Data exfiltration is a growing problem for business who face costs related to the loss of confidential data as well as potential extortion. This work presents a simple game theoretic model of network data exfiltration. In the model, the attacker chooses the exfiltration route and speed, and the defender selects monitoring thresholds to detect unusual activity. The attacker is rewarded for exfiltrating data, and the defender tries to minimize the costs of data loss and of responding to alerts.