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

E Mortgage Type Prime 30yr Fix 5 EFTA_R1_01405308 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_0

se credit events whic= are appropriate for high risk investors only =OA =OA =OD c=td> *** 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 =ocated at: http://pscppvl.a

tgage T=pe Seasoned Alt-A 30yr Fix</=pan> =OD CDR <=td> 0.00=/p> =0A 0.64 =0A Wtd Avg Mortgage Coupon =OD 5.284% SEV NA =OD NA 37.63=/p> Wtd Avg FICO Score NA =OA =0AWtd Avg Orig loan-=o-Value 58.05% 5 EFTA_R1_01422433 EFTA02393669 <=d width="137" nowrap="" valign="bottom" style="width:103.0pt;p

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

E Mortgage Type Alt•A 30yr Fix 5 EFTA_R1_01447098 EFTA02405942 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 6.054% CPR 15.78 13.83 12.76 Wtd Avg FICO Score 710 CDR 1.96 2.32 3.22 Wtd Avg Orig Loan-to-Value 60.12% SEV 57.88 51.28 48.09 HPI Adj LTV 59.52% Weighted Avg loan Age 109 6 EFTA_R

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

EFTA_R1_01725355 EFTA02562934 Mortgage Type Mix Alt-A FRM and ARMs 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 4.110% CPR 0.10 4.44 3.95 Wtd Avg FICO Score 704 CDR 6.73 6.33 6.22 Wtd Avg Orig Loan-to-Value 70.45% SEV 34.97 52.01 6 EFTA_R1_01725356 EFTA02562935 39.23 HPI Adj LTV 88.14% W

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

ge Type Seasoned Prime 3Oyr Fix 5 EFTA_R1_01730429 EFTA02565760 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 5.655% CPR 27.23 31.87 27.45 Wtd Avg FICO Score 735 CDR 0.00 4.64 2.20 Wtd Avg Orig Loan•to•Value 54.81% SEV NA 30.01 30.01 HPI Adj LTV 56.15% Weighted Avg Loan Age 105 6 EFTA_R1_0

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

5 EFTA_R1_01730841 EFTA02565935 Mortgage Type Prime Vanilla ARMs 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 2.176% CPR 0.52 25.69 18.14 Wtd Avg FICO Score 723 COR 0.00 0.00 0.00 WW Avg Orig Loan-to-Value 59.56% SEV NA NA NA HPI Adj LTV 6 EFTA_R1_01730842 EFTA02565936 53.22% Weighted Av

@ $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

5 EFTA_R1_01731681 EFTA02566470 Mortgage Type Alt-A Hybrid ARMs 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 3.169% CPR 9.36 10.04 8.97 Wtd Avg FICO Score 715 CDR 3.43 1.86 2.28 Wtd Avg Orig Loan-to-Value 67.20% SEV 37.02 43.01 6 EFTA_R1_01731682 EFTA02566471 36.28 HPI Adj LTV 68.75% W

events which are appropriate for high risk investors only.<=span> &nbs=; =OA =OD =OA *** ALL OFFERS ARE SUBJECT US Onshore Cli=nts — Blue Sky (U.S. State Securities Law): Please confirm Blue =ky eligibility before soliciting to a US Onshore client by entering the CU=IP into the web tool located at: http://pscppyl.a

ned P=ime 5/1 hybrid 4 EFTA_R1_01303050 EFTA02339714 CDR 0.00 =OD 0.00 0.52<=p> Wtd Avg Mortgage Coupon SEV NA =/o:p> NA =OD 54.45 =OA Wtd Avg FICO Score 736 =OD =td width="153" nowrap="" valign="bottom" style="width:114.55pt;p=dding:0in 5.4pt Din 5.4ptheight:13.35pt"> =0D <=tr> =0D <=tr> =OA

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

an Count 731 HISTORICAL PERFORMANCE Mortgage 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% W

ut to the market today. Lets buy this one to replace what we sold on Tuesday. Spend around $600K. 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

5 EFTA_R1_01390774 EFTA02378616 Mortgage Type Prime Hybrid ARMs 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 3.408% CPR 14.47 12.41 13.35 Wtd Avg FICO Score #N/A Field Not Applicable COR 0.00 1.03 1.15 Wtd Avg Orig Loan-to-Value 52.29% SEV #N/A N/A 78.95 55.O9 HPI Adj LTV 6 EFTA_R1_01390775