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 71/14-72% 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%-101/14 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 06/15/24 101/14-101% 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