Epstein Secrets

:1.011?997 Mar Jun Sep 2010 Copyright 2012 Bloomberg Finance MCILH2 COMB Comity - COH2 C. WTI underpe

To: Jeffrey Epsteint Cc: Giuffrida, David From: Barrett, Paul S Sent: Tue 2/7/2012 5:26:20 PM Subject: Oil Jeffrey Recent developments in WTI fundamentals and Brent Fundamentals

New Roman""> &=bsp; =span style="font-size:10.0pt;font-family:"Calibri","san=- serif";color:e1F497D">94 months seasoned - = 681 FICO =0A••Source: Bloomberg =OA BSABS 20O4-AC6 Ml Offered @ 49-164p atd> <=d width="168" nowrap="" valign="bottom" style="width:126.05pt;pa=ding:0in 5.4pt 0in 5.4ptheight:1

From: Barrett, Paul S Sent: Wednesday, August 15, 2012 6:03 PM To: Jeffrey Epstein Cc: Giuffrida, David Subject: To Do - : NEW HY RMBS - $12.5mm of BSABS 04-AC6 M1 @ $49-16 (7.03% yield/2.81 dum) Why we think this bond is compelling: =OD </

Updated LTV = 88% 68% of the borrowers have not missed a payment in the past 2 years 93 months seasoned 704 FICO $249k average balance **Source: Bloomberg IMM 2005.2 1M1 Offered @ 71.00 BOND DESCRIPTION Prepay Rate 1 CPR 2 CPR 3 CPR Cusip: 45254NNB9 Default Rate 6 for 304 CDR 6 for 24 4 ramp

From: Barrett, Paul S < Sent: Wednesday, November 14, 2012 8:25 PM To: Epstein, Jeffrey ([email protected]) Cc: Giuffrida, David J; Schaffer, Susannah Subject: NEW HY PRIME RMBS (3:30pm BWIC) - $10mm of IMM 05-2 1M1 @ 71-00 (6.44% yield/5.69 durn) Jeffrey Here is a

FICO</=pan> =0D $271k =verage balance ••Sou=ce: Bloomberg SEMT 2003-5 B1 Offered @ 80-16 =/td> <=d width=

From: Barrett, Paul S Sent: Friday, October 19, 2012 3:17 PM To: Jeffrey Cc: Giuffrida, David J; Schaffer, Susannah Subject: To Do - NEW HY RMBS - $7.521mm of SEMI 03-5 B1 @ $80-16 (6.15% yield / 5.62 dum) =OA Hi Jeffrey =span sty

AHPI Updat=d LTV = 92% <=span>76% of the borrowers=have not missed a payment in the past 2 years - = 90 months seasoned &nb=p; 734=FICO "Source: Bloomberg MHL 2005.2 1M1 Offered @ 70-00 =OD =OD =/td> =OA BOND DESCRIPTION Prepay Rate 0.5 CPR 3 CPR Cusip: 1 EFTA_R1_01659904 EFTA02522065 619

From: Barrett, Paul S < Sent: Tuesday, September 11, 2012 2:28 PM To: Epstein, Jeffrey ([email protected]) Cc: Giuffrida, David J; Schaffer, Susannah Subject: NEW HY RMBS on 10am BWIC - $8.13mm of MHL 05-2 1M1 (BBB+•) @ $70-00 (6.50% yield / 6.25 dum) Jeffrey =br>

product (this has been in the press for at least the last couple weeks and shouldn't be a huge neg. for GOOG). Other changes could involve search (Bloomberg has reported that BIDU would be offered as a default search option for iOS devices in China in addition to GOOG), Siri (integration w/3rd party app

To: [email protected][ieevacation gmail.com Cc: Giuffrida, David J From: Barrett, Paul S Sent: Fri 6/8/2012 7:27:50 PM Subject: Apple Apple up 6 to 578, on the highs of the day. The move is likely on