Epstein Secrets

y are subject to change without notice and JPMorgan is under no obligation to update or keep this information current. Kevin Lynn Vice President I JPMorgan Securities Fixed Income Trading [email protected] <mailto:[email protected]> Desk: 212-464-21241 Direct: 212-464-0716 This email is confidential

11 Percent 11 ramp 12 10.5 Percent 11 ramp 12 10 Percent Bond Type: Alt-A Men Pass-Through Del i nq Advance (% of P& I) 100 100 100 Ratings (S&P/Moodys/Fitch): CCC/-/- Current Coupon: 5.692% Yield @ Base Case 6.208% Price @ 75.00 Stress Case Base Case Recovery Case WAL @ Base Case 7.02 Yield 0.

y are subject to change without notice and JPMorgan is under no obligation to update or keep this information current. Kevin Lynn Vice President I JPMorgan Securities Fixed Income Trading Desk: I Direct: This email is confidential and subject to important disclaimers and conditions including on offers for the p

5,558 Delinq Rate 16 Percent 16 Percent 16 Percent Bond Type: Alt-A Floater Men (1.ML + 43bps) Delinq Advance (% of P&I) 75 80 80 Ratings (S&P/Moodys/Fitch): CCC/B2/- Current Coupon: 0.856% Yield @ Base Case 6.441% Price @ 71.00 Stress Case 3 EFTA_R1_01725353 EFTA02562932 Base Case Recovery C

y are subject to change without notice and JPMorgan is under no obligation to update or keep this information current. Kevin Lynn Vice President I JPMorgan Securities Fixed Income Tradin Desk: 212-464-2124 I Direct: This email is confidential and subject to important disclaimers and conditions including on offer

Delinq Rate 12 Percent 12 Percent 12 Percent Bond Type: Prime Sub Floaters (1ML +145.5 bps) Delinq Advance (% of P&I) 100 100 100 Ratings (S&P/Moodys/Fitch): B-/Caal/B Current Coupon: 1.660% Yield @ Base Case 6.510% Price @ 74-16 Stress Case Base Case Recovery Case WAL @ Base Case 3 EFTA_R1_0