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efta-efta00949309DOJ Data Set 9Other

From: Jeffrey Epstein [email protected]>

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Unknown
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DOJ Data Set 9
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efta-efta00949309
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EFTA Disclosure
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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 lb. mini conlifleffsfl an' sfiffivi to nomad ditelumers and andaem, in:N4ma on ofkn for the airtime cc de of *tonnes. smeary and ompleleffen onfontiaeoa. vino*, cothadukty. led onmInte. and letJ Caallal dacininen. await* al IMP "‘"...12021601Salarallea4lallmartrallta 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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