EFTA Document EFTA01376678

From: Stewart Oldfield Sent: 6/21/2016 4:19:02 PM To: Andrew King Subject: RE: MBS Factor Adjustment II] Classification: For internal use only Beautiful. Thanks 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, Brianna Fowler 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). /WON Wets Wind WNW 6LstN Os Wind 11600., nw 0,1 (4111411% LIU POP Lib( PSI Cairn WON Inual Ws Tied Fixed Income 23 DO% of Portfolio it Matiollr Aro Sfflavar °kW fLutod Semitic, 1VASteN/Gf ON WI FOG ES COPS 2000.RA2 Seox ldn.e(n 9111M20 litO PASSIM CR ac41YARRAT tilt% 07/WIleft 06/01,31 SLPRatrq Facial 40611161 nlacWQ DatetSte% omen Fictriut 627.557 011 12,11/I3 i29000 NO 16S'70 060.19825 St 9!91 Voir; 2f 46.54095 ixi. if Copr)tCov Sr.% scAt% 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. Fax Mo Em CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0073025 CONFIDENTIAL SDNY_GM_00219209 EFTA01376678