c Audits AA 14% A 7% L + 220 bps L + 310 bps L + 415 bps L + 625 bps L + 725 bps EFTA01479734 Management CLO Issuer AAA 60% L + 158 bps Weighted Avg. Cost of Debt: L + 225bps EFTA01479735 CLO Issuance from 1999 to 2007 I Consolidation and regulatory change throughout the 1990's and 2000's c

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 Top 1 Geo Concentration CA 33% Top 2 Geo Concentration NY 11% Top 3 Geo

.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 62.95 Top 1 Geo Concentration CA 24% Top 2 Geo Concentration NY 7% Top 3 Geo