Epstein Secrets

02385949 Delirig Rate 10 Percent 9.5 Percent 9.5 Percent Bond Type: Prime Fix 5.76% Sub Del i nq Advance (% of P& I ) 95 100 100 Ratings (S&P/Moodys/Fitch): B+/NR/- Current Coupon: 5.759% Yield @ Base Case 6.132% Price @ 97.16 Stress Case Base Case Recovery Case WAL @ Base Case 10.34 Yield 6

al Writedown 0.00% 0.00% 0.00% Total Collat Loss 0.94% 0.91% 0.75% UNDERLYING COLLATERAL DESCRIPTION Total Liquidation 7.95% 7.73% 6.10% Average Loan Balance ($,000s) 368 Loan Count 818 HISTORICAL PERFORMANCE Mortgage Type Prime 30yr Fix 5 EFTA_R1_01405308 EFTA02385952 1 MOS 3 MOS 6 MOS Wtd A

11 Percent 11 ramp 12 10.5 Percent 11 ramp 12 10 Percent Bond Type: Alt-A Men Pass-Through Del i nq Advance (% of P& I) 100 100 100 Ratings (S&P/Moodys/Fitch): CCC/-/- Current Coupon: 5.692% Yield @ Base Case 6.208% Price @ 75.00 Stress Case Base Case Recovery Case WAL @ Base Case 7.02 Yield 0.

tedown 59.43% 34.77% 16.07% Total Collat Loss 2.62% 2.24% 1.96% UNDERLYING COLLATERAL DESCRIPTION Total Liquidation 18.51% 14.37% 12.23% Average Loan Balance ($,000s) 104 Loan Count 3,343 HISTORICAL PERFORMANCE Mortgage Type Alt•A 30yr Fix 5 EFTA_R1_01447098 EFTA02405942 1 MOS 3 MOS 6 MOS Wtd

Prepay Rate Cusip: c Default Rate Original Face: 10,000,000 Current Face: 1.566,775 Bond Type: Alt-A Men Floater (1ML + 73.5bps) Ratings (S&P/Moodys/Fitch): CC/Ca(- Current Coupon: 0.928% Yield @ Base Case 7.005% WAL @ Base Case 7.07 Principal Window @ Base Case Jul13 to Sep28 Writedown % 23.6

ritedown % 23.66% Current Credit Enhancement: 6.01% 60+ Delinquencies 17.22 60+ Delinquency Coverage 0.35x UNDERLYING COLLATERAL DESCRIPTION Average Loan Balance (5.000$) 246 Default Severity Delinq Rate Delinq Advance (% of P&I) Call Price @ 70-08 Yield DM Duration WAL Principal Window Principal W

5,558 Delinq Rate 16 Percent 16 Percent 16 Percent Bond Type: Alt-A Floater Men (1.ML + 43bps) Delinq Advance (% of P&I) 75 80 80 Ratings (S&P/Moodys/Fitch): CCC/B2/- Current Coupon: 0.856% Yield @ Base Case 6.441% Price @ 71.00 Stress Case 3 EFTA_R1_01725353 EFTA02562932 Base Case Recovery C

itedown 33.06% 11.98% 0.00% Total Collat Loss 8.66% 8.10% 7.35% UNDERLYING COLLATERAL DESCRIPTION Total Liquidation 38.95% 36.06% 30.31% Average Loan Balance ($,000s) 249 Loan Count 764 HISTORICAL PERFORMANCE 5 EFTA_R1_01725355 EFTA02562934 Mortgage Type Mix Alt-A FRM and ARMs 1 MOS 3 MOS 6 MO

2,002,760 Delinq Rate 7.5 Percent 7.5 Percent 7.5 Percent Bond Type: Prime Fix 5.25% Men Delinq Advance (% of P&I) 100 100 100 Ratings (S&P/Moodys/Fitch): CCC/-/NR Current Coupon: 5.250% Yield @ Base Case 6.509% Price @ 85.16 WAL @ Base Case 4.03 Yield 2.124 3 EFTA_R1_01730427 EFTA0256575

Writedown 29.22% 14.66% 3.28% Total Collat Loss 0.54% 0.46% 0.39% UNDERLYING COLLATERAL DESCRIPTION Total Liquidation 7.59% 6.83% 5.55% Average Loan Balance ($,000s) 296 Loan Count 145 HISTORICAL PERFORMANCE Mortgage Type Seasoned Prime 3Oyr Fix 5 EFTA_R1_01730429 EFTA02565760 1 MOS 3 MOS 6 M

Delinq Rate 12 Percent 12 Percent 12 Percent Bond Type: Prime Sub Floaters (1ML +145.5 bps) Delinq Advance (% of P&I) 100 100 100 Ratings (S&P/Moodys/Fitch): B-/Caal/B Current Coupon: 1.660% Yield @ Base Case 6.510% Price @ 74-16 Stress Case Base Case Recovery Case WAL @ Base Case 3 EFTA_R1_0

ritedown 30.94% 10.89% 0.08% Total Collat Loss 0.49% 0.43% 0.37% UNDERLYING COLLATERAL DESCRIPTION Total Liquidation 11.80% 10.54% 9.04% Average Loan Balance ($,000s) 238 Loan Count 165 HISTORICAL PERFORMANCE 5 EFTA_R1_01730841 EFTA02565935 Mortgage Type Prime Vanilla ARMs 1 MOS 3 MOS 6 MOS W

ent Face: 6,718,757 Delinq Rate 13 Percent 13 Percent 13 Percent Bond Type: Alt-A Hybrid Sub Delinq Advance (% of P&I) 85 95 100 Ratings (S&P/Moodys/Fitch): CCC/-/- Call No No No Current Coupon: 2.899% Yield @ Base Case 7.241% Price @ 59-16 Stress Case Base Case 3 EFTA_R1_01731679 EFTA0256

tedown 61.68% 31.89% 26.50% Total Collat Loss 2.71% 2.13% 2.03% UNDERLYING COLLATERAL DESCRIPTION Total Liquidation 23.10% 17.88% 16.41% Average Loan Balance ($,000s) 296 Loan Count 773 HISTORICAL PERFORMANCE 5 EFTA_R1_01731681 EFTA02566470 Mortgage Type Alt-A Hybrid ARMs 1 MOS 3 MOS 6 MOS Wt

FTA02357574 Delinq Rate 9 Percent 9 Percent 9 Percent Bond Type: Prime Fixed 30yr Snr. Sub Delinq Advance (% of P&I) 100 100 100 Ratings (S&P/Moodys/Fitch): -/Ca/CCC Call No No No Current Coupon: 5.500% Yield @ Base Case 6.033% Price @ 98-00 Stress Case Base Case Recovery Case WAL @ Base C

Writedown 21.87% 0.00% 0.00% Total Collat Loss 2.32% 1.99% 1.72% UNDERLYING COLLATERAL DESCRIPTION Total Liquidation 12.94% 10.69% 9.30% Average Loan Balance ($,000s) 466 Loan Count 209 HISTORICAL PERFORMANCE 5 EFTA_R1_01343588 EFTA02357577 Mortgage Type Prime 30yr Fixed 1 MOS 3 MOS 6 MOS WW

Group Level Group Level Bond Type: Alt-A Mezz Floater (1ML + 73.5bps) Delinq Advance (% of P&I) Group Level Group Level Group Level Ratings (S&P/Moodys/Fitch): CC/Ca/- Call No No No Current Coupon: 0.928% 3 EFTA_R1_01657298 EFTA02520485 Yield @ Base Case 7.005% Price @ 70-08 Stress Case Base

itedown 42.88% 23.66% 0.00% Total Collat Loss 7.27% 6.65% 6.23% UNDERLYING COLLATERAL DESCRIPTION Total Liquidation 30.35% 24.99% 21.14% Average Loan Balance ($,000s) 5 EFTA_R1_01657300 EFTA02520487 246 Loan Count 731 HISTORICAL PERFORMANCE Mortgage Type Alt-A Fix and ARM 1 MOS 3 MOS 6 MOS Wt