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From: Barrett, Paul S Sent: Friday, March 30, 2012 5:45 PM To: Epstein, Jeffrey ([email protected]) Cc: Giuffrida, David Subject: $6mm of IMSA 03-3 M2 @ 78-00 (10.24% yield / 2.64 durn) Jeffrey =nbsp; This is an ex=mple of the bonds I think we should accumul
14.15pr> Bond Type:=o:p> Alt-A Fix 4.967% Men =OA Price @ 78-00 =oAStress=Case Re=overy Case 2 EFTA_R1_01422430 EFTA02393666 =OD Ratings (S&P/Moodys/Fitch): =OA Yield =OD 3.213=/p 11.558 Current Coupon: 4.967%<=:p> 921<=span> 1=60 Yield @ Base Case =OD Duration=/span> 2.74 2.64 2.49 =OA W
From: Barrett, Paul S < Sent: Friday, June 15, 2012 2:04 PM To: Jeffrey Epstein Cc: Giuffrida, David J; Ens, Amanda Subject: To Do =OA Jeffrey This looks like an interesting bond.=Would be spending around $1MM. =OA $1.5MM of our CIT =am
> Prime 6% Senior Support =OD =OD Price @ 57.00 Stress Case<=:p> Base Case =OA Recovery=Case 3 EFTA_R1_01713338 EFTA02555349 =OA Ratings (S&P/Moodys/Fitch): =td width="174" nowrap="" valign="bottom" style="width:130.2pt;pa=ding:Oin 5.4pt 0in 5.4pt;height:13.35pt"> =span style="font-size:9.0pt;font-fam
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
5,558 Delinq Rate 16 Percent 16 Percent 16 Percent Bond Type: Alt-A Floater Men (1.ML + 43bps) Delinq Advance (% of P&I) 75 80 80 Ratings (S&P/Moodys/Fitch): CCC/B2/- Current Coupon: 0.856% Yield @ Base Case 6.441% Price @ 71.00 Stress Case 3 EFTA_R1_01725353 EFTA02562932 Base Case Recovery C
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
=td width="175" nowrap="" valign="bottom" style="width:131.0pt;ba=kground:#F2F2F2;padding:0in 5.4pt 0in 5.4pt;height:12.75pt"> 100 10= Ra=ings (S&P/Moodys/Fitch): 88+/=3/BBB/. - N N 3 EFTA_R1_01320868 EFTA02347702 10/2015</=> Current Coupon:=/span> • • Run to Fwd LIBOR<=p> =OA =OD Yield @ Base Cas
Entities connected to both Giuffrida and S&P/Moodys/Fitch
Barrett
PERSON
Jeffrey Epstein
PERSON
David J
PERSONAmanda
PERSONNon-Agency
ORGANIZATION
Bloomberg L.P.
ORGANIZATIONU.S. State Securities Law
ORGANIZATIONRenee E
PERSONWtd Avg FICO Score
ORGANIZATIONAverage Loan Balance
ORGANIZATIONJon Schaffer
PERSONWtd Avg Orig Loan
ORGANIZATIONSusannah
PERSONWeighted Avg Loan Age
ORGANIZATIONDelinq Rate
LOCATIONPrinci
ORGANIZATIONal Window
PERSONCurrent Cr
ORGANIZATION