Ervin, Robert

Yale University

Yale University EliScholar – A Digital Platform for Scholarly Publishing at Yale YPFS Documents Browse by Media Type 5-1-2007 Bear Stearns Email re BSAM Marks from Goldam Sachs Robert Ervin Follow this and additional works at: https://elischolar.library.yale.edu/ypfs-documents Recommended Citation Ervin, Robert, "Bear Stearns Email re BSAM Marks from Goldam Sachs" (2007). YPFS Documents. 4193. https://elischolar.library.yale.edu/ypfs-documents/4193 This Document is brought to you for free and open access by the Browse by Media Type at EliScholar – A Digital Platform for Scholarly Publishing at Yale. It has been accepted for inclusion in YPFS Documents by an authorized administrator of EliScholar – A Digital Platform for Scholarly Publishing at Yale. For more information, please contact elischolar@yale.edu. From: Ervin, Robert (Exchange)Sent: Tuesday, May 01,20078:05 PMTo: Cioffi, Ralph (Exchange); Mcgarrigal, Raymond (Exchange); Tannin, Matthew (Exchange)Subject: FW: BSAM Marks from GS as of 04/30107FYIFro m: ficc-ops-cdopricing [mailto: ficc-ops-cdopricing@ny.email.gs.com]Sent: Tuesday, May 01,20077:36 PMTo: Ervin, Robert (Exchange)Cc: ficc-ops-cdopricingSubject: BSAM Marks from GS as of 04/30107IDescription IIIdentifier IIBid Price IISize~==IABAC 2006-8A Al 1I00255BAA5 1195 II10mmIABAC 2005-1A Al 1I00255TAA6 11100 II10mmIABAC 2006-HG1A Al 1I002561AA6 1177 II10mmIABAC 2006-HG1A A2 1I002561AB4 1165 II10mmIABAC 2006-HG1A B 1I002561AC2 1155 3mm;::===IABAC 2006-HG1A AMSS 1I002561AF5 liTo Follow lOmmIABAC 2005-5A Al 1I00256FAA5 1198 lOmmIBWIC 2006-1A A2 1I11161RAD4 1197.4 lOmmITWOLF 2007-1A AlB 1188714PACO 11100 lOmmITWOLF 2007-1A A1C 1188714PAD8 1199.7109375 lOmmITWOLF 2007-1A AID 1188714PAE6 1199.69921875 lOmmDisclaimer: The attached information regarding the valuation of instruments is being provided at yourrequest for your consideration and internal use only and not for the purpose of soliciting orrecommending any action by you. You should carefully review the explanations that are included withthe attached information and ensure that you understand the information that is being provided. Anyquestions regarding the nature of this information should be raised promptly with your Goldman Sachscontact person. The valuation listed in the attached information represents the price at which Goldman,Sachs or one of its affiliates ("Goldman Sachs") would have been prepared to purchase the amount ofeach instrument specified on the attached information as of the close of business in New York on the dateof the information; such valuation is not applicable at any other time. The valuation listed in the attachedinformation is expressed in terms of a position of a specified size and that valuation is applicable onlywith respect to that size. The valuation does not indicate a price at which Goldman Sachs would bewilling to enter into a transaction with respect to any other size, nor does it reflect a valuation that relatesto a position or transaction of any other size. In the future, Goldman Sachs may change the transactionsize for which valuations are provided without notice. The valuations listed in the attached informationdo not necessarily reflect your entire portfolio. In determining the valuation of an instrument, GoldmanSachs might not take into account certain factors, including, without limitation, liquidity adjustmentsConfidential Treatment Requested by JPMorgan BSAMFCIC-e00000001appropriate given the position size. The information presented in this document is based on assumptions,historical information and pricing data that Goldman Sachs in its discretion considers appropriate.Goldman Sachs does not represent that this information is accurate, complete or current, and GoldmanSachs has no liability with respect thereto. This information and the valuation methodology used aresubject to change without notice and Goldman Sachs has no obligation to update you as to any suchchanges. This information may not reflect valuations you would receive from other dealers, or even fromaffiliates or other business units of Goldman Sachs, and does not necessarily reflect valuations you wouldobtain by using pricing models available from Goldman Sachs or valuations included in the books andrecords of Goldman Sachs. This information is intended only as a reference and should not be reliedupon without further evaluation by you, in consultation with your professional advisors, for themaintenance of your books and records or for tax, accounting, financial reporting, disclosure or otherpurposes.Confidential Treatment Requested by JPMorgan BSAMFCIC-e00000002

Bear Stearns Email re BSAM Marks from Goldam Sachs

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Bear Stearns Email re BSAM Marks from Goldam Sachs

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