EFTA Document EFTA01369681

From: Stewart Oldtield Sent: 6/21/2016 4:19:15 PM To: Cynthia Rodriguez Subject: FW: MBS Factor Adjustment [I) Classification: For internal use only He's so on it. From: Andrew King Sent: Tuesday, June 21, 2016 4:18 PM To: Stewart Oldfield; Brianna Fowler Subject: MBS Factor Adjustment [I] Classification: For internal use only Team, Following up on our conversation about the WAMU MBS security in the Southern Financial brokerage account, I've listed a screenshot from the most recent statement. The statement lists a "Factor' of .4865 which represents the amount remaining of the loan portfolio that has not been paid down (as a % of original). The current value = original face amount • the adjustment factor • (the current price/100). Aysk4 as kned NW« (ADM Ds ~id Oaks NI SI fag Bash Yeti No NAM vale Calm Ws Masai Ise fhb Fixed Income 23 DO% of Pettish° 0 Me...Orr am Sfflavarr 1St taled 501010/01 VIA.204G1011 MO PEG ES CORP 200~ Sailer Siff MG PAM%) CT a C41 VAR PATE 7 616% 0)(6,13 &I 010 0610141 5l P ken I) f s • 0 SAM 'Pectin DateiSt2:15 ainil FM Yaw 627.557181 imam tin 1,290030 333 16 590 41,19825 83 913) Sa 759 2C $560 9S 393i16 C€1$21C-01: alVt 19.9063i Best regards, Andrew King Andrew King, CFA Vice President I Investment Solutions Group Deutsche Bank Securities Inc. Deutsche Asset & Wealth Management 345 Park Avenue. New York, NY 10154 Tel, F Mobi Email CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0062110 CONFIDENTIAL SDNY_GM_00208294 EFTA01369681