EFTA Document EFTA01376386

Low Diversity Collateralized Debt Obligations Ini MI Rating of Underlying Asset % of Underlying Capital Structure(l) Ma Aa A Baa Ba B >70% SO% 75% 60% 50% 45% 30% <=7004,. >10% io"„ son 60% 55% 45% 35% 25% 50% 45% 35% 25% 15% sO% 40% 35% 30% 20% 10% <tr., 10^/0 25% 20% 15% 7% 4% (1) Initial par amount of tranche to which Structured Finance Obligation relates divided by initial par amount of total securities issued by Structured Finance Obligation issuer.