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

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 Concentration CA 52% Top 2 Geo Concentration FL 10% Top 3 Geo Concentrati

To: Barrett. Paul S From: Jeffrey Epstein Sent: Fri 5/10/2013 8:06:52 PM Subject: Re: NEW PRIME HY RMBS $1.5mm of GSR 05-5F B1 @ 97-16 (6.132% yield/7.23durn) ok On Fri, May 10, 2013 at

bject: Re: NEW PRIME HY RMBS $1.5mm of GSR 05-5F B1 @ 97-16 (6.132% yield/7.23durn) ok On Fri, May 10, 2013 at 4:05 PM, Barrett, Paul S ‹ > wrote: Jeffrey 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.

To: Barrett. Paul S From: Jeffrey Epstein Sent: Fri 5/10/2013 8:06:52 PM Subject: Re: NE

7474 EFTA01973324 Wtd Avg Mortgage Coupon 5.813% CPR Wtd Avg FICO Score 726 CDR Wtd Avg Ong Loan-to-Value 59.50% SEV HPI Adj LTV 64.07% Weighted Avg Loan Age 105 Owner Occupied 91.47 Top 1 Geo Concentration CA 33% Top 2 Geo Concentration NY 11% Top 3 Geo Concentration FL 7% Always Current (24 mos

From: Barrett, Paul S Sent: Wednesday, August 1, 2012 6:05 PM To: Jeffrey Epstein Cc: Giuffrida, David Subject: To Do - HY RMBS OFFER $17+mm of WFMBS 05-9 B1 @ $33-16 (8.66% yield / 6.68 dum) Jeffrey After the sale of the 1.2MM

012 6:05 PM To: Jeffrey Epstein Cc: Giuffrida, David Subject: To Do - HY RMBS OFFER $17+mm of WFMBS 05-9 B1 @ $33-16 (8.66% yield / 6.68 dum) Jeffrey After the sale of the 1.2MM Sprint bond in Haze we have a total of 1=2E7MM cash in Haze. I think we should buy this bond. Our base case has=a 8.63%

Wednesday, August 1, 2012 6:05 PM To: Jeffrey Epstein Cc: Giuffrida, David Subject: To Do - HY RMBS

734 =OA =OA Wtd Avg Orig Loan-to-Value =p class="MsoNormal" align="center" style="text-align:center">64.19% =OA HPI Adj LTV =OD 84.63% 4td> Weighted Avg Loan Age =OA 83 5 EFTA_R1_01717308 EFTA02557928 =OA Owner Occupied</=> =OD CA 41% =td width="48" nowrap="" valign="bottom" style="width:35.65pt;pad

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 th

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 price. I think this is also interesting. Spend $750K. Let me know. Paul US Onshore Client

Tuesday, February 5, 2013 9:15 PM To: Jeffrey Epstein Cc: Ens, Amanda; Weissend, Renee E Subject: H

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 Avg Loan Age 125 Owner Occupied 87.86 Top 1 Geo Concentration FL 21% Top 2 Geo Concentration NY 10% Top 3 Geo Concentration GA 9% Always Current (24 mos)

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

ble 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 91.13 Top 1 Geo Concentration CA 57% Top 2 Geo Concentration FL 8% Top 3 Geo Concentration GA 4% Always Current (24 mos)

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

e 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 68.21 Top 1 Geo Concentration CA 52% Top 2 Geo Concentration FL 10% Top 3 Geo Concentration VA 4% Always Current (24 mos

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

e 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 Top 1 Geo Concentration CA 52% Top 2 Geo Concentration FL 11% Top 3 Geo Concentration VA 3% Always Current (24 mos)

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.

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)

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_01730430 EFTA02565761 Owner Occupied 96.17 Top 1 Geo Concentration CA 49% Top 2 Geo Concentration TX 7% Top 3 Geo Concentra

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

e 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 69.07 Top 1 Geo Concentration CA 44% Top 2 Geo Concentration CO 10% Top 3 Geo Concentration FL 5% Always Current (24 mos

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 /

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 5% Top 3 Geo Concentration FL 3% Always Current (24 mos) 85