Epstein Files Search

EFTA01539756Set 10

2012-06-0197p10,848w

B7FQXT1 G4715J-9D-3 BBB /BA1 SEQUOIA MORTGAGE TRUST SER 2003-1 CL B1 FLOATING RATE APR 20 2033 DTD 02/27/2003 81743P-AH-9 AA+ /B2 CITICORP MORTGAGE SECURITIES ... BANC OF AMERICA FUNDING CORPORATION SER 2006-G CL 2A5 FLOATING RATE JUL 20 2036 DTD 07/31/2006 05950M-AF-7 CC /CA Account Page 16 of 34 Consolidated Statement Page ... Fixed Income REPUBLIC OF ARGENTINA - ARS FLOATING RATE NOTE DEC 15 2035 DTD 11/01/2005 HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL B1MYWX3 EC0698

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01539756.pdf

EFTA01388258Set 10

1p637w

parties had specified "EUR-Annual Swap Rate- Reference Banks" as the applicable Floating Rate Option. (xxvi) "EUR-ISDA-EURIBOR Swap Rate-11:00" means that the rate for a Reset ... parties had specified "EUR-Annual Swap Rate-Reference Banks" as the applicable Floating Rate Option. (xxvii) "EUR-ISDA-EUFtIBOR Swap Rate-I2:00" means that the rate for a Reset ... parties had specified "FUR-Annual Swap Rate-Reference Banks" as the applicable Floating Rate Option. (xxviii) "EUR-ISDA-LIBOR Swap Rate-10:00" means that the rate fora Reset Date

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388258.pdf

EFTA00601458Set 9

42p9,443w

NR/BB L+6.10% Assets Par Amount % Subordinated Notes 51,700,000 NR/NR Residual Floating Rate Assets 100.0 Total 510,700,000 Fixed Rate Assets 0.0 Structured Finance 0.0 Equity Distributions ... NR/BBB L+ 4.35% Assets Par Amount % Class D 26,800,000 NR/BB LI 5.30% Floating Rate Assets 100.0 Subordinated Notes 61,600,000 NR/NR Residual Fixed Rate Assets 0.0 Total ... NR/A L+3.10% Assets Par Amount % Class C 30,500,000 NR/BBB L + 3.90% Floating Rate Assets 100.0 Class D 30,000,000 NR/BB L + 5.00% Fixed Rate Assets

https://www.justice.gov/epstein/files/DataSet%209/EFTA00601458.pdf

EFTA01365260Set 10

1p727w

simple interest payable in cash no less frequently than annually at a fixed or floating rate that is paid on a periodic basis on an unleveraged basis ... case of a floating rate. computed on a benchmark interest rate plLis or minus a spread. if any (which mg-n man under the terms of the obligation ... respect to an obligation that provides for the pay men( of interest at a floating rate. such floating rate is determined by reference to the U.S. Dollar prime rate

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365260.pdf

EFTA01536994Set 10

2010-07-0177p7,280w

1/30/2001 345397-TS-2 B- /BA3 FORD MOTOR CREDIT CO LLC FLOATING RATE NOTE JUN 15 2011 DTD 03/15/2007 345397-VF-7 B- /BA3 Total Short Term ... Detail Cost Quantity Swaps INTEREST RATE SWAP 10,000,000 USD NOTIONAL 7/16/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 5168074 4.35% PAY FIXED, S 30/360 N/O Client SWPBDF ... INTEREST RATE SWAP 10,000,000 USD NOTIONAL 07/28/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 5168723 4.35% PAY FIXED, S 30/360 N/O Client SWPBDF-JP-7 LONG TOTAL

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01536994.pdf

EFTA01565189Set 10

2013-02-01149p14,932w

10/15/2010 40429X-YB-6 A /BAA GENERAL ELEC CAP CORP MEDIUM TERM FLOATING RATE NOTE MAY 11 2016 DTD 05/11/2007 36962G-2V-5 AA+ /A1 BANK OF AMERICA CORP MEDIUM ... SHARE (ID: 222388-20-9) GENERAL ELEC CAP CORP MEDIUM TERM FLOATING RATE NOTE MAY 11 2016 DTD 05/11/2007 (ID: 36962G-2V-5) BIRDVILLE TEXAS INDEPENDENT SCHOOL DIST PERM ... Alternative Assets as a percentage of your portfolio 22 % Price Hedge Funds EATON VANCE FLOATING-RATE ADVANTAGE I 277923-63-7 EIFA X GATEWAY FUND - Y 367829-88-4 GTEY

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01565189.pdf

EFTA01539113Set 10

2011-12-0182p8,981w

Fixed Income REPUBLIC OF ARGENTINA - ARS FLOATING RATE NOTE DEC 15 2035 DTD 11/01/2005 HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL B1MYWX3 EC0698 ... 12/15/2000 TO REDESCRIPTION (ID: 44978N-AA-3) ING CAP FUNDING TRST III FLOATING RATE NOTE DEC 29 2049 DTD 12/15/2000 ELECTED BONDS - EXP 12/20/2011 FROM REDESCRIPTION (ID: 44999A ... FUNDING TRST III FLOATING RATE NOTE DEC 29 2049 DTD 12/15/2000 ELECTED BONDS - EXP 12/20/2011 @ 0.009259 PER SHARE (ID: 44999A-K3-6) 12/29 Interest Income Total Inflows & Outflows PUBLIC STORAGE

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01539113.pdf

EFTA01460450Set 10

1p496w

year forward rate has come down 40 bps from September highs (current: 4.24%) § Floating rate investments § DWS Floating Rate Fund (Ticker: DFRTX) § YTD return of 3.81% vs. index return

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01460450.pdf

EFTA01489192Set 10

2010-05-011p163w

05113/10 5/20 Free Delivery INTEREST RATE SWAP (1.000) 14.050,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 254307367 4.45653% PAY FIXED, S 30/360 SWAP UNWIND ... 5/20 Misc. Disbursement INTEREST RATE SWAP (938,158.14) 14.050,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 254307367 4.45653% PAY FIXED, S 30/360 SWAP UNWIND ... Misc. Disbursement INTEREST RATE SWAP (91,841.86) 14,050,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 254307367 4.45653% PAY FIXED, S 30/360 SWAP UNWIND

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01489192.pdf

EFTA01489114Set 10

2010-05-011p167w

5/20 Free Delivery INTEREST RATE SWAP (1.000) 14,060,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 254307367 4.45653% PAY FIXED, S 30/360 SWAP UNWIND ... Misc. Disbursement INTEREST RATE SWAP (938,158.14) 14,050,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 254307367 4.45653% PAY FIXED, S 30/360 SWAP UNWIND ... Disbursement INTEREST RATE SWAP (91,841 66 14,050,000 USD NOTIONAL 215/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 254307367 4.45653% PAY FIXED, S 30/360 SWAP UNWIND

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01489114.pdf

EFTA01506890Set 10

2004-03-011p206w

NOTIONAL 6.51MM USD NOTIONAL 3/9/2014 REC: FIXED RATE 6.26% NZD SEMI-ANNUAL PAY: FLOATING RATE USD 3 MONTH LIBOR QUARTERLY JPMORGAN CHASE BANK TRADE DATE 03/25/04 AS OF 03/09/04 ... NOTIONAL 7.41MM USD NOTIONAL 3/9/2014 REC: FIXED RATE 5.84% AUD SEMI-ANNUAL PAY: FLOATING RATE USD 3 MONTH LIBOR QUARTERLY JPMORGAN CHASE BANK TRADE DATE 03/25/04

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01506890.pdf

EFTA01567563Set 10

2013-12-3186p9,388w

10/15/2010 40429X-YB-6 A /BAA GENERAL ELEC CAP CORP MEDIUM TERM FLOATING RATE NOTE MAY 11 2016 DTD 05/11/2007 36962G

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01567563.pdf

EFTA01491190Set 10

2010-08-311p136w

Misc. Disbursement INTEREST RATE SWAP (2,285.569 33) 10.000.000 USD NOTIONAL 7/162040 REC: FLOATING RATE USD 3 MONTH UBOR DEAL 5168074 4.35% PAY FIXED, S 301360 SWAP UNWIND ... 8/26 Misc. Disbursement INTEREST RATE SWAP (41,430.67) 10,000.000 USD NOTIONAL 7/16/2040 REC: FLOATING RATE USD 3 MONTH UBOR DEAL 5168074 4.35% PAY FIXED. S 301360 SWAP UNWIND

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01491190.pdf

EFTA01488731Set 10

2011-04-281p154w

5/20 Free Delivery INTEREST RATE SWAP (1.000) 14,050,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH UBOR DEAL 4.45653% PAY FIXED S 30/360 SWAP UNWIND -REF JPMORGAN ... 5/27 Free Delivery INTEREST RATE SWAP (1.000) 125,000,000 USD NOTIONAL 04/30/2012 PAY: FLOATING RATE USD 3 MONTH UBOR DEAL 1.7525% REC FIXED, S 30/360 SWAP UNWIND

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01488731.pdf

EFTA01489464Set 10

2011-04-281p156w

5/20 Free Delivery INTEREST RATE SWAP (1.000) 14,050,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH UBOR DEAL 254307367 4.45653% PAY FIXED, S 30560 SWAP UNWIND ... 5/27 Free Delivery INTEREST RATE SWAP (1.000) 125,000,000 USD NOTIONAL 04/30/2012 PAY: FLOATING RATE USD 3 MONTH LIBOR DEAL 257872357 1.7525% REC FIXED, S 30/360 SWAP UNWIND

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01489464.pdf

EFTA01557871Set 10

2004-02-2915p4,431w

swap contracts used to mi tigate the interest rate risk between the floating rate on the line of credit and the fixed rate of the non-marketablesecurities. The Fund

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01557871.pdf

EFTA01557839Set 10

2003-12-3116p4,542w

swap contracts used to mi tigate the interest rate risk between the floating rate on the line of credit and the fixed rate of the non-marketablesecurities. The Fund

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01557839.pdf

EFTA00810614Set 9

2019-02-0427p12,087w

CLASS I LFRFX 23.582.0870 9.135 8.82 215.433 207.994 (7.439) 207.323 671 0.32 LORD ABBETT FLOATING RATE FUND CL F MFEIX ... LFRFX 15.121.6630 9.346 8.82 141.323 133.373 (7.950) 115.491 17.882 15.48 LORD ABBETT FLOATING RATE FUND CL F MINIX 1.012.1120 37.062 41.54 37.511 42.043 4.532 32.459 9.584 29.53 MFS INTERNATIONAL VALUE

https://www.justice.gov/epstein/files/DataSet%209/EFTA00810614.pdf

EFTA01536045Set 10

2010-06-0194p8,672w

1/30/2001 345397-TS-2 B- /BA3 FORD MOTOR CREDIT CO LLC FLOATING RATE NOTE JUN 15 2011 DTD 03/15/2007 345397-VF-7 B- /BA3 Total Short Term ... 11/04/2009 FORD MOTOR CREDIT CO LLC FLOATING RATE NOTE JUN 15 2011 DTD 03/15/2007 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.819017000 TRADE 5/20/10 VALUE 6/25/10 6/25

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01536045.pdf

EFTA01536327Set 10

2010-06-0194p8,671w

1/30/2001 345397-TS-2 B- /BA3 FORD MOTOR CREDIT CO LLC FLOATING RATE NOTE JUN 15 2011 DTD 03/15/2007 345397-VF-7 B- /BA3 Total Short Term ... 11/04/2009 FORD MOTOR CREDIT CO LLC FLOATING RATE NOTE JUN 15 2011 DTD 03/15/2007 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.819017000 TRADE 5/20/10 VALUE 6/25/10 6/25

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01536327.pdf