Epstein Secrets

frey We should buy these for Haze Trust. Spend around $1.2MM, We have over $3MM in cash. `•" ALL OFFERS ARE SUBJECT US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: http://pscppvl.a

al Writedown 0.00% 0.00% 0.00% Total Collat Loss 0.94% 0.91% 0.75% UNDERLYING COLLATERAL DESCRIPTION Total Liquidation 7.95% 7.73% 6.10% Average Loan Balance ($,000s) 368 Loan Count 818 HISTORICAL PERFORMANCE Mortgage Type Prime 30yr Fix 5 EFTA_R1_01405308 EFTA02385952 1 MOS 3 MOS 6 MOS Wtd A

S #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 US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: http://pscppvl.a

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

ch and pick up around 225bps on our base case yield assumption. EFTA_R1_00440056 EFTA01963713 Let me know. Paul US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: httpifipssppvLam

ritedown % 23.66% Current Credit Enhancement: 6.01% 60+ Delinquencies 17.22 60+ Delinquency Coverage 0.35x UNDERLYING COLLATERAL DESCRIPTION Average Loan Balance (5.000$) 246 Default Severity Delinq Rate Delinq Advance (% of P&I) Call Price @ 70-08 Yield DM Duration WAL Principal Window Principal W

ts which are appropriate for high risk investors only. • • • ALL OFFERS ARE SUBJECT EFTA_R1_00481402 EFTA01989226 US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP Into the web tool located at: http://pscppvtom

al Liquidation 10 60+ Delinquency Coverage 0 43x HISTORICAL PERFORMANCE UNDERLYING COLLATERAL DESCRIPTION 1 I EFTA_R1_00481401 EFTA01989225 Average Loan Balance ($.000s) 571 CPR 8 Mortgage Type Seasoned Prime 5/1 Hybrids CDR 2 Wtd Avg Mortgage Coupon 3.010% SEV ti Wtd Avg FICO Score 747 Wtd Avg Ori

good replacement for the bonds we sold last week. Spend around $1.2MM. Let me know. Paul "• ALL OFFERS ARE SUBJECT US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: http://pscppvl.a

itedown 33.06% 11.98% 0.00% Total Collat Loss 8.66% 8.10% 7.35% UNDERLYING COLLATERAL DESCRIPTION Total Liquidation 38.95% 36.06% 30.31% Average Loan Balance ($,000s) 249 Loan Count 764 HISTORICAL PERFORMANCE 5 EFTA_R1_01725355 EFTA02562934 Mortgage Type Mix Alt-A FRM and ARMs 1 MOS 3 MOS 6 MO

W 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 — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: http://pscppvl.a

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

from this morning traded away at a higher price. I think this is also interesting. Spend $750K. Let me know. Paul US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: http://pscppvl.a

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

@ $59-16 (7.24% yield/ 7.55 durn) Jeffrey We should buy 51MM of this for Jeepers. Paul *** ALL OFFERS ARE SUBJECT US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: http://pscppvl.a

tedown 61.68% 31.89% 26.50% Total Collat Loss 2.71% 2.13% 2.03% UNDERLYING COLLATERAL DESCRIPTION Total Liquidation 23.10% 17.88% 16.41% Average Loan Balance ($,000s) 296 Loan Count 773 HISTORICAL PERFORMANCE 5 EFTA_R1_01731681 EFTA02566470 Mortgage Type Alt-A Hybrid ARMs 1 MOS 3 MOS 6 MOS Wt

should buy $1MM of this bond. Would bid 97.00 which is a 6.30% yield. Let me know. Paul 11" ALL OFFERS ARE SUBJECT US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: http://pscppv1.a

Writedown 21.87% 0.00% 0.00% Total Collat Loss 2.32% 1.99% 1.72% UNDERLYING COLLATERAL DESCRIPTION Total Liquidation 12.94% 10.69% 9.30% Average Loan Balance ($,000s) 466 Loan Count 209 HISTORICAL PERFORMANCE 5 EFTA_R1_01343588 EFTA02357577 Mortgage Type Prime 30yr Fixed 1 MOS 3 MOS 6 MOS WW

nd $1MM in cash if we do this switch and pick up around 225bps on our base case yield assumption. Let me know. Paul US Onshore Clients — Blue Sky (U.S. State Securities Law): Please confirm Blue Sky eligibility before soliciting to a US Onshore client by entering the CUSIP into the web tool located at: http://pscppvl.a

itedown 42.88% 23.66% 0.00% Total Collat Loss 7.27% 6.65% 6.23% UNDERLYING COLLATERAL DESCRIPTION Total Liquidation 30.35% 24.99% 21.14% Average Loan Balance ($,000s) 5 EFTA_R1_01657300 EFTA02520487 246 Loan Count 731 HISTORICAL PERFORMANCE Mortgage Type Alt-A Fix and ARM 1 MOS 3 MOS 6 MOS Wt