Epstein Secrets

that have higher risk of default or other adverse credit events which are appropriate for high risk investors only This commentary is a product of JPMorgan Global Wealth Managements Taxable Fixed Income Trading Desk and not JPMorgan's Research Department. The views expressed in this trading desk commentary may differ from those of JPMorgan's Research Department

quencies 60+ Delinquency Coverage UNDERLYING COLLATERAL DESCRIPTION Prepay Rate 45254NNC7 Default Rate 10,000,000 Default Severity 1.566.775 Delinq Rate Alt-A Men Floater (1ML 73.5bps) Delinq Advance (% of P8I) CC/Cat- Call 0.928% 7 1 1 Jul13 to Nov28 23 20% 6.01% ' 3 2? Price @ 69-00 Yie

imum total net worth of $50mm. Please make sure your client fulfills this requirement before soliciting this order. This commentary is a product of JPMorgan Global Wealth Managements Taxable Fixed Income Trading Desk and not JPMorgan's Research Department. The views expressed in this trading desk commentary may differ from those of JPMorgan's Research Department

al Face: 2 EFTA_R1_01725352 EFTA02562931 10,000,000 Default Severity 65 ramp 12 60 55 ramp 12 60 55 55 ramp 24 50 Current Face: 1,665,558 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):

imum total net worth of $50mm. Please make sure your client fulfills this requirement before soliciting this order. This commentary is a product of JPMorgan Global Wealth Managements Taxable Fixed Income Trading Desk and not JPMorgan's Research Department. The views expressed in this trading desk commentary may differ from those of JPMorgan's Research Department

1.5 CDR Original Face: 4,314,300 Default Severity 40 ramp 36 35 35 ramp 36 30 30 Current Face: 2 EFTA_R1_01730426 EFTA02565757 2,002,760 Delinq Rate 7.5 Percent 7.5 Percent 7.5 Percent Bond Type: Prime Fix 5.25% Men Delinq Advance (% of P&I) 100 100 100 Ratings (S&P/Moodys/Fitch): CCC/-

imum total net worth of $50mm. Please make sure your client fulfills this requirement before soliciting this order. This commentary is a product of JPMorgan Global Wealth Managements Taxable Fixed Income Trading Desk and not JPMorgan's Research Department. The views expressed in this trading desk commentary may differ from those of JPMorgan's Research Department

iginal Face: 5,700,000 Default Severity 45 ramp 36 40 2 EFTA_R1_01730838 EFTA02565932 40 ramp 24 35 35 ramp 18 30 Current Face: 1,060,043 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/F

imum total net worth of $50mm. Please make sure your client fulfills this requirement before soliciting this order. This commentary is a product of JPMorgan Global Wealth Managements Taxable Fixed Income Trading Desk and not JPMorgan's Research Department. The views expressed in this trading desk commentary may differ from those of JPMorgan's Research Department

ginal Face: 12,976,407 Default Severity 45 ramp 36 40 40 ramp 24 35 2 EFTA_R1_01731678 EFTA02566467 40 ramp 18 35 Current Face: 6,718,757 Delinq Rate 13 Percent 13 Percent 13 Percent Bond Type: Alt-A Hybrid Sub Delinq Advance (% of P&I) 85 95 100 Ratings (S&P/Moodys/Fitch): CCC/-/- Call