Case File
efta-01461366DOJ Data Set 10OtherEFTA01461366
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01461366
Pages
1
Persons
0
Integrity
Extracted Text (OCR)
Text extracted via OCR from the original document. May contain errors from the scanning process.
Market Value as
•
of 2/14 ($M)*
Description
Bloomberg
Market Context
D8 Trading
Desk**
1.02
I Countrywide Home Loans Ser 03-1(81) Low 80s
Low 70s
CCC; Seasoned Fixed
2.8
I Global MTG Securitization Ltd (82)
High 90s
Low 130s
Caa3/8-; Seasoned Fixed (deal is 2005, but collat is 2003-2004)
1.05
I ImpacCMB TR 20Q5-2 (1M2)
High 60s
Low 605
Ca/CC; Mixed
0.72
I Washington Mut Mtg Secs Corp (O32)
High 90s
Low 70s
D; Super-seasoned fixed, taking losses, low loan count (44)
1.1
I GS MTG Secs Corp (81)
Low 80s
Low BOs
Seasoned Fixed
6.69
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e)
CONFIDENTIAL
DB-SDNY-0 123370
SDNY_GM_00269554
EFTA01461366
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