Case File
efta-efta00949309DOJ Data Set 9OtherFrom: Jeffrey Epstein [email protected]>
Date
Unknown
Source
DOJ Data Set 9
Reference
efta-efta00949309
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2
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0
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From: Jeffrey Epstein [email protected]>
To: "Giuffiida, David J"
Subject: Re: To Do
Date: Thu, 29 Nov 2012 15:35:164.0000
ok
On Thu, Nov 29, 2012 at 10:32 AM, Giuffiida, David J
Jeffrey,
wrote:
Paul & I think we should try to bid 65 for this bond which is BWIC on a liquidation list. The dealer thinks it will trade around 73.
The spend would be $500,000.
Please let us know.
Thanks
MLCC 2003-G B1 Offered © 73-00
BOND DESCRIPTION
Cusip:
Original Face:
Current Face:
Bond Type:
Ratings (S&P/Moodya)Fitch):
Current Coupon:
Yield @ Base Case
WAL @ Base Case
Principal Window @ Base Case
Writedown %
Current Credit Enhancement:
60* Delinquencies
60. Delinquency Coverage
5899296C7
2,500.000
752.434
Seasoned Prime Sub
6082.138
2.209%
6.841%
9.12
Dec13 to Nov28
8.38%
4.66%
6.89
0.68x
UNDERLYING COLLATERAL DESCRIPTOR
Average Loan Balance (5.000s)
Loan Count
Mortgage Type
WM Avg Mortgage Coupon
WM Avg FICO Score
Wtd Avg Orig Loan-to-Value
HPIMJ LTV
Weighted Avg Loan Age
Owner Occupied
Top 1 Geo Concentration
Top 2 Geo Concentration
Top 3 Geo Concentration
Always Current (24 mos)
243
372
Seasoned Vanilla ARIA los
7.000%
722
61.27%
59.71%
109
85.05
CA 14%
NY 11%
FL 9%
84.01%
144A - CUB INVESTORS ONLY
Prepay Rate
Blot 18 3 CPR
Default Rate
6 for 7 2.5 /amen 0.75 CDR
Default Severity
55
Yield
Spread over Tay
Duration
WAL
Principal Yandow
Principal Wrlimknm
Tad CUM LOSS
Tali LAMM=
8 lamp 18 14 5 CPR
6 fa 71.5 for 240.75 COR
55 ramp 12 50
12 ramp 18 20 6 CPR
6(0,71 5 for24 05COR
50
Stress Case
1.321
16
6.77
7.62
Jan14 to Nov28
44.30%
0.75%
11.01%
Base Case
6.841
538
6.91
9.12
r
CPR
CDR
SEV
11105
18.45
0.00
NA
Recovery Case
7.572
610
6.99
9.21
Jan14 to Nov28
8
0,00%
3
053%
to,.,
730%
3 MOS
6 MOS
9.31
0.47
33.15
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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 pan thereof is strictly prohibited
and may be unlawful. If you have received this
EFTA00949309
communication in crror, plcasc notify us immcdiately by
return e-mail or by c-mail to jclyacgaiongginamm. and
destroy this communication and all copies thereof,
including all attachments. copyright -all rights reserved
EFTA00949310
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