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

quencies 60+ Delinquency Coverage UNDERLYING COLLATERAL DESCRIPTION Prepay Rate 45254NNC7 Default Rate 10,000,000 Default Severity 1.566.775 Delinq Rate Alt-A Men Floater (1ML 73.5bps) Delinq Advance (% of P8I) CC/Cat- Call 0.928% 7 1 1 Jul13 to Nov28 23 20% 6.01% ' 3 2? Price @ 69-00 Yie

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

.34 Jun13 to May35 0.00% 4.81% 9.99 0.48x Average Loan Balance (5,000s) 368 Loan Count 818 Mortgage Type Prime 30yr Fix Default Severity Delinq Rate Delinq Advance (% of P&I) Price @ 97-16 Yield Spread over Tsy Duration WAL Principal Window Principal Writedown Total Collat Loss Total Liq

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

iginal Face: 5,700,000 Default Severity 45 ramp 36 40 2 EFTA_R1_01730838 EFTA02565932 40 ramp 24 35 35 ramp 18 30 Current Face: 1,060,043 Delinq Rate 12 Percent 12 Percent 12 Percent Bond Type: Prime Sub Floaters (1ML +145.5 bps) Delinq Advance (% of P&I) 100 100 100 Ratings (S&P/Moodys/F

From: Barrett, Paul S Sent: Thursday, March 7, 2013 7:51 PM To: Jeffrey Epstein Cc: Ens, Amanda Subject: To Do - NEW HY RMBS - $5.982mm of CMSI 2005-7 1M @ $98-00 ( 6.033% yield/ + 522 vs. tsy/ 3.49 dum) Jeffrey We should buy

o: Jeffrey Epstein Cc: Ens, Amanda Subject: To Do - NEW HY RMBS - $5.982mm of CMSI 2005-7 1M @ $98-00 ( 6.033% yield/ + 522 vs. tsy/ 3.49 dum) Jeffrey We 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

t: Thursday, March 7, 2013 7:51 PM To: Jeffrey Epstein Cc: Ens, Amanda Subject: To Do - NEW HY RMBS

2 2 CDR Original Face: 5,982,000 Default Severity 50 50 ramp 12 45 45 ramp 12 40 Current Face: 4,551,230 2 EFTA_R1_01343585 EFTA02357574 Delinq Rate 9 Percent 9 Percent 9 Percent Bond Type: Prime Fixed 30yr Snr. Sub Delinq Advance (% of P&I) 100 100 100 Ratings (S&P/Moodys/Fitch): -/Ca/

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

al Face: 2 EFTA_R1_01725352 EFTA02562931 10,000,000 Default Severity 65 ramp 12 60 55 ramp 12 60 55 55 ramp 24 50 Current Face: 1,665,558 Delinq Rate 16 Percent 16 Percent 16 Percent Bond Type: Alt-A Floater Men (1.ML + 43bps) Delinq Advance (% of P&I) 75 80 80 Ratings (S&P/Moodys/Fitch):

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)

1.5 CDR Original Face: 4,314,300 Default Severity 40 ramp 36 35 35 ramp 36 30 30 Current Face: 2 EFTA_R1_01730426 EFTA02565757 2,002,760 Delinq Rate 7.5 Percent 7.5 Percent 7.5 Percent Bond Type: Prime Fix 5.25% Men Delinq Advance (% of P&I) 100 100 100 Ratings (S&P/Moodys/Fitch): CCC/-

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

ginal Face: 12,976,407 Default Severity 45 ramp 36 40 40 ramp 24 35 2 EFTA_R1_01731678 EFTA02566467 40 ramp 18 35 Current Face: 6,718,757 Delinq Rate 13 Percent 13 Percent 13 Percent Bond Type: Alt-A Hybrid Sub Delinq Advance (% of P&I) 85 95 100 Ratings (S&P/Moodys/Fitch): CCC/-/- Call

ey Cc: Giuffrida, David J; Schaffer, Susannah Subject: To Do - NEW HY RMBS - $7.521mm of SEMI 03-5 B1 @ $80-16 (6.15% yield / 5.62 dum) =OA Hi Jeffrey =span style="font-size:11.0pt;font-family:"Calibri","san=-seriflcolor:#1F497D"> This bond looks interesting. =OA I would like to take profits on o

ng:0in 5.4pt 0in 5.4pt;height:12.75pt"> 2 ramp 24 0.5 CDR Original Face: =0D 7,521,500 Default Severity 60 ramp 24 40 =0A Current Face: =OD Delinq Rate 4 Percent =OD 4 Percent =OD Bond Type: <=td> Seasoned Prime Subs Delinq Advance (% of P&I) 100 =td width="175" nowrap="" valign="bottom" styl