iginal Face: 1,500,000 Default Severity 45 ramp 24 35 40 ramp 48 30 35 ramp 12 30 Current Face: 1,245,235 2 EFTA_R1_01405305 EFTA02385949 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+/

iginal Face: 5,000,000 Default Severity 50 ramp 24 45 50 ramp 18 45 45 ramp 36 40 Current Face: 3,400,764 2 EFTA_R1_01447095 EFTA02405939 Delirig Rate 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