EFTA01378141.pdf

COF 5.55 06/01/20 99%-10014 / 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 7114/ -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'/4.99% 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 10714/ -10814 / 5.595 6.279 + 378 JPM 5.00 07/01/19 9614/ -9714 / 6.092 5.181 + 332 JPM 6.10 10/01/24 100%-lon 5.988 6.055 +333 JPM 6.125 04/30/24 100%-10114 / 6.010 6.079 + 333 JPM 5.15 05/01/23 95%-96 5.948 5.407 + 325 JPM 6.00 08/01/23 10014/ -101% 5.916 5.970 + 330 JPM 5.30 05/01/20 9914/ -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 9714/ -98% 6.302 5.604 + 361 S 3MM Nxt Call B Px A Px 8 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 10014 / -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%-10514 / 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%-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 tacos from credit desk, bank preferred run from STG, and CLO mezz and equity from Och Ziff. From: Paul Morris Sent: Tuesday, November 17, 2015 1:08 PM To: Daniel Sabba; Vahe Stepanian Cc: Stewart Oldfield Subject: FW: [I] Classification: For Intsmal use only Can you think about a list, perhaps getting 10 million to work Paul Morris Managing Director Deutsche Bank Private Bank CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0075302 CONFIDENTIAL SDNY_GM_00221486 EFTA01378141