Epstein Secrets

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

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

al Liquidation 10 60+ Delinquency Coverage 0 43x HISTORICAL PERFORMANCE UNDERLYING COLLATERAL DESCRIPTION 1 I EFTA_R1_00481401 EFTA01989225 Average Loan Balance ($.000s) 571 CPR 8 Mortgage Type Seasoned Prime 5/1 Hybrids CDR 2 Wtd Avg Mortgage Coupon 3.010% SEV ti Wtd Avg FICO Score 747 Wtd Avg Ori

Prime 5/1 Hybrids CDR 2 Wtd Avg Mortgage Coupon 3.010% SEV ti Wtd Avg FICO Score 747 Wtd Avg Orig Loan-to-Value 57.88% HPI Adj LTV 58.53% Weighted Avg Loan Age 97 Owner Occupied 96.18 Top 1 Geo Concentration CA 72% Top 2 Geo Concentration NY 5% Top 3 Geo Concentration FL 3% Always Current (24 mos) 85

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

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)

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

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

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

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)

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

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

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

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