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

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

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.

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

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

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

> Prime 6% Senior Support =OD =OD Price @ 57.00 Stress Case<=:p> Base Case =OA Recovery=Case 3 EFTA_R1_01713338 EFTA02555349 =OA Ratings (S&P/Moodys/Fitch): =td width="174" nowrap="" valign="bottom" style="width:130.2pt;pa=ding:Oin 5.4pt 0in 5.4pt;height:13.35pt"> =span style="font-size:9.0pt;font-fam

an style="font-size:9.0pt;font-family:"Arial","sans-s=rif";color:black">Wtd Avg Mortgage Coupon =/td> 6.383% Wtd Avg FICO Score<=p> =OA 742 =OD Wtd Avg Orig Loan-to-Value=o:p> 67.55% </=d> <=d width="153" nowrap="" valign="bottom" style="width:114.95pt;pa=ding:0in 5.4pt 0in 5.4ptheight:13.35pt"> HPI Adj LT

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

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

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

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

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

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

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_

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