Epstein Secrets

months seasoned $368k average balance "Source: Bloomberg GSR 2005-SF B1 Offered @ 97-16 BOND DESCRIPTION

frey We should buy these for Haze Trust. Spend around $1.2MM, We have over $3MM in cash. `•" ALL OFFERS ARE SUBJECT US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: http://pscppvl.a

rowers have not missed a payment in the past 2 years EFTA_R1_01447094 EFTA02405938 109 months seasoned 710 FICO $104k average balance "Source: Bloomberg CWALT 2004-2CB M Offered @ 75-00 BOND DESCRIPTION Prepay Rate 8 CPR 10 CPR 12 ramp 20 15 CPR Cusip: 12667FA28 Default Rate 4 ramp 20 6 5 ra

S #2 - $5.00mm of CWALT 04-2CB M @ 875-00 (6.21% yield/4.71 durn) Jeffrey We should buy $1.25MM of this bond Paul US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: http://pscppvl.a

710 66% 24-month perfect payers "Source: Intex/Bloomberg: July 10, 2013 iMM 2006.2 1M2 Offered fa 69-00

ch and pick up around 225bps on our base case yield assumption. EFTA_R1_00440056 EFTA01963713 Let me know. Paul US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: httpifipssppvLam

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

good replacement for the bonds we sold last week. Spend around $1.2MM. Let me know. Paul "• ALL OFFERS ARE SUBJECT US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: http://pscppvl.a

soned 735 FICO $296k average balance **Source: Bloomberg REMSI 2004-54 1M1 Offered @ 85-16 BOND DESCRIPT

W HY RMBS BWIC - 54.3mm of RFMSI 04-54 1M1 @ 85-16 (6.51% yield/2.97 durn) Jeffrey We should buy 51MM of this bond. US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: http://pscppvl.a

asoned 723 FICO $238k average balance "Source: Bloomberg SEMI 11 B1 Offered @ 74-16 BOND DESCRIPTION Pr

from this morning traded away at a higher price. I think this is also interesting. Spend $750K. Let me know. Paul US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: http://pscppvl.a

Updated LTV = 69% 71% of the borrowers have not missed a payment in the past 2 years 107 months seasoned 715 FICO $296k average balance "Source: Bloomberg SARM 2004-4 B1 Offered @ 59-16 BOND DESCRIPTION Prepay Rate 4 CPR 8 CPR 10 CPR Cusip: 86359BPE5 Default Rate 3 ramp 24 7 7 ramp 12 2 CDR 2

@ $59-16 (7.24% yield/ 7.55 durn) Jeffrey We should buy 51MM of this for Jeepers. Paul *** ALL OFFERS ARE SUBJECT US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: http://pscppvl.a

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

w <= class="MsoNormal"> =/p> Paul =span style="font-size:11.0pt;font-family:"Calibri","san.-serif";color:#1F497D"> US Onshore Clients — Blue Sk= (U.S. State Securities Law): Please confirm Blue Sky eligibility befo=e soliciting to a US Onshore client by entering the CUSIP into the web too= located at: http://pscppvl.a

months seasoned $466k average balance "Source: Bloomberg•' CMSI 2005-7 1A4 Offered @ 98-00 BOND DESCRIPT

should buy $1MM of this bond. Would bid 97.00 which is a 6.30% yield. Let me know. Paul 11" ALL OFFERS ARE SUBJECT US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: http://pscppv1.a

nce 66% 24-month perfect payers **Source: Intex/Bloomberg: July 8, 2013 IMM 2005.2 1M2 Offered @ 70.08 BO

nd $1MM in cash if we do this switch and pick up around 225bps on our base case yield assumption. Let me know. Paul US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: http://pscppvl.a