM_00225454 EFTA01380744