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

quencies 60+ Delinquency Coverage UNDERLYING COLLATERAL DESCRIPTION Prepay Rate 45254NNC7 Default Rate 10,000,000 Default Severity 1.566.775 Delinq Rate Alt-A Men Floater (1ML 73.5bps) Delinq Advance (% of P8I) CC/Cat- Call 0.928% 7 1 1 Jul13 to Nov28 23 20% 6.01% ' 3 2? Price @ 69-00 Yie

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

al Face: 2 EFTA_R1_01725352 EFTA02562931 10,000,000 Default Severity 65 ramp 12 60 55 ramp 12 60 55 55 ramp 24 50 Current Face: 1,665,558 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):

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

1.5 CDR Original Face: 4,314,300 Default Severity 40 ramp 36 35 35 ramp 36 30 30 Current Face: 2 EFTA_R1_01730426 EFTA02565757 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/-

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

iginal Face: 5,700,000 Default Severity 45 ramp 36 40 2 EFTA_R1_01730838 EFTA02565932 40 ramp 24 35 35 ramp 18 30 Current Face: 1,060,043 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/F

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

ginal Face: 12,976,407 Default Severity 45 ramp 36 40 40 ramp 24 35 2 EFTA_R1_01731678 EFTA02566467 40 ramp 18 35 Current 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

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

2 2 CDR Original Face: 5,982,000 Default Severity 50 50 ramp 12 45 45 ramp 12 40 Current Face: 4,551,230 2 EFTA_R1_01343585 EFTA02357574 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/