Epstein Secrets

From: Barrett, Paul S <p Sent: Tuesday, May 1, 21.11 To: Epstein, Jeffrey ([email protected]) Cc: Giuffrida, David Subject: $2.59mm of WAMU 04-AR3 B2 @ 62-16 (10% yield / 6.26 durn) =OA Jeffrey=/b> Found a bond for the 51MM we were looking to spe=d fro

=OD HISTORICAL =ERFORMANCE =b> =0A=0A =nbsp; =/p> 1=O5 =OA <=pan style="font-size:9.Optfont-family:"Aria)",'sans-se=if";color:black">3 MOS Average Loan Balance ($,0=0s) 571 </=d> <=d width="161" nowrap="" valign="bottom" style="width:120.6ptpad=ing:0in 5.4pt 0in 5.4pt;height:13.35pt"> 4 EFTA_R1_01711036

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 </

1.8pt"> Total Collat Loss 6..04% 5.73% 5.28% <= class="MsoNormal">UNDERLYING COLLATERAL DESCRIP=ION Total Liquidation<=:p> 28.10% 25.20%=/p> Average Loan Balance ($,=00s) 216 <=td> <=d width="177" nowrap="" valign="bottom" style="width:132.8ptpad=ing:0in 5.4pt 0in 5.4pt;height:13.35pt"> Loan C=unt 429 </=

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

itedown 33.06% 11.98% 0.00% Total Collat Loss 8.66% 8.10% 7.35% UNDERLYING COLLATERAL DESCRIPTION Total Liquidation 38.95% 36.06% 30.31% Average Loan Balance ($,000s) 249 Loan Count 764 HISTORICAL PERFORMANCE 5 EFTA_R1_01725355 EFTA02562934 Mortgage Type Mix Alt-A FRM and ARMs 1 MOS 3 MOS 6 MO