Epstein Secrets

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

tgage T=pe Seasoned Alt-A 30yr Fix</=pan> =OD CDR <=td> 0.00=/p> =0A 0.64 =0A Wtd Avg Mortgage Coupon =OD 5.284% SEV NA =OD NA 37.63=/p> Wtd Avg FICO Score NA =OA =0AWtd Avg Orig loan-=o-Value 58.05% 5 EFTA_R1_01422433 EFTA02393669 <=d width="137" nowrap="" valign="bottom" style="width:103.0pt;p

From: Barrett, Paul S Sent: Wednesday, August 1, 2012 6:05 PM To: Jeffrey Epstein Cc: Giuffrida, David Subject: To Do - HY RMBS OFFER $17+mm of WFMBS 05-9 B1 @ $33-16 (8.66% yield / 6.68 dum) Jeffrey After the sale of the 1.2MM Sprint bond

.4pt"> 1.=5 Mortga=e Type Seasoned Prime 30yr Fix=/span> =OD SEV <=td> 19.62 =OA 33.78 =OD Wtd Avg Mortgage Coupon </=d> 5.713% =OA =OA Wtd Avg FICO Score =0A 734 =OA =OA Wtd Avg Orig Loan-to-Value =p class="MsoNormal" align="center" style="text-align:center">64.19% =OA HPI Adj LTV =OD 84.63% 4

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

EFTA_R1_01725355 EFTA02562934 Mortgage Type Mix Alt-A FRM and ARMs 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 4.110% CPR 0.10 4.44 3.95 Wtd Avg FICO Score 704 CDR 6.73 6.33 6.22 Wtd Avg Orig Loan-to-Value 70.45% SEV 34.97 52.01 6 EFTA_R1_01725356 EFTA02562935 39.23 HPI Adj LTV 88.14% W

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>

12% =OD =OD CPR cd width="150" nowrap="" valign="bottom" style="width:112.2pt;pad=ing:0in 5.4pt 0in 5.4ptheight:13.35pt"> 0=2E28 1.73 =0A 2.18 Wtd Avg FICO Score 734 =OD CDRap> =0A 6.62 3.38 Wtd Avg Orig boan-to-Value =OD <=pan style="font-size:9.Opt;font-family:"Arial","sans-se=if";color:#1F4970">69.6