Epstein Secrets

months seasoned $368k average balance "Source: Bloomberg GSR 2005-SF B1 Offered @ 97-16 BOND DESCRIPTION

E Mortgage Type Prime 30yr Fix 5 EFTA_R1_01405308 EFTA02385952 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 5.813% CPR 24.51 22.35 23.44 Wtd Avg FICO Score 726 CDR 0.00 1.08 1.66 Wtd Avg Orig Loan-to-Value 59.50% SEV NA 31.29 35.51 HPI Adj LTV 64.07% Weighted Avg loan Age 105 6 EFTA_R1_0

rowers have not missed a payment in the past 2 years EFTA_R1_01447094 EFTA02405938 109 months seasoned 710 FICO $104k average balance "Source: Bloomberg CWALT 2004-2CB M Offered @ 75-00 BOND DESCRIPTION Prepay Rate 8 CPR 10 CPR 12 ramp 20 15 CPR Cusip: 12667FA28 Default Rate 4 ramp 20 6 5 ra

E Mortgage Type Alt•A 30yr Fix 5 EFTA_R1_01447098 EFTA02405942 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 6.054% CPR 15.78 13.83 12.76 Wtd Avg FICO Score 710 CDR 1.96 2.32 3.22 Wtd Avg Orig Loan-to-Value 60.12% SEV 57.88 51.28 48.09 HPI Adj LTV 59.52% Weighted Avg loan Age 109 6 EFTA_R

nths seasoned - $368k average balance "Source: Bloomberg GSR 2005-5F B1 Offered @ 97.16 BOND DESCRIPTION

Principal Window Principal Writedown Total Collat Loss Total Liquidation EFTA_R1_00457474 EFTA01973324 Wtd Avg Mortgage Coupon 5.813% CPR Wtd Avg FICO Score 726 CDR Wtd Avg Ong Loan-to-Value 59.50% SEV HPI Adj LTV 64.07% Weighted Avg Loan Age 105 Owner Occupied 91.47 Top 1 Geo Concentration C

Updated LTV = 88% 68% of the borrowers have not missed a payment in the past 2 years 93 months seasoned 704 FICO $249k average balance **Source: Bloomberg IMM 2005.2 1M1 Offered @ 71.00 BOND DESCRIPTION Prepay Rate 1 CPR 2 CPR 3 CPR Cusip: 45254NNB9 Default Rate 6 for 304 CDR 6 for 24 4 ramp

EFTA_R1_01725355 EFTA02562934 Mortgage Type Mix Alt-A FRM and ARMs 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 4.110% CPR 0.10 4.44 3.95 Wtd Avg FICO Score 704 CDR 6.73 6.33 6.22 Wtd Avg Orig Loan-to-Value 70.45% SEV 34.97 52.01 6 EFTA_R1_01725356 EFTA02562935 39.23 HPI Adj LTV 88.14% W

soned 735 FICO $296k average balance **Source: Bloomberg REMSI 2004-54 1M1 Offered @ 85-16 BOND DESCRIPT

ge Type Seasoned Prime 3Oyr Fix 5 EFTA_R1_01730429 EFTA02565760 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 5.655% CPR 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_0

asoned 723 FICO $238k average balance "Source: Bloomberg SEMI 11 B1 Offered @ 74-16 BOND DESCRIPTION Pr

5 EFTA_R1_01730841 EFTA02565935 Mortgage Type Prime Vanilla ARMs 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 2.176% CPR 0.52 25.69 18.14 Wtd Avg 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 Av

Updated LTV = 69% 71% of the borrowers have not missed a payment in the past 2 years 107 months seasoned 715 FICO $296k average balance "Source: Bloomberg SARM 2004-4 B1 Offered @ 59-16 BOND DESCRIPTION Prepay Rate 4 CPR 8 CPR 10 CPR Cusip: 86359BPE5 Default Rate 3 ramp 24 7 7 ramp 12 2 CDR 2

5 EFTA_R1_01731681 EFTA02566470 Mortgage Type Alt-A Hybrid ARMs 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 3.169% CPR 9.36 10.04 8.97 Wtd Avg FICO Score 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% W

nce 66% 24-month perfect payers **Source: Intex/Bloomberg: July 8, 2013 IMM 2005.2 1M2 Offered @ 70.08 BO

an Count 731 HISTORICAL PERFORMANCE Mortgage Type Alt-A Fix and ARM 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 3.986% CPR 6.55 6.22 5.58 Wtd Avg FICO Score 704 CDR 0.79 3.40 3.25 Wtd Avg Orig Loan-to-Value 6 EFTA_R1_01657301 EFTA02520488 70.56% 5EV 95.19 55.27 58.00 HPI Adj LTV 83.94% W

AHPI Updat=d LTV = 92% <=span>76% of the borrowers=have not missed a payment in the past 2 years - = 90 months seasoned &nb=p; 734=FICO "Source: Bloomberg MHL 2005.2 1M1 Offered @ 70-00 =OD =OD =/td> =OA BOND DESCRIPTION Prepay Rate 0.5 CPR 3 CPR Cusip: 1 EFTA_R1_01659904 EFTA02522065 619

12% =OD =OD CPR cd width="150" nowrap="" valign="bottom" style="width:112.2pt;pad=ing:0in 5.4pt 0in 5.4ptheight:13.35pt"> 0=2E28 1.73 =0A 2.18 Wtd Avg FICO Score 734 =OD CDRap> =0A 6.62 3.38 Wtd Avg Orig boan-to-Value =OD <=pan style="font-size:9.Opt;font-family:"Arial","sans-se=if";color:#1F4970">69.6

ds/inquiries before the bid time. Late bids may not be accepted. Please call the desk with all bids/inquiries related to this bond. X32124 "Source: Bloomberg BOAMS 2003-1 92 Offered @ 59-00 BOND DESCRIPTION Prepay Rate 10 CPR 12 ramp 12 14 12 CPR 14 ramp 12 16 12 CPR Cusip: 05948XYS4 Default Rate

5 EFTA_R1_01390774 EFTA02378616 Mortgage Type Prime Hybrid ARMs 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 3.408% CPR 14.47 12.41 13.35 Wtd Avg FICO Score #N/A Field Not Applicable COR 0.00 1.03 1.15 Wtd Avg Orig Loan-to-Value 52.29% SEV #N/A N/A 78.95 55.O9 HPI Adj LTV 6 EFTA_R1_01390775