Epstein Secrets

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

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 Concentration CA 52% Top 2 Geo Concentration FL 10% Top 3 Geo Concentrati

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

7474 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 CA 33% Top 2 Geo Concentration NY 11% Top 3 Geo Concentration FL 7% Always Current (24 mos

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

e 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 Top 1 Geo Concentration CA 52% Top 2 Geo Concentration FL 11% Top 3 Geo Concentration VA 3% Always Current (24 mos)

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

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_01730430 EFTA02565761 Owner Occupied 96.17 Top 1 Geo Concentration CA 49% Top 2 Geo Concentration TX 7% Top 3 Geo Concentra

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

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 Avg Loan Age 125 Owner Occupied 87.86 Top 1 Geo Concentration FL 21% Top 2 Geo Concentration NY 10% Top 3 Geo Concentration GA 9% Always Current (24 mos)

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

e 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 69.07 Top 1 Geo Concentration CA 44% Top 2 Geo Concentration CO 10% Top 3 Geo Concentration FL 5% Always Current (24 mos

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

e 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 68.21 Top 1 Geo Concentration CA 52% Top 2 Geo Concentration FL 10% Top 3 Geo Concentration VA 4% Always Current (24 mos

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

ble 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 91.13 Top 1 Geo Concentration CA 57% Top 2 Geo Concentration FL 8% Top 3 Geo Concentration GA 4% Always Current (24 mos)