EFTA00877383.pdf

From: Jeffrey Epstein leevacation@gmail.com> To: "Barrett, Paul S" < IM> Subject: Re: HY RMBS FOCUS BOND- 58.65mm of BAFC 06-G 2A5 @ 65-00 (11.05% yield / 3.96 dum) Date: Thu, 12 Apr 2012 19:24:04 +0000 ok On Thu, Apr 12, 2012 at 2:57 PM, Barrett, Paul S wrote: Jeffrey This is an interesting bond. Would be spending $1.7MM. Paul BAFC 064 2AS is an Alt-A senior support backed by 76 month seasoned Alta hybrids. BAFC 2006-G MS Offered 1§ 65-00 BOND DESCRIPBON PrOPer R510 3 CPR 5 CPR “P13 6 ramp 24 14 10 ramp 12 5 8 ramp 24 12 12 ramp 12 5 Cusip 05950MA17 Nino RIM CDR CDR 6 'RV 24 14 12 rtPrp 12 5 COR Original Face: 6.150.000 130154: Surenty 60 ramp 00 50 SO earn, 36 45 50 ramp 24 45 Commit Face: 2.598.075 Bond Type: Alla Senor Men ~ 864N Sales Cara Base Cra Recovery Ratings (S&PhicodmiEirch) CCOCat Yield 4.355 11.054 12288 Current Coupcn: 0.522% Spread 296 955 1100 Yield @ Base Case 11.054% Duration 404 3.98 3.43 WAL @ Base Case 8.38 WAL 5.87 686 5.38 Principal Window @ ease Case Apr12 to Jan35 Precias window Apt12 to Fcsa28 Apr12 to Jon35 Aprt2 loPer31 Wnledcren % 0.00% Pr repeal Venterfoon 3307% 000% 000% Curren'. Credir Enhancement 5.24% Torn' CobSt Lass 19.05% 17.10% 15.89% 60. Delinquencies 19.27 latot 4 mkeobon 48.15% 44.19% 3815% 60. Delinquency Coverage 027x Samara pertroar VNDERLYWOCOUATERAL DESCRIPTION 11103 3 MOS 61/03 Average Loan Batance (5.0005) 433 CPR 4.82 5.80 7.15 Morigage Type Aga Hybrids CDR 3.18 4.92 8.90 Wld Avg Mortgage Coupon 4.403% SEV 42.49 49.48 45.33 Wld Avg MO Score 893 WM Avg Orig Loarblo-Value 72.10% HPI Adj LTV 97.81% Weighted Avg Loan Age 78 Owner Occupied 89.53 Top 1 Geo Conoentratian CA54% Top 2 Geo Conoentratian FL 7% Top 3 Geo Concentration NY S% Always Current (24 mos) 63.60% lonutortau mu:biers ion& ineluiinrparble boo of mineiral. •Irovemuni orlos auk rice be frootee for all IIONOIS, • rbn rolua of roles udlreanraur 'b oot a rerornb upon Rio...Au:my hour. mu: kat Roder lopulas aiJ:bruessbosIJ R. arum Ost Re scsoubs y ware fn runkeennbrukol utaree lip tipainictil periods of illigeJiIy ad nay dour a Ilk faun. Illopsdity mous Ora now mw root be any purser:ono for :our dare of OfflICK•10. AlOutaret mu clots of unteloncs run rsNocrue4lapaity, int ant U.S no elutes •Illh Yield NcebReestn bunk set smut:ow nourrneremem rade bosh Su bon hybn rick of default or ofur odium (runt Refits witch irr arsxcpnas for hub nit nwsrmonb •" ALL OFFERS ARE SUBJECT US Onshore Clients- Blue Sty (U.S. State Securities Low): Please confirm Blue SAy elpiblity before soliciting too US Onshore relent by enten848 the CUSP into the web tool located ot: littpsZIpapiel.orneraltamchose. net 8080/84restyPopeartmi end review to see If your client's state of residence Is listed. If pot. recent WO SECURITY FOUND; 'NO STATES FOUND' or the security GOES NOT PAVIA CUSIP Or is not UStrdenomMoted, then please contact your SAO or loco) compliance officer and provide the requested security and chard MIemotion. Please note that a suitobinty review and other pre trade procedures must UM be followed. This email is confidential and subject to important disclaimers and conditions including on offers for the purchase or sale of securities, accuracy and completeness of information, viruses. confidentiality, legal privilege, and legal entity disclaimers, available at ImplAvwww.coarganss2m(pagesedicrlocurrsirmail EFTA00877383 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 communication in error, please notify us immediately by return e-mail or by e-mail to jrevacationfifigmalcon, and destroy this communication and all copies thereof. including all attachments. copyright -all rights reserved EFTA00877384