| SECURITIZATION OVERVIEW – J.G. WENTWORTH & JGWPT (1) cont’d Updated as of 6/30/2014 1. Initial ratings apply to senior notes only Transaction 2011-1 2011-2 2012-1 2012-2 2012-3 2013-1 2013-2 2013-3 2014-1 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 2/18/2014 Initial rating S&P 1 NA NA NA NA NA NA NA NA NA Initial rating Moody's 1 Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Aaa Initial rating AM Best 1 NA NA NA NA NA NA NA NA NA DBRS 1 AAA AAA AAA AAA AAA AAA AAA AAA AAA ADRB: Original Balance 260,679,673 $ 203,666,776 $ 249,324,341 $ 169,515,859 $ 214,773,704 $ 232,374,357 $ 187,318,250 $ 228,112,005 $ 248,876,152 $ Current Balance 221,462,072 $ 181,841,515 $ 226,637,967 $ 157,577,999 $ 201,102,683 $ 221,202,724 $ 180,844,885 $ 221,135,600 $ 247,979,085 $ 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 $ 233,943,000 $ Current Balance A-1 183,271,185 $ 151,887,294 $ 189,294,886 $ 132,156,110 $ 169,597,917 $ 186,537,264 $ 153,517,271 $ 188,029,928 $ 211,649,571 $ 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 $ 21,776,000 $ Current Balance C - $ - $ - $ - $ - $ - $ - $ - $ - $ Note Pay down 42,772,815 $ 21,738,706 $ 22,582,114 $ 11,932,890 $ 13,497,083 $ 11,562,736 $ 6,171,729 $ 6,436,072 $ 517,429 $ NPV - Defaulted Deals 605,818 23,308 30,013 130,510 345,363 425,293 356,002 3,580 100 Historical Cash Collections: Expected Cash Collections per PPM 79,853,129 $ 47,207,093 $ 47,133,235 $ 25,006,453 $ 25,544,878 $ 18,202,742 $ 11,201,771 $ 12,781,197 $ 3,642,524 $ Actual Cash Collected 81,068,232 $ 48,004,129 $ 47,703,164 $ 25,175,039 $ 25,983,023 $ 17,942,902 $ 10,864,484 $ 12,704,307 $ 3,598,233 $ (Shortfall) / Excess 1,215,103 $ 797,036 $ 569,929 $ 168,585 $ 438,145 $ (259,840) $ (337,286) $ (76,889) $ (44,291) $ % Not Collected / (Excess) 1.52% 1.69% 1.21% 0.67% 1.72% -1.43% -3.01% -0.60% -1.22% Projected Cash Collections: 324,504,227 $ 297,652,686 $ 346,195,483 $ 237,886,434 $ 287,432,752 $ 321,249,552 $ 286,795,860 $ 341,183,993 $ 371,466,714 $ 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 8/15/2039 Original O/C Levels 6.75% 7.10% 6.77% 6.75% 6.75% 6.75% 6.75% 6.75% 6.00% Current O/C Levels 7.67% 7.90% 7.40% 7.26% 7.12% 7.27% 6.82% 6.72% 5.87% 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 $ 2,489,792 $ Current Reserve Ratio 1.20% 1.12% 1.10% 1.08% 1.07% 1.05% 1.04% 1.03% 1.00% |