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ading desk commentary are subject to change without notice and JPMorgan is under no obligation to update or keep this information current. Thanks, Amanda Amanda Ens I Vice President I Global Investment Opportunities I J.P.Morgan I WAS ID: 320 Park Ave, 14th Floor, New York, NY 10022 M: EFTA_R1_0044
Alt-A Fix and ARM Wtd Avg Mortgage Coupon 3.986•% CPR Wtd Avg FICO Store 704 CDR Wtd Avg Orig Loan-to-Value 70.56% SEV HPI Adj LTV 83.94% Weighted Avg Loan Age 101 Owner Occupied 68.21 EFTA_R1_00440054 EFTA01963711 Top 1 Geo Concentration CA 52% Top 2 Geo Concentration FL 10% Top 3 Geo Concentrati
From: Barrett, Paul S Sent: Monday, February 11, 2013 5:08 PM To: Epstein, Jeffrey ([email protected]) Cc: Ens, Amanda; Weissend, Renee E Subject: NEW HY RMBS BWIC - 54.3mm of RFMSI 04-54 1M1 @ 85-16 (6.51% yield/2.97 durn) Jeffrey We should buy 51MM of this bond.
27.23 31.87 27.45 Wtd Avg FICO Score 735 CDR 0.00 4.64 2.20 Wtd Avg Orig Loan•to•Value 54.81% SEV NA 30.01 30.01 HPI Adj LTV 56.15% Weighted Avg Loan Age 105 6 EFTA_R1_01730430 EFTA02565761 Owner Occupied 96.17 Top 1 Geo Concentration CA 49% Top 2 Geo Concentration TX 7% Top 3 Geo Concentra
From: Barrett, Paul S Sent: Tuesday, February 5, 2013 9:15 PM To: Jeffrey Epstein Cc: Ens, Amanda; Weissend, Renee E Subject: HY PRIME RMBS #1 - $5.70mm of SEMI 11 B1 @ $74-16 (6.51% yield/ 6.20 durn) Jeffrey The mortgage from this morning tra
FICO Score 723 COR 0.00 0.00 0.00 WW Avg Orig Loan-to-Value 59.56% SEV NA NA NA HPI Adj LTV 6 EFTA_R1_01730842 EFTA02565936 53.22% Weighted Avg Loan Age 125 Owner Occupied 87.86 Top 1 Geo Concentration FL 21% Top 2 Geo Concentration NY 10% Top 3 Geo Concentration GA 9% Always Current (24 mos)
From: Barrett, Paul S < Sent: Thursday, February 14, 2013 6:30 PM To: Epstein, Jeffrey ([email protected]) Cc: Weissend, Renee E; Ens, Amanda Subject: NEW HY RMBS - $12.98mm of SARM 040-4 B1 @ $59-16 (7.24% yield/ 7.55 durn) Jeffrey We should buy 51MM of this for Jeepers. Paul *** ALL
e 715 CDR 3.43 1.86 2.28 Wtd Avg Orig Loan-to-Value 67.20% SEV 37.02 43.01 6 EFTA_R1_01731682 EFTA02566471 36.28 HPI Adj LTV 68.75% Weighted Avg Loan Age 107 Owner Occupied 69.07 Top 1 Geo Concentration CA 44% Top 2 Geo Concentration CO 10% Top 3 Geo Concentration FL 5% Always Current (24 mos
Entities connected to both Amanda and Weighted Avg Loan Age

Jeffrey Epstein
PERSONBarrett
PERSON
Bloomberg L.P.
ORGANIZATIONGiuffrida
PERSONRenee E
PERSONS&P/Moodys/Fitch
ORGANIZATIONU.S. State Securities Law
ORGANIZATIONNon-Agency
ORGANIZATIONWtd Avg FICO Score
ORGANIZATIONAverage Loan Balance
ORGANIZATIONJPMorgan Global Wealth Managements Taxable Fixed Income Trading Desk
ORGANIZATIONWtd Avg Orig Loan
ORGANIZATIONDelinq Rate
LOCATIONBarrett Pod
PERSONKevin Lynn
PERSONJPMorgan Securities
ORGANIZATIONBee-Ann Benson
PERSONJ.P. Morgan Global Wealth Management
ORGANIZATION