15
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15
Documents
34
Connected Entities
Organization referenced in documents
EFTA01963710
Prepay Rate Cusip: c Default Rate Original Face: 10,000,000 Current Face: 1.566,775 Bond Type: Alt-A Men Floater (1ML + 73.5bps) Ratings (S&P/Moodys/Fitch): CC/Ca(- Current Coupon: 0.928% Yield @ Base Case 7.005% WAL @ Base Case 7.07 Principal Window @ Base Case Jul13 to Sep28 Writedown % 23.6
EFTA01973323
GSR 2005-5F B1 Offered @ 97.16 BOND DESCRIPTION Prepay Rate Cusip: 36242D7X5 Default Rate Original Face: Current Face: Bond Type: Ratings (S&P/Moodys/Fitch): Current Coupon: Yield @ Base Case WAL @ Base Case Principal Window @ Base Case Writedown % Current Credit Enhancement: 60+ Delinquencies 60
EFTA02385948
02385949 Delirig Rate 10 Percent 9.5 Percent 9.5 Percent Bond Type: Prime Fix 5.76% Sub Del i nq Advance (% of P& I ) 95 100 100 Ratings (S&P/Moodys/Fitch): B+/NR/- Current Coupon: 5.759% Yield @ Base Case 6.132% Price @ 97.16 Stress Case Base Case Recovery Case WAL @ Base Case 10.34 Yield 6
EFTA02393665
14.15pr> Bond Type:=o:p> Alt-A Fix 4.967% Men =OA Price @ 78-00 =oAStress=Case Re=overy Case 2 EFTA_R1_01422430 EFTA02393666 =OD Ratings (S&P/Moodys/Fitch): =OA Yield =OD 3.213=/p 11.558 Current Coupon: 4.967%<=:p> 921<=span> 1=60 Yield @ Base Case =OD Duration=/span> 2.74 2.64 2.49 =OA W
EFTA02405938
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.
EFTA02555347
> Prime 6% Senior Support =OD =OD Price @ 57.00 Stress Case<=:p> Base Case =OA Recovery=Case 3 EFTA_R1_01713338 EFTA02555349 =OA Ratings (S&P/Moodys/Fitch): =td width="174" nowrap="" valign="bottom" style="width:130.2pt;pa=ding:Oin 5.4pt 0in 5.4pt;height:13.35pt"> =span style="font-size:9.0pt;font-fam
EFTA02562930
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
EFTA02565756
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/-/NR Current Coupon: 5.250% Yield @ Base Case 6.509% Price @ 85.16 WAL @ Base Case 4.03 Yield 2.124 3 EFTA_R1_01730427 EFTA0256575
EFTA02565931
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
EFTA02566466
ent 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 No No No Current Coupon: 2.899% Yield @ Base Case 7.241% Price @ 59-16 Stress Case Base Case 3 EFTA_R1_01731679 EFTA0256
EFTA02347700
=td width="175" nowrap="" valign="bottom" style="width:131.0pt;ba=kground:#F2F2F2;padding:0in 5.4pt 0in 5.4pt;height:12.75pt"> 100 10= Ra=ings (S&P/Moodys/Fitch): 88+/=3/BBB/. - N N 3 EFTA_R1_01320868 EFTA02347702 10/2015</=> Current Coupon:=/span> • • Run to Fwd LIBOR<=p> =OA =OD Yield @ Base Cas
EFTA02357573
FTA02357574 Delinq Rate 9 Percent 9 Percent 9 Percent Bond Type: Prime Fixed 30yr Snr. Sub Delinq Advance (% of P&I) 100 100 100 Ratings (S&P/Moodys/Fitch): -/Ca/CCC Call No No No Current Coupon: 5.500% Yield @ Base Case 6.033% Price @ 98-00 Stress Case Base Case Recovery Case WAL @ Base C
EFTA02370477
18 35 =OA 35 Current Face: 1,626,664=o:p> =OD Bond Type: =OD Prime Fix Sub Price @ 80-16 =OA Stress Case Base Case Recovery Case Ratings (S&P/Moodys/Fitch): =OA -/-/8/"- Yield =OD =OD <=pan style="font-size:8.Optfont-family:"Arial","sans-se=if";color:black">7.562 Current Coupon: =OD 5.337% Spread
EFTA02378612
i nq Rate 9 Percent 9 ramp 24 6.5 Percent 9 ramp 24 6.5 Percent Bond Type: Prime Hybrid Sub Deling Advance (% of P&I) 100 100 100 Ratings (S&P/Moodys/Fitch): -/Ca/B Call No No May-2017 Current Coupon: 3.153% Yield @ Base Case 5.885% Price @ 59-00 Stress Case Base Case Recovery Case 3 EFTA_
EFTA02520483
Group Level Group Level Bond Type: Alt-A Mezz Floater (1ML + 73.5bps) Delinq Advance (% of P&I) Group Level Group Level Group Level Ratings (S&P/Moodys/Fitch): CC/Ca/- Call No No No Current Coupon: 0.928% 3 EFTA_R1_01657298 EFTA02520485 Yield @ Base Case 7.005% Price @ 70-08 Stress Case Base

Jeffrey Epstein
PersonAmerican sex offender and financier (1953–2019)
Barrett
PersonRefers to the Barrett family in Epstein financial trust documents - Paul Barrett, Anthony Barrett and others
U.S. State Securities Law
OrganizationOrganization referenced in documents

Bloomberg L.P.
OrganizationAmerican privately held financial, software, data, and media company
Non-Agency
OrganizationOrganization referenced in documents
Wtd Avg FICO Score
OrganizationOrganization referenced in documents
Average Loan Balance
OrganizationOrganization referenced in documents
Amanda
PersonGeneric first name referring to multiple individuals including Amanda Ens (Bank of America) and Amanda Kirby (Deutsche Bank)
Wtd Avg Orig Loan
OrganizationOrganization referenced in documents
JPMorgan Global Wealth Managements Taxable Fixed Income Trading Desk
OrganizationOrganization referenced in documents
Weighted Avg Loan Age
OrganizationOrganization referenced in documents
Delinq Rate
LocationLocation referenced in documents
Giuffrida
PersonRefers to David J. Giuffrida in Epstein financial trust documents
Renee E
PersonPerson referenced in documents
Kevin Lynn
PersonName reference in documents
Barrett Pod
PersonPerson referenced in documents
JPMorgan Securities
OrganizationOrganization referenced in documents

David J
PersonPerson referenced in documents
J.P. Morgan Global Wealth Management
OrganizationOrganization referenced in documents
Haze Trust
OrganizationTrust entity referenced in documents