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Yale University EliScholar – A Digital Platform for Scholarly Publishing at Yale YPFS Documents Browse by Media Type 5-1-2007 Email from Goldman Sachs to Bear Stearns re BSAM Marks from GS as of 04/30/07 Goldman Sachs Follow this and additional works at: https://elischolar.library.yale.edu/ypfs-documents Recommended Citation Goldman Sachs, "Email from Goldman Sachs to Bear Stearns re BSAM Marks from GS as of 04/30/07" (2007). YPFS Documents. 4378. https://elischolar.library.yale.edu/ypfs-documents/4378 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: ficc-ops-cdopricing [ficc-ops-cdopricing@ny.email.gs.com]Sent: Tuesday, May 01, 2007 7:36 PMTo: 'rervin@bear.com'Cc: ficc-ops-cdopricingSubject: BSAM Marks from GS as of 04/30/07Description Identifier Bid Price SizeABAC 2006-8A A1  00255BAA5 95 10mm ABAC 2005-1A A1 00255TAA6 100 10mm ABAC 2006-HG1A A1 002561AA6 77 10mm ABAC 2006-HG1A A2 002561AB4 65 10mm ABAC 2006-HG1A B 002561AC2 55 3mm ABAC 2006-HG1A AMSS 002561AF5 To Follow 10mm ABAC 2005-5A A1  00256FAA5 98 10mm BWIC 2006-1A A2 11161RAD4 97.4 10mm TWOLF 2007-1A A1B 88714PAC0 100 10mm TWOLF 2007-1A A1C 88714PAD8 99.7109375 10mm TWOLF 2007-1A A1D 88714PAE6 99.69921875 10mm Disclaimer: The attached information regarding the valuation of instruments is being provided at your request for your consideration and internal use only and not for the purpose of soliciting or recommending any action by you. You should carefully review the explanations that are included with the attached information and ensure that you understand the information that is being provided. Any questions regarding the nature of this information should be raised promptly with your Goldman Sachs contact 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 of each instrument specified on the attached information as of the close of business in New York on the date of the information; such valuation is not applicable at any other time. The valuation listed in the attached information is expressed in terms of a position of a specified size and that valuation is applicable only with respect to that size. The valuation does not indicate a price at which Goldman Sachs would be willing to enter into a transaction with respect to any other size, nor does it reflect a valuation that relates to a position or transaction of any other size. In the future, Goldman Sachs may change the transaction size for which valuations are provided without notice. The valuations listed in the attached information do not necessarily reflect your entire portfolio. In determining the valuation of an instrument, Goldman Sachs might not take into account certain factors, including, without limitation, liquidity adjustments appropriate 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 Goldman Sachs has no liability with respect thereto. This information and the valuation methodology used are subject to change without notice and Goldman Sachs has no obligation to update you as to any such changes. This information may not reflect valuations you would receive from other dealers, or even from affiliates or other business units of Goldman Sachs, and does not necessarily reflect valuations you would obtain by using pricing models available from Goldman Sachs or valuations included in the books and records of Goldman Sachs. This information is intended only as a reference and should not be relied upon without further evaluation by you, in consultation with your professional advisors, for the maintenance of your books and records or for tax, accounting, financial reporting, disclosure or other purposes.  Confidential Treatment  Requested by Goldman Sachs GS MBS 0000038056

Email from Goldman Sachs to Bear Stearns re BSAM Marks from GS as of 03/30/07

https://elischolar.library.yale.edu/cgi/viewcontent.cgi?article=5426&context=ypfs-documents

Email from Goldman Sachs to Bear Stearns re BSAM Marks from GS as of 03/30/07

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