Mortgage performance.

SOURCE: First American LoanPerformance, San Francisco. Prime and subprime data are sourced from the LoanPerformance cooperative servicing databases, representing approximately 80 percent of outstanding mortgages nationwide. These and other loan data are Web-accessible through an annual subscription

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To learn more about LoanPerformance, visit www.loanperformance.com/data-power/default.aspx.

First American LoanPerformance's lending databases track the delinquency and prepayment performance of 50 million active individual mortgage payments per month, and provide loan-level information on more than $2.2 trillion in non-agency mortgage-backed securities (MBS) and asset-backed securities (ABS). The company's data and suite of predictive prepayment and risk-modeling solutions enable mortgage originators, servicers, securities issuers and investors to make informed business decisions about credit risk, loss mitigation, customer retention, securitization and investment.

* "Seriously Delinquent" (SD) is defined as active mortgage loans that are 90 or more days delinquent, plus those loans in foreclosure.

** "3-Month CPR" is defined as the three-month constant prepayment rate (CPR), an annualized estimate of mortgage loan prepayments, computed by multiplying the average monthly prepayment rate for the most recent preceding three months by four.

*** "2006 Book Vintage Report" reflects current delinquencies on loans originated in 2006.

2006 Prime Book Vintage Report*

                                        2006
                                        (Seriously     National
MSA                                     Delinquent %)  Index

 1 Fort Myers-Cape Coral, FL            5.84           372
 2 Merced, CA                           5.03           320
 3 Fort Pierce-Port St. Lucie, FL       4.09           261
 4 Miami, FL                            3.83           244
 5 Fort Lauderdale, FL                  3.49           222
 6 Stockton-Lodi, CA                    3.41           217
 7 Lakeland-Winter Haven, FL            3.37           215
 8 Modesto, CA                          3.27           208
 9 Punta Gorda, FL                      3.18           203
10 Vineland-Millville-Bridgeton, NJ     3.14           200
11 Sarasota-Bradenton, FL               3.04           194
12 Riverside-San Bernardino, CA         2.94           187
13 Lawton, OK                           2.87           183
14 Naples, FL                           2.81           179
15 Las Vegas, NV-AZ                     2.80           178
16 Tampa-St. Petersburg-Clearwater, FL  2.78           177
17 Salinas, CA                          2.77           176
18 Orlando, FL                          2.70           172
19 West Palm Beach-Boca Raton, FL       2.67           170
19 Daytona Beach, FL                    2.67           170
21 Melbourne-Titusville-Palm Bay, FL    2.56           163
22 Yuba City, CA                        2.51           160
23 Panama City, FL                      2.43           155
24 New Bedford, MA                      2.41           154
25 Flint, MI                            2.39           152
   National                             1.57           100

2006 Subprime Book Vintage Report*

                                         2006
                                         (Seriously     National
MSA                                      Delinquent %)  Index

 1 Fort Myers-Cape Coral, FL             29.37          195
 2 Stockton-Lodi, CA                     24.75          164
 3 Naples, FL                            22.45          149
 4 Merced, CA                            21.87          145
 5 Ventura, CA                           21.33          141
 6 West Palm Beach-Boca Raton, FL        20.96          139
 7 Punta Gorda, FL                       20.38          135
 8 Oakland, CA                           20.36          135
 9 Sarasota-Bradenton, FL                19.84          131
10 Sacramento, CA                        19.78          131
11 Riverside-San Bernardino, CA          19.74          131
12 Modesto, CA                           19.72          131
13 Santa Barbara-Santa Maria-Lompoc, CA  19.44          129
14 Salinas, CA                           19.39          128
15 Jackson, MS                           19.28          128
16 Fort Pierce-Port St. Lucie, FL        19.25          128
17 Daytona Beach, FL                     18.80          125
18 Fort Lauderdale, FL                   18.66          124
19 Vallejo-Fairfield-Napa, CA            18.27          121
20 Cleveland-Lorain-Elyria, OH           18.23          121
21 Melbourne-Titusville-Palm Bay, FL     18.09          120
22 Minneapolis-St. Paul, MN-WI           17.96          119
23 Brockton, MA                          17.81          118
24 New York, NY                          17.63          117
25 Miami, FL                             17.54          116
   National                              15.09          100

* Data as of September 2007
SOURCE: First American LoanPerformance, San Francisco. Prime and
subprime data are sourced from the First American LoanPerformance
cooperative servicing databases, representing approximately 80 percent
of outstanding mortgages nationwide. These and other loan data are Web-
accessible through an annual subscription to TrueStandings Servicing.
NOTES: "Seriously Delinquent" (SD) is defined as active mortgage loans
that are 90 or more days delinquent, plus those loans in foreclosure.
"2006 Book Vintage Report" reflects current delinquencies on loans
originated in 2006.

SOURCE: First American LoanPerformance, San Francisco. Prime and subprime data are sourced from the First American LoanPerformance cooperative servicing databases, representing approximately 80 percent of outstanding mortgages nationwide. These and other loan data are Web-accessible through an annual subscription to TrueStandings Servicing.

[GRAPHIC OMITTED]

NOTE: "3-Month CPR" is defined as the three-month constant prepayment rate (CPR), an annualized estimate of mortgage loan prepayments computed by multiplying the average monthly prepayment rate for the most recent preceding three months by four.

Top 25 Prime Prepaying Metros*

MSA                                      3-Month CPR  National Index

 1 Grand Junction, CO                    20.46        152
 2 Odessa-Midland, TX                    19.07        142
 3 Provo-Orem, UT                        18.91        140
 4 Stockton-Lodi, CA                     18.77        139
 5 Salinas, CA                           18.74        139
 6 Merced, CA                            18.72        139
 7 Casper, WY                            18.12        135
 7 Vallejo-Fairfield-Napa, CA            18.12        135
 9 Modesto, CA                           17.98        134
10 Salt Lake City-Ogden, UT              17.21        128
11 Pocatello, ID                         16.90        126
12 San Jose, CA                          16.84        125
13 Oakland, CA                           16.71        124
14 Flagstaff, AZ-UT                      16.70        124
15 Wausau, WI                            16.69        124
16 Los Angeles-Long Beach, CA            16.47        122
17 Santa Barbara-Santa Maria-Lompoc, CA  16.35        121
18 Hattiesburg, MS                       15.97        119
19 Riverside-San Bernardino, CA          15.85        118
19 San Angelo, TX                        15.85        118
21 Missoula, MT                          15.80        117
21 Stamford-Norwalk, CT                  15.80        117
23 Decatur, IL                           15.64        116
24 Spokane, WA                           15.62        116
25 Clarksville-Hopkinsville, TN-KY       15.35        114
   National                              13.46        100

Top 25 Subprime Prepaying Metros*

MSA                                  3-Month CPR  National Index

 1 Pocatello, ID                     43.62        198
 2 Missoula, MT                      42.62        194
 3 Bismarck, ND                      40.26        183
 4 Provo-Orem, UT                    39.19        178
 5 Las Cruces, NM                    38.46        175
 6 Salt Lake City-Ogden, UT          37.13        169
 7 Burlington, VT                    36.27        165
 8 Casper, WY                        35.75        162
 9 Wilmington, NC                    35.65        162
10 Albuquerque, NM                   35.11        160
11 Asheville, NC                     34.80        158
12 Bellingham, WA                    34.49        157
13 Grand Junction, CO                34.39        156
14 Spokane, WA                       34.12        155
15 Rapid City, SD                    33.69        153
16 Billings, MT                      33.55        152
17 Charlottesville, VA               33.28        151
18 Vineland-Millville-Bridgeton, NJ  33.27        151
19 Santa Fe, NM                      33.26        151
20 Seattle-Bellevue-Everett, WA      33.15        151
21 Baltimore, MD                     33.00        150
22 Iowa City, IA                     32.59        148
23 Sioux Falls, SD                   32.54        148
24 St. Joseph, MO                    31.91        145
25 Tacoma, WA                        31.49        143
   National                          22.01        100

* Data as of September 2007
SOURCE: First American LoanPerformance, San Francisco. Prime and
subprime data are sourced from the First American LoanPerformance
cooperative servicing databases, representing approximately 80 percent
of outstanding mortgages nationwide. These and other loan data are Web-
accessible through an annual subscription to TrueStandings Servicing.
NOTE: "3-Month CPR" is defined as the three-month constant prepayment
rate (CPR), an annualized estimate of mortgage loan prepayments computed
by multiplying the average monthly prepayment rate for the most recent
preceding three months by four.

One-Month vs. 12-Month HPI Change

Core-Based Statistical Areas                      One-Mo. %  12-Mo. %

 1 Atlanta-Sandy Springs-Marietta, GA             -1.79       -1.35
 2 Austin-Round Rock, TX                           0.43        9.78
 3 Boston-Quincy, MA                              -1.28       -5.78
 4 Cape Coral-Fort Myers, FL                      -3.31      -12.95
 5 Charlotte-Gastonia-Concord, NC-SC              -1.58        3.74
 6 Chicago-Naperville-Joliet, IL-IN-WI            -0.41       -0.66
 7 Cleveland-Elyria-Mentor, OH                    -2.59       -8.81
 8 Dallas-Fort Worth-Arlington, TX                 0.43        4.26
 9 Detroit-Warren-Livonia, MI                     -0.06       -3.71
10 Honolulu, HI                                    2.53       17.17
11 Houston-Sugar Land-Baytown, TX                  0.28        4.83
12 Las Vegas-Paradise, NV                         -2.14      -10.69
13 Los Angeles-Long Beach-Santa Ana, CA           -2.73       -9.02
14 Miami-Fort Lauderdale-Miami Beach, FL          -1.95       -9.38
15 Miami-Miami Beach-Kendall, FL                  -2.46       -2.62
16 Minneapolis-St. Paul-Bloomington, MN-WI        -0.61       -2.47
17 New York-Northern New Jersey-Long Island, NY-  -1.26       -4.41
   NJ-PA
18 New York-White Plains-Wayne, NY-NJ             -0.28       -1.50
19 Oakland-Fremont-Hayward, CA                    -1.99      -10.25
20 Orlando-Kissimmee, FL                          -1.98       -9.57
21 Philadelphia, PA                               -0.43       -1.01
22 Phoenix-Mesa-Scottsdale, AZ                    -2.78       -9.44
23 Portland-Vancouver-Beaverton, OR-WA            -0.68        2.38
24 Raleigh-Cary, NC                                0.04        5.99
25 Riverside-San Bernardino-Ontario, CA           -2.39      -14.63
26 Salt Lake City, UT                              0.74       12.86
27 San Antonio, TX                                 0.53        8.30
27 Seattle-Tacoma-Bellevue, WA                    -0.96        3.71
29 St. Louis, MO-IL                               -2.36       -2.72
30 Tampa-St. Petersburg-Clearwater, FL            -2.39       -8.70
31 Washington-Arlington-Alexandria, DC-VA-MD-WV   -2.22       -7.20

SOURCE: First American LoanPerformance, San Francisco. LoanPerformance
HPI, Single Family Detached Series. The LoanPerformance HPI provides a
comprehensive set of monthly home price indexes and median sales prices
covering 7,416 ZIP codes, 956 core-based statistical areas (CBSA) and
659 counties located in all 50 states and the District of Columbia. The
indexes, which are the most comprehensive available in the industry, are
reported to clients five weeks after each month ends.