Epstein Secrets

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 =amp;% 2017

> 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 good repl

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 style="font-

=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