Epstein Secrets

From: Barrett, Paul S < Sent: Friday, May 10, 2013 8:05 PM To: Epstein, Jeffrey ([email protected]) Cc: Barrett Pod Subject: NEW PRIME HY RMBS - 51.5mm of GSR 05-5F B1 @ 97-16 (6.132% yield/7.23dum) Jeffrey We should buy these for Haze Trust. Spend around $1.2M

05308 EFTA02385952 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 5.813% CPR 24.51 22.35 23.44 Wtd Avg FICO Score 726 CDR 0.00 1.08 1.66 Wtd Avg Orig Loan-to-Value 59.50% SEV NA 31.29 35.51 HPI Adj LTV 64.07% Weighted Avg loan Age 105 6 EFTA_R1_01405309 EFTA02385953 Owner Occupied 91.47

avoiding U.S. tax-related penalties. From: Barrett, Paul S Sent: Tuesday, July 09, 2013 10:00 AM To: Jeffrey Epstein ([email protected]) Cc: Barrett Pod Subject: To Do - ALT-A HY RMBS OFFERING - $10mm of IMM 05-2 1M2 @ $70-08 (7.005% yield/4.56 durn) Jeffrey I think we should sell our Chase 2007-A

246 Loan Count 731 HISTORICAL PERFORMANCE Mortgage Type Alt-A Fix and ARM Wtd Avg Mortgage Coupon 3.986•% CPR Wtd Avg FICO Store 704 CDR Wtd Avg Orig Loan-to-Value 70.56% SEV HPI Adj LTV 83.94% Weighted Avg Loan Age 101 Owner Occupied 68.21 EFTA_R1_00440054 EFTA01963711 Top 1 Geo Concentrati

From: Barrett, Paul S < Sent: Tuesday, July 9, 2013 2:00 PM To: Jeffrey Epstein ([email protected]) Cc: Barrett Pod Subject: To Do - ALT-A HY RMBS OFFERING - $10mm of IMM 05-2 1M2 @ $70-08 (7.005% yield/4.56 durn) Jeffrey I think we should sell our Chase 2007-

Type Alt-A Fix and ARM 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 3.986% CPR 6.55 6.22 5.58 Wtd Avg FICO Score 704 CDR 0.79 3.40 3.25 Wtd Avg Orig Loan-to-Value 6 EFTA_R1_01657301 EFTA02520488 70.56% 5EV 95.19 55.27 58.00 HPI Adj LTV 83.94% Weighted Avg Loan Age 101 Owner Occupied 68.2