Epstein Secrets

From: Barrett, Paul S Sent: Thursday, September 6, 2012 2:00 PM To: Epstein, Jeffrey ([email protected]) Cc: Giuffrida, David J; Schaffer, Susannah Subject: To Do Hi Jeffrey =/o:p> We like the =dea of receiving fixed in forward starting interest rate swaps in Europe=2E Th

From: Barrett, Paul S Sent: Thursday, September 6, 2012 2:00 PM To: Epstein, Jeffrey ([email protected]) Cc: Giuffrida, David J; Schaffer, Susannah Subject: To Do Hi Jeffrey =/o:p> We like the =dea of receiving fixed in forward starting interest rate swaps in Europe=2E The deleveraging proce

rett, Paul S <[email protected]> Sent: Friday, September 28, 2012 1:54 PM To: Epstein, Jeffrey ([email protected]) Cc: Giuffrida, David J; Schaffer, Susannah Subject: EUR Interest Rate swap unwind Jeffrey=/o:p> <=o:p> We unwound the =wap at +$54K. Would like to go back into this t

[email protected]> Sent: Friday, September 28, 2012 1:54 PM To: Epstein, Jeffrey ([email protected]) Cc: Giuffrida, David J; Schaffer, Susannah Subject: EUR Interest Rate swap unwind Jeffrey=/o:p> <=o:p> We unwound the =wap at +$54K. Would like to go back into this trade at 1.35% or bet

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

m: 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 replacement for the bond

From: Barrett, Paul S < Sent: Wednesday, November 21, 2012 3:42 PM To: Epstein, Jeffrey ([email protected]) Cc: Giuffrida, David J; Schaffer, Susannah Subject: Bond to sell Jeffrey=/o:p> <=o:p> I think we can =ell our Wells Fargo bond that we bought in September for a 10% ga

om: Barrett, Paul S < Sent: Wednesday, November 21, 2012 3:42 PM To: Epstein, Jeffrey ([email protected]) Cc: Giuffrida, David J; Schaffer, Susannah Subject: Bond to sell Jeffrey=/o:p> <=o:p> I think we can =ell our Wells Fargo bond that we bought in September for a 10% gain. Wou=d you care a

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-

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-size:11.0pt;font-fam

From: Barrett, Paul S < Sent: Monday, October 1, 2012 3:34 PM To: 'Epstein, Jeffrey ([email protected] Cc: Giuffrida, David J; Schaffer, Susannah Subject: Bond Idea Attachments: KND.PDF =body lang="EN-US" link="blue" vlink="purple"> Jeffrey =0:p> Our=HY Credit team i

From: Barrett, Paul S < Sent: Monday, October 1, 2012 3:34 PM To: 'Epstein, Jeffrey ([email protected] Cc: Giuffrida, David J; Schaffer, Susannah Subject: Bond Idea Attachments: KND.PDF =body lang="EN-US" link="blue" vlink="purple"> Jeffrey =0:p> Our=HY Credit team initiated coverage on

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> US Onshor

om: 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> US Onshore Clients — Blue Sky