Is this Normal Behavior for your area?

Arson?



Ron

The Right People are in Now Place.

Perfect Timing.
The day after Pulte’s confirmation.

This administration is all about getting things done.



Ron

Please Note That The Signature Page is Blank.

PDF 8/8.

Background proof of the Derivative Market of the ISDA.



Ron

Please Note That The Signature Page is Blank.

PDF 8/8.

Background proof of the Derivative Market of the ISDA.

No One Signed on The Signature Page.

Therefore this document may be mute.

Interesting.



Ron

Real777mellon Care to Comment?

https://www.isda.org/a/9uPEE/Washington-Mutual-Inc-USA.pdf



Ron

The Numbers Prove You Will Be Very Happy.

Lehman’s, WMI, F&F securitized notes are secured by Derivative Contracts that still need to pay up.

According to the FDIC, “WMI/WMB securitized $2 Trillion in RMBS of which $500 Billion was sold to F&F.”
Treasury number for RMBS in 2008 was $13 Trillion at a loss ratio of 11.9% as litigated in the California DB Case.

JPM owned 57% of the Derivative Market.
BoA just under 30%.
AIG was just the broker providing the contracts between the parties but was not the writer of the contracts.

By example(JPM):
In Billions
$13,000*.57*.119(11.9%) = $881.8 Billion to Lehman’s, WMI, F&F.

You can do this same math for BoA at ~29%.

Too Big To Fail FAILED.

Using WMI/WMB numbers of 1.5 Trillion in RMBS.

JPM exposure;
$1,500*.57*.119 = $101.7 Billion to cover for WMB alone.

Now do the same for BoA.

I don’t have similar numbers for F&F.

There is a reason why LIBOR is in litigation.

The numbers/accounting tells us the story.



Ron

The Numbers Prove You Will Be Very Happy.

Lehman’s, WMI, F&F securitized notes are secured by Derivative Contracts that still need to pay up.

According to the FDIC, “WMI/WMB securitized $2 Trillion in RMBS of which $500 Billion was sold to F&F.”
Treasury number for RMBS in 2008 was $13 Trillion at a loss ratio of 11.9% as litigated in the California DB Case.

JPM owned 57% of the Derivative Market.
BoA just under 30%.
AIG was just the broker providing the contracts between the parties but was not the writer of the contracts.

By example(JPM):
In Billions
$13,000*.57*.119(11.9%) = $881.8 Billion to Lehman’s, WMI, F&F.

You can do this same math for BoA at ~29%.

Too Big To Fail FAILED.

Using WMI/WMB numbers of 1.5 Trillion in RMBS.

JPM exposure;
$1,500*.57*.119 = $101.7 Billion to cover for WMB alone.

Now do the same for BoA.

I don’t have similar numbers for F&F.

There is a reason why LIBOR is in litigation.

The numbers/accounting tells us the story.



Ron

The Numbers Prove You Will Be Very Happy.

Lehman’s, WMI, F&F securitized notes are secured by Derivative Contracts that still need to pay up.

According to the FDIC, “WMI/WMB securitized $2 Trillion in RMBS of which $500 Billion was sold to F&F.”
Treasury number for RMBS in 2008 was $13 Trillion at a loss ratio of 11.9% as litigated in the California DB Case.

JPM owned 57% of the Derivative Market.
BoA just under 30%.
AIG was just the broker providing the contracts between the parties but was not the writer of the contracts.

By example(JPM):
In Billions
$13,000*.57*.119(11.9%) = $881.8 Billion to Lehman’s, WMI, F&F.

You can do this same math for BoA at ~29%.

Too Big To Fail FAILED.

Using WMI/WMB numbers of 1.5 Trillion in RMBS.

JPM exposure;
$1,500*.57*.119 = $101.7 Billion to cover for WMB alone.

Now do the same for BoA.

There is a reason why LIBOR is in litigation.

The numbers/accounting tells us the story.



Ron

The Numbers Prove You Will Be Very Happy.

Lehman’s, WMI, F&F securitized notes are secured by Derivative Contracts that still need to pay up.

According to the FDIC, “WMI/WMB securitized $2 Trillion in RMBS of which $500 Billion was sold to F&F.”
Treasury number for RMBS in 2008 was $13 Trillion at a loss ratio of 11.9% as litigated in the California DB Case.

JPM owned 57% of the Derivative Market.
BoA just under 30%.
AIG was just the broker providing the contracts between the parties but was not the writer of the contracts.

By example(JPM):
In Billions
$13,000*.57*.119(11.9%) = $881.8 Billion to Lehman’s, WMI, F&F.

You can do this same math for BoA at ~29%.

Too Big To Fail FAILED.

Using WMI/WMB numbers of 1.5 Trillion in RMBS.

JPM exposure;
$1,500*.57*.119 = $101.7 Billion to cover for WMB alone.

Now do the same for BoA.

There is a reason why LIBOR is in litigation.

The numbers/accounting tells us the story.



Ron

I Stand Corrected. Date and Title is Correct.

Do you have the document?
Please don’t post it because the host will be shut down.
Same happened to sidedraft.
See you on BP.

• Capital Contributions: $6.5B
• Rabbi Trusts: $5B
• BOLI/COLI: $5B
• TPS: $4B
• Turnover: $3.9B
•…

Total $25B
That was the 363 Sales created by AAOC in Plan 5-6.

As I said, The Equity Community has proven that the FDIC is wrong!



Ron

Not the Right One. December 2011.

The 7th, or maybe the 14th.

The old link;
www.sidedraught.com/stocks/WashingtonMutual/Equity%20Committee/POR/WaMu_Closing_Equity_Committee.pdf (port 80)

Yes I know that it doesn’t work anymore.



Ron

Director of the FDIC Retired January 19th.

True!



Ron

Contested Assets JPM Purchased from WMI.

JPM needed the WMI assets associated with WMB employment compensation.
But WMI owed the assets/Trusts.

As the 363 Sales, all documented in both Plans 6&7 and associated GSA’s, plus Admenments.

The Equity Community has proven that the FDIC is lying.

Please see the Equity Community Presentation.

I don’t have access to my old spreadsheet for the complete list but:
• $6.5B Capital Contributions
• $5B Rabbi Trusts
• $4B Exchange Event
• $3.9B Turnover
• ….

~$25 Billion in assets that where the positive assets listed at #29’s BK filing that became the 363 Sales.
$33-$8 =$25 Billion.

But Lod Conclusion's are 100% WRONG.

He uses the right words, but he’s conclusions don’t matter.

The CCB’s are satisfied.
All Creditors are satisfied.
Class 19 is satisfied but not paid yet because the FDIC has a lien against Retained Earnings of the February MOR.

~2.5X FV to all Class 19 claimants.
How is the TPS holders going to be paid? Big pockets!
(TPS are $1 Million FV).


That is why APR was removed and Class 22 is in the Game.



Ron

Insanely Long Post By Low. Total Nonsense.

Big ❌ for him.
I wasted too much of my time responding to you.
I learned to not waste my time.
You are totally WRONG.

Class 22 is in the Game.
Therefore, there is money.

That is how BK Law works.

The FDIC has no other option but to release funds like RE.
Step One.

More to follow.

ND9; please please keep checking the FDIC website.
✅



Ron

Please Show Your Tax Attorney This;


From the last WMI-LT Question #6.

“Treasury Regulation 1.468B-9(c)(6) provides that upon the termination of a Disputed Ownership Fund, the claimants to the fund’s net assets succeed to the funds unused net operating loss carryforwards.
This regulation also provides that “if the fund's net assets are distributable to more than one claimant, the unused net operating loss carryover. . . must be allocated among the claimants in proportion to the value of the assets distributable to each claimant from the fund.”
Pursuant to the Plan, the DCR was created and elected to be treated as a “Disputed Ownership Fund” pursuant to Treasury Regulation 1.468B-9(c)(2). On the basis of the foregoing, a beneficiary’s share of the unused net operating loss of the DCR is set forth in the Beneficiary Tax Reporting Letter distributed by the Trust for the year ended December 31, 2020 . This amount was calculated by allocating the unused net operating loss of the DCR among the final claimants based on each claimant’s portion of the final cash distribution that was initiated in January 2020.”

Do we investors have UNCLAIMED NOL’s to offset our gains?


Two Liquidation Trusts, two DCR’s .
DST!

January 2020 was Plan 7 for Creditors.
DONE!

Plan 6;
RE, RA, FDIC Receivership Claims.
WMIIC.
Unaccounted for assets.
…


Ron

$20.7 Billion in Treasury Notes. Rosen Told Us.

It’s in the transcripts!

The February MOR as Retained Earnings (DCR) documented it for the Court.

During the Plan 6 Conformation Hearings, the Equity Committee proved to the Court ~$25 Billion in cash from the 363 Sales disclosured in both the GSA and DS.

$6.5B Capital Contributions
$5B Rabbi Trusts
…

Please post the EC Presentation during Plan 6.

The Retained Earnings is the reason why APR was able to be removed.
The End of 75/25%
~2.5X FV Class 19.
~$5.14 UQ.
Just from RE.

It’s time for the FDIC to release the lien on RE, and JPM to pay for WMB and it’s assets.

Next week works for me!



Ron

Document 5885 Footnote 2. Fifth Amendment Taking.

DROPPED?
SETTLED!
Hence; The Global Settlement Agreement.

Again;
41.6 “Willful Misconduct”.

“Willful Misconduct”.

Pick, You Are Not Very Good At Math.

Or Document history. Just like Lodas big ❌.

The $14 Billion Dollars for WMB Notes are JPM’s responsibility.
JPM bought the WMB Bank.
The $14 claim goes away when JPM pays for “WMB and its assets”. The WMB Notes are Covered Notes by a factor of ~2.
JPM lost!!!

WMIHC the former went private. COOP/NS has no claim to WMI assets.

The proofs;
TPS Class 19 claim. RE.
WMI +$40 Billion in unaccounted assets.
The WMI claims against the FDIC receivership for “WMB and its assets”.

Need more???
Prove me wrong?
Nope! Dope!



Ron

Not My Numbers. The FDIC’s Numbers.

The Court records numbers not my numbers.



Ron

Big ❌ for You.

$32-$8($7.9) = $24 Billion.

Yes the $7.9 Billion was used to pay off debt.

That’s why Equity took control of the Debtor.
AAOC lost just like JPM did.

You forgot about the ~$24 Billion of which $20.7 Billion was placed into Treasury Notes. Now worth about $25 Billion, 75/25%



Ron

WMI Sued the FDIC for $307.02 Billion.

The Dual Track.
Stamped!
“Jury Trial Demand”

$7.9B Came Back.

$307.02-$7.9 = $299.12

Just a rounding error.

The $7.9 came from the $4B the Exchange Event, and $3.9B from the Turn Over Order

That is why I track the numbers, because the numbers always work.



Ron

The FDIC Said “$298 Billion for WMB”.

Let’s Have Some Fun With Math.

To calculate past interest due on the principal.

The FDIC is required to pay interest on the claim. The claim is being paid by JPM plus with a “Willful Misconduct” multiple of two on the valuation of WMB.

R; Return.
P; Principal.
I; Interest Rate 1.95 (.0195).
T; Time, 15+ 5/12, 15.4166, start counting in 2009.

R= P+P*I*T
Factor out P ‘algebra’.
R= P*(1+I*T).

R= $298*(1+.0195*15.4166).
R= $387.58 Billion.

Now add back in valuation for WMB of $298 Billion

$685.59

To UQ holders

I don’t believe that the FDIC can except JPM shares as a method of payment because WMI doesn’t have an arbitrator at the table.
Must be cash.

We should be seeing the Retained Earnings distribution at anytime now. The end of 75/25%
I know where the $32-$8= $24 Billion went to.
The EC told us.
$20.7 Billion Dollars in Retained Earnings held in Treasury Notes.



Ron

ND9, Sorry About not Answering Sooner.

The math;
Series R (P) $1,000 FV.
One Series R = 19.8 WMIH.
1/12 reverse split.
SP= Share Price.

$1,000=19.8/12*SP

SP = $1,000*12/19.9

SP = $606.06

As I stated, the Court cannot remove APR based upon future stock price speculation.

Therefore the COOP SP cannot be the source for Class 19 monetary satisfaction.


Retained Earnings of the February MOR of $20.7 Billion, now worth about $25 Billion placed into Treasuries would allow the Court to remove APR because Class 22 proved that Class 19 is satisfied with back interest.
~2.5X FV.

Series R should see another ~2.2X FV from accumulated Performance Payments.

Thank you for your FDIC reports.
The FDIC actual has no right to sit on the RE because JPM is obligated to pay for “WMB and its assets”.
The FDIC should be releasing funds as LIBOR is completed.



Ron

I Never go into Seattle unless I have to.

And I graduated from Ballard High.

Love Shilshole Bay Marina



Ron

Class 19 is Made Whole by the Retained Earnings.

You Need To Read My Posts More Carefully.

I did answer your question.


Hint;
COOP needs to exceed $600 PPS for Class 19 to receive one face value.

The MATH proves that the MONEY is THERE.
RE, RA…
And more!

Please read my past posts. My posts have proven the numbers.

You can thank me later!!!!



Ron

Class 19 Was WMI’s Problem, and Resolved.

The EC set aside $20.7 Billion into Treasury Notes (75/25%) to prove to the Court that Class 22 could satisfy Class 19’s claim as required by BK law for Class 22 to own the Debtor’s Estate.
With that proof, the Court was able to remove APR and let both Class 19 and Class 22 receive NewCo shares 75/25%.

JPM’s problem is paying for “WMB and its assets”.
Plus “Willful Misconduct”, and the accumulation of past interest.

The number I use for released UQ is 1.215 Billion shares.

As I have stated; ~2.2X more for Series R from accumulation of Performance Payments.
Series K, I’m not sure.
TPS answers the question!


Let the math be the math.
😎😁✅



Ron

Over $40 Billion in Unaccounted Assets.

Of WMI-> WMIHC as a new shares release to UQ holders.
• WMI Functioning Subsidiaries.

COOP/NS has no right to other people’s money.

Class 19 claims are settled with the Retained Earnings of ~$25 Billion held in Treasury Notes. The TPS wants their money. RE is the only payment mechanism for TPS.
The End of 75/25%
That’s why APR was removed, plus Class 19 also received a bonus with NewCo shares.


This new administrative is all about transparency. The lid needs to come off on the Derivative Market Meltdown of 2008, JPM needs to pay their bills.
That is why I believe that the Retained Earnings are ripe for distribution.
The right people are ow in place in government now.

The WMB Receivership Claims lives in the Plan 6 LT.
AAOC/EC told us.
And Chad Smith is still around!



WMI-LT paid for UW legal fees. It was in the billing’s.



Ron

WMIHC Owns COOP. UQ’s Owns WMIHC.

WMIHC is the Parent.
The Parent just transferred assets to a Subsidiary (COOP) of the Parent (WMIHC).

My iPhone Stocks Shows the Same.

+.16



Ron

My iPhone Stocks Shows the Same.

+.16



Ron

I Have Already Posted My Valuations.

And methodology of payments.

41.6 “Willful Misconduct”. RICO.
Therefore JD/JPM must pay full book value for “WMB and its assets” plus a factor.
I have posted the FDIC’s numbers for “WMB and its assets”.
JPM lost!

I have generated the assets list of WMI assets countless times before.

Have proven Retained Earnings and no one has proven me wrong. Same with the Series R Preferred.
No one responded to my multiple posts regarding two methods of proof. Zero response!

I’m very tired of answering this same question.
Too much fiction regarding how APR works. Please see Retained Earnings above.
Plan 6/7Liquidation Trusts. Two different trusts.


That’s your numbers and why?



Ron

527’s and NGO’s.

Bill Clinton removed “Glass-Steagall Act” which removed the restrictions on derivatives.
Unrestricted naked options.

Marxist Theory, chaos by design.

https://www.thegatewaypundit.com/2025/03/elon-musk-explains-non-profit-grift-that-george/

Lehman’s was a target with money.



Ron

We Have Been Tormented Too Long.

This Is due to resolve.

JPM lost, 41.6 “Willful Misconduct”.

Very few people understand the Derivative Market Meltdown of 2008.

JD/JPM, time to pay up.
Face it, you lost.



Ron

Loans Not Loads. Autocorrect problem.



Ron

Short Answer, TBTF FAILED.

Days Leading to September 14th, 2008.

Money wire transfers out of US securities like mad.
~$600 Billion in four hours.
The wire transfer gateway were shutdown.

JPM had no cash to cover JPM’s ~$17 Billion agreement to loan Lehman’s ‘mark to market’ so Lehman’s could close the day’s Books.

Therefore Lehman’s was forced into bankruptcy.


Data points;
~1998, Community Reinvestment Act legislation by the ACORN Community Organizer BO.
CRA forced the WMB, F&F to load to unqualified applicants.
To reduce their exposure ‘we’ moved the loads into securitized Trusts backed by Derivative Contracts which are insurance to cover the Trusts losses. Therefore no monetary exposure to mortgages losses.
‘We’ only had to resupply the Trust with an equal mortgage into the trust. WMB had ~$30 Billion in mortgages to resupply the Trusts.

~from 1999-2007 for the Derivative Contract writer, it was all free money, until the story changed.

Real, you’re my favorite poster because you’re one of the few people that understands the Derivative Market.



Ron

More Posters Are Understanding Derivative,

Market Meltdown of 2008


From FNMA MB;
https://investorshub.advfn.com/boards/read_msg.aspx?message_id=175874815

I mainly post on the COOP/WMIH MB.

WMI/WMB, Lehman’s, and F&F are all in this together.



Ron

$1.7 TRILLION In RMBS. $2T According to FDIC.

That is just the Residential Mortgage Loans (RMBS).

WaMu also created Commercial Mortgage Loans into Trusts also.
…
Auto loans.
Credit Cards.
• Securitized debt rolled into Trusts sold into the market.

Yes of course WaMu held large portions of their offerings and invested in others offerings.
All losses were insured through derivative contracts.
Therefore WaMu had no exposure to the downside.

The TBTF (the writers of the Derivative Contracts) are hoping that they can minimize their exposure to cover their obligations in LIBOR litigation.
I don’t think it’s working for them. More time means more interest accumulation.

Escrow holders are going to be fine, big fine.

The numbers told us.
RE(363 Sales), RA(ABS Trust Investment’s), WMI unaccounted for assets, WMBFSB, WMB,,,

That’s why JPM wanted to steal WaMu.

jhdf51, don’t lose hope in escrow shares.
I’m in Kirkland.

I can say more…



Ron