d 440 Default Rate 3.5 Price Return -5.9 -2.9 Price 99.9 Total Return 13 1.3 Credit Loss 87 Excess Return 2.3 2.7 Total Return 2.4 Scittor Nara ,* BSA Deutsche Bank Securities Inc. Page 61 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0087442 CONFIDENTIAL SDNY_GM_00233626 EF