EFTA00960937.pdf

From: Jeffrey Epstein [email protected]> To: "Barrett, Paul S" c > Subject: Re: PRIME HY RMBS #2 - S2.669mm of BOAMS 03-I B2 px talked ® 559-00 (5.8135% yield./ 3.55durn) Date: Thu, 16 May 2013 16:03:00 +0000 ok On Thu, May 16. 2013 at 11:32 AM, Barrett, Paul S wrote: Jeffrey A few bonds coming out to the market today. Lets buy this one to replace what we sold on Tuesday. Spend around $600K. Let me know Paul US Onshore CA'ents - sloe Sky WS Store Securities Low): Please co*, h Blue Ay ellgtb4Oly before saintingtoo US Onshore Went by entering the CtISIP into the web toollocated at: httpjllopvtaniectprnchostnetS080/8h,<Shape.htntl and tevIew to use flow diem's state of residence is fisted. Oa° receive 'NO SECURffrFOUND: WOSTATES FOUND' or the securqy DOES NOT HAVE A CUSP or It not USD•denomlootect then please contact your SAS or localcconylkare officer andprovide the requested security and client Wormollon. Please note that., 'Solidity review and other pmtrade procedures must stilt& followed. This bond Is on a 11:30am [WIC this morning. The prices listed on the email are merely price talks and are not firm offer levels. These are merely levels where we believe these bonds will trade and are tempered with where we see value in owning them today. The bonds may trade higher/lower than the price talk level listed In this email. Please show in all bids/Inquiries before the bid time. Late bids may not be accepted. Please call the desk with all bids/Inquiries related to this bond. "Source: Bloomberg ROAMS 2003.1 82 Offered 59.00 BONDOESCRIPTFON Props/ Rxo 10CPR 12 ramp 12 II 12 CPR 14 ramp 12 16 12 CPR Cusp 05945XYS4 1)V401R..eo I.5 rarer 24 32 CDR 13 romp 243 romp 24175 CDR I 5 tamp 24 3 tamp 24 1.5 CDR 2ifunsi Face. 2.669.000 Odau Seventy 45 ramp 24 35 40 rarro24 35 35 Curren. Ftxe 982953 0,46), Rale 9 Potoonl Prone 24 e 5Peron 9 ramp 24 6.5 Perterl al Boni Two Primo HAWS. °PimPavane.* i'» of MI) 'co 100 160 Ratings iS&P.10031,1iR160) oca.)3 CSI FU No May.2017 Conon. Ceram 3 153% Yield a Base Casa 5.895% IRMO &MO Stressena Sass Case — ftecovem Cast VIAL *Base Casa 5.05 'ROO 5985 20.084 Priteipel BON One Jun13100443 Spread over by -125 485 1942 Wiederem % 44.08% 4.91 346 2.88 Curronl Croft Enron:more 233% Val 9.34 5.05 3.55 BO* 064inquences 8.27 Prncoi1 Window dunl3 to Jan28 -Aril3 L Dec23 Jun131~7 50• Delinquency Centraeo 0.29x Pnncmar WrIladown 85.92% 44.59% 0.09% Total Colas Loss 0.49% 044% 0.41% UNOPRLYINGCOLLATERAL DESCRIPTION Tow 1.quiasson 11.81% 10.20% 9.41% A,10.30 Loan B81,00) (5.000,) 412 Loan Covnt 254 liSTORICAL PERFOR klorioege Type prime Hybrid ARMs 1 MOS 3 MOS IMOS wed Avg 1.1040490 Coupon 3.400% C ))1i 14.47 12 41 1335 WO Avg FICO Score OVA FRO Norimmicabla CDR 0.00 103 1.15 WO Avg Olothan.toValue 52.29% SEV MAMA 7895 5600 HOI AA LTV 48.79% ',Rooted Ant Loon Age 115 Owner Occupod 91.13 Too I Goo Concontrabon CA 57% Top 2 GeoCorg9resaiion FL a% Top30e*Conttoreikin GA 4% 4 verl Current (24 mill) 84.40% IMPORTANT DISCLAIMER: Non-agency RMBS is a temples fixed income product and is not suitable for all investors. Please note that while desk assumptions are driven by a number of colateral and macro factors, the historical perk: mane of a deal is not indicative of its future performance. Additionally, this message is a product of sales and trading and is not a research report. Other km/ risks to consider are outlined below: All investments are subject to poastle loss of principal Non-Agency bonds may have limited liquidityand dents should be aware that the secondary market for mortgage-backed securities has experienced periods of illiquidity and may do so in the future. Illiqui6ty means that there may not be any purchasers for your class of certificates.Although any class of certificates may experience aliquklity, it is more likely that classes that are lower in the capital structure and non-investment grade related may experience greater illiquirSty than more senior, investment-grade rated dames. - High Yield Non-Agency bonds ate speculative non-investment grade bonds that have higher risk of default or other adverse credit events which are appropriate for high risk investors only Non -Agency bonds are intended for dentswith a minimum total net worth of $.50mm. Please make sure your client fulfills this requirement before soliciting this order. EFTA00960937  This momentary is a product of lftlorgan Global Wealth Managements Taxable Fixed Income Trading Desk and not Whlosgares Research DepiltlICIIL the views expressed infix trading desk commenury may differ from those of JPIAOrypret Research DeparbIlent. Mr opinions expressed in this trade% desk commentary are sub;ect to change without notice and Mears:anIs under no obligation to update or keep this information current. This email is confidential and subject to important disclaimers and conditions includin , on offers for the purchase or sale of securities, accuracy and completeness of information. viruses, confidentiality, legal privilege, and legal entity disclaimers, available at 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 a 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 a by c-mail to jeraaraticgeggmail.r.nm. and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved EFTA00960938