Document Mentions (4 shared documents)

EFTA02405938

2 mentions1 same-page

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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

tedown 59.43% 34.77% 16.07% Total Collat Loss 2.62% 2.24% 1.96% UNDERLYING COLLATERAL DESCRIPTION Total Liquidation 18.51% 14.37% 12.23% Average Loan Balance ($,000s) 104 Loan Count 3,343 HISTORICAL PERFORMANCE Mortgage Type Alt•A 30yr Fix 5 EFTA_R1_01447098 EFTA02405942 1 MOS 3 MOS 6 MOS Wtd

EFTA02565756

2 mentions1 same-page

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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

Writedown 29.22% 14.66% 3.28% Total Collat Loss 0.54% 0.46% 0.39% UNDERLYING COLLATERAL DESCRIPTION Total Liquidation 7.59% 6.83% 5.55% Average Loan Balance ($,000s) 296 Loan Count 145 HISTORICAL PERFORMANCE Mortgage Type Seasoned Prime 3Oyr Fix 5 EFTA_R1_01730429 EFTA02565760 1 MOS 3 MOS 6 M

EFTA02565931

2 mentions1 same-page

Page ?Same page

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

ritedown 30.94% 10.89% 0.08% Total Collat Loss 0.49% 0.43% 0.37% UNDERLYING COLLATERAL DESCRIPTION Total Liquidation 11.80% 10.54% 9.04% Average Loan Balance ($,000s) 238 Loan Count 165 HISTORICAL PERFORMANCE 5 EFTA_R1_01730841 EFTA02565935 Mortgage Type Prime Vanilla ARMs 1 MOS 3 MOS 6 MOS W