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Consumer Asset-Backed Group Financial Guarantee Exposure (as of March 31, 2008)
The information presented below has been prepared by Ambac Assurance. The information is believed to be accurate and complete as of the date indicated above. This information is provided solely to assist analysts and others in gaining a better understanding of Ambac Assurance's Consumer Asset-Backed Group's financial guarantee exposure*. Internal Ambac credit ratings are provided solely to indicate the underlying credit quality of guaranteed obligations based on the view of Ambac Assurance. They are subject to revision at anytime and do not constitute investment advice. Ambac Assurance, or one of its affiliates, has insured the obligations listed and may also provide other products or services to the issuers of these obligations for which Ambac may have received premiums or fees. For definitions of the terms used in this table, please refer to the glossary.
* Excludes Securitized Student Loans.
Issuer
Issue name
Issue Date
Collateral Type
Original Insured Amount ($Millions)
Current Net Par Exposure ($Millions)
Clean-up Call
Original Ambac Rating
Current Ambac Rating
Auto Securitizations ABN AMRO Daimler Chrysler 2007-A Lease Trust 9/4/2007 Auto Receivables 1,000.00 415.11 10% AAA AAA AmeriCredit Corp AmeriCredit Automobile Receivables Trust 2004-C-A 8/31/2004 Auto Receivables 800.00 116.85 10% BBB AA AmeriCredit Corp AmeriCredit Automobile Receivables Trust 2005-D-A 11/17/2005 Auto Receivables 1,400.00 427.96 10% BBB BBB Bank Of America, N.A. Superior Wholesale Inventory Financing (SWIFT) Trust X, Series 2004-A 4/11/2006 Auto Receivables 180.00 140.00 10% AAA AAA Capital One Auto Finance Capital One Auto Finance Trust 2004-A 5/25/2004 Auto Receivables 1,000.00 102.45 10% BBB BBB Capital One Auto Finance Capital One Auto Finance Trust 2005-A 4/7/2005 Auto Receivables 1,500.00 264.55 10% BBB BBB Capital One Auto Finance Capital One Auto Finance Trust 2006-A 5/4/2006 Auto Receivables 2,750.00 988.23 10% BBB BBB Capital One Auto Finance Capital One Auto Finance Trust 2007-A 2/15/2007 Auto Receivables 1,500.00 791.58 10% BBB BBB Cendant Corporation AESOP Funding II, L.L.C. 2003-3 5/6/2003 Auto Rental Fleet Securitisations 750.00 225.00 % BBB BBB Cendant Corporation AVIS Budget Rental Car Funding (AESOP) LLC, Series 2007-2 6/6/2007 Auto Rental Fleet Securitisations 650.00 474.56 % BBB BBB Cendant Corporation Cendant Rental Car Funding (AESOP) LLC Series 2005-4 6/1/2005 Auto Rental Fleet Securitisations 800.00 620.00 % BBB BBB Hertz Corporation Hertz Vehicle Financing, LLC Series 2005-2 12/21/2005 Auto Rental Fleet Securitisations 2,150.00 1,475.44 % BBB BBB Rental Car Finance Corporation Rental Car Finance Corporation 2004-1 5/5/2004 Auto Rental Fleet Securitisations 500.00 455.00 % BBB BBB Rental Car Finance Corporation Rental Car Finance Corporation 2006-1 3/28/2006 Auto Rental Fleet Securitisations 600.00 483.75 % BBB BBB Triad Financial Corporation Triad Auto Receivables Trust 2004-A 3/18/2004 Auto Receivables 670.25 66.17 10% BBB AA Triad Financial Corporation Triad Auto Receivables Trust 2005-A 5/26/2005 Auto Receivables 1,104.00 210.18 10% BBB A Triad Financial Corporation Triad Auto Receivables Trust 2006-A 1/26/2006 Auto Receivables 822.50 270.13 10% BBB BBB Triad Financial Corporation Triad Auto Receivables Trust 2006-C 10/18/2006 Auto Receivables 1,092.20 501.75 10% BBB BBB- United Panam Financial Corp UPFC Auto Receivables Trust 2005-A 4/14/2005 Auto Receivables 195.00 22.76 10% BBB BBB United Panam Financial Corp UPFC Auto Receivables Trust 2006-B 12/14/2006 Auto Receivables 250.00 98.47 10% BBB BBB United Panam Financial Corp UPFC Auto Receivables Trust 2007-B 11/8/2007 Auto Receivables 250.00 204.78 10% BBB BBB Vanguard Car Rental USA, Inc. ARG Funding Corp 2005-2 Rental Car Variable Funding Asset Backed Notes 4/1/2005 Auto Rental Fleet Securitisations 1,500.00 1,050.28 % BBB BBB Private Placement Private Placement 2006 Auto Receivables 71.00 71.00 10% AAA AAA Private Placement Private Placement 2006 Auto Receivables 0.00 1,125.00 10% AAA AAA Private Placement Private Placement 2007 Auto Rental Fleet Securitisations 153.14 106.35 % BBB BBB 21,688.09 10,707.35 Credit Card Receivables 1st Financial Funding & Investment 1st Financial Credit Card Master Note Trust II, Series 2005-A 3/24/2005 Credit Card Receivables 92.50 55.50 % BBB BBB 1st Financial Funding & Investment 1st Financial Credit Card Master Note Trust II, Series 2005-B 9/26/2005 Credit Card Receivables 92.50 55.50 % BBB BBB 1st Financial Funding & Investment 1st Financial Credit Card Master Note Trust II, Series 2007-B, Class A 12/11/2007 Credit Card Receivables 54.10 54.10 % BBB BBB Cabela's Credit Card Master Note Trust Cabela's Credit Card Master Note Trust, Class A Fixed Rate Series 2004-1 4/14/2004 Credit Card Receivables 75.00 66.00 % BBB BBB Cabela's Credit Card Master Note Trust Cabela's Credit Card Master Note Trust, Class A Floating Rate Series 2004-II 4/14/2004 Credit Card Receivables 175.00 154.00 % BBB BBB Providian Gateway Master Trust Providian Gateway Master Trust, Floating Rate Class A, Series 2001-D 6/8/2001 Credit Card Receivables 650.00 597.50 % BBB BBB- 1,139.10 982.60 Manufactured Housing Bear, Stearns & Co. Inc. Madison Avenue Manufacturing Housing Trust, Series 2002-A 3/28/2002 Manufactured Housing Pls 556.33 114.99 10% AAA A CIT Lehman ABS Manufactured Housing, 2001-B 10/31/2001 Manufactured Housing Pls 375.00 118.02 10% AAA A+ Conseco Finance Corporation Conseco Finance Securities Corporation, 2001-2 6/27/2001 Manufactured Housing Pls 402.50 121.60 10% AA+ BIG Conseco Finance Corporation Lehman RABS Series 2004-1Trust (Conseco MH Series 1999-2, Class A7) 3/4/2004 Manufactured Housing Pls 46.96 21.19 10% AA+ AA+ CountryPlace Mortgage CountryPlace Manufactured Housing Contract Trust Series 2005-1 7/12/2005 Manufactured Housing Pls 118.44 80.01 10% BBB+ BBB+ CountryPlace Mortgage CountryPlace Manufactured Housing Contract Trust Series 2007-1 3/22/2007 Manufactured Housing Pls 101.94 85.42 10% A A Deutsche Bank Green Tree 2006-1 Asset-Backed Note LLC, 9/13/2006 Manufactured Housing Pls 210.98 171.69 10% A A Greenpoint Credit Corp. GreenPoint Manufactured 2001-2 10/2/2001 Manufactured Housing Pls 425.89 138.80 10% AA AA MERIT Securities Corporation MERIT Securities Corporation Series 12-1 6/10/2004 Manufactured Housing Pls 121.61 67.20 10% AA+ AA+ Newcastle Investment Corp New York Newcastle MH I LLC, Asset-Backet Notes 6/30/2006 Manufactured Housing Pls 177.93 141.22 10% BBB+ BBB+ Newcastle Investment Corp New York Newcastle MH I LLC, Asset-Backet Notes 2006-1 12/20/2006 Manufactured Housing Pls 291.83 201.91 10% A A Origen Financial Origen Manufactured Housing Contract Trust 2007-B 10/16/2007 Manufactured Housing Pls 126.70 123.24 10% BBB+ BBB+ Origen Financial Origen Manufacturing Housing Contract Trust Collateralized Notes 2006-A 8/25/2006 Manufactured Housing Pls 200.65 165.97 10% BBB+ BBB+ Origen Financial Origen Manufacturing Housing Contract Trust Collateralized Notes 2007-A 5/2/2007 Manufactured Housing Pls 184.39 169.13 10% BBB+ BBB+ 3,341.15 1,720.39 Mortgage & Home Equity Accredited Home Lenders, Inc. Accredited Mortgage Loan Trust 2002-1 7/25/2002 Residential Mortgages - Sub-Prime 207.40 11.38 10% A- A- Accredited Home Lenders, Inc. Accredited Mortgage Loan Trust 2002-2 11/25/2002 Residential Mortgages - Sub-Prime 541.90 34.78 10% A A Accredited Home Lenders, Inc. Accredited Mortgage Loan Trust 2003-1 5/30/2003 Residential Mortgages - Sub-Prime 303.05 25.64 10% A- A- Accredited Home Lenders, Inc. Accredited Mortgage Loan Trust 2003-2 9/25/2003 Residential Mortgages - Sub-Prime 416.80 45.55 10% A- A- Accredited Home Lenders, Inc. Accredited Mortgage Loan Trust 2003-3 11/25/2003 Residential Mortgages - Sub-Prime 515.55 72.21 10% A- A- Accredited Home Lenders, Inc. Accredited Mortgage Loan Trust 2004-1 2/19/2004 Residential Mortgages - Sub-Prime 505.00 70.54 10% A- A- Accredited Home Lenders, Inc. Accredited Mortgage Loan Trust 2004-3, Class 1A5 8/27/2004 Residential Mortgages - Sub-Prime 29.02 29.02 10% AAA AAA Adelaide Bank Torrens Trust Series 2004-2 (W) 6/18/2004 Pooled RMBS outside the US 751.86 408.65 10% AAA AAA American Business Financial Services American Business Financial Services, Inc., Mortgage-Backed Notes, 2000-1 3/30/2000 Residential Mortgages - Sub-Prime 235.00 10.54 10% BBB BIG American Business Financial Services American Business Financial Services, Inc., Mortgage-Backed Notes, 2000-3 9/28/2000 Residential Mortgages - Sub-Prime 150.00 7.34 10% BBB BIG American Business Financial Services American Business Financial Services, Inc., Mortgage-Backed Notes, 2000-4 12/21/2000 Residential Mortgages - Sub-Prime 275.00 15.97 10% BBB BIG American Business Financial Services American Business Financial Services, Inc., Mortgage-Backed Notes, 2002-1 3/21/2002 Residential Mortgages - Sub-Prime 320.00 29.38 10% BBB BIG American Business Financial Services American Business Financial Services, Inc., Mortgage-Backed Notes, 2003-2 10/31/2003 Residential Mortgages - Sub-Prime 147.94 12.13 10% AAA AAA American Home Mortgage Investment Corp. American Home Mortgage Investment Trust 2005-2 6/22/2005 Residential Mortgages - Sub-Prime 115.72 115.72 10% AAA AAA Ameriquest Mortgage Company Argent 2004-W3 3/5/2004 Residential Mortgages - Sub-Prime 455.25 57.19 10% A A Ameriquest Mortgage Company Argent NIM Trust 2004-WN7 5/18/2004 Net Interest Margins (NIMs) 63.00 5.04 10% BBB- BIG Ameriquest Mortgage Company Quest 2003-X4 11/26/2003 Residential Mortgages - Sub-Prime 124.95 1.95 10% AA AA Ameriquest Mortgage Company Quest 2004-X1 3/17/2004 Residential Mortgages - Sub-Prime 204.11 28.49 10% AA AA Asset Backed Funding Corporation Asset Backed Funding Corporation NIM Trust 2004-OPT2 6/3/2004 Net Interest Margins (NIMs) 77.30 3.95 10% BBB- BIG Banc of America Securities LLC Bank Of America Funding Corporation 2007-5, Class 2A4, Oppenheimer Fund 7/5/2007 Residential Mortgages - Mid-Prime 13.76 6.47 10% AAA BBB Banc of America Securities LLC Bank Of America Funding Corporation 2007-5, Class 3A2, Oppenheimer Fund 7/5/2007 Residential Mortgages - Mid-Prime 24.55 11.69 10% AAA BBB Bear, Stearns & Co. Inc. Bear Stearns Alt-A Trust 2006-R1 9/29/2006 Residential Mortgages - Mid-Prime 141.92 111.33 10% AAA AAA Bear, Stearns & Co. Inc. Bear Stearns Mortgage Funding Trust 2006-AR2 9/29/2006 Affordability Mortgage Product (i/o, neg am) 114.39 98.58 10% AAA AAA Bear, Stearns & Co. Inc. Bear Stearns Mortgage Funding Trust 2006-AR4, Class A-2 11/30/2006 Affordability Mortgage Product (i/o, neg am) 183.63 165.76 10% AAA AAA Bear, Stearns & Co. Inc. Bear Stearns Second Lien Trust 2007-1, Class I-A 4/30/2007 HELOC 295.93 231.59 10% A+ BIG Bear, Stearns & Co. Inc. Bear Stearns Second Lien Trust 2007-1, Class II-A 4/30/2007 Closed End 2nd Liens 382.57 314.52 10% A+ BIG Bear, Stearns & Co. Inc. Bear Stearns Second Lien Trust 2007-1, Class III-A 4/30/2007 Closed End 2nd Liens 291.27 244.49 10% A+ BIG Bear, Stearns & Co. Inc. SACO I Trust 2006-2, Class I-A 1/30/2006 Closed End 2nd Liens 322.84 134.13 10% A BIG Bear, Stearns & Co. Inc. SACO I Trust 2006-2, Class II-A 1/30/2006 Closed End 2nd Liens 275.74 132.67 10% A BIG Bear, Stearns & Co. Inc. SACO I Trust 2006-8, Class A Notes 9/15/2006 HELOC 355.96 170.28 10% BBB BIG Bear, Stearns & Co. Inc. SACO I Trust, 2005-10 12/30/2005 Closed End 2nd Liens 284.64 123.41 10% A BIG Bear, Stearns & Co. Inc. Structured Asset Mortgage Investment Trust, Series 2006-AR7 9/5/2006 Affordability Mortgage Product (i/o, neg am) 150.00 117.19 10% AAA AAA Bear, Stearns & Co. Inc. Structured Asset Mortgage Investment Trust, Series 2006-AR8 10/31/2006 Affordability Mortgage Product (i/o, neg am) 100.00 82.70 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding Corp. 2003-4 12/3/2003 Affordability Mortgage Product (i/o, neg am) 481.50 35.38 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding Corp. 2004-1 3/10/2004 Affordability Mortgage Product (i/o, neg am) 767.00 58.08 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding Corp. 2004-2 6/10/2004 Affordability Mortgage Product (i/o, neg am) 465.00 42.80 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding Corp. 2004-3 9/24/2004 Affordability Mortgage Product (i/o, neg am) 800.10 95.35 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding Corp. 2004-4 12/3/2004 Affordability Mortgage Product (i/o, neg am) 677.70 99.56 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding Corp. 2005-1 3/17/2005 Affordability Mortgage Product (i/o, neg am) 461.00 75.12 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding Corp. 2005-2 6/16/2005 Affordability Mortgage Product (i/o, neg am) 410.00 77.24 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding Corp. 2005-3 9/20/2005 Affordability Mortgage Product (i/o, neg am) 342.00 98.09 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding Corp. 2005-A 6/7/2005 Affordability Mortgage Product (i/o, neg am) 475.00 47.25 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding Corp. 2005-B 9/27/2005 Affordability Mortgage Product (i/o, neg am) 190.00 35.65 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding LLC, Series 2005-4 12/15/2005 Affordability Mortgage Product (i/o, neg am) 318.92 134.21 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding LLC, Series 2005-C 11/22/2005 Affordability Mortgage Product (i/o, neg am) 122.00 49.77 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding LLC, Series 2006-1 3/17/2006 Affordability Mortgage Product (i/o, neg am) 580.60 262.16 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding LLC, Series 2006-2 6/15/2006 Affordability Mortgage Product (i/o, neg am) 500.00 262.33 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding LLC, Series 2006-3 9/12/2006 Residential Mortgages - Prime 332.00 257.38 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding LLC, Series 2006-4 12/7/2006 Residential Mortgages - Prime 210.38 177.69 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding LLC, Series 2007-1 3/15/2007 Residential Mortgages - Prime 430.87 330.29 10% AAA AAA Chevy Chase Bank, F.S.B. Chevy Chase Funding LLC, Series 2007-2 6/21/2007 Residential Mortgages - Prime 425.00 367.64 10% AAA AAA Chevy Chase Bank, F.S.B. CSFB Mortgage Pass-Through Certificates, Series 2002-P1 3/27/2002 Affordability Mortgage Product (i/o, neg am) 477.21 19.63 10% AAA AAA Citicorp Residential Mortgage Securities, Inc. (CRMSI) Citicorp Residential Mortgage Trust Series 2007-1, Class A4 7/31/2007 Residential Mortgages - Mid-Prime 75.06 75.06 10% AAA AAA Citicorp Residential Mortgage Securities, Inc. (CRMSI) Citicorp Residential Mortgage Trust Series 2007-2, Class A4 7/18/2007 Residential Mortgages - Mid-Prime 90.96 90.96 10% AAA AAA Citigroup Global Markets, Inc. Citigroup HELOC Trust 2006-NCB1 5/23/2006 HELOC 1,022.29 465.96 10% BBB BBB Citigroup Global Markets, Inc. Citigroup Mortgage Loan Trust, 2003-HE3 12/23/2003 Residential Mortgages - Sub-Prime 437.25 109.08 10% AA AA Citigroup Global Markets, Inc. Citigroup Mortgage Loan Trust, 2003-HE4 12/30/2003 Residential Mortgages - Sub-Prime 275.46 68.48 10% AA+ AA+ Citigroup Global Markets, Inc. Citigroup Mortgage Securities, Inc. REMIC Series 2005-2, Class IA-3 3/28/2005 Residential Mortgages - Prime 15.14 15.14 10% AAA AAA Compass Bank Compass Receivables Asset Funding Trust 2003-HE1 5/28/2003 Residential Mortgages - Prime 754.43 108.65 10% A A Compass Bank Compass Residential Mortgage Trust 2004-R1 3/30/2004 Residential Mortgages - Prime 590.97 195.25 10% A- A- Contifinancial Services Corporation ContiMortgage Home Equity Loan Trust, 1999-1 3/4/1999 Residential Mortgages - Sub-Prime 617.50 5.11 10% A A Contifinancial Services Corporation ContiMortgage Home Equity Loan Trust, 1999-3 6/17/1999 Residential Mortgages - Sub-Prime 760.00 7.80 10% A BBB Countrywide Home Loans, Inc. Countrywide Alternative Loan Trust 2007-12T1, Oppenheimer Fund, Class A-4 4/30/2007 Mortgages-Other 48.60 20.74 10% AAA AAA Countrywide Home Loans, Inc. Countrywide Alternative Loan Trust 2007-1T1, Oppenheimer Fund, Class 2-A-1 1/30/2007 Mortgages-Other 50.00 21.99 10% AAA AAA Countrywide Home Loans, Inc. Countrywide Alternative Loan Trust Series 2006-OA19, Class A-3A 11/30/2006 Affordability Mortgage Product (i/o, neg am) 100.00 79.21 10% AAA AAA Countrywide Home Loans, Inc. Countrywide Asset Backed Certificates 2007-S3, Oppenheimer Fund, Class A3 3/30/2007 Closed End 2nd Liens 52.00 25.48 10% AAA AAA Countrywide Home Loans, Inc. Countrywide Asset Backed Certificates Trust 2004-13, Class AF-5B 12/30/2004 Residential Mortgages - Sub-Prime 44.05 44.05 10% AAA AAA Countrywide Home Loans, Inc. Countrywide Asset Backed Certificates Trust 2004-AB1 9/29/2004 Affordability Mortgage Product (i/o, neg am) 623.56 52.71 10% AAA AAA Countrywide Home Loans, Inc. Countrywide Asset Backed Certificates Trust 2005-1, Class AF-5B 3/30/2005 Residential Mortgages - Sub-Prime 30.00 30.00 10% AAA AAA Countrywide Home Loans, Inc. Countrywide Asset Backed Certificates Trust 2005-16 12/28/2005 Residential Mortgages - Sub-Prime 1,038.96 660.64 10% BBB+ BBB+ Countrywide Home Loans, Inc. Countrywide Asset Backed Certificates Trust 2005-17 12/29/2005 Residential Mortgages - Sub-Prime 860.40 558.50 10% BBB+ BBB+ Countrywide Home Loans, Inc. Countrywide Asset Backed Certificates Trust 2005-3, Class AF-5B 3/30/2005 Residential Mortgages - Sub-Prime 39.00 39.00 10% AAA AAA Countrywide Home Loans, Inc. Countrywide Asset Backed Certificates Trust 2006-13 7/28/2006 Residential Mortgages - Sub-Prime 442.13 324.69 10% BBB+ BBB+ Countrywide Home Loans, Inc. Countrywide Asset-Backed Certificates Trust 2006-11 6/29/2006 Residential Mortgages - Sub-Prime 690.20 536.17 10% BBB BBB Countrywide Home Loans, Inc. Countrywide Home Equity Loan Trust 2006-S6 9/29/2006 Closed End 2nd Liens 1,100.00 799.60 10% A- A- Countrywide Home Loans, Inc. Countrywide Home Loans Alternative Trust 2005-81 12/29/2005 Residential Mortgages - Mid-Prime 96.73 69.84 10% AAA AAA Countrywide Home Loans, Inc. Countrywide Revoliving Home Equity Loan Trust 2004-G 6/29/2004 HELOC 630.50 51.07 10% BBB BBB Countrywide Home Loans, Inc. Countrywide Revolving Home Equity Loan Trust 2004-D 6/30/2004 HELOC 1,249.17 171.86 10% BBB BBB Countrywide Home Loans, Inc. Countrywide Revolving Home Equity Loan Trust 2004-J 9/30/2004 HELOC 1,000.00 106.80 10% BBB BBB- Countrywide Home Loans, Inc. Countrywide Revolving Home Equity Loan Trust 2004-K 9/29/2004 HELOC 1,725.89 211.96 10% BBB BBB Countrywide Home Loans, Inc. Countrywide Revolving Home Equity Loan Trust 2004-L 9/29/2004 HELOC 1,015.23 122.61 10% BBB BBB Countrywide Home Loans, Inc. Countrywide Revolving Home Equity Loan Trust 2004-M 9/29/2004 HELOC 1,015.23 123.06 10% BBB BBB Countrywide Home Loans, Inc. Countrywide Revolving Home Equity Loan Trust 2004-N 9/29/2004 HELOC 1,015.23 122.42 10% BBB BBB Countrywide Home Loans, Inc. Countrywide Revolving Home Equity Loan Trust 2004-O 9/30/2004 HELOC 1,275.83 185.38 10% BBB BBB Countrywide Home Loans, Inc. Countrywide Revolving Home Equity Loan Trust 2004-S 12/23/2004 HELOC 740.00 93.76 10% BBB BBB- Countrywide Home Loans, Inc. Countrywide Revolving Home Equity Loan Trust 2004-T 12/23/2004 HELOC 2,000.00 330.87 10% A- A- Countrywide Home Loans, Inc. Countrywide Revolving Home Equity Loan Trust 2005-F 9/29/2005 HELOC 2,706.75 965.38 10% BBB+ BBB- Countrywide Home Loans, Inc. Countrywide Revolving Home Equity Loan Trust 2005-L 12/29/2005 HELOC 400.00 107.92 10% BBB+ BBB+ Countrywide Home Loans, Inc. Countrywide Revolving Home Equity Loan Trust 2006-B 3/29/2006 HELOC 1,150.00 516.93 10% BBB BIG Countrywide Home Loans, Inc. Countrywide Revolving Home Equity Loan Trust 2006-C 3/30/2006 HELOC 1,850.00 866.50 10% BBB+ BIG Countrywide Home Loans, Inc. Countrywide Revolving Home Equity Loan Trust 2006-S1 3/30/2006 Closed End 2nd Liens 860.00 494.25 10% BBB BBB Countrywide Home Loans, Inc. Countrywide Revolving Home Equity Loan Trust 2006-S4 9/8/2006 Closed End 2nd Liens 1,000.00 712.93