Epstein Secrets

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/4.71 durn) Jeffrey We should buy $1.25MM

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

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) Jeffrey We should buy 51MM of this bond.

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: 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 this morning tra

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

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) Jeffrey We should buy 51MM of this for Jeepers. Paul *** ALL

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

From: Barrett, Paul S < Sent: Thursday, April 19, 2012 12:21 PM To: Epstein, Jeffrey ([email protected]) Cc: Ens, Amanda Subject: WFMBS 04-EE 81 @ $70-00 (8.96% yield / 5.79 dum) =body lang="EN-US" link="blue" vlink="purple"> We should spend 51MM on this bond. let m

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

m: 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-size:11.0pt;font-family:"Calibri","san=-serir

ht:13.35pt"> CDR 0.00 4 EFTA_R1_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;