EFTA00712295.pdf

From: "Barrett, Paul S" To: Jeffrey Epstein <jecvacation®gmail.com> CC: "Giuffrida, David J" Subject: RE: Date: Mon, 16 Jul 2012 19:58:09 +0000 Jeffrey Here is a sample portfolio per your request. The below portfolio has the following characteristic: Unlevered yield: 8.83% Leverage Used: 16% (borrowed at 3M Libor + 100bps) Leveraged Yield: 10.00% Leveraged Notional: 116% ($116,000,000) • Returns for Doublet ine and Blackstone GSO are purely estimates Leveraged Weight High Y '71 r 29.00% Yield JPM High Weld Bond Fund 29.00% 6.36% Bank PreferredslLowe 17.40% Yield RBS 7.25% Pfds 3.48% 8.50% Ally B Pfds 3.48% 7.95% Rabobank 8.40% Pfds 3.48% 7.85% Bank of America 8.125% Pfd 3.48% 6.60% GE 7.125% Pfd 3.48% 5.90% Emerging Ma 11.60% Yield PDVSA 5% 2015 (USD Denominated) 5.80% 11.75% BRL Linked Market Plus Note (8% coupon / 25% At expiry Buffer) 5.80% 8.00% Equity Lin 23.20% 1 Coupon SP500 Linked CBEN (10% Coupon 110% cap / 23% buffer) 11.60% 10.00% Apple Linked CBEN (10% coupon 120% Cap / 20% At expiry Buffer) 5.80% 10.00% Starbucks Linked CBEN (11% coupon/15% cap/20% At expiry Buffer) 5.80% 8.00% Commod 5.80% I Coupon Oil (Brent) Linked CBEN Note (13% coup/20% buff) 5.80% 13.00% Alternativel L 29.00% Estimate DoubleLine Mortgage Fund 17.40% 12.00% Blackstone GSO Rescue Lending Fund 11.60% 8.00% Unleveraged Return 8.83% Leveraged Gross Return 10.24% Leverage Borrow using a line of credit at a rate of 1.50% I Borrowed Amount 16% Leveraged Net Return 10.00% Paul Barrett, CFA Managing Director Global Investment Opportunities Group lPfitorgan Private Bank 11A O,nle Aiumnit. 1A+A [inn, maw v^pk, NY 10022 EFTA00712295 From: Jeffrey Epstein [mailto:[email protected]] Sent: Sunday, July 15, 2012 7:58 PM To: Barret, Paul S Subject: I would arpeciate it if someone in your shop put together a sample portfolio of funds and products for a 100 million dollar. structured to yield about 10% ***** ** ***** * ***** *********•*****••*****•****************** The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of Jeffrey Epstein Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to [email protected] and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved This email is confidential and mibtect to important disclaimers and conditions including on utters for the purchase or sale ofsecurities. accuracy and completeness of information. viruses. conlideMiality. legal privilege. and Iceal entity disclaimers. available at http:t.'www.jmnamari.com,ptigeslisclosuresemail. EFTA00712296