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| SECURITIZATION OVERVIEW – J.G. WENTWORTH & JGWPT (1) cont’d 1. Updated as of 3/15/2014 2. Initial ratings apply to senior notes only Transaction 2011-1 2011-2 2012-1 2012-2 2012-3 2013-1 2013-2 2013-3 Insurer Closing Date 6/15/2011 12/8/2011 3/16/2012 7/25/2012 11/19/2012 3/20/2013 7/30/2013 10/18/2013 Initial rating S&P 1 NA NA NA NA NA NA NA NA Initial rating Moody's 1 Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Initial rating AM Best 1 NA NA NA NA NA NA NA NA DBRS 1 AAA AAA AAA AAA AAA AAA AAA AAA ADRB: Original Balance 260,679,673 $ 203,666,776 $ 250,081,605 $ 169,515,859 $ 214,773,704 $ 232,374,357 $ 187,318,250 $ 228,112,005 $ Current Balance 227,779,474 $ 186,067,200 $ 230,892,436 $ 160,927,760 $ 206,101,819 $ 228,254,499 $ 186,358,492 $ 225,946,266 $ Note Balances Original Balance 247,256,000 $ 189,206,000 $ 232,441,000 $ 158,074,000 $ 200,276,000 $ 216,689,000 $ 174,674,000 $ 212,714,000 $ Current Balance A-1 188,941,643 $ 155,117,921 $ 192,846,898 $ 135,039,816 $ 173,747,025 $ 189,748,174 $ 155,830,502 $ 191,822,717 $ Current Balance A-2 - $ - $ - $ - $ - $ - $ - $ - $ Current Balance B 21,212,000 $ 15,580,000 $ 20,564,000 $ 13,985,000 $ 17,181,000 $ 18,589,000 $ 14,985,000 $ 18,248,000 $ Current Balance C - $ - $ - $ - $ - $ - $ - $ - $ Note Pay down 37,102,357 $ 18,508,079 $ 19,030,102 $ 9,049,184 $ 9,347,975 $ 8,351,826 $ 3,858,499 $ 2,643,283 $ NPV - Defaulted Deals - 21,851 - 42,336 - 49,565 11,302 - Historical Cash Collections: Expected Cash Collections per PPM 70,472,647 $ 40,774,229 $ 40,152,707 $ 19,958,366 $ 18,945,985 $ 12,439,734 $ 6,219,524 $ 5,780,276 $ Actual Cash Collected 71,597,136 $ 41,521,988 $ 40,688,645 $ 20,025,105 $ 19,379,004 $ 16,094,361 $ 9,059,549 $ 7,022,374 $ (Shortfall) / Excess 1,124,489 $ 747,760 $ 535,937 $ 66,739 $ 433,019 $ 3,654,627 $ 2,840,024 $ 1,242,098 $ % Not Collected / (Excess) 1.60% 1.83% 1.33% 0.33% 2.29% 29.38% 45.66% 21.49% Projected Cash Collections: 333,884,708 $ 304,085,551 $ 353,176,011 $ 242,934,521 $ 294,031,645 $ 327,133,378 $ 291,778,106 $ 348,184,914 $ Expected A Note Maturity Date 3/15/2038 6/15/2041 5/15/2040 8/15/2043 5/15/2041 4/15/2041 11/15/2042 8/15/2039 Original O/C Levels 6.75% 7.10% 6.75% 6.75% 6.75% 6.75% 6.75% 6.75% Current O/C Levels 7.74% 8.26% 7.57% 7.40% 7.36% 8.73% 8.34% 7.03% Reserve Amount 2,651,539 $ 2,036,668 $ 2,493,243 $ 1,695,159 $ 2,147,772 $ 2,323,744 $ 1,875,902 $ 2,281,270 $ Current Reserve Ratio 1.16% 1.09% 1.08% 1.05% 1.04% 1.02% 1.01% 1.01% |