EFTA Document EFTA01386329

BK 4.50 06/20/23 921/4-931/4 5.692 4.865 + 246 Q C 6.30 05/15/24 971/4-98 6.691 6.462 + 342 Nxt Call B h A Px B YTC B CUR Floats Notes C 6.125 11/15/20 1001/4-100% 6.007 6.095 + 447.8 MKt 5x2 C 5.95 N 08/15/20 981/4-99 6.318 6.041 + 409.5 C 5.95 01/30/23 97%-98% 6.365 6.095 +407 C 5.95 05/15/25 95%-95% 6.651 6.255 + 390.5 Mkt 3x2 C 5.90 02/15/23 97%-98% 6.312 6.044 +423 C 5.875 03/27/20 98;4981/4 6.372 5.987 + 405.9 Mkt 3MM C 5.80 11/15/19 97%-981/4 6.449 5.934 + 409.3 C 5.35 05/15/23 931/4-941/4 6.459 5.722 + 347 COF 5.55 06/01/20 99%-1001/4 5.613 5.564 + 380 FITB 4.90 09/30/19 93%-94% 6.764 5.227 +313 Q FITB 5.10 06/30/23 90%-91% 6.668 5.620 + 303 GS 0 12/18/15 711/4-72% 582.643 5.585 + 76.75 Nxt Call B Px A Px B YTC B CUR Floats Notes GS 5.375 05/10/20 99%-99% 5.566 5.416 + 392 GS 5.70 05/10/19 100%-101 5.619 5.686 + 388 JPM 7.90 04/30/18 102%-103% 6.604 7.679 + 347 S 3MM JPM 6.75 02/01/24 1071/4-1081/4 5.595 6.279 + 378 JPM 5.00 07/01/19 961/4-971/4 6.092 5.181 + 332 JPM 6.10 10/01/24 100%-1011/4 5.988 6.055 + 333 JPM 6.125 04/30/24 100%-1011/4 6.010 6.079 + 333 PM 5.15 05/01/23 951/4-96 5.948 5.407 + 325 JPM 6.00 08/01/23 1001/4-101% 5.916 5.970 + 330 PM 5.30 05/01/20 991/4-100 5.427 5.327 + 380 MS 5.55 07/15/20 99%-991/4 5.703 5.585 + 381 S 2MM MS 5.45 07/15/19 971/4-98% 6.302 5.604 + 361 S 3MM Nxt Call B Px A Px B YTC B CUR Floats Notes PNC 4.85 06/01/23 94-95 5.846 5.160 + 304 Q PNC 6.75 08/01/21 108-109 5.112 6.250 + 368 STI 5.625 12/15/19 1001/4-100% 5.589 5.618 + 386 STT 5.25 09/15/20 100%-100% 5.218 5.243 + 359.7 WFC 5.875 06/15/25 104%-1051/4 5.237 5.609 +399 WFC 7.98 03/15/18 106-106% 5.195 7.528 + 377 WFC 0.00 12/18/15 97%-97% 44.251 5.720 + 93 WFC 5.90 06/15/24 1011/4-101% 5.713 5.827 + 311 From: Daniel Sabba Sent: Tuesday, November 17, 2015 3:16 PM To: Paul Morris; Vahe Stepanian Cc: Stewart Oldfield Subject: RE: [I] As discussed, we will socialize between us some HY bonds in addition to Petrobras. We will also send cocos from credit desk, bank preferred run from SIG, and CLO men and equity from Och Ziff. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0087978 CONFIDENTIAL SDNY_GM_00234162 EFTA01386329