EFTA Document EFTA01461366

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