Epstein Secrets

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

05308 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_01405309 EFTA02385953 Owner Occupied 91.47

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

47098 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_R1_01447099 EFTA02405943 Owner Occupied 62.9

710 66% 24-month perfect payers "Source: Intex/Bloomberg: July 10, 2013 iMM 2006.2 1M2 Offered fa 69-00

246 Loan Count 731 HISTORICAL PERFORMANCE Mortgage Type Alt-A Fix and ARM Wtd Avg Mortgage Coupon 3.986•% CPR Wtd Avg FICO Store 704 CDR Wtd Avg Orig Loan-to-Value 70.56% SEV HPI Adj LTV 83.94% Weighted Avg Loan Age 101 Owner Occupied 68.21 EFTA_R1_00440054 EFTA01963711 Top 1 Geo Concentrati

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

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% Weighted Avg Loan Age 93 Owner Occupied 67.87

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

ype 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% Weighted Avg Loan Age 107 Owner Occupied 69.0

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

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% Weighted Avg Loan Age 101 Owner Occupied 68.2

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

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 EFTA02378617 48.79% Weighted Avg Loan Age 115 Owner Occupied 9