From: Barrett, Paul S Sent: Thursday, April 12, 2012 6:58 PM To: Epstein, Jeffrey ([email protected]) Cc: Giuffrida, David Subject: HY RMBS FOCUS BOND- 58.65mm of BAFC 06-G 2A5 @ 65-00 (11.05% yield / 3.96 dum) This is an interesting bond. Would be s=ending $1.7MM. Paul</=:p> =OA BAFC 06-G 2A5 is an Alt-A senior support backed=by 76 month seasoned Alt-A hybrids. =OD =OA BAFC 2006-6 2A5 Offer=d @ 65-00 =OA =OD =OA =OA BOND DESCRIPTION</=> <=d width="156" nowrap="" valign="bottom" style="width:117.35pt;ba=kground:#F2F2F2;padding:0in 5.4pt Oin 5.4pt;height:15.75pt"> Prepay Rate<=p> 3 CPR Cusip: 05950MAF7 =OA Default Rate<=:p> 6 ramp 24 14 10 ramp=12 5 CDR 6 =amp 24 14 12 ramp 12 5 CDR =OA Original Face: <=d width"144" nowrap="" valign="bottom" style="width:108.2pt;pad=ing:0in 5.4pt 0in 5.4pt;height:13.35pt"> 6,1=0,000 Default Severity EFTA_R1_00078961 EFTA01768810