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

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

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

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

=OD HISTORICAL =ERFORMANCE =b> =0A=0A =nbsp; =/p> 1=O5 =OA <=pan style="font-size:9.Optfont-family:"Aria)",'sans-se=if";color:black">3 MOS Average Loan Balance ($,0=0s) 571 </=d> <=d width="161" nowrap="" valign="bottom" style="width:120.6ptpad=ing:0in 5.4pt 0in 5.4pt;height:13.35pt"> 4 EFTA_R1_01711036

1.8pt"> Total Collat Loss 6..04% 5.73% 5.28% <= class="MsoNormal">UNDERLYING COLLATERAL DESCRIP=ION Total Liquidation<=:p> 28.10% 25.20%=/p> Average Loan Balance ($,=00s) 216 <=td> <=d width="177" nowrap="" valign="bottom" style="width:132.8ptpad=ing:0in 5.4pt 0in 5.4pt;height:13.35pt"> Loan C=unt 429 </=

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

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

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

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

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

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