-Float 100.000 GS CPN 5.700% until 05/102019. then (3M US LIBOR +388 bps) 4 DK78D 1.000.000 JPMORGAN CHASE & CO 6.1% FXD TO 10101/24 FLOATS BAA3 6.100 Perpetual 10001/2024 100.375 6.077 N 48126HAC4 1.000 THEREAFTER BBB- Fix-to -Float 100.000 JPM CPN 6.100% unlit 101002024. then (

100.000 Corporate. Hybrid CPN 5.000% until 01+21+2021. then (3M US LIBOR + 333 bps) 1.000.000 JPMORGAN CHASE & CO 6% FIXED TO 08.101123 FLOATS BAA3 6.000 Perpetual 08+101/2023 106.250 4.934 C 5.647 N 1.000 THEREAFTER BBB- Fix-to-Float 100.000 Corporate. Hybrid CPN 6.000% until 08+01

TRUPSORSuln/CapSecs/Preferreds SEMI-ANNUAL 100.000 5.170(M) BAC Finance, Insurance and Real Estate. Depository Institutions 4 CSEI3 500,000 BAA3 CAPITAL ONE FINANCIAL CORP 5.55% FIXED TO 6-M-20 VAR TH REM 5.550 081072055 06/01/2020 100.875 5.339(C) 5.407 N 14040118117 1,000 BB Hybrid C