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

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

14.15pr> Bond Type:=o:p> Alt-A Fix 4.967% Men =OA Price @ 78-00 =oAStress=Case Re=overy Case 2 EFTA_R1_01422430 EFTA02393666 =OD Ratings (S&P/Moodys/Fitch): =OA Yield =OD 3.213=/p 11.558 Current Coupon: 4.967%<=:p> 921<=span> 1=60 Yield @ Base Case =OD Duration=/span> 2.74 2.64 2.49 =OA W

tgage T=pe Seasoned Alt-A 30yr Fix</=pan> =OD CDR <=td> 0.00=/p> =0A 0.64 =0A Wtd Avg Mortgage Coupon =OD 5.284% SEV NA =OD NA 37.63=/p> Wtd Avg FICO Score NA =OA =0AWtd Avg Orig loan-=o-Value 58.05% 5 EFTA_R1_01422433 EFTA02393669 <=d width="137" nowrap="" valign="bottom" style="width:103.0pt;p

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.

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

GSR 2005-5F B1 Offered @ 97.16 BOND DESCRIPTION Prepay Rate Cusip: 36242D7X5 Default Rate Original Face: Current Face: Bond Type: Ratings (S&P/Moodys/Fitch): Current Coupon: Yield @ Base Case WAL @ Base Case Principal Window @ Base Case Writedown % Current Credit Enhancement: 60+ Delinquencies 60

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

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

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

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

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

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

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

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

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

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

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

i nq Rate 9 Percent 9 ramp 24 6.5 Percent 9 ramp 24 6.5 Percent Bond Type: Prime Hybrid Sub Deling Advance (% of P&I) 100 100 100 Ratings (S&P/Moodys/Fitch): -/Ca/B Call No No May-2017 Current Coupon: 3.153% Yield @ Base Case 5.885% Price @ 59-00 Stress Case Base Case Recovery Case 3 EFTA_

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