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2007_Subprime_Shorting-Home-Equity-Mezzanine-Tranches-1

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Footnote Exhibits - Page 0978<br />

Strictly private & confidential<br />

U.S. Residential Mortgage<br />

Single family mortgages<br />

a mortgages on single family (detached) houses<br />

* not included: condos, town houses, co-ops, buildings with more than 1 units,<br />

commercial properties, etc.<br />

2-4 family mortgages<br />

a mortgages on residential buildings with 2 to 4 family units<br />

Multi-family mortgages<br />

E usually considered as commercial mortgages<br />

Other residential mortgages<br />

* condos, town houses, co-ops, etc.<br />

Deutsche Banik<br />

De h B All numbers shown in this presentation are indicative and are based on a sample portfolio. Actual numbers will be<br />

different and will depend on the actual portfolios selected.<br />

54

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