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From: Barrett, Paul S <1 1MIM> Sent: Tuesday, February 5, 2013 4:33 PM To: Epstein, Jeffrey ([email protected]) Cc: Ens, Amanda; Weissend, Renee E Subject: FW: NEW HY PRIME RMBS #2 - $5.00mm of CWALT 04-2CB M @ 875-00 (6.21% yield/4.71 durn) Jeffrey We should buy $1.25MM of this bond Paul U
11 Percent 11 ramp 12 10.5 Percent 11 ramp 12 10 Percent Bond Type: Alt-A Men Pass-Through Del i nq Advance (% of P& I) 100 100 100 Ratings (S&P/Moodys/Fitch): CCC/-/- Current Coupon: 5.692% Yield @ Base Case 6.208% Price @ 75.00 Stress Case Base Case Recovery Case WAL @ Base Case 7.02 Yield 0.
From: Barrett, Paul S Sent: Monday, February 11, 2013 5:08 PM To: Epstein, Jeffrey ([email protected]) Cc: Ens, Amanda; Weissend, Renee E Subject: NEW HY RMBS BWIC - 54.3mm of RFMSI 04-54 1M1 @ 85-16 (6.51% yield/2.97 durn) Jeffrey We should buy 51MM of this bond. US Onshore Clients
2,002,760 Delinq Rate 7.5 Percent 7.5 Percent 7.5 Percent Bond Type: Prime Fix 5.25% Men Delinq Advance (% of P&I) 100 100 100 Ratings (S&P/Moodys/Fitch): CCC/-/NR Current Coupon: 5.250% Yield @ Base Case 6.509% Price @ 85.16 WAL @ Base Case 4.03 Yield 2.124 3 EFTA_R1_01730427 EFTA0256575
From: Barrett, Paul S Sent: Tuesday, February 5, 2013 9:15 PM To: Jeffrey Epstein Cc: Ens, Amanda; Weissend, Renee E Subject: HY PRIME RMBS #1 - $5.70mm of SEMI 11 B1 @ $74-16 (6.51% yield/ 6.20 durn) Jeffrey The mortgage from this morning traded away at a higher
Delinq Rate 12 Percent 12 Percent 12 Percent Bond Type: Prime Sub Floaters (1ML +145.5 bps) Delinq Advance (% of P&I) 100 100 100 Ratings (S&P/Moodys/Fitch): B-/Caal/B Current Coupon: 1.660% Yield @ Base Case 6.510% Price @ 74-16 Stress Case Base Case Recovery Case WAL @ Base Case 3 EFTA_R1_0
From: Barrett, Paul S < Sent: Thursday, February 14, 2013 6:30 PM To: Epstein, Jeffrey ([email protected]) Cc: Weissend, Renee E; Ens, Amanda Subject: NEW HY RMBS - $12.98mm of SARM 040-4 B1 @ $59-16 (7.24% yield/ 7.55 durn) Jeffrey We should buy 51MM of this for Jeepers.
ent Face: 6,718,757 Delinq Rate 13 Percent 13 Percent 13 Percent Bond Type: Alt-A Hybrid Sub Delinq Advance (% of P&I) 85 95 100 Ratings (S&P/Moodys/Fitch): CCC/-/- Call No No No Current Coupon: 2.899% Yield @ Base Case 7.241% Price @ 59-16 Stress Case Base Case 3 EFTA_R1_01731679 EFTA0256
Entities connected to both Renee E and S&P/Moodys/Fitch
Barrett
PERSON
Jeffrey Epstein
PERSONAmanda
PERSONU.S. State Securities Law
ORGANIZATION
Bloomberg L.P.
ORGANIZATIONNon-Agency
ORGANIZATIONGiuffrida
PERSONWtd Avg FICO Score
ORGANIZATIONAverage Loan Balance
ORGANIZATIONJPMorgan Global Wealth Managements Taxable Fixed Income Trading Desk
ORGANIZATIONWeighted Avg Loan Age
ORGANIZATIONDelinq Rate
LOCATIONWtd Avg Orig Loan
ORGANIZATION
David J
PERSONJon Schaffer
PERSONJPMorgan Securities
ORGANIZATIONSusannah
PERSONKevin Lynn
PERSONBee-Ann Benson
PERSONJ.P. Morgan Global Wealth Management
ORGANIZATION