SALE ANNOUNCEMENT $55,682,944 LOAN & JUDGMENT PORTFOLIO SALE NON-PERFORMING AND PERFORMING - NATIONWIDE

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1 SALE ANNOUNCEMENT $55,682,944 LOAN & JUDGMENT PORTFOLIO SALE NON-PERFORMING AND PERFORMING - NATIONWIDE APRIL 208

2 Collateral: Location: CRE, C&I, Resi, Land, Unsecured AL, FL, GA, MD, MX, NC, NJ, NY, SC, TN, TX, VA Performance Non-Performing (85.5%) and Performing (4.5%) Overview $55,682,944 Loan & Judgment Portfolio Sale (the Asset Sale ) conducted by Mission Capital Advisors, LLC ( Mission or Asset Sale Advisor ) on behalf of an unidentified Seller ( Seller ). Sale Structure Mission has been retained as the exclusive Asset Sale Advisor to the Seller for the sale of a portfolio of judgments, unsecured loans, and loans secured by various real estate and business assets located across the country (the Portfolio or Assets ). The Assets are being offered on a sealed bid basis. On behalf of the Seller, Mission is initially soliciting indicative bids from prospective bidders (the Prospective Bidders ) for the purchase of: (a) either pool individually, (b) any combination of pools, or (c) the entire Portfolio pursuant to the Asset Sale timeline attached hereto. Preference will be given to Portfolio bids. Mission Capital, in conjunction with the Seller, and at the sole and absolute discretion of the Seller, will then invite multiple final bidders (the Final Bidders ) to complete due diligence and submit non-contingent bids for the Assets. Highlights & Sale Summary The Asset Sale offers Prospective Bidders the opportunity to acquire a portfolio of loans secured by various real estate and business assets, judgments, and unsecured loans. 63.5% of the Portfolio by balance is secured by CRE, C&I, Resi, and Land assets. 95.5% of secured loans by balance are first lien. The top four relationships (6 loans) account for 3.6% of the Portfolio by balance. All of these loans are secured. Unsecured loans in the Portfolio have TTM collections of $4.6mm as of February 208. Detailed Portfolio stratifications may be found in Exhibit A (pg. 5-7). The Asset Sale must be closed in accordance with the timeline attached hereto. Pool Count UPB Secured - 54 $30,50,426 0/8/08 4/4/9 76.3% Unsecured - 38 $20,293,52 6/2/06 6/6/7 00.0% Secured $4,486,239 2/9/07 7/20/6 82.8% Unsecured $402,26 4/3/08 2/26/5 89.% Grand Total 56 $55,682,944 0/8/07 5/6/8 85.5% Note: relationships containing both secured and unsecured loans are included in the secured pool. P2

3 Sale Structure Prospective Bidders are subject to qualification by Mission and/ or Seller (qualification process will be initiated by Mission as deemed necessary). Access to the Due Diligence Materials will be provided to Prospective Bidders solely at the discretion of Mission and/or the Seller and may be withheld for any reason. The Seller, in conjunction with Mission, have prepared a comprehensive array of due diligence data (the Due Diligence Materials ), which will be made available to Prospective Bidders that have executed, and are subject to the terms of, the Confidentiality Agreement (the Confidentiality Agreement ), which can be accessed on the transaction offering or by visiting Included in the Due Diligence Materials will be an Offering Memorandum for the Assets (the Offering Memorandum ) prepared by Mission, comprehensive bidding instructions, the terms of sale and the Seller s required form of Asset Sale Agreement (the Asset Sale Agreement ). Mission is initially soliciting indicative bids for the Assets. Prospective Bidders are encouraged review the Due Diligence Materials and submit indicative bids in accordance with the proposed timeline After receipt of indicative bids, Mission, in conjunction with the Seller, will select Final Bidders to complete final due diligence before submitting non-contingent offers on the Final Bid Date (the acceptance of which by Seller will require immediate execution of pre-negotiated Asset Sale Agreement by Prospective Bidder accompanied by a 0% non-refundable wire funds deposit). Additional information will be provided to Bidders via Mission s online due diligence site. Such information may include detailed loan documents, pay histories, environmental reports, litigation documents (if applicable), and financial statements, in both computer file and imaged formats. Please e-sign or return an executed Confidentiality Agreement to Mission Capital at nda@missioncap.com. PLEASE NOTE THAT E-SIGNATURES WILL BE PROCESSED IN TOP PRIORITY WHILE SIGNATURES ARE PROCESSED AT THE END OF EACH BUSINESS DAY. All inquiries should be directed through Mission Capital. Neither the Seller, Borrower, Borrower affiliates or Guarantors are to be contacted. Investors are required to strictly adhere to the terms of the Confidentiality Agreement. Purchase and Sale Agreement The Seller will make its required form of Asset Sale Agreement available to Final Bidders. Pursuant to the Asset Sale Agreement, the Seller is selling its Assets subject only to those representations and warranties explicitly stated in the Asset Sale Agreement. No other representations or warranties, either expressed or implied, shall apply. No obligation to sell shall be binding on Seller unless and until a written contract of sale or Asset Sale Agreement is signed and delivered by Seller. P3

4 Timeline The transaction contemplated herein has been scheduled as follows: Event Asset Sale Timeline Date Sale Announcement Distributed Monday, April 6, 208 Initial Data Distribution Monday, April 6, 208 Indicative Bid Date Tuesday, May, 208 Acceptance of or Comments to LSA Due Tuesday, May 22, 208 Best & Final Bid Date Wednesday, May 23, 208 Winning Bidder Selected Thursday, May 24, 208 0% Non-Refundable Deposit Due Friday, May 25, 208 Closing Date Friday, June, 208 Disclaimer NO OBLIGATION TO SELL SHALL BE BINDING ON SELLER UNLESS AND UNTIL A WRITTEN CONTRACT OF SALE OR ASSET SALE AGREEMENT IS SIGNED AND DELIVERED BY SELLER. THE SELLER RESERVES THE RIGHT, AT ITS SOLE AND ABSOLUTE DISCRETION, TO WITHDRAW THE ASSETS FROM THE ASSET SALE, AT ANY TIME. THIS SALE ANNOUNCEMENT HAS BEEN PREPARED TO ASSIST THE RECIPIENT IN DECIDING WHETHER TO PROCEED WITH FURTHER INVESTIGATION OF THE ASSETS. WHILE THE INFORMATION INCLUDED HEREIN IS BELIEVED TO BE ACCURATE AND RELIABLE, SELLER, MISSION AND THEIR RESPECTIVE SUBSIDIARIES, AFFILIATES, AGENTS, ASSIGNEES, OFFICERS, TRUSTEES, DIRECTORS, SERVICERS AND EMPLOYEES MAKE NO REPRESENTATIONS OR RRANTIES, EXPRESS OR IMPLIED, AS TO THE ACCURACY OR COMPLETENESS OF SUCH INFORMATION, INCLUDING BUT NOT LIMITED TO THE VALIDITY OR PRIORITY OF ANY LIENS AND THE VALUE OF ANY COLLATERAL. ONLY THOSE REPRESENTATIONS AND RRANTIES THAT ARE MADE BY THE APPLICABLE SELLER TO A PROSPECTIVE BIDDER IN A DEFINITIVE, EXECUTED ASSET SALE AGREEMENT SHALL HAVE ANY LEGAL EFFECT. Mission Capital Contacts Asset Sale Discussions Data Requests Will Sledge wsledge@missioncap.com Balin Michael bmichael@missioncap.com Michael Britvan mbritvan@missioncap.com Don Pavlov dpavlov@missioncap.com Additional Contacts Wm. David Tobin dtobin@missioncap.com Chad Coluccio ccoluccio@missioncap.com Philip Justiss pjustiss@missioncap.com Jonathan Schwartz jschwartz@missioncap.com Joseph A. Runk jrunk@missioncap.com Jordan Ray jray@missioncap.com Kyle Kaminski kkaminski@missioncap.com Stephen Emery semery@missioncap.com Daniel O Donnell dodonnell@missioncap.com Adam Grant agrant@missioncap.com NEW YORK 4 Madison Avenue 35th Floor New York, NY 000 Tel: Fax: CALIFORNIA 620 Newport Center Dr Suite 680 Newport Beach, CA Tel: Fax: ALABAMA 8 North Royal Street 7th Floor Mobile, AL Tel: Fax: FLORIDA 474 Military Trail Suite 202 Jupiter, FL Tel: Fax: TEXAS 20 S. Capital Texas Hwy Suite 50 Austin, TX Tel: Fax: P4

5 Exhibit A - Portfolio Stratifications Pool Count % Count UPB % UPB Secured % $30,50, % $564,84 $43,800,873 0/8/08 4/4/9 4.9%.9% % 0.4% 76.3% Unsecured % $20,293, % $534,030 $42,528,094 6/2/06 6/6/7 5.4% 3.0%, % 0.0% 00.0% Secured % $4,486,239 8.% $8,568 $6,778,842 2/9/07 7/20/6 6.7%.8% %.3% 82.8% Unsecured % $402,26 0.7% $44,68 $824,056 4/3/08 2/26/5 6.3% 2.0%,0 0.9% 0.0% 89.% Delinquency Status Count % Count UPB % UPB 0-29 D 5 9.6% $7,888, % $525,909 $2,654,86 5/9/09 7/7/9 6.4% 2.0% % 0.0% 0.0% D 2.3% $68,42 0.3% $84,07 $58,30 0//06 /9/20 7.0% NAP % 00.0% 0.0% D % $4,543, % $50,506 $23,399,799 6//08 2/7/26 3.9%.4% % 0.0% 00.0% Matured % $33,082, % $300,750 $57,358,904 2/27/07 4/0/4 5.6% 2.2%, % 0.0% 00.0% Bucket Count % Count UPB % UPB $0,000 - $250, % $8,043,79 4.4% $7,84 $5,526,406 2/20/07 6/27/6 6.7% 2.2%,92 5.% 2.% 92.8% $250,000 - $500, % $6,273,085.3% $348,505 $3,045,976 0/4/07 5/7/6 5.9% NAP,02 5.6% 0.0% 94.4% $500,000 - $750, % $4,556, % $569,599 $7,44,587 7/26/07 8/23/9 5.0% 0.0%, % 0.0% 00.0% $750,000 - $,000, % $2,633, % $877,902 $3,470,000 /4/03 5/25/3 4.6% NAP, % 0.0% 00.0% > $,000, % $34,75, % $2,44,2 $54,474,896 2/6/08 5/8/9 4.9% 2.% % 0.0% 79.% Bucket Count % Count UPB % UPB < 5.00% % $27,587, % $530,520 $44,040,437 7/7/07 7/2/20 3.6%.4% % 0.0% 99.4% 5.0% % % $9,6,04 6.4% $202,580 $6,798,066 5/6/07 2/24/4 5.7%.0% %.2% 98.% 6.0% % % $3,02, % $482,266 $25,032,55 2/8/08 2/0/7 6.5% 2.% % 0.0% 45.2% 7.0% % 7.% $2,285,427 4.% $207,766 $3,06,260 6/6/06 4/4/5 7.6% NAP % 0.0% 82.2% 8.0% % 7 4.5% $2,359,74 4.2% $337,06 $2,634,52 0//07 4/22/0 8.4% NAP % 0.0% 97.2% > 9.00% 4 9.0% $,33, % $93,88 $2,320,076 6/3/07 8//9 2.% 2.8% 5 4.6% 4.4% 9.0% Note: relationships containing both secured and unsecured loans are included in the secured pool. P5

6 Type Count % Count UPB % UPB Fixed % $36,635, % $297,848 $66,775,346 2/23/07 /9/8 5.2% NAP 840.9% 0.5% 97.6% Floating % $9,047, % $577,202 $27,56,59 6/4/07 4/2/7 5.3%.9% % 0.0% 62.2% Payment Type Count % Count UPB % UPB Other % $47,463, % $474,634 $82,083,86 0/29/07 /3/8 5.3%.9% % 0.0% 85.0% P&I % $7,700, % $7,26 $,053,762 7/29/07 5/6/20 5.0% 2.0% % 2.2% 88.0% Interest Only 4 2.6% $330, % $82,724 $53,880 6/5/07 /20/09 8.8% 2.5% 2, % 0.0% 00.0% Principal Only 5 3.2% $07,97 0.2% $2,439 $206,492 8/23/08 /23/5 6.5% 2.0% % 0.0% 00.0% NAV 0.6% $46,56 0.% $46,56 $0 5/30/2 5/3/6 5.0% NAP % 0.0% 00.0% Installment 0.6% $34,647 0.% $34,647 $55,95 3/5/ 2/5/4 4.0% NAP 0 0.0% 0.0% 00.0% Vintage Count % Count UPB % UPB Pre % $6,984, % $28,263 $9,052,63 2/24/03 5/27/5 5.5%.8%,98 6.0% 0.0% 94.0% % $3,806, % $460,209 $24,630,790 8/2/06 /2/20 5.5% 0.3% % 0.8% 98.4% % $0,589, % $34,592 $2,284,529 7/5/07 6/5/7 5.% 2.0% 625.2% 0.5% 98.3% % $,644, % $485,9 $6,577,302 6/5/08 8/0/5 4.6% 2.5%,34 0.4% 0.0% 99.6% % $8,074, % $,009,284 $4,363,70 8/26/09 2/9/9 6.0% 2.0% % 0.0%.6% % $446, % $89,399 $5,066 6/2/0 2//3 5.6% 2.5%, % 0.0% 93.3% Post % $4,37, % $59,8 $7,52,395 3/3/3 7/3/26 4.5% 2.5% % 0.0% 99.5% Modification Flag Count % Count UPB % UPB Yes % $49,395, % $360,548 $80,645,442 9/2/07 2/2/8 5.3%.9% % 0.3% 83.7% No 7 0.9% $6,240,270.2% $367,075 $3,26,423 7/2/08 5/3/20 4.7% 2.% % 0.0% 99.7% NAV 2.3% $47,535 0.% $23,768 $25,000 6/5/2 5/26/6 5.0% 2.5% % 0.0% 00.0% P6

7 BK Flag Count % Count UPB % UPB No % $43,705, % $386,778 $78,997,245 4/0/08 8/3/8 5.4% 2.0% % 0.% 82.% Completed 3 9.9% $8,577,06 5.4% $276,68 $8,636,567 9/4/05 2/24/5 5.3% -.0%,53.2%.3% 97.5% Active 7.% $3,342, % $303,908 $6,238,052 2/7/06 4/23/22 2.6% 2.0%, % 0.0% 00.0% NAV 0.6% $56,994 0.% $56,994 $60,000 7//09 4/4/2 8.0% NAP % 0.0% 00.0% Lien Position Count % Count UPB % UPB First % $32,436, % $38,60 $46,96,393 8/3/08 /6/8 5.% 2.0% % 0.2% 75.6% Junior 4 9.0% $,53, % $08,02 $2,38,835 /23/07 6/28/9 5.4% 0.3%, % 7.3% 92.7% Unsecured % $2,733, % $38,289 $44,876,637 8/9/06 7/6/7 5.4% 2.8%, % 0.0% 99.8% Primary Collateral Type Count % Count UPB % UPB Unsecured % $2,733, % $38,289 $44,876,637 8/9/06 7/6/7 5.4% 2.8%, % 0.0% 99.8% CRE % $3,605, % $566,888 $7,489,046 8//07 8/6/7 4.7% 2.% % 0.8% 98.4% C&I % $0,274, % $342,482 $5,32,329 6/25/09 2/20/7 6.% 2.0% % 0.0% 30.4% Resi 3 9.9% $8,465,09 5.2% $273,068 $4,029,892 /2/09 5/8/22 4.6% -.0%, % 0.0% 94.3% Land 4 9.0% $,604, % $4,63 $2,24,960 5/7/08 /7/7 5.9%.%, % 3.6% 90.4% Primary Collateral State Count % Count UPB % UPB P7 Unsecured % $2,733, % $38,289 $44,876,637 8/9/06 7/6/7 5.4% 2.8%, % 0.0% 99.8% NJ 9 5.8% $,056, % $,228,548 $7,092,55 /22/09 2/9/20 3.5% -.0%, % 0.0% 00.0% Other 3.9% $7,440, % $2,480,090 $,846,77 9//09 6/6/9 6.5% 2.0% % 0.0% 4.2% TX 8.5% $3,952,878 7.% $29,604 $4,370,56 0/0/06 3//5 6.0% NAP,00 0.0% 0.0% 00.0% FL 5 3.2% $3,245, % $649,059 $3,972,400 0/0/08 3/2/25 2.7% 2.0% % 0.0% 00.0% GA % $2,73, % $66,80 $3,359,447 2/24/07 8/7/6 7.2%.8% % 2.% 78.5% VA 3.9% $,898, % $632,855 $2,480,000 9/0/08 0/5/4 7.0% 2.5%, % 0.0% 00.0% SC 4 2.6% $,55,0 2.8% $387,778 $2,325,000 8/26/06 4/29/6 7.3% 2.5% % 0.0% 00.0% NC 2 7.7% $,059,798.9% $88,36 $2,49,872 2/5/06 8/5/4 5.5%.0% % 0.0% 82.2% MD 2.3% $909,34.6% $454,657 $,320,000 0/2/06 0/3/7 5.% NAP % 2.2% 87.8% AL 2.3% $2, % $60,953 $39,48 /30/08 0/25/5 6.0% NAP, % 0.0% 00.0%

8 Pool Secured- Delinquency Status Count % Count UPB % UPB 0-29 D.9% $7,3, % $7,3,355 $0,999,903 9/9/09 8/5/9 6.3% 2.0% % 0.0% 0.0% D.9% $0, % $0,884 $450,000 7/24/06 6/4/20 5.5% NAP % 00.0% 0.0% D % $9,585, % $798,833 $5,486,307 4/3/09 3/7/25 3.3%.4% % 0.0% 00.0% Matured % $3,673, % $34,830 $6,864,663 2/20/07 /27/4 5.4% 2.%, % 0.0% 00.0% Bucket Count % Count UPB % UPB $0,000 - $250, % $3,275, % $96,344 $5,204,323 9/20/08 0/5/7 7.% 2.0%,54 0.0% 3.4% 96.6% $250,000 - $500, % $2,363,7 7.7% $337,596 $2,824,49 2/3/09 6/25/6 6.% NAP % 0.0% 00.0% $500,000 - $750, % $2,43, % $535,765 $2,797,62 2/9/07 2/27/22 4.6% 0.0% % 0.0% 00.0% $750,000 - $,000, % $,705, % $852,88 $,870,000 7/9/06 3/6/3 5.3% NAP,66 0.0% 0.0% 00.0% > $,000, % $2,03, % $3,00,982 $3,04,896 //09 /30/9 4.4% 2.% % 0.0% 66.% Bucket Count % Count UPB % UPB < 5.00% 3 24.% $3,840, % $,064,63 $20,292,407 0/3/08 /8/22 3.0%.4% % 0.0% 00.0% 5.0% % % $6,427,799 2.% $238,067 $8,055,004 9/3/07 5/24/5 5.8%.0% %.7% 98.3% 6.0% % 5 9.3% $9,65, % $,833,44 $3,826,77 7/8/09 7/0/8 6.4% 2.% % 0.0% 22.2% 7.0% % 2 3.7% $294,55.0% $47,276 $30,300 6/6/07 3/6/ 7.5% NAP 3, % 0.0% 00.0% 8.0% % 2 3.7% $332,593.% $66,297 $509,000 /24/07 4/3/0 9.0% NAP 3, % 0.0% 00.0% > 9.00% 5 9.3% $440,560.4% $88,2 $86,445 /3/09 5/5/6 5.5% 2.8%,9 0.0% 0.0% 00.0% Type Count % Count UPB % UPB Fixed % $6,724, % $440, $24,08,265 /23/08 3/25/9 4.4% NAP % 0.7% 99.3% Floating % $3,777, % $86,075 $9,79,608 8/2/08 4/7/9 5.5%.9% % 0.0% 48.2% Note: relationships containing both secured and unsecured loans are included in the secured pool. P8

9 Pool Secured- Payment Type Count % Count UPB % UPB Other % $26,05, % $605,855 $37,704,95 /6/08 0/2/8 5.%.9% % 0.0% 72.6% P&I 0 8.5% $4,78, % $47,875 $5,665,922 3/2/08 /2/23 3.3% 2.0% % 2.7% 97.3% Interest Only.9% $270, % $270,900 $430,000 2/5/06 6/5/07 9.0% NAP 3, % 0.0% 00.0% Vintage Count % Count UPB % UPB Pre % $828, % $03,624 $,447,960 0/25/04 4/4/6 6.4% NAP % 0.0% 00.0% % $5,834,43 9.% $448,802 $6,550,27 9//06 5/2/6 5.7% 0.0%, %.9% 98.% % $2,66, % $443,60 $3,766,900 3/20/07 2/8/26 2.0% 2.0% % 0.0% 00.0% % $0,385, % $798,875 $4,509,340 6/3/08 2/24/6 4.3% 2.4%, % 0.0% 00.0% % $7,3, % $7,3,355 $0,999,903 9/9/09 8/5/9 6.3% 2.0% % 0.0% 0.0% 200.9% $46, % $46,957 $50,000 3/22/0 0/5/4 7.0% 2.5%, % 0.0% 00.0% Post % $3,62,646.8% $30,054 $6,476,499 4/2/3 0/6/27 4.5% NAP % 0.0% 00.0% Modification Flag Count % Count UPB % UPB Yes % $27,067, % $575,900 $39,499,565 9/26/08 0/3/8 5.%.9% % 0.4% 73.2% No 7 3.0% $3,434,7.3% $490,588 $4,30,308 //09 /4/23 3.2% 2.0% % 0.0% 00.0% BK Flag Count % Count UPB % UPB No % $24,859,09 8.5% $690,53 $36,978,882 2/27/09 7/30/8 5.% 2.0% % 0.0% 7.3% Completed 7 3.5% $3,580,623.7% $20,625 $4,2,99 2/26/06 0/8/8 5.7% -.0% % 3.% 96.9% Active.9% $2,06, % $2,06,694 $2,700,000 3/8/07 4//28.0% 2.0% % 0.0% 00.0% Note: relationships containing both secured and unsecured loans are included in the secured pool. P9

10 Pool Secured- Lien Position Count % Count UPB % UPB First % $28,298, % $725,606 $40,745,573 0/22/08 3/2/9 4.9% 2.0% % 0.0% 74.8% Junior 8 4.8% $,287, % $60,94 $,83,308 /27/08 7/4/20 5.2% 0.3%,40 0.0% 8.6% 9.4% Unsecured 7 3.0% $95, % $30,753 $,223,99 7/29/08 5//20 5.% NAP, % 0.0% 00.0% Primary Collateral Type Count % Count UPB % UPB CRE % $2,43, % $809,542 $4,842,693 0/2/07 0/2/7 4.3% 2.% % 0.9% 99.% C&I % $9,987, % $665,84 $4,44,68 6/26/09 /5/8 6.% 2.0% % 0.0% 28.6% Resi % $7,033, % $502,427 $2,52,207 7/9/09 /27/23 4.% -.0%, % 0.0% 00.0% Unsecured 7 3.0% $95, % $30,753 $,223,99 7/29/08 5//20 5.% NAP, % 0.0% 00.0% Land 3 5.6% $42,82.4% $40,607 $77,84 8//08 2/2/23 5.5% 0.5% % 0.0% 00.0% Primary Collateral State Count % Count UPB % UPB NJ 9 6.7% $,056, % $,228,548 $7,092,55 /22/09 2/9/20 3.5% -.0%, % 0.0% 00.0% NY.9% $7,3, % $7,3,355 $0,999,903 9/9/09 8/5/9 6.3% 2.0% % 0.0% 0.0% TX % $3,952, % $29,604 $4,370,56 0/0/06 3//5 6.0% NAP,00 0.0% 0.0% 00.0% FL 4 7.4% $3,26, % $78,660 $3,775,000 //08 8/29/25 2.5% 2.0% % 0.0% 00.0% VA 3 5.6% $,898, % $632,855 $2,480,000 9/0/08 0/5/4 7.0% 2.5%, % 0.0% 00.0% Unsecured 7 3.0% $95, % $30,753 $,223,99 7/29/08 5//20 5.% NAP, % 0.0% 00.0% MD 2 3.7% $909,34 3.0% $454,657 $,320,000 0/2/06 0/3/7 5.% NAP % 2.2% 87.8% NC 3 5.6% $786,20 2.6% $262,040 $,200,000 5/3/07 5/3/3 5.5%.0%,22 0.0% 0.0% 00.0% GA 5 9.3% $45,428.4% $83,086 $492,853 9/22/0 /30/6.% NAP % 0.0% 00.0% MX.9% $73,6 0.6% $73,6 $500,000 2//08 8/0/6 7.5% 2.8%, % 0.0% 00.0% TN.9% $35, % $35,799 $346,84 2/8/2 2/8/3 6.4% NAP 3 0.0% 0.0% 00.0% Note: relationships containing both secured and unsecured loans are included in the secured pool. P0

11 Pool Unsecured- Delinquency Status Count % Count UPB % UPB D % $4,042, % $449,39 $6,785,000 9//06 8/6/32 5.0% NAP % 0.0% 00.0% Matured % $6,250, % $560,376 $35,743,094 6/3/06 8/28/3 5.6% 3.0%,46 0.0% 0.0% 00.0% Grand Total % $20,293, % $534,030 $42,528,094 6/2/06 6/6/7 5.4% 3.0%, % 0.0% 00.0% Bucket Count % Count UPB % UPB $0,000 - $250, % $2,483, % $24,83 $5,857,832 3/4/07 6//5 5.8% 3.0%,54 0.0% 0.0% 00.0% $250,000 - $500, % $2,538, % $362,663 $8,932,836 0/8/06 4//5 5.8% NAP, % 0.0% 00.0% $500,000 - $750, % $2,43,736.9% $603,434 $4,67,425 3/8/07 9/2/6 5.5% NAP,7 0.0% 0.0% 00.0% $750,000 - $,000, % $928, % $928,070 $,600,000 2/4/98 9/30/3 3.3% NAP % 0.0% 00.0% > $,000, % $,929, % $,988,75 $2,520,000 9/8/06 9/30/8 5.4% NAP % 0.0% 00.0% Grand Total % $20,293, % $534,030 $42,528,094 6/2/06 6/6/7 5.4% 3.0%, % 0.0% 00.0% Bucket Count % Count UPB % UPB < 5.00% % $2,48, % $693,422 $2,777,76 2/25/05 3/2/9 4.3% 2.0%, % 0.0% 00.0% 5.0% % 8 2.% $2,25,777.% $28,472 $7,630,688 4/28/06 0/4/3 5.5% NAP,48 0.0% 0.0% 00.0% 6.0% % 5 3.2% $2,830,9 3.9% $566,038 $9,495,230 9/9/07 2/4/7 6.6% 3.8% % 0.0% 00.0% 7.0% % 2.6% $220,379.% $220,379 $375,000 6/5/07 6/5/2 7.6% NAP 2, % 0.0% 00.0% 8.0% % 3 7.9% $,94,67 9.6% $647,206 $2,050,000 /4/07 2/7/09 8.3% NAP, % 0.0% 00.0% > 9.00% 3 7.9% $567, % $89,98 $,200,000 5/22/06 0/4/22 0.% NAP,66 0.0% 0.0% 00.0% Grand Total % $20,293, % $534,030 $42,528,094 6/2/06 6/6/7 5.4% 3.0%, % 0.0% 00.0% Type Count % Count UPB % UPB Fixed 27 7.% $5,66, % $56,730 $35,673,094 3/0/07 4/8/9 5.7% NAP % 0.0% 00.0% Floating 28.9% $5,26, % $466,040 $6,855,000 5/8/04 2/29/ 4.7% 3.0%, % 0.0% 00.0% Grand Total % $20,293, % $534,030 $42,528,094 6/2/06 6/6/7 5.4% 3.0%, % 0.0% 00.0% P

12 Pool Unsecured- Payment Type Count % Count UPB % UPB Other % $20,88, % $576,84 $42,44,094 6/4/06 5/3/7 5.4% 3.0%, % 0.0% 00.0% Interest Only 2.6% $56, % $56,994 $60,000 7//09 4/4/2 8.0% NAP % 0.0% 00.0% P&I 2 5.3% $47, % $23,843 $54,000 5/26/ 2/24/8 6.9% NAP, % 0.0% 00.0% Grand Total % $20,293, % $534,030 $42,528,094 6/2/06 6/6/7 5.4% 3.0%, % 0.0% 00.0% Vintage Count % Count UPB % UPB Pre % $5,422, % $542,208 $6,607,000 0/0/03 2/5/4 5.0% NAP, % 0.0% 00.0% % $5,945, % $743,28 $5,046,58 8/4/06 9/6/24 4.8% 2.0% % 0.0% 00.0% % $6,840, % $684,098 $5,94,900 8/8/07 4/6/4 6.% NAP % 0.0% 00.0% % $953,68 4.7% $238,405 $,34,432 7/6/08 /4/0 7.3% 3.8% 2, % 0.0% 00.0% % $884,9 4.4% $22,228 $3,29,244 5/8/09 7/23/5 4.4% NAP % 0.0% 00.0% Post % $245,8.2% $22,906 $56,000 9/8/ 9/0/8 5.% NAP, % 0.0% 00.0% Grand Total % $20,293, % $534,030 $42,528,094 6/2/06 6/6/7 5.4% 3.0%, % 0.0% 00.0% Modification Flag Count % Count UPB % UPB Yes % $7,53, % $547,850 $33,798,694 4//06 6/24/7 5.2% NAP,22 0.0% 0.0% 00.0% No 6 5.8% $2,76, % $460,324 $8,729,400 /7/07 2/8/7 6.5% 3.0% % 0.0% 00.0% Grand Total % $20,293, % $534,030 $42,528,094 6/2/06 6/6/7 5.4% 3.0%, % 0.0% 00.0% BK Flag Count % Count UPB % UPB No % $5,089, % $603,587 $35,826,262 2/24/07 6//9 5.5% 3.8% % 0.0% 00.0% Completed 4 0.5% $3,903,97 9.2% $975,799 $3,242,000 0/3/03 2/6/ 5.2% NAP, % 0.0% 00.0% Active 8 2.% $,243,292 6.% $55,42 $3,399,832 8//06 9/8/2 5.% 2.0% 2,70 0.0% 0.0% 00.0% NAV 2.6% $56, % $56,994 $60,000 7//09 4/4/2 8.0% NAP % 0.0% 00.0% Grand Total % $20,293, % $534,030 $42,528,094 6/2/06 6/6/7 5.4% 3.0%, % 0.0% 00.0% P2

13 Pool Secured-2 Delinquency Status Count % Count UPB % UPB 0-29 D % $73, % $54,890 $,346,958 /25/06 9/5/8 7.4%.8% % 0.0% 0.0% D.8% $57,259.3% $57,259 $68,30 2/4/07 3/3/9 0.0% NAP % 00.0% 0.0% D 7 2.7% $92, % $30,329 $,24,439 5/8/07 3/28/20 5.6% NAP % 0.0% 00.0% Matured % $2,803,0 62.5% $82,444 $4,239,43 5/4/07 0/3/4 6.9% 2.0% % 0.0% 00.0% Bucket Count % Count UPB % UPB $0,000 - $250, % $,882, % $37,646 $3,640,94 8/0/07 2/2/5 7.%.8% % 3.0% 77.6% $250,000 - $500, % $,37, % $342,89 $,288,648 3/2/07 3/24/8 5.6% NAP % 0.0% 74.5% > $,000,000.8% $,232, % $,232,642 $,850,000 5/9/06 7/30/5 7.5% NAP % 0.0% 00.0% Bucket Count % Count UPB % UPB < 5.00% % $,206, % $67,08 $,93,03 7/26/08 9/2/7 4.4%.8% % 0.0% 86.4% 5.0% % 9 6.4% $392,86 8.8% $43,646 $804,374 4//07 7/26/4 6.0% 2.0%,38 4.2% 0.0% 95.8% 6.0% % % $750,84 6.7% $53,630 $,356,002 /2/07 5/4/5 6.5% NAP % 0.0% 00.0% 7.0% % 6 0.9% $,745, % $290,9 $2,308,220 2/2/06 4/28/6 7.6% NAP % 0.0% 76.8% 8.0% % 2 3.6% $85,53.9% $42,765 $75,52 6/2/08 5//8 8.9% NAP % 0.0% 2.7% > 9.00% 6 0.9% $305, % $50,882 $303,63 /5/07 4/7/8.0% NAP % 8.8% 6.3% Type Count % Count UPB % UPB Fixed % $4,42, % $88,433 $6,303,592 3/2/07 7/0/6 6.8% NAP %.3% 83.9% Floating 5 9.% $64,588.4% $2,98 $475,250 /9/05 7/2/8 5.%.8% % 0.0% 7.% Note: relationships containing both secured and unsecured loans are included in the secured pool. P3

14 Pool Secured-2 Payment Type Count % Count UPB % UPB P&I % $3,430, % $07,204 $5,025,840 9/2/06 3/7/7 6.9%.8% %.7% 77.5% Other % $993, % $58,437 $,559,428 4/3/08 6/2/4 6.% NAP, % 0.0% 00.0% Installment.8% $34, % $34,647 $55,95 3/5/ 2/5/4 4.0% NAP 0 0.0% 0.0% 00.0% Principal Only 3 5.5% $24, % $8,208 $95,778 3/5/2 6/29/7 NAP NAP, % 0.0% 00.0% Interest Only 2 3.6% $3,00 0.% $,50 $4,880 /4/0 2/5/3 6.3% 2.5%, % 0.0% 00.0% Vintage Count % Count UPB % UPB Pre % $733,35 6.3% $52,382 $997,653 7/9/04 9/6/7 8.3%.8% % 0.0% 43.0% % $2,026, % $225,20 $3,034,00 6/0/06 2/5/6 6.6%.8% % 0.0% 94.5% % $787,23 7.5% $78,72 $,26,423 6/22/07 2/9/6 6.9% NAP 6 5.7% 7.3% 77.0% % $26, % $43,646 $445,529 7/2/08 7/9/3 6.4% NAP, % 0.0% 00.0% % $58,003.3% $9,334 $234,023 4/0/09 4/3/4 6.2% NAP,50 7.0% 0.0% 83.0% % $400, % $00,00 $46,066 6//0 0/25/3 5.4% NAP, % 0.0% 92.6% Post % $29, % $24,408 $480,46 0/3/2 0/6/6 4.8% 2.5%, % 0.0% 90.8% Modification Flag Count % Count UPB % UPB Yes % $4,453, % $85,643 $6,562,877 /3/07 7/5/6 6.7%.8% %.3% 83.% No 2 3.6% $3, % $5,72 $90,964 //4 8/27/8 5.0% NAP % 0.0% 35.8% NAV.8% $, % $,379 $25,000 2/8/3 2/8/5 6.0% 2.5% % 0.0% 00.0% BK Flag Count % Count UPB % UPB No % $3,369,74 75.% $76,572 $5,423,846 0//06 3/5/6 7.3%.8% 54 8.%.7% 80.2% Completed 9 6.4% $,079, % $9,896 $,26,776 4/0/08 9/5/7 4.9% NAP % 0.0% 90.3% Active 2 3.6% $38, % $9,000 $38,220 7/8/06 0/7/4 6.7% NAP,8 0.0% 0.0% 00.0% Note: relationships containing both secured and unsecured loans are included in the secured pool. P4

15 Pool Secured-2 Lien Position Count % Count UPB % UPB First % $4,37, % $89,944 $6,70,89 2/6/07 8/3/6 6.7%.8% %.4% 8.4% Junior 6 0.9% $225, % $37,649 $307,527 /8/06 9/6/3 6.8% NAP, % 0.0% 00.0% Unsecured 3 5.5% $22, % $40,976 $300,496 0/5/08 /9/8 7.0% NAP % 0.0% 00.0% Primary Collateral Type Count % Count UPB % UPB CRE 9 6.4% $,462, % $62,465 $2,646,353 5/30/06 //5 7.5%.8% % 0.0% 92.2% Resi % $,43,25 3.9% $84,84 $,508,685 5/6/06 2/7/8 6.8% NAP % 0.0% 66.2% Land 20.0% $,82, % $07,523 $,443,47 4/2/08 8/6/4 6.0%.8%,379 8.% 4.8% 87.0% C&I % $287, % $9,50 $880,6 6/6/09 6/28/5 5.6%.8%, % 0.0% 93.0% Unsecured 3 5.5% $22, % $40,976 $300,496 0/5/08 /9/8 7.0% NAP % 0.0% 00.0% Primary Collateral State Count % Count UPB % UPB GA % $2,297, % $63,832 $2,866,593 6/26/07 9//6 6.5%.8% % 2.5% 74.7% SC 4 7.3% $,55,0 34.6% $387,778 $2,325,000 8/26/06 4/29/6 7.3% 2.5% % 0.0% 00.0% NC 9 6.4% $273,677 6.% $30,409 $949,872 0/3/05 3/5/8 5.7%.8% % 0.0% 3.% Unsecured 3 5.5% $22, % $40,976 $300,496 0/5/08 /9/8 7.0% NAP % 0.0% 00.0% AL 2 3.6% $2, % $60,953 $39,48 /30/08 0/25/5 6.0% NAP, % 0.0% 00.0% FL.8% $8, % $8,653 $97,400 3/20/07 2/9/2 6.8% NAP % 0.0% 00.0% Note: relationships containing both secured and unsecured loans are included in the secured pool. P5

16 Pool Unsecured-2 Delinquency Status Count % Count UPB % UPB 0-29 D.% $43,72 0.9% $43,72 $308,000 5/5/08 2//20 5.5% NAP % 0.0% 0.0% D.% $3,3 0.8% $3,3 $4,053 0/29/4 //9 NAP NAP,59 0.0% 0.0% 00.0% Matured % $355, % $50,757 $52,003 3/9/08 5/28/4 6.3% 2.0%, % 0.0% 00.0% Grand Total % $402, % $44,68 $824,056 4/3/08 2/26/5 6.3% 2.0%,0 0.9% 0.0% 89.% Bucket Count % Count UPB % UPB $0,000 - $250, % $402, % $44,68 $824,056 4/3/08 2/26/5 6.3% 2.0%,0 0.9% 0.0% 89.% Grand Total % $402, % $44,68 $824,056 4/3/08 2/26/5 6.3% 2.0%,0 0.9% 0.0% 89.% Bucket Count % Count UPB % UPB < 5.00% % $58, % $9,64 $39,750 7/5/2 8/4/6 5.0% NAP % 0.0% 00.0% 5.0% %.% $43,72 0.9% $43,72 $308,000 5/5/08 2//20 5.5% NAP % 0.0% 0.0% 6.0% % % $274, % $9,486 $354,566 5/25/07 2/6/4 6.5% 2.0%, % 0.0% 00.0% 7.0% % % $25, % $2,56 $2,740 6/3/07 4/5/3 7.4% NAP, % 0.0% 00.0% Grand Total % $402, % $44,68 $824,056 4/3/08 2/26/5 6.3% 2.0%,0 0.9% 0.0% 89.% Type Count % Count UPB % UPB Fixed % $322, % $40,333 $77,395 6/28/08 5/30/5 6.2% NAP, % 0.0% 86.5% Floating.% $79, % $79,460 $06,66 4/20/07 2/4/4 6.5% 2.0% % 0.0% 00.0% Grand Total % $402, % $44,68 $824,056 4/3/08 2/26/5 6.3% 2.0%,0 0.9% 0.0% 89.% Payment Type Count % Count UPB % UPB Other % $229, % $45,937 $405,342 8/24/07 2/6/4 6.6% NAP, % 0.0% 00.0% Principal Only % $82, % $4,286 $0,74 8//07 5/3/4 6.5% 2.0% % 0.0% 00.0% NAV.% $46,56.5% $46,56 $0 5/30/2 5/3/6 5.0% NAP % 0.0% 00.0% P&I.% $43,72 0.9% $43,72 $308,000 5/5/08 2//20 5.5% NAP % 0.0% 0.0% Grand Total % $402, % $44,68 $824,056 4/3/08 2/26/5 6.3% 2.0%,0 0.9% 0.0% 89.% P6

17 Pool Unsecured-2 Vintage Count % Count UPB % UPB % $299, % $59,898 $476,306 5/26/07 /2/4 6.6% 2.0%, % 0.0% 00.0% 2008.% $43,72 0.9% $43,72 $308,000 5/5/08 2//20 5.5% NAP % 0.0% 0.0% Post % $58, % $9,64 $39,750 7/5/2 8/4/6 5.0% NAP % 0.0% 00.0% Grand Total % $402, % $44,68 $824,056 4/3/08 2/26/5 6.3% 2.0%,0 0.9% 0.0% 89.% Modification Flag Count % Count UPB % UPB Yes % $343, % $57,200 $784,306 7/9/07 /28/4 6.5% 2.0%,9 2.7% 0.0% 87.3% NAV.% $46,56.5% $46,56 $0 5/30/2 5/3/6 5.0% NAP % 0.0% 00.0% No % $2, % $6,384 $39,750 2/3/2 3/30/7 5.0% NAP, % 0.0% 00.0% Grand Total % $402, % $44,68 $824,056 4/3/08 2/26/5 6.3% 2.0%,0 0.9% 0.0% 89.% BK Flag Count % Count UPB % UPB No % $387, % $48,488 $768,256 4/5/08 3/6/5 6.2% 2.0%,085.3% 0.0% 88.7% Completed.% $4, % $4,220 $55,800 4/26/07 0/26/3 7.3% NAP, % 0.0% 00.0% Grand Total % $402, % $44,68 $824,056 4/3/08 2/26/5 6.3% 2.0%,0 0.9% 0.0% 89.% P7