Mortgage and Asset Backed • Manual Pricing via JPMorgan Investment Bank Trade Date Maturity Original Face !stue Rating Next Call Data 1~01 Principal Coat (5) Market value (5) Total Pren< tint (5) Entry Pore Current Price (Local) (Lotal) 10.May.12 25 ',lar-2037 1,000,000 Osase 2037-41 12A3 121

n Securities LLC • • nd Amin lacked trade Oat, M slangy Oragma I f•ca • M I Pr(i N•,FMor n Investment Sank 56P dat/ng Mtn fall Oat. (coupon Principal Coat (5) Marlon Value (S) Total PrInanlat C5/ entry Prate Cunene Pena (Lena) (Soul( MIM 24-fant' 25-Aug 2029 9.551,000 almbl 2004.1 'MI CCC 1/2