EFTA02400313.pdf

From: Barrett, Paul S < Sent: Monday, July 16, 2012 7:58 PM To: Jeffrey Epstein Cc: Giuffrida, David Subject: RE: =OA Jeffrey > Here is a sample portfolio per your re=uest. The below portfolio has the following characteristic:q=pan> &nb=p; Unlevered yield: &n=sp; 8.83% Leverage Used: &n=sp; 16% (borro=ed at 3M Libor + 100bps) Leveraged Yield: &=bsp; 10.00%</=:p> Le=eraged Notional: 116% ($116,000,000) Returns for DoubleLine and B=ackstone G5O are purely estimates =OA Proposed Por=folio =OA =OA 1 EFTA_R1_01435673 EFTA02400313 &n=sp; =OD =OA <=td> =td width="79" nowrap="" valign="bottom" style="width:59.0pt;padd=ng:Oin 5.4pt Din 5.4pt;height:25.5pt"> High Yield =OD =OD <=:p> <=td> 29.00%<=o:p> =OD <=pan style="font-size:10.0ptfont-family:"Arial","sans-s=rif";color:black">Yield =OD =OA 29.00% <=td> &=bsp; =/td> =/td> <=d width="111" nowrap="" valign="bottom" style="width:83.0pt;padd=ng:Oin 5.4pt 0in 5.4pt;height:12.75pt"> =p class="MsoNormal" align="center" style="text-align:center"> =OA Bank Preferreds/Lower Tier II Bonds 2 EFTA_R1_01435674 EFTA02400314 </=d> =O:p> 17.40% =td width="64" nowrap="" valign="bottom" style="width:48.0pt;bord=r:none;border-right:solid windowtext 1.0pt;background:#A5A5A5;padding:Oi= 5.4pt Oin 5.4pt;height:12.75pt"> Yield=/o:p> RBS 7.25% Pfds =OD 3.48% =OD 8.50%</=:p> =OD Ally B Pfds &n=sp; Ra=obank 8.40% Pfds 3.48% &=bsp; 3.48%=/p> 7.95% =/td> width="79" nowrap="" valign="bottom" style="width:59.0pt;paddi=g:Oin 5.4pt Oin 5.4pt;height:12.75pt"> =OD <=pan style="font-size:10.0pt;font-family:"Arial","sans-s=rif";color:black">3.48% =span style="font-size:10.0ptfont-family:"Arial","sans-=erif";colorblack">6.60% =OA GE 7.125% Pfd <=span> =OD =OD =OD 3 EFTA_R1_01435675 EFTA02400315 Emerging Markets=o:p> =OD 11=2E60% Yield =OA =OD PDVSA 5%=2015 (USD Denominated) 5.80= 11.75% BRL Linked Market Plus Note (8% c=upon / 25% At expiry Buffer) =span style="font-size:10.0ptfont-family:"Arial","sans-=erif";colonblack">5.80% =OD Equity Linked No=es =span style="font-size:10.0pt;font-family:"Arial","sans-=erif";color:black"> <=td> 2=.20% Coupon =OD =OD 4 EFTA_R1_01435676 EFTA02400316 5P500 Li=ked CBEN (10% Coupon / 10% cap / 23% buffer) </=d> <=d width="87" nowrap="" valign="bottom" style="width:65.0pt;borde=:solid windowtext 1.0pt;padding:0in 5.4pt 0in 5.4pt;height:12.75pt=> 11.60% 10.00% =0A =OD 5.80%</=:p> Starbucks Linked CBEN (11% coupon/15% cap/20% At expiry =uffer) 5.80% =span style="font-size:10.Opt;font-family:"Aria)","sans-=erif';color:black"> =OD </=> Commodities =OD <=o:p> =0A5.80% Coupon =0AOiI (Brent) Linked CBEN Note (=3% coup/20% buff) 5=2E80% 13.00% =OD </=pan> 5 EFTA_R1_01435677 EFTA02400317 &n=sp; Alternatives =00 =OA =/P> 29.00% =OA Estimate =OA 17.40% 12.00% </=d> <=span> =OA =OA Blacks=one GSO Rescue Lending Fund 11.60% 8.00% =OD =OA Unleve=aged Return =td width="79" nowrap="" valign="bottom" style="width:59.Opt;bord=r-top:solid windowtext 1.0pt;border- left:none;border-bottom:solid window=ext 1.0pt;border-right:none;background:#86DDE8;padding:0in S.4pt 0in 5=2E4ptheight:12.75pr> 6 EFTA_R1_01435678 EFTA02400318 =td width="64" nowrap="" valign="bottom" style="width:48.0pt;bord=r:solid windowtext 1.0pt;border- left:none;background:103600E8;padding:Oin=5.4pt Oin 5.4ptheight:12.75pt"> 8.83% Leveraged Gross Return =OD =OA 10.24% Le=erage Borrow using=a line of credit at a rate of 1.5=% 16%</=> <1=> Leveraged Net Return =OA =td width="79" nowrap="" valign="bottom" style="width:59.0pt;bord=rmone;border-bottom:solid windowtext 1.0pt;background:#B6DDE8;padding:O=n S.4pt Oin 5.4pt;height:12.75pt"> 10.00% =OA <1=> Paul Barrett, CFA 7 EFTA_R1_01435679 EFTA02400319 =OA Managing Director Global Investment Opportunities Group =p class="MsoNormal">JPMorgan Private Bank 320 Park Avenue, 14th Floor, New York, NY 10022=/p NMLS ID# 853441 =OD =/span> From: Jeffrey Epstein Imailto:jeevacation@gmail=2Ecom] Sent: Sunday, July 15, 2012 7:58 PM =b>To: Barrett, Paul S Subject: =OD I would arpeciate it if so=eone in your shop put together a sample portfolio of funds and products fo= a 100 million dollar. structured to yield about 10% The information contained in this communication =s confidential, may be attorney-client privileged, may c=nstitute inside information, and is intended only for the use of =he addressee. It is the property of Jeffrey Epstein U=authorized use, disclosure or copying of this communication or an= part thereof is strictly prohibited and may be unlawful. If yo= have received this communication in error, please notify us immeriately by return e-mail or by e-mail to jeevacation@gmail.com <mailto:jeevaca=ion@gmail.com> , andar> destroy this communication and all copies thereof, includ=ng all attachments. copyright -all rights reserved <=div> This email is confidenti=l and subject to important disclaimers and conditions including on offers =or the purchase or sale of securities, accuracy and completeness of inform=tion, viruses, confidentiality, legal privilege, and legal entity disclaim=rs, available at http://www.jpmorgan.com/pages/disclosures/email. =OD 8 EFTA_R1_01435680 EFTA02400320