EF Eri is an ultra-short period magnetic cataclysmic variable (CV). Ultra-short period CV systems are believed to harbor brown dwarf secondary stars. In fact, these systems are similar to the "Pegasi planets" in that the levels of irradiation by their hot primary stars are nearly identical. By modeling multi-wavelength photometry we have found that the secondary star in EF Eri is very cool, and appears to be heavily irradiated by the white dwarf primary: light curve modeling suggests that the un-irradiated hemisphere of the secondary star in EF Eri has an effective temperature near 1,000 K, while the irradiated hemisphere has an effective temperature near 1,600 K. If this model was correct, the infrared spectrum of EF Eri should change dramatically over the 81 minute orbital period. Using Gemini, we have obtained K-band spectra covering a complete orbital cycle. The resulting spectra are consistent with a very cool secondary star, but are peculiar in that they show that the secondary star is extremely deficient in carbon and sodium. Given that Sodium, CO and Methane (CH4) are strong opacity sources at the expected temperature range of the secondary star means that the normal absorption features that shape the K-band spectra of L and T dwarfs are not present in EF Eri. Thus, it remains difficult to determine the true nature of the secondary star in EF Eri. In addition, a broad, orbitally modulated, and unidentified feature at the blue end of the K-band spectrum appears to be the main source of the photometric variations. We will discuss possible scenarios to explain the photometric and spectroscopic behavior of EF Eri.