EFTA00933537.pdf

From: Jeffrey .cjeceacation(gsmaitcom> To: "Barrett, Paul S" Subject: Re: To Do - BALTA 03-3 B1 @ $55-16 (11.64% yield! 6.71 dum) Date: Wed, 18 Apr 2012 23:36:21 +0000 Ok Sony for all the typos Sent from my iPhonc On Apr 18, 2012, at 4:28 PM, "Barrett, Paul S" cl~lea wrote: It Jeffrey We should buy this bond. Spending $770,000. Base case yield 11.64%. Paul WFMBS 04-LE SI isa Prime 5/1subordinate bond backed by 97month seasoned 5/1hybrids. ~GM 707 FICO HP1 Updated LW a 64% 82% of the borrowers have not missed a payment in the past 2 years 104 months seasoned BALTA 20034 BI Offend la 55-16 BOND DESCRJPTKIN Pieper Re," 3 CPR 5 CPR 7 CPR CRISP 0736671CM1 044140.17016 15e0,00 2455 gimp 12 3 CDR 1.5 trip 24 44 tro 12 2 COP I 5 ono 2144 romp 12 1 5 CDR Or Yana, Paco. 3500,000 totem &wanly 55 ramp 24 50 so tamp 3635 35 ramp 24 40 Currant Fa= 1399,74 Band Type Seasoned Ala Subs 5418 Serra Cm Bat. Cm ~my Car Ratings ISIPAloodys2130 ^tea:- 'field 2 367 11814 12 725 Currant Osman: 291T% aptyd 48 930 Imo Meld. Baia Om* 11414% ~Wen 4 as 8.71 614 WA/O Bea CMS 1225 473 1225 10/9 PM16841Wirdow 0 Base Cm Moy12 lo 44/33 PilnelpalIMAM. May12» Mar/1 551212 loSep33 May12 lo Sep33 ~an% 6.13% PrIMpalMleidown 7540% 5.13% Pm% Como( C.444 Ennamernem 9.58% Rai row toes 1.88% 1.19% 093% 60. Dallnquancms 1025 RaiLISIlan 25.51% 1741% 13.43% 00. Doimpuoncyanuaga 0.1134 UNDERLYING COLLATERAL DESCRIPTION 1 MOS 3M013 SMOS Amapa Loan Bata.co IS.000a1 231 CPR 0.16 3.59 624 Mortcyrao hpc SamanacIALAIMbrkle CDR 000 0.00 039 MOAK) Murtrn Coupe, 3449% 9EV NA NA 37.S1 1.62Apa F >CO Score 707 Wld Apa On; Loa n t0, 411aa 66.63% NPI A4LTV 64 14% Weg7a6 /66 Loan Apo 104 Ormni °pap« 8803 Tco I Gm Conowiveton CA31% Top 2 Goo Conowinton GA27% Top 3 Geo Concentration FL 13% amaw Currant (24 mos) 6235% •Atitsonmemst Ammo rot. odudiat, roisiMe kw ofFOAM& .1.66646.4 phea may an te suitable fa a 666.1«s .Th56,4660 6,a product cisales al4 indent and sn« a rcwarch veal *N60.AenKy limaedmv.s...0616•4:4164146e mart dui M4,6:6616, nuhel tce raurigatiebsiel Ruint.a hu effainecol mu/ of "welly ate may do to la de frame. moors now. dim 'kip mmy n« 16 any pinttaben Gn yaw <lam <4' artiocen Ale16667 mY 463,71.0cOPIC0e"RP'nfloerge ellmailday. a nawrc likely 17.6 <660, ellpth YieliNemAgemy bouts sie iptaltepot ixo-nwstitRa grade beads dui haw Saber dok of deciak or pew uhtne cteda mimes which we appnlxide Nigh rid ime.ron aAy '" ALL OFFERS ARE SUBJECT US Onshore Clients- Blue Sty (U.S. State Senidtks Law): Please confrm Bele Sky cligibalty betort solkleMa to a US ~bate die« by enteringthe CUSIP Mta the wet. tool located or Mrpjaepvl.amer.pmchate.net:8080/8kfreSkyPoo in I and ~kw to see p you., dient's state oftesktence Is listed. If you receive WO SECURITY FOUND: WO STATES FOUND' or the security DOES NOT HAVE A CUSIP or Is not USO-denominoted then please contact your SM or laced compact'« off ker ond provide the requested warily and etern information. Please note that a sunobiNty ?Mew ond other prt.trode arm-dams must sett be kaareed. EFTA00933537 This email is confidential and subject to important disclaimers and conditions including on offers for the purchase or sale of securities, accuracy and completeness of information, viruses, confidentiality, legal privilege, and legal entity disclaimers, available at blipatyacjommgagsgmtpagestdisrlovirectemail. EFTA00933538