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

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

ading desk commentary are subject to change without notice and JPMorgan is under no obligation to update or keep this information current. Thanks, Amanda Amanda Ens I Vice President I Global Investment Opportunities I J.P.Morgan I WAS ID: 320 Park Ave, 14th Floor, New York, NY 10022 M: EFTA_R1_0044

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 our CIT =amp;% 2017 bonds have be

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, 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

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

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

_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.