From: Jeffrey Epstein <[email protected]> To: "Barrett, Paul S" e > Subject: Re: Rplaccment for the mortgage we sold last week - NEW PRIME RMBS SUB - 53.325mm of CWHL 03-26 BI O580-16 (7.56% yield 13.16 dust) Date: Thu. 23 Aug 2012 15:18:52 +0000 yes On Thu, Aug 23, 2012 at 11:16 AM, Barrett, Paul S wrote: 'astray This is a good replacement for the mortgage we sold last week. Spending around S1.311.6.4. Let me know. Paul "'ALL OFFERS ARE SUBJECT US Onshore Mots -Blue sky (U.S Store securities Local: Please confinw Mite sty eftqltAVly &pee sainting too US Onshore Went by entering the MN Into the web toedlocated ot httpiEpseppvtemeciprnehose.oetsofOIRJueskyPoothtml and review to see if you a' alcove's store of residence Is 'Med If you receive NO SECURITY FOUND', WO STATES FOUND/ or the scanty DOES NOT RAVE A CUSP or is not usa denominated. thenplease rental your Shl or local compliance of and provide the requested security DM diva lAtoonotion. Please note that o sunobteity review and other pre.trode proceduresmost sal be followed. The CWHL 03-26 81 is a prime Fix Subordinate bond backed by seasoned prime 30 fix mortgages. The underlying mortgages are 109 months seasoned and have an updated LW of 47% according to Bloomberg. Approximately 80% of the borrowers have not missed a payment in the past 2 years. This bond should make sense for clients who want a higher octane, levered play in the MISS space. Please call the desk with all bids/inquiries related to this bond. X32124 HICHUGHTS HPI Updated LTV 6 47% 80% of the borrowers have not missed a payment in the past 2 years 109 months seasoned 741 FICO 5310k average balance "Source: Bloomberg CWWL 2001-26 131 Offered 4t 8046 BOND OESCRIPTS4 Cusp orunst Epee Current Fain Bond Twe Rs,.^≥1$043PAloolisSitchl Current Cor.pon Reid O Base Case uirk g ease Casa Prempaisidow 4/i Base Case Mims, % Current Croft ErPrpmerntet 232% 30. Otambrenceo 7.47 Car Ocrina4encyCmerape 0.316 12009ERR0