I wanted to share with all of you what happens with the trusts and how the tranches are divied up. CSFB HEAT 2005-6 sometimes referred to as CSFB 2005 HEAT 6, happens to be where my loan allegedly ended up. CSFB = Credit Suisse First Boston and HEAT = Home Equity Asset Trust
Now here's the fun stuff, I was able to locate the prospectuses (I think that's right) for some of the tranches sold from this trust. Here's a breakdown:
TRANCHE or SWAP A1 This is the tranche bought by JP Morgan and used in their employee 401(k).
JP MORGAN CHASE 2A1.pdf
JP Morgan - 2A1.pdf
JP Morgan Chase 2A1 - 401k.pdf
TRANCHE or SWAP B1 Broken up into smaller tranches, these were arranged by Deutsche Bank AG London and isued by Ixion PLC, an Irish company.
Matrix 2007-1 CDO (Series 20, 29, and 30). Another Deutsche Bank special. Series 20 has seven different sub-CDOs.
Matrix 2007-1 Series 20 Tranche A B1.pdf
Matrix 2007-1 Series 20 Tranche B B1.pdf
Matrix 2007-1 Series 20 Tranche C B1.pdf
Matrix 2007-1 Series 20 Tranche D B1.pdf
Matrix 2007-1 Series 20 Tranche E B1.pdf
Matrix 2007-1 Series 20 Tranche F B1.pdf
Matrix 2007-1 Series 20 Tranche G B1.pdf
Matrix 2007-1 Series 29 B1.pdf
Matrix 2007-1 Series 30 B1.pdf
TRANCHE or SWAP A1 Goldman Sach's Adirondack
Exhibit B - ADIRONDACK 2005-2 LTD A1.pdf
TRANCHE or SWAP M2 This is the Maiden Lane III tranche.
TRANCHE or SWAP M6 Another Irish CDO - this one is from Citigroup. Cloverlie Seried No: 2007-32, another Citigroup CDO. This one is in Ireland like Adirondack and, of course, is not registered with the SEC nor was it distributed in the U.S. The same tranche from HEAT 2005-6 used in this CDO was also used in
Cloverlie Seried No: 2007-33;
Cloverie 2007-32 M6.pdf
CLOVERIE 2007-33 M6.pdf
TRANCHES or SWAPS M7 & M8. M7 was not registered with the SEC because it's offshore. the first page of the Prospectus states that it is not to be distrubted in the U.S. These are the tranches that are part of the Cambridge lawsuit.In this case, the M7 tranche was also sold (ie: double sold) to another investor - Baker Street. Baker is from the Channel Islands. However, it appears as though Credit Suisse sold the same tranche to both Baker and Cambridge. M8 is also mentioned in the Cambridge lawsuit, but as below, this seemed to be a tranche that was not for sale in the U.S.A.
Camber 205 20.01.06 M7.pdf
Baker Street M7.pdf
TRANCHE or SWAP M8 Another one where Deutsche Bank is the arranger. The issuer is Eirles, an Irish company. Eirles Two Limited CDO by Deutsche Bank.
Eirles Two Series 258 M8.pdf
Eirles Two Series 259 M8.pdf
Eirles Two Series 264 M8.pdf
Eirles Two Series 265 M8.pdf
Eirles Two Series 266 M8.pdf