From: Jeffrey Epstein leevacation@gmail.com>
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 wrote:
Jeffrey,
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 144A - CUB INVESTORS ONLY
BOND DESCRIPTION Prepay Rate Blot 18 3 CPR 8 lamp 18 14 5 CPR 12 ramp 18 20 6 CPR
Cusip: 5899296C7 Default Rate 6 for 7 2.5 /amen 0.75 CDR 6 fa 71.5 for 240.75 COR 6(0,71 5 for24 05COR
Original Face: 2,500.000 Default Severity 55 55 ramp 12 50 50
Current Face: 752.434
Bond Type: Seasoned Prime Sub Stress Case Base Case Recovery Case
Ratings (S&P/Moodya)Fitch): 6082.138 Yield 1.321 6.841 7.572
Current Coupon: 2.209% Spread over Tay 16 538 610
Yield @ Base Case 6.841% Duration 6.77 6.91 6.99
WAL @ Base Case 9.12 WAL 7.62 9.12 9.21
Principal Window @ Base Case Dec13 to Nov28 Principal Yandow Jan14 to Nov28 Jan14 to Nov28
Writedown % 8.38% Principal Wrlimknm 44.30% 8 0,00%
Current Credit Enhancement: 4.66% Tad CUM LOSS 0.75% 3 053%
60* Delinquencies 6.89 Tali LAMM= 11.01% to,., 730%
60. Delinquency Coverage 0.68x
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UNDERLYING COLLATERAL DESCRIPTOR 11105 3 MOS 6 MOS
Average Loan Balance (5.000s) 243 CPR 18.45 9.31
Loan Count 372 CDR 0.00 0.47
Mortgage Type Seasoned Vanilla ARIA los SEV NA 33.15
WM Avg Mortgage Coupon 7.000%
WM Avg FICO Score 722
Wtd Avg Orig Loan-to-Value 61.27%
HPIMJ LTV 59.71%
Weighted Avg Loan Age 109
Owner Occupied 85.05
Top 1Geo Concentration CA 14%
Top 2 Geo Concentration NY 11%
Top 3 Geo Concentration FL 9%
Always Current (24 mos) 84.01%
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