Epstein Secrets

To: Jeffrey epstein (jeeyacation@gmaitcom)[Jeffrey epstein (jeevacation@gmaitcom)]; [email protected] ieevacation mail.com Cc: Barrett Pod Barrett, Paul S From

Ens, Amanda Sent: Wed 7/10/2013 5:13:55 PM Subject: RE: To Do - ALT-A HY RMBS OFFERING - $10mm of IMM 05-2 1M2 @ $69-00 (7.428% yield/4.53 dum) Jeffrey, We think we can source more of this bond and at 69 instead of 70.25. Paul thinks we should buy $2mm now, more than the $1mm originally discussed —

ent: Tuesday, July 09, 2013 10:00 AM To: Jeffrey Epstein ([email protected]) Cc: Barrett Pod Subject

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: Friday, June 15, 2012 2:04 PM To: Jeffrey Epstein Cc: Giuffrida, David J; Ens, Amanda Subject: To Do =OA Jeffrey This looks like an interesting bond.=Would be spending around $1MM. =OA $1.5MM of

From: Barrett, Paul S < Sent: Friday, June 15, 2012 2:04 PM To: Jeffrey Epstein Cc: Giuffrida, David J; Ens, Amanda Subject: To Do =OA Jeffrey This looks like an interesting bond.=Would be spending around $1MM. =OA $1.5MM of our CIT =amp;% 2017 bonds have been called at par. I would like

ent: Friday, June 15, 2012 2:04 PM To: Jeffrey Epstein Cc: Giuffrida, David J; Ens, Amanda Subject:

an style="font-size:9.0pt;font-family:"Arial","sans-s=rif";color:black">Wtd Avg Mortgage Coupon =/td> 6.383% Wtd Avg FICO Score<=p> =OA 742 =OD Wtd Avg Orig Loan-to-Value=o:p> 67.55% </=d> <=d width="153" nowrap="" valign="bottom" style="width:114.95pt;pa=ding:0in 5.4pt 0in 5.4ptheight:13.35pt"> HPI Adj LT

From: Barrett, Paul S Sent: Thursday, May 16, 2013 9:56 PM To: 'Jeffrey Epstein' Subject: RE: PRIME HY RMBS #2 - $2.669mm of BOAMS 03-1 B2 px talked @ $59-00 (5.885% yield/ 3.55durn) Traded away at a higher price. Original

5% yield/ 3.55durn) ok On Thu, May 16, 2013 at 11:32 AM, Barrett, Paul S <[email protected] <mailto:[email protected]» wrote: Jeffrey A few bonds coming out to the market today. Lets buy this one to replace what we sold on Tuesday. Spend around $600K. Let me know Paul US Onshor

t: Thursday, May 16, 2013 9:56 PM To: 'Jeffrey Epstein' Subject: RE: PRIME HY RMBS #2 - $2.669mm of BO

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 EFTA02378617 48.79% Weighted Avg Loan Age 115 Owner Occupied 9

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) Jeffr

stein ([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-Al mortgage bond. We are up $123K. And then buy the below bond. We will be raising around $1MM in cash if we

ent: Tuesday, July 9, 2013 2:00 PM To: Jeffrey Epstein ([email protected]) Cc: Barrett Pod Subjec

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

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

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 bu

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

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%

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

47098 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_R1_01447099 EFTA02405943 Owner Occupied 62.9

From: Barrett, Paul S < Sent: Wednesday, November 14, 2012 8:25 PM To: Epstein, Jeffrey ([email protected]) Cc: Giuffrida, David J; Schaffer, Susannah Subject: NEW HY PRIME RMBS (3:30pm BWIC) - $10mm of IMM 05-2 1M1 @ 71

From: Barrett, Paul S < Sent: Wednesday, November 14, 2012 8:25 PM To: Epstein, Jeffrey ([email protected]) Cc: Giuffrida, David J; Schaffer, Susannah Subject: NEW HY PRIME RMBS (3:30pm BWIC) - $10mm of IMM 05-2 1M1 @ 71-00 (6.44

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% Weighted Avg Loan Age 93 Owner Occupied 67.87

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

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) Je

ype 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% Weighted Avg Loan Age 107 Owner Occupied 69.0

From: Barrett, Paul S <[email protected]> Sent: Wednesday, April 18, 2012 8:28 PM To: Epstein, Jeffrey ([email protected]) Cc: Ens, Amanda Subject: To Do - BALTA 03-3 B1 @ $55-16 (11.64% yield / 6.71 dum) =OA Hi Jeffrey =span style=

From: Barrett, Paul S <[email protected]> Sent: Wednesday, April 18, 2012 8:28 PM To: Epstein, Jeffrey ([email protected]) Cc: Ens, Amanda Subject: To Do - BALTA 03-3 B1 @ $55-16 (11.64% yield / 6.71 dum) =OA Hi Jeffrey =span style="font-siz

_01303159 EFTA02339786 0.39 =OA Wtd Avg Mortgage Coupon 3.449%<=:p> SEV=/p> =OA NA NA =OA 37.51 =/td> Wtd Avg FICO Score =OA 707 =OD Wtd Avg Orig Loan-to-Value=o:p> 65.68% q=d> ad widthe172" nowrape" valign=bottom" style="width:129.1pt;padring:0in 5.4pt Oin 5.4pt;height:13.35pt"> HPI Ad= LTV 64.

yield / 6.26 durn) Can I book it in Haze? Paul Barrett, CFA Managing Director Global Investment Opportunities Group JPMorgan Private Bank From: Jeffrey [mailto:[email protected]] Sent: Tuesday, May 01, 2012 4:05 PM To: Barrett, Paul S Subject: Re: $2.59mm of WAMU 04-AR3 B2 @ 62-16 (10% yield /

oan 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 Orig Loan-to-Value 57.88% HPI Adj LTV 58.53% Weighted Avg Loan Age 97 Owner Occupied 96.18 Top 1 Geo Concentration CA 72% Top 2 Geo Concentration NY