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Criteria | Structured Finance | RMBS: Methodology And Assumptions: Transaction-Specific Lifetime Loss Projections For
Prime, Subprime, And Alternative-A U.S. RMBS Issued In 2005-2007
Publication date: 02-Feb-2010 10:33:42 EST

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Table of Contents

(Editor's Note: This article supersedes "Revised Projected Losses For U.S. Subprime RMBS Transactions Issued In 2005, 2006,
And 2007," published July 22, 2009, "Revised Projected Losses For U.S. Alternative-A RMBS Transactions Issued In 2005,
2006, And 2007," published July 23, 2009, and "Revised Projected Losses For U.S. Prime Jumbo RMBS Transactions Issued In
2005-2007," published June 17, 2009. The article complements the approach we outlined in "Revised Lifetime Loss Projections For
Prime And Certain Subprime And Alt-A U.S. RMBS Issued in 2005-2007," published Jan. 15, 2010, and "Standard & Poor's
Revises U.S. Subprime And Alternative-A RMBS Loss Assumptions For Transactions Issued In 2005, 2006, And 2007,"
published July 6, 2009.)
1. Standard & Poor's Ratings Services is providing its transaction-specific loss projections for U.S. residential mortgage-backed securities
(RMBS) backed by prime, Alternative-A (Alt-A), and subprime collateral issued in 2005, 2006, and 2007. We revised our loss
projections for all of the prime and certain of the subprime and Alt-A transactions from these vintages. These loss projections represent
the lifetime losses we expect the individual structure groups from each transaction to incur as a percent of the original structure
balances.
2. We provide a complete list of projected losses for the individual structures in tables 2, 3, and 4 in the "Methodology And Assumptions"
section of this article.
3. In addition, we are refining our rating stresses to more explicitly incorporate higher loss severity assumptions. When performing our
cash flow analyses, we will generally increase our loss severity and default assumptions to generate the stressed losses applicable for
each rating category.
4. This article is related to our criteria article "Principles-Based Rating Methodology For Global Structured Finance Securities,"
which we published on May 29, 2007.

SCOPE OF THE CRITERIA
5. Standard & Poor's is updating its rating stresses, while also publishing its assumptions pertaining to transaction-specific projected
losses, for U.S. RMBS transactions backed by prime, subprime, and Alt-A collateral issued in 2005-2007. For a description of the
methodology and assumptions we used to derive these projected losses, see "Revised Lifetime Loss Projections For Prime And
Certain Subprime And Alt-A U.S. RMBS Issued in 2005-2007," published Jan. 15, 2010.
6. The update focuses on the following: 

Given the performance deterioration we've observed for U.S. RMBS transactions over time, as well as the incorporation of upto-date performance information into our rating analyses, we've updated our deal-specific loss projections for prime and certain
subprime and Alt-A transactions issued in 2005-2007. 

When performing our cash flow analysis, we will generally increase our loss severity and default assumptions to generate the
applicable stressed rating loss.

SUMMARY OF CRITERIA UPDATE
7. To derive our updated loss projections for the 2005-2007 vintage prime, subprime, and Alt-A transactions, we applied the criteria we
described in "Revised Lifetime Loss Projections For Prime And Certain Subprime And Alt-A U.S. RMBS Issued in 2005-2007,"
published Jan. 15, 2010.
8. Based on these updates, our overall vintage and product-specific lifetime weighted average loss projections for 2005-2007 vintage
prime, subprime, and Alt-A RMBS are as follows:
9. For outstanding prime transactions,

http://www.standardandpoors.com/prot/ratings/articles/en/us/?assetID=1245205677212

2/4/2010

Standard & Poor's

11.
13.
18.
17.

Page 2 of 57 

2005 vintage losses have increased to approximately 4.00% from approximately 2.82%; 

2006 vintage losses have increased to approximately 6.60% from approximately 5.08%; and 

2007 vintage losses have increased to approximately 9.75% from approximately 6.97%.

For Alt-A transactions, 

2005 vintage losses have increased to approximately 11.25% from approximately 10.00%; 

2006 vintage losses have increased to approximately 26.25% from approximately 22.50%; and 

2007 vintage losses have increased to approximately 31.25% from approximately 27.00%.

Our loss projections for each Alt-A cohort will change as shown in table 1.
Table 1
Alt-A Loss Projections
Updated loss projection (%)

Previous loss projection (%)

2005 vintage
Fixed/long-reset hybrid

9.60

7.85

Option ARM

13.25

13.15

Short-reset hybrid

14.75

12.75

Total

11.25

10.00

Fixed/long-reset hybrid

25.00

20.30

Option ARM

26.75

25.30

Short-reset hybrid

30.50

25.25

Total

26.25

22.50

Fixed/long-reset hybrid

26.25

22.25

Option ARM

37.50

34.50

Short-reset hybrid

40.75

32.00

Total

31.25

27.00

2006 vintage

2007 vintage

12. For subprime transactions, 

2005 vintage losses have increased to approximately 15.40% from approximately 14.00%; 

2006 vintage losses have increased to approximately 35.00% from approximately 32.00%; and 

2007 vintage losses have increased to approximately 43.20% from approximately 40.00%.

When performing our ratings analysis, we will apply the loss projections outlined herein. When reviewing U.S. prime, subprime, and
Alt-A RMBS transactions, we will generally stress these base-case loss assumptions according to the respective rating stress we are
applying in our analysis. For example, to maintain a 'B' rating on a class, we assess whether, in our view, the class could absorb the
base-case loss assumptions we used in our analysis. To maintain a rating higher than 'B', we assess whether the class could
withstand losses exceeding our base-case loss assumptions at a percentage specific to each rating category, up to 235% of remaining
losses for an 'AAA' rating on a prime class and 150% of remaining losses for an 'AAA' rating on an Alt-A or subprime class.
14. When applying the above-mentioned rating stresses in our cash flow analysis, we will generally increase our loss severity and default
assumptions to generate the applicable stressed loss applicable for the rating category. To derive our loss severity assumptions for
more stressful scenarios, we incorporated changes in loss severities within different rating stresses in our LEVELS model, which we
described in "Methodology And Assumptions For Rating U.S. RMBS Prime, Alternative-A, And Subprime Loans," published
Sept. 10, 2009. We then derive our default assumptions for different rating stresses using our stressed loss and loss severity
assumptions.

IMPACT ON OUTSTANDING RATINGS
15. We think our updated loss assumptions will not result in a large number of rating actions for subprime and Alt-A classes, but the
updates may have a more significant impact on prime transactions. We expect the changes in loss assumptions to generally have an
impact on our recovery analytics and the related recovery percentages for the affected transactions.

EFFECTIVE DATE AND TRANSITION
16. These criteria are effective immediately for all 2005-2007 vintage prime, Alt-A, and subprime RBMS transactions. We will begin
reviewing the applicable transactions using our updated loss assumptions over the next several months and expect to update our
ratings as we deem appropriate.

METHODOLOGY AND ASSUMPTIONS
As a result of applying our updated methodology and assumptions, we have revised our transaction-specific loss projections for a
significant portion of the 2005-2007 vintage prime, subprime, and Alt-A transactions we rate. The changes resulted primarily from our
review of more recent performance information. For the prime transactions, the changes also reflected revisions to our loss severity
10. assumptions for these vintages.
In addition, we increased our rating stresses to more explicitly incorporate higher loss severity assumptions. We will incorporate the
increased stresses into our cash flow analytics.
19. Our transaction-specific loss projections are as follows:

http://www.standardandpoors.com/prot/ratings/articles/en/us/?assetID=1245205677212

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Page 3 of 57

Prime RMBS Loss Projections
Table 2
Structure-Level Loss Projections For 2005-2007 Vintage Prime RMBS
Original structure balance
($)

Loss projection
(%)

05950NAA6

708,434,175

5.90

05951KAA1

334,399,962

6.14

Banc of America Fdg Trust 2006-6

05950RAA7

718,325,324

3.78

Banc of America Funding 2005-1 Trust

05946XPV9

200,205,119

1.40

Banc of America Funding 2005-2 Trust

05946XSQ7

353,050,578

1.32

Banc of America Funding 2005-4 Trust

05946XA29

300,263,958

2.39

Banc of America Funding 2005-5 Trust

05946XD34

479,711,254

2.93

Banc of America Funding 2005-6 Trust

05946XL92

488,220,063

3.47

Banc of America Funding 2005-8 Trust

05946X2A0

595,014,348

3.47

Banc of America Funding 2005-D Trust

06051GDM8

1,086,958,012

1.31

Banc of America Funding 2006-2 Trust

05949QBE4

108,215,724

2.60

Banc of America Funding 2006-2 Trust

05949QAA3

707,785,263

2.74

Banc of America Funding 2006-3 Trust

058931AA4

946,598,202

2.84

Banc of America Funding 2006-4 Trust

05950FAA3

292,187,398

8.32

Banc of America Funding 2006-B Trust

058928AA0

482,269,295

8.14

Banc of America Funding 2006-C Trust

058930AA6

418,718,809

6.47

Banc of America Funding 2006-E Trust

05950DAA8

637,413,148

9.93

Banc of America Funding 2006-F Trust

05950HAA9

562,295,597

8.05

Banc of America Funding 2006--J Trust

05951EAA5

1,167,908,854

19.12

Banc of America Funding 2007-4 Trust

05953YAS0

363,579,273

12.12

Banc of America Funding 2007-4 Trust

05953YBR1

275,041,324

2.09

Banc of America Funding 2007-C Trust

059522BG6

313,551,930

9.40

Banc of America Funding 2007-C Trust

059522AS1

2,561,523,317

3.82

Banc of America Funding 2007-E Trust

05954DAA4

457,833,285

31.28

Banc of America Mortgage 2005-H Trust

05949CFT8

706,791,838

4.70

Banc of America Mortgage 2005-I Trust

05949CHM1

792,010,125

5.32

Banc of America Mortgage 2005-K Trust

05949CMP8

481,510,747

7.94

Banc of America Mortgage 2006-1 Trust

05949YAA6

302,450,083

6.22

Banc of America Mortgage 2006-2 Trust

05950GAA1

326,583,052

5.85

Banc of America Mortgage 2006-A Trust

05949CRP3

322,066,721

3.50

Banc of America Mortgage 2007-1 Trust

05952HAA7

674,869,666

5.38

Banc of America Mortgage 2007-1 Trust

05952HBM0

352,454,718

5.11

Banc of America Mortgage 2007-3 Trust

05954CAA6

635,834,222

9.99

Banc of America Mortgage 2007-4 Trust

059513CA7

444,265,109

8.07

Banc of America Mortgage Securities Inc

05949CEA0

719,036,456

4.43

Banc of America Mortgage Securities Inc

05949CPD2

354,283,711

7.81

Banc of America Mortgage Securities Inc

05949CAA4

402,034,766

1.30

Banc of America Mortgage Securities Inc

05949CBF2

172,674,991

1.03

Banc of America Mortgage Trust 2005-10

05949CLF1

545,310,644

3.08

Banc Of America Mortgage Trust 2005-2

05949AT34

325,685,251

1.05

Banc of America Mortgage Trust 2005-4

05949A5A4

275,940,890

1.49

Banc of America Mortgage Trust 2005-8

05949CGN0

228,344,356

3.09

Banc of America Mortgage Trust 2005-9

05949CJF4

516,100,667

1.57

Banc of America Mtg 2006-3 Trust

05950LAA0

282,850,681

7.02

Banc of America Mtg 2006-3 Trust

05950LAV4

56,745,784

5.43

Banc of America Mtg 2006-B Trust

05950TAA3

763,308,015

8.93

Bear Stearns ARM Trust 2005-1

07387AAA3

720,481,998

5.12

Bear Stearns ARM Trust 2005-10

07387AER2

2,461,994,558

3.41

Bear Stearns ARM Trust 2005-11

07387AFF7

477,982,017

2.41

Bear Stearns ARM Trust 2005-12

07387AFV2

579,168,835

14.25

Bear Stearns ARM Trust 2005-12

07387AGB5

263,146,081

14.36

Bear Stearns ARM Trust 2005-2

07384M7C0

2,633,284,753

0.57

Bear Stearns ARM Trust 2005-3

07387AAV7

643,692,976

6.81

Bear Stearns ARM Trust 2005-4

07387ABL8

1,617,125,371

3.61

Bear Stearns ARM Trust 2005-5

07387ACJ2

1,414,447,170

0.71

Bear Stearns ARM Trust 2005-6

07387ADG7

746,440,833

7.28

Bear Stearns ARM Trust 2005-7

07387ACX1

595,042,937

5.56

Transaction name

CUSIP

Banc of America Fdg 2006-5 Trust
Banc of America Fdg 2006-7 Trust

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Bear Stearns ARM Trust 2005-9

07387AEG6

1,127,924,635

4.12

Bear Stearns ARM Trust 2006-2

07388DAA6

1,186,926,936

11.31

Bear Stearns ARM Trust 2007-3

073881AA2

811,993,921

16.45

Bear Stearns ARM Trust 2007-4

07401CAS2

747,002,182

15.13

Bear Stearns ARM Trust 2007-5

07386YAA2

401,865,806

16.05

Chase Mortgage Finance Trust Series 2005-A1

16162WPB9

1,900,007,729

6.87

Chase Mortgage Finance Trust Series 2005-A2

16162WPV5

1,075,062,416

7.96

Chase Mortgage Finance Trust Series 2006-S4

16162YAA3

529,816,763

9.12

Chase Mortgage Finance Trust Series 2007-A2

16163LAA0

1,343,698,707

0.76

Chase Mortgage Finance Trust Series 2007-A2

16163LAN2

456,933,048

4.58

Chase Mortgage Finance Trust Series 2007-S1

16163FAA3

430,278,182

9.18

Chase Mortgage Finance Trust Series 2007-S2

16163EAA6

610,068,553

7.09

Chase Mortgage Finance Trust Series 2007-S3

16163HAA9

1,075,181,901

9.80

Chase Mortgage Finance Trust Series 2007-S4

161629AA8

890,016,924

10.98

Chase Mortgage Finance Trust Series 2007-S5

161631AA4

689,012,528

9.08

Chase Mtg Fin Trust Ser 2006-S3

16162XAA5

800,001,980

8.25

Chase Mtg Fin Trust Series 2006-S2

16163BAA2

1,024,294,266

6.00

ChaseFlex Trust Series 2005-1

16165TAA1

474,003,945

3.83

ChaseFlex Trust Series 2005-2

16165TAX1

655,068,858

4.26

CHL Mortgage Pass Through Trust 2005-26

126694MK1

500,007,523

5.08

CHL Mortgage Pass Through Trust 2005-5

12669GQQ7

400,000,000

1.94

CHL Mortgage Pass Through Trust 2006-HYB2

126694C63

665,877,411

15.14

CHL Mortgage Pass -Through Trust 2007-16

12544MAA7

777,000,000

10.52

CHL Mortgage Pass Through Trust 2007-19

12544PAA0

376,992,000

12.76

CHL Mortgage Pass Through Trust 2007-19

12544PAF9

67,994,100

21.70

CHL Mortgage Pass Through Trust 2007-21

17025WAA2

784,900,000

10.75

CHL Mortgage Pass Through Trust 2007-5

12544VAA7

850,000,000

7.32

CHL Mortgage Pass Through Trust 2007-6

125439AA7

750,000,000

10.23

CHL Mortgage Pass Through Trust 2007-HY5

12544BAA1

364,383,859

17.23

CHL Mortgage Pass Through Trust 2007-J3

17025QAA5

225,908,090

15.85

CHL Mortgage Pass-Through Trust 2005-13

12669GB91

400,000,000

3.57

CHL Mortgage Pass-Through Trust 2005-14

12669GK59

208,000,000

3.92

CHL Mortgage Pass-Through Trust 2005-15

12669GQ53

415,000,000

4.45

CHL Mortgage Pass-Through Trust 2005-16

12669G2T7

415,000,000

4.32

CHL Mortgage Pass-Through Trust 2005-17

12669G5M9

633,000,000

4.83

CHL Mortgage Pass-Through Trust 2005-18

126694EH7

416,000,000

5.35

CHL Mortgage Pass-Through Trust 2005-20

126694EY0

416,000,000

4.02

CHL Mortgage Pass-Through Trust 2005-23

126694GU6

316,000,000

6.38

CHL Mortgage Pass-Through Trust 2005-24

126694JR0

1,042,000,000

5.12

CHL Mortgage Pass-Through Trust 2005-28

126694PF9

416,999,436

5.97

CHL Mortgage Pass-Through Trust 2005-29

126694TD0

298,011,016

7.28

CHL Mortgage Pass-Through Trust 2005-30

126694TQ1

517,141,199

5.66

CHL Mortgage Pass-Through Trust 2005-31

126694UJ5

627,595,465

13.41

CHL Mortgage Pass-Through Trust 2005-HYB10

126694VH8

1,030,902,770

24.47

CHL Mortgage Pass-Through Trust 2005-HYB2

12669GWQ0

471,911,361

6.97

CHL Mortgage Pass-Through Trust 2005-HYB3

12669GA35

596,795,062

7.37

CHL Mortgage Pass-Through Trust 2005-HYB4

12669GL90

806,387,921

12.15

CHL Mortgage Pass-Through Trust 2005-HYB5

12669G6K2

804,962,952

9.30

CHL Mortgage Pass-Through Trust 2005-HYB6

126694BE7

1,008,710,324

11.87

CHL Mortgage Pass-Through Trust 2005-HYB7

126694FW3

1,040,615,169

18.08

CHL Mortgage Pass-Through Trust 2005-J3

12669G4J7

384,000,000

4.13

CHL Mortgage Pass-Through Trust 2006-1

126694XB9

375,999,710

5.56

CHL Mortgage Pass-Through Trust 2006-10

1266942A5

603,500,000

6.44

CHL Mortgage Pass-Through Trust 2006-13

12543TAA3

521,999,957

7.21

CHL Mortgage Pass-Through Trust 2006-19

12543XAA4

1,247,997,961

6.88

CHL Mortgage Pass-Through Trust 2006-20

12544AAA3

1,041,000,000

8.83

CHL Mortgage Pass-Through Trust 2006-21

12543PAA1

1,021,991,738

8.15

CHL Mortgage Pass-Through Trust 2006-9

126694W20

418,000,000

6.26

CHL Mortgage Pass-Through Trust 2006-HYB3

1266943U0

981,621,231

16.15

CHL Mortgage Pass-Through Trust 2006-J2

126694G93

175,000,000

6.13

CHL Mortgage Pass-Through Trust 2006-J3

125433AA0

217,254,137

1.51

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CHL Mortgage Pass-Through Trust 2007-1

170255AA1

750,000,000

9.07

CHL Mortgage Pass-Through Trust 2007-10

12545CAA8

649,979,588

11.39

CHL Mortgage Pass-Through Trust 2007-11

12544LAA9

999,999,533

11.67

CHL Mortgage Pass-Through Trust 2007-12

17025LAA6

417,000,000

5.72

CHL Mortgage Pass-Through Trust 2007-13

17025JAA1

574,962,714

8.44

CHL Mortgage Pass-Through Trust 2007-14

12544DAA7

750,000,000

5.08

CHL Mortgage Pass-Through Trust 2007-15

17025TAA9

1,037,917,101

11.73

CHL Mortgage Pass-Through Trust 2007-17

12544KAA1

878,585,839

10.35

CHL Mortgage Pass-Through Trust 2007-18

12544JAA4

413,464,742

10.44

CHL Mortgage Pass-Through Trust 2007-2

12544CAA9

499,997,611

9.29

CHL Mortgage Pass-Through Trust 2007-20

12544QAA8

299,992,629

12.61

CHL Mortgage Pass-Through Trust 2007-3

12543RAA7

1,146,983,296

9.34

CHL Mortgage Pass-Through Trust 2007-4

12544RAA6

1,065,000,000

12.10

CHL Mortgage Pass-Through Trust 2007-7

12544TAA2

749,986,933

7.89

CHL Mortgage Pass-Through Trust 2007-8

12545AAA2

855,000,000

12.21

CHL Mortgage Pass-Through Trust 2007-9

12544XAA3

700,000,000

6.80

CHL Mortgage Pass-Through Trust 2007-HY1

12544EAA5

396,370,777

14.99

CHL Mortgage Pass-Through Trust 2007-HY3

12544WAA5

586,348,690

12.05

CHL Mortgage Pass-Through Trust 2007-HY4

17025RAA3

619,771,036

18.87

CHL Mortgage Pass-Through Trust 2007-HY7

12544HAA8

559,978,366

31.32

CHL Mortgage Pass-Through Trust 2007-J1

12669MAA6

312,489,841

17.98

CHL Mtg Pass Through Trust 2006-18

12543WAA6

519,984,191

6.05

CHL Mtg Pass-Through Trust 2006-16

170257AA7

999,996,196

7.11

CHL Mtg Pass-Through Trust 2006-17

17025AAA0

520,984,825

8.30

Citicorp Mortgage Securities Inc.

172973Q69

319,329,234

0.55

Citicorp Mortgage Securities Inc.

1729733Y3

480,050,373

2.36

Citicorp Mortgage Securities Trust Series 2006-4

17310DAD2

448,950,704

2.56

Citicorp Mortgage Securities Trust Series 2007-4

17312XAE4

567,603,895

3.87

Citicorp Mortgage Securities Trust, Series 2006-6

173100AD0

363,422,632

2.21

Citicorp Mortgage Securities Trust, Series 2007-1

173105AA5

310,768,711

3.50

Citicorp Mortgage Securities Trust, Series 2007-2

173107AA1

298,932,041

2.57

Citicorp Mortgage Securities Trust, Series 2007-3

17312FAA1

518,714,942

4.47

Citicorp Mortgage Securities Trust, Series 2007-5

17312KAA0

344,659,426

3.67

Citicorp Mortgage Securities Trust, Series 2007-7

173104AA8

634,442,772

2.92

Citicorp Mtg Secs Trust Ser 2006-5

17310FAB1

562,309,922

2.68

Citigroup Mortgage Loan Trust 2005-11

17307GW53

764,880,018

3.23

Citigroup Mortgage Loan Trust 2005-6

17307GXB9

1,302,376,238

1.79

Citigroup Mortgage Loan Trust 2006-AR1

17307G2Z0

700,546,037

4.30

Citigroup Mortgage Loan Trust 2006-AR1

17307G3K2

173,244,852

3.20

Citigroup Mortgage Loan Trust 2006-AR1

17307G3Y2

695,842,023

8.81

Citigroup Mortgage Loan Trust 2007-2

17310SAA5

347,780,580

15.30

Citigroup Mortgage Loan Trust 2007-AR4

17311WAA5

892,808,714

7.20

Citigroup Mortgage Loan Trust 2007-AR4

17311WAD9

288,699,944

15.21

Citigroup Mortgage Loan Trust 2007-AR8

17313FAR3

480,325,740

17.46

Citigroup Mortgage Loan Trust Inc.

17307GWE4

731,362,707

1.90

Citigroup Mortgage Loan Trust Inc.

17307GK31

126,420,654

12.21

Citigroup Mortgage Loan Trust Inc.

17307GF78

248,078,754

8.93

Citigroup Mortgage Loan Trust Inc.

17307GK98

289,351,793

6.13

Citigroup Mortgage Loan Trust Inc.

17307GH35

87,594,457

9.12

Citigroup Mortgage Loan Trust Inc.

17307GE20

491,349,834

9.69

Citigroup Mortgage Loan Trust Inc.

17307GT40

561,461,908

21.14

Citigroup Mortgage Loan Trust Inc.

17307GA40

383,359,608

14.79

Citigroup Mortgage Loan Trust Inc.

17307GB64

788,169,402

3.94

315,464,409

2.08

Credit Suisse First Boston Mortgage Securities Corp.

225458E46

Credit Suisse First Boston Mortgage Securities Corp.

225458ES3

298,996,760

1.69

Credit Suisse First Boston Mortgage Securities Corp.

225458F45

190,674,660

4.88

Credit Suisse First Boston Mortgage Securities Corp.

225458FC7

176,683,061

4.14

Credit Suisse First Boston Mortgage Securities Corp.

225458G36

301,553,611

0.86

Credit Suisse First Boston Mortgage Securities Corp.

225458JW9

742,911,108

1.10

CSFB Mortgage-Backed Pass-Through Certificates Series 2005-1

22541S6K9

120,161,354

3.42

CSFB Mortgage-Backed Pass-Through Certificates Series 2005-1

22541S6N3

452,417,508

2.06

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CSFB Mortgage-Backed Pass-Through Certificates Series 2005-5 Trust

225458TF5

484,994,452

0.94

CSFB Mortgage-Backed Pass-Through Certificates Series 2005-5 Trust

225458TX6

224,353,108

1.74

CSFB Mortgage-Backed Trust Series 2005-11

2254W0NQ4

368,692,319

2.53

CSFB Mortgage-Backed Trust Series 2005-12

225470RS4

418,140,097

16.12

CSFB Mortgage-Backed Trust Series 2005-4

225458PF9

283,680,853

2.80

CSFB Mortgage-Backed Trust Series 2005-4

225458PJ1

486,668,354

1.42

CSFB Mortgage-Backed Trust Series 2005-6

225458B64

194,196,188

0.41

CSFB Mortgage-Backed Trust Series 2005-6

225458B80

332,406,705

4.38

CSFB Mortgage-Backed Trust Series 2005-9

2254585N4

323,369,000

3.70

CSMC Mortgage Backed Trust 2006-7

22942KAA8

573,213,793

13.88

CSMC Mortgage Backed Trust 2007-4

126379AX4

596,157,489

9.79

CSMC Mortgage Backed Trust 2007-6

12639PAA6

681,047,053

26.22

CSMC Mortgage-Backed Trust Series 2006-1

225470UH4

617,977,405

7.60

CSMC Mortgage-Backed Trust Series 2006-1

225470UR2

261,407,728

3.62

CSMC Mortgage-Backed Trust Series 2006-2

225470A45

593,125,605

10.52

CSMC Mortgage-Backed Trust Series 2006-2

225470A29

248,556,662

5.10

CSMC Mtg-Bckd Trust 2006-8

22942MAA4

558,050,150

12.36

Fannie Mae REMIC Trust 2005-W2

31394DJP6

578,859,590

3.16

First Horizon Mortgage Pass Through Trust 2005-5

32051GUK9

365,636,987

2.10

First Horizon Mortgage Pass Through Trust 2005-AR2

32051GMU6

281,706,798

2.97

First Horizon Mortgage Pass Through Trust 2005-AR3

32051GQK4

315,111,384

1.71

First Horizon Mortgage Pass Through Trust 2006-2

32052LAA1

431,865,682

2.91

First Horizon Mortgage Pass Through Trust 2006-AR1

32051GX83

212,575,515

4.95

First Horizon Mortgage Pass Through Trust 2007-4

32056CAA7

346,019,897

5.46

First Horizon Mortgage Pass Through Trust 2007-5

32056FAA0

456,988,015

6.82

First Horizon Mortgage Pass-Through Trust 2005-6

32051GWQ4

247,154,473

1.96

First Horizon Mortgage Pass-Through Trust 2005-7

32051GB79

210,089,711

4.48

First Horizon Mortgage Pass-Through Trust 2005-8

32051GK87

310,975,601

2.87

First Horizon Mortgage Pass-Through Trust 2005-AR4

32051GTV7

425,564,710

4.89

First Horizon Mortgage Pass-Through Trust 2005-AR5

32051GXN0

216,253,164

4.94

First Horizon Mortgage Pass-Through Trust 2006-1

32051G2A2

302,102,191

2.92

First Horizon Mortgage Pass-Through Trust 2006-AR2

32052KAA3

171,370,691

6.65

First Horizon Mortgage Pass-Through Trust 2006-AR4

32053AAA4

349,545,423

7.95

First Horizon Mortgage Pass-Through Trust 2007-1

32053NAA6

225,005,065

7.02

First Horizon Mortgage Pass-Through Trust 2007-2

320520AA7

210,027,734

5.95

First Horizon Mortgage Pass-Through Trust 2007-3

32055WAA4

225,320,315

6.24

First Horizon Mortgage Pass-Through Trust 2007-6

32056QAA6

274,635,892

20.50

First Horizon Mortgage Pass-Through Trust 2007-AR1

32053EAA6

327,213,272

8.01

First Horizon Mortgage Pass-Through Trust 2007-AR2

32055GAA9

424,306,758

9.44

First Horizon Mortgage Pass-Through Trust 2007-AR3

32056JAA2

456,774,313

10.78

First Horizon Mtg Pass Through Trust 2006-3

32052RAA8

422,037,461

3.27

First Horizon Mtg Pass-Through Trust 2006-AR3

32052EAA7

229,899,485

5.56

Freddie Mac Securities REMIC Trust 2005-S001

35562QAA6

2,000,030,000

4.75

Freddie Mac Securities REMIC Trust 2005-S001

35562QAC2

$2,000,030,000

4.72

Global Mortgage Securitization 2005-A Ltd

378961AP1

3,863,864,690

0.35

GMACM Mortgage Loan Trust 2005-J1

36185MBX9

525,500,661

3.56

GMACM Mortgage Loan Trust 2005-AR1

76112BKK5

399,767,823

2.65

GMACM Mortgage Loan Trust 2005-AR2

36185N6M7

458,443,851

3.86

GMACM Mortgage Loan Trust 2005-AR3

36185N6Y1

523,717,646

3.49

GMACM Mortgage Loan Trust 2005-AR4

76112BUD0

386,070,614

4.31

GMACM Mortgage Loan Trust 2005-AR5

76112BXX3

597,174,649

4.79

GMACM Mortgage Loan Trust 2005-AR6

36185MBG6

591,988,039

6.36

GMACM Mortgage Loan Trust 2006-AR1

36185MDN9

508,664,454

8.06

GMACM Mortgage Loan Trust 2006-AR2

36185MET5

372,995,324

8.69

GMACM Mortgage Loan Trust 2006-J1

36185MEB4

550,003,046

4.31

GSR Mortgage Loan Trust 2005-1F

36242DUV3

691,667,241

1.42

GSR Mortgage Loan Trust 2005-2F

36242DXY4

301,655,635

1.38

GSR Mortgage Loan Trust 2005-5F

362341AA7

1,676,308,922

0.71

GSR Mortgage Loan Trust 2005-6F

362341DK2

949,896,997

2.23

GSR Mortgage Loan Trust 2005-7F

362341MH9

422,915,796

1.50

GSR Mortgage Loan Trust 2005-8F

362341VN6

957,479,841

3.75

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GSR Mortgage Loan Trust 2005-9F

362341Q44

685,814,856

0.28

GSR Mortgage Loan Trust 2005-9F

362341T58

138,003,646

0.14

GSR Mortgage Loan Trust 2005-AR1

36242DUL5

685,623,376

2.30

GSR Mortgage Loan Trust 2005-AR2

36242DJ20

185,398,000

0.68

GSR Mortgage Loan Trust 2005-AR2

36242DH48

709,836,000

3.52

GSR Mortgage Loan Trust 2005-AR3

36242D4R1

317,958,590

0.64

GSR Mortgage Loan Trust 2005-AR3

362341AL3

1,205,668,111

4.69

GSR Mortgage Loan Trust 2005-AR4

362341FR5

422,958,000

1.58

GSR Mortgage Loan Trust 2005-AR4

362341FG9

863,491,800

3.71

GSR Mortgage Loan Trust 2005-AR5

362341KU2

1,099,472,956

5.82

GSR Mortgage Loan Trust 2005-AR6

362341RQ4

2,802,084,865

1.52

GSR Mortgage Loan Trust 2005-AR-7

362341XG9

799,761,000

2.23

GSR Mortgage Loan Trust 2005-AR-7

362341WX3

997,733,000

5.72

GSR Mortgage Loan Trust 2006-10F

36266WAJ1

428,644,413

7.10

GSR Mortgage Loan Trust 2006-1F

362334AF1

539,203,000

6.55

GSR Mortgage Loan Trust 2006-1F

362334AC8

847,122,300

3.52

GSR Mortgage Loan Trust 2006-2F

362334BN3

738,253,498

4.68

GSR Mortgage Loan Trust 2006-3F

362334GM0

667,881,107

4.94

GSR Mortgage Loan Trust 2006-4F

362334QD9

643,690,842

5.95

GSR Mortgage Loan Trust 2006-5F

36297XAA1

516,901,284

4.86

GSR Mortgage Loan Trust 2006-7F

36298NAA2

609,955,388

9.63

GSR Mortgage Loan Trust 2006-8F

362611AA3

622,239,465

6.27

GSR Mortgage Loan Trust 2006-AR1

3623413Y3

1,350,386,698

6.24

GSR Mortgage Loan Trust 2006-AR2

36297TAA0

55,685,800

1.14

GSR Mortgage Loan Trust 2006-AR2

36297TAB8

906,822,000

7.07

GSR Mortgage Loan Trust 2007-1F

3622MPBJ6

1,606,484,396

4.83

GSR Mortgage Loan Trust 2007-4F

362669AA1

790,100,742

6.61

GSR Mortgage Loan Trust 2007-5F

3622NEAA0

723,453,810

8.31

GSR Mortgage Loan Trust 2007-AR1

362290AA6

1,744,782,363

12.53

GSR Mortgage Loan Trust 2007-AR2

3622N6AA7

1,327,643,250

12.62

GSR Mtg Ln Trust 2006-9F

3622X7AM8

1,254,017,245

5.82

GSR Mtg Ln Trust 2006-9F

3622X7AM8

126,326,203

1.70

HarborView Mortgage Loan Trust 2005-1

41161PLC5

1,416,495,666

6.17

HarborView Mortgage Loan Trust 2005-4

41161PMV2

540,813,085

7.16

Harborview Mortgage Loan Trust 2006-2

41161PJ38

409,252,328

5.14

HSI Asset Loan Obligation Trust 2007-1

40431TAA9

325,296,942

15.36

HSI Asset Loan Obligation Trust 2007-2

40432BAA7

453,150,484

7.10

HSI Asset Loan Obligation Trust 2007-AR1

40431LAA6

434,092,081

21.47

HSI Asset Loan Obligation Trust 2007-AR2

44329EAA9

420,163,912

24.63

IndyMac IMJA Mortgage Loan Trust 2007-A1

456652AA4

262,509,068

8.01

IndyMac IMJA Mortgage Loan Trust 2007-A3

456669AA8

222,336,824

13.72

IndyMac INDA Mortgage Loan Trust 2007-AR5

456680AA5

372,597,103

14.83

IndyMac INDA Mortgage Loan Trust 2007-AR9

45670WAA1

382,212,193

24.98

JPMorgan Mortgage Trust 2005-A1

466247LZ4

401,300,348

0.17

JPMorgan Mortgage Trust 2005-A1

466247LJ0

1,637,910,891

0.28

JPMorgan Mortgage Trust 2005-A2

466247NK5

1,176,883,439

1.31

JPMorgan Mortgage Trust 2005-A3

466247PS6

408,574,000

0.21

JPMorgan Mortgage Trust 2005-A3

466247PL1

1,050,185,300

1.62

JPMorgan Mortgage Trust 2005-A3

466247PP2

437,037,200

4.96

JPMorgan Mortgage Trust 2005-A4

466247RN5

940,386,486

1.56

JPMorgan Mortgage Trust 2005-A5

466247SQ7

344,959,341

0.71

JPMorgan Mortgage Trust 2005-A5

466247SD6

850,055,582

2.28

JPMorgan Mortgage Trust 2005-A6

466247TH6

250,625,000

4.03

JPMorgan Mortgage Trust 2005-A6

466247TE3

1,214,127,600

3.30

JPMorgan Mortgage Trust 2005-A8

466247YH0

1,970,261,094

4.46

JPMorgan Mortgage Trust 2005-S1

466247MP5

420,596,796

2.92

JPMorgan Mortgage Trust 2005-S2

466247UM3

1,119,609,100

2.68

JPMorgan Mortgage Trust 2005-S2

466247VN0

JPMorgan Mortgage Trust 2005-S3
JPMorgan Mortgage Trust 2005-S3
JPMorgan Mortgage Trust 2006-A1

466247D26
466247A29
466247E33

197,926,000

3.20

127,850,537

5.74

1,151,331,708

6.46

831,289,125

5.31

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JPMorgan Mortgage Trust 2006-A3

46628KAA8

1,054,931,550

JPMorgan Mortgage Trust 2006-A3

46628KAT7

540,365,920

9.73
1.82

JPMorgan Mortgage Trust 2006-S3

46629AAA9

1,004,703,963

4.59

JPMorgan Mortgage Trust 2006-S3

46629ABR1

124,268,901

2.43

JPMorgan Mortgage Trust 2006-S4

46629SAA0

778,192,218

9.87

JPMorgan Mortgage Trust 2007-A2

46630PAA3

1,033,902,273

8.94

JPMorgan Mortgage Trust 2007-A3

46630UAA2

720,053,804

13.04

JPMorgan Mortgage Trust 2007-A4

46631JAA6

787,316,125

10.37

JPMorgan Mortgage Trust 2007-A5

46632BAA2

1,126,021,227

10.70

JPMorgan Mortgage Trust 2007-A6

46632DAA8

783,291,273

7.46

JPMorgan Mortgage Trust 2007-S1

46630RAA9

847,847,024

7.83

JPMorgan Mortgage Trust 2007-S2

46630WAA8

1,244,485,916

10.55

JPMorgan Mortgage Trust 2007-S3

46631NAA7

1,844,825,085

13.66

Lehman Mortgage Trust

52520MAA1

956,638,269

5.90

Lehman Mortgage Trust 2006-2

52520MGG2

147,358,000

3.59

Lehman Mortgage Trust 2006-2

52520MGJ6

77,435,100

3.57

Lehman Mortgage Trust 2006-2

52520MGS6

76,092,690

1.36

Lehman Mortgage Trust 2006-2

52520MGJ6

24,825,100

10.42

Lehman Mortgage Trust 2006-4

52520RAG7

249,733,000

5.64

Lehman Mortgage Trust 2007-3

52521JAG4

250,589,163

9.20

Lehman Mortgage Trust 2007-5

52521RAB7

354,843,000

21.61

Lehman Mortgage Trust 2007-5

52521RAU5

697,005,000

13.17

MASTR Adjustable Rate Mortgage Trust 2005-6

576433A22

607,063,877

8.25

MASTR Adjustable Rate Mortgage Trust 2005-7

576433C61

407,714,249

14.61

MASTR Adjustable Rate Mortgage Trust 2006-2

576438AA3

750,433,422

3.67

MASTR Asset Securitization Trust 2005-1

57643MKB9

274,524,045

1.55

MASTR Asset Securitization Trust 2005-2

57643MLA0

339,007,792

2.61

MASTR Asset Securitization Trust 2006-1

57643MLX0

419,235,123

2.64

MASTR Asset Securitization Trust 2006-3

55274SAA9

440,071,053

3.75

MASTR Asset Securitization Trust 2007-1

55292AAA6

336,275,877

10.90

MASTR Asset Securitization Trust 2007-2

57646NAA7

334,073,944

8.45

Merrill Lynch Mortgage Backed Securities Trust, Series 2007-1

59024NAA5

453,680,470

14.68

Merrill Lynch Mortgage Backed Securities Trust, Series 2007-3

59025JAA3

304,840,443

12.81

Merrill Lynch Mortgage Investors Trust MLMI 2005-A1

59020UQC2

559,198,793

1.09

Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A10

59020U2A2

786,377,264

4.46

Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A2

59020USH9

988,900,952

1.88

Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A7

59020UE35

463,360,704

4.30

Merrill Lynch Mortgage Investors Trust Series 2005-2

59020UA21

1,220,525,429

1.46

Merrill Lynch Mortgage Investors Trust Series 2005-A9

59020U2G9

927,442,200

6.54

Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3

59020UL37

1,178,985,743

2.40

Merrill Lynch Mortgage Investors Trust Series MLCC 2005-A

59020UTB1

550,001,262

0.25

Merrill Lynch Mortgage Investors Trust Series MLCC 2005-B

59020UWU5

500,005,685

0.45
1.97

Merrill Lynch Mortgage Investors Trust Series MLCC 2006-1

59020U4R3

476,561,871

Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2

590219AA9

634,771,628

0.55

Merrill Lynch Mortgage Investors Trust Series MLCC 2007-1

59023HAA9

462,223,039

1.42

Merrill Lynch Mortgage Investors Trust Series MLCC 2007-3

59022XAA5

293,596,173

0.71

Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A4

59020UXH3

502,099,539

5.03

Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A5

59020UYL3

730,706,297

2.72

Merrill Lynch Mortgage Investors Trust, Series 2006-F1

590218AA1

226,864,854

4.01

Merrill Lynch Mortgage Investors Trust, Series MLCC 2007-2

59024WAA5

416,548,326

2.01

Merrill Lynch Mtg Investors Trust Ser 2006-3

59023PAA1

537,919,898

1.67

Merrill Lynch Mtg Investors Trust Ser 2006-AF1

59023RAA7

366,466,000

13.17

Merrill Lynch Mtg Investors Trust Ser 2006-AF1

59023RAG4

301,757,000

9.51

Morgan Stanley Mortgage Loan Trust 2005-1

61748HHS3

441,146,311

1.49

Morgan Stanley Mortgage Loan Trust 2005-10

61748HRS2

372,999,288

9.23

Morgan Stanley Mortgage Loan Trust 2005-4

61748HJV4

671,580,119

4.28

Morgan Stanley Mortgage Loan Trust 2005-7

61748HNR8

822,911,117

6.01

Morgan Stanley Mortgage Loan Trust 2006-2

61748HVE8

533,840,781

7.22

MortgageIT Securities Corp. Mortgage Loan Trust, Series 2007-2

61915CAA7

921,858,139

9.03

Prime Mortgage Trust 2005-4

74160MJX1

171,077,000

0.51

Prime Mortgage Trust 2005-4

74160MKL5

264,124,000

5.55

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Prime Mortgage Trust 2006-2

74161YAA3

281,849,596

6.42

Prime Mortgage Trust 2007-1

74162FAA3

679,112,102

10.04

Prime Mortgage Trust 2007-2

74162JAA5

331,901,017

14.17

Prime Mortgage Trust 2007-3

74162WAA6

175,130,000

17.76

Prime Mortgage Trust 2007-3

74162WAH1

124,830,000

4.84

Provident Funding Mortgage Loan Trust 2005-1

743873AW1

731,036,759

1.75

Provident Funding Mortgage Loan Trust 2005-2

743873BK6

611,450,330

1.50

RAAC Series 2005-SP1 Trust

76112BQL7

830,992,062

0.44

RFMSI Ser 2006-S8 Trust

74957XAA3

416,270,444

6.86

RFMSI Series 2006-S7 Trust

74958AAA2

469,651,185

7.03

RFMSI Series 2005-S1 Trust

76111XRX3

259,778,000

1.68

RFMSI Series 2005-S1 Trust

76111XSD6

203,321,000

0.38

RFMSI Series 2005-S2 Trust

76111XTQ6

260,859,542

1.20

RFMSI Series 2005-S4 Trust

76111XUS0

259,355,464

2.26

RFMSI Series 2005-S6 Trust

76111XXJ7

412,859,719

1.92

RFMSI Series 2005-S7 Trust

76111XA29

311,723,395

4.64

RFMSI Series 2005-S8 Trust

76111XC50

312,342,460

4.48

RFMSI Series 2005-S9 Trust

76111XD91

366,598,962

5.14

RFMSI Series 2005-SA1 Trust

76111XTB9

295,217,162

1.94

RFMSI Series 2005-SA2 Trust

76111XVE0

500,769,317

3.86

RFMSI Series 2005-SA3 Trust

76111XVZ3

675,223,681

4.43

RFMSI Series 2005-SA4 Trust

76111XYC1

212,285,900

8.28

RFMSI Series 2005-SA4 Trust

76111XYH0

638,192,000

4.75

RFMSI Series 2005-SA5 Trust

76111XZA4

355,274,430

10.07

RFMSI Series 2006-S1 Trust

76111XJ20

367,089,279

4.35

RFMSI Series 2006-S10 Trust

74958DAA6

780,377,000

4.74

RFMSI Series 2006-S10 Trust

74958DAH1

307,307,000

1.39

RFMSI Series 2006-S11 Trust

74958FAA1

623,228,121

7.03

RFMSI Series 2006-S12 Trust

74958EAA4

112,277,000

5.44

RFMSI Series 2006-S12 Trust

74958EAB2

727,804,000

4.71

RFMSI Series 2006-S12 Trust

74958EAJ5

364,208,000

6.79

RFMSI Series 2006-S2 Trust

76111XL76

260,567,948

4.77

RFMSI Series 2006-S3 Trust

76111XN74

337,775,844

6.33

RFMSI Series 2006-S4 Trust

762010AA4

313,917,718

5.03

RFMSI Series 2006-S5 Trust

74957EAA5

678,078,630

6.01

RFMSI Series 2006-S6 Trust

74957VAA7

599,553,773

6.53

RFMSI Series 2006-S9 Trust

749577AA0

442,317,845

7.07

RFMSI Series 2006-SA1 Trust

76111XG72

275,054,445

8.82

RFMSI Series 2006-SA2 Trust

749574AA7

791,311,594

12.18

RFMSI Series 2006-SA3 Trust

749575AA4

350,875,768

9.34

RFMSI Series 2006-SA4 Trust

74958CAA8

282,274,974

11.86

RFMSI Series 2007-S1 Trust

749581AA2

522,526,573

8.04

RFMSI Series 2007-S2 Trust

749583AA8

472,188,313

7.22

RFMSI Series 2007-S3 Trust

74958BAA0

575,286,246

8.81

RFMSI Series 2007-S4 Trust

74958YAA0

314,473,351

12.37

RFMSI Series 2007-S5 Trust

749580AA4

524,844,826

10.04

RFMSI Series 2007-S6 Trust

762009AB4

393,064,000

11.24

RFMSI Series 2007-S6 Trust

762009AY4

314,627,000

11.07

RFMSI Series 2007-S7 Trust

76200RAA6

419,108,278

9.26

RFMSI Series 2007-S8 Trust

76200QAA8

488,805,833

10.80

RFMSI Series 2007-S9 Trust

74958VAA6

172,377,289

12.29

RFMSI Series 2007-SA1 Trust

74958WAA4

310,768,077

14.58

RFMSI Series 2007-SA2 Trust

74958XAA2

385,082,343

15.41

RFMSI Series 2007-SA3 Trust

74958TAA1

363,840,377

19.47

RFMSI Series 2007-SA4 Trust

74959AAA1

414,928,866

16.71

Sequoia Mortgage Trust 2005-1

81744FGM3

415,723,644

0.97

Sequoia Mortgage Trust 2005-2

81744FGY7

343,811,806

0.72

Sequoia Mortgage Trust 2005-4

81744FHV2

155,032,000

4.28

Sequoia Mortgage Trust 2005-4

81744FJG3

174,018,000

1.75

Sequoia Mortgage Trust 2006-1

81743QAA2

762,246,764

11.06

Sequoia Mortgage Trust 2007-1

81744HAA1

890,087,313

8.99

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Sequoia Mortgage Trust 2007-2

81744LAA2

650,005,000

2.08

Sequoia Mortgage Trust 2007-2

81744LAL8

408,303,000

10.81

Sequoia Mortgage Trust 2007-3

81744MAA0

440,862,000

2.25

Sequoia Mortgage Trust 2007-3

81744MAM4

305,874,000

16.55

Sequoia Mortgage Trust 2007-4

81744JAA7

164,946,961

16.72

STARM Mortgage Loan Trust 2007-2

78473TAA8

731,776,775

11.51

STARM Mortgage Loan Trust 2007-3

85554NAD2

198,097,000

10.21

STARM Mortgage Loan Trust 2007-3

85554NAA8

544,883,800

11.22

STARM Mortgage Loan Trust 2007-4

78473WAA1

777,347,152

11.89

STARM Mortgage Loan Trust 2007-S1

855541AA6

596,648,002

4.12

Structured Adjustable Rate Mortgage Loan Trust Series 2005-12

863579SQ2

716,828,943

8.82

Structured Adjustable Rate Mortgage Loan Trust Series 2005-15

863579UL0

1,042,956,480

7.16

Structured Adjustable Rate Mortgage Loan Trust Series 2005-17

863579VH8

690,842,400

9.12

Structured Adjustable Rate Mortgage Loan Trust Series 2005-17

863579VP0

554,833,000

5.91

Structured Adjustable Rate Mortgage Loan Trust Series 2005-18

863579WZ7

1,270,490,000

10.38

Structured Adjustable Rate Mortgage Loan Trust Series 2005-18

863579XM5

762,746,000

7.97

Structured Adjustable Rate Mortgage Loan Trust Series 2005-20

863579A32

297,818,800

17.99

Structured Adjustable Rate Mortgage Loan Trust Series 2005-20

863579A24

316,509,000

6.49

Structured Adjustable Rate Mortgage Loan Trust Series 2005-21

863579B23

572,081,000

16.67

Structured Adjustable Rate Mortgage Loan Trust Series 2005-21

863579B72

688,177,000

8.55

Structured Adjustable Rate Mortgage Loan Trust Series 2005-23

863579K31

433,542,000

19.07
18.30

Structured Adjustable Rate Mortgage Loan Trust Series 2005-23

863579L48

679,335,000

Structured Adjustable Rate Mortgage Loan Trust, Series 2005-1

863579KY3

1,430,306,458

5.06

Structured Adjustable Rate Mortgage Loan Trust, Series 2005-11

863579RP5

495,013,231

6.11

Structured Adjustable Rate Mortgage Loan Trust, Series 2006-7

86361BAA5

287,221,562

16.42

Structured Adjustable Rate Mortgage Loan Trust, Series 2006-7

86361BAE7

368,442,610

18.74

Structured Asset Mortgage Investments II Trust 2005-AR5

86359LPD5

959,200,037

1.69

Structured Asset Securities Corporation Trust 2005-1

86359B2N0

1,299,875,209

2.38

Structured Asset Securities Corporation Trust 2005-10

86359DEU7

1,705,831,792

1.97

Structured Asset Securities Corporation Trust 2005-14

86359DJH1

284,006,963

1.29

Structured Asset Securities Corporation Trust 2005-14

86359DJH1

299,442,079

1.62

Structured Asset Securities Corporation Trust 2005-14

86359DJH1

207,727,638

2.69

Structured Asset Securities Corporation Trust 2005-14

86359DJH1

99,462,349

4.57

Structured Asset Securities Corporation Trust 2005-16

86359DQK6

1,050,735,513

5.51

Structured Asset Securities Corporation Trust 2005-17

86359DSB4

668,674,040

4.32

Structured Asset Securities Corporation Trust 2005-3

86359B3W9

297,477,845

4.04

Structured Asset Securities Corporation Trust 2005-5

863576AA2

854,722,282

2.56

Structured Asset Securities Corporation Trust 2005-6

863576BB9

1,704,139,800

1.26

TBW Mortgage-Backed Trust Series 2006-1

225470S87

375,535,683

9.71

Thornburg Mortgage Securities Trust 2005-1

885220GZ0

1,265,105,776

0.85

Thornburg Mortgage Securities Trust 2005-2

885220HM8

1,609,321,899

1.26

Thornburg Mortgage Securities Trust 2005-3

885220HZ9

2,746,381,172

2.44

Thornburg Mortgage Securities Trust 2005-4

885220JN4

1,454,401,454

2.61

Thornburg Mortgage Securities Trust 2006-1

885220KE2

1,949,826,957

2.88

Thornburg Mortgage Securities Trust 2006-2

885220KS1

947,522,751

2.26

Thornburg Mortgage Securities Trust 2006-4

88522AAA9

1,663,981,913

3.90

Thornburg Mortgage Securities Trust 2006-5

88522RAA2

2,686,936,175

3.14

Thornburg Mortgage Securities Trust 2006-6

88522NAA1

1,293,912,633

3.44

Thornburg Mortgage Securities Trust 2007-1

88522EAA1

1,456,459,703

5.48

Thornburg Mortgage Securities Trust 2007-2

88522WAA1

1,313,237,886

4.43

Thornburg Mortgage Securities Trust 2007-3

88522XAA9

1,494,792,756

10.53

Thornburg Mortgage Securities Trust 2007-4

88522YAA7

1,442,387,999

5.97

Thornburg Mortgage Securities Trust 2007-5

88522TAA8

781,825,168

7.55

Wachovia Mortgage Loan Trust LLC, Series 2007-A Trust

92979DAA3

292,751,719

11.25

Wachovia Mortgage Loan Trust, LLC

92977YAA9

448,544,894

4.95

Wachovia Mortgage Loan Trust, LLC Series 2005-B Trust

92977YBN0

422,156,165

4.77
4.06

Wachovia Mortgage Loan Trust, LLC Series 2006-A Trust

92977TAA0

403,179,920

WaMu Mortgage Pass-Through Certificates Series 2005-AR10 Trust

92922FW20

936,457,393

3.26

WAMU Mortgage Pass-Through Certificates Series 2005-AR12 Trust

92922F3F3

1,054,246,241

4.06

Wamu Mortgage Pass-Through Certificates Series 2005-AR14 Trust

92922F4A3

1,449,939,913

5.37

WaMu Mortgage Pass-Through Certificates Series 2005-AR16 Trust

92922F6W3

924,385,187

6.82

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WaMu Mortgage Pass-Through Certificates Series 2005-AR18 Trust

92922F8K7

999,615,772

7.67

WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust

9393362A0

750,412,009

2.37

WaMu Mortgage Pass-Through Certificates Series 2005-AR4 Trust

92922FF94

750,504,106

1.96

WaMu Mortgage Pass-Through Certificates Series 2005-AR5 Trust

92922FL55

501,075,886

2.72

WaMu Mortgage Pass-Through Certificates Series 2005-AR7 Trust

92922FQ27

851,694,372

3.56

WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust

93363EAH8

201,564,000

6.01

WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust

93363EAA3

1,141,660,000

9.38

WaMu Mortgage Pass-Through Certificates Series 2006-AR2 Trust

92925CDQ2

335,256,076

4.57

WaMu Mortgage Pass-Through Certificates Series 2006-AR6 Trust

93363BAA9

452,286,241

5.41

WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust

92925VAH3

330,109,000

7.98

WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust

92925VAA8

1,409,176,000

17.30

WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust

92925VAM2

1,302,028,000

15.04

WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust

92926UAF8

207,975,000

10.74

WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust

92926UAA9

1,383,123,000

15.59

WaMu Mortgage Pass-Through Certificates Series 2007-HY3

933634AE7

386,896,000

12.37

WaMu Mortgage Pass-Through Certificates Series 2007-HY3

933634AJ6

1,409,120,000

6.78

WaMu Mortgage Pass-Through Certificates Series 2007-HY3

933634AA5

1,206,001,000

19.07

WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust

933636AG7

377,618,000

9.41

WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust

933636AA0

1,063,422,000

17.90
10.48

WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust

933636AJ1

262,958,000

WaMu Mortgage Pass-Through Certificates, Series 2006-AR12 Trust

93363NAK1

249,790,000

8.79

WaMu Mortgage Pass-Through Certificates, Series 2006-AR12 Trust

93363NAA3

1,463,589,000

10.37

WaMu Mortgage Pass-Through Certificates, Series 2006-AR14 Trust

93363PAA8

1,323,980,000

11.91

WaMu Mortgage Pass-Through Certificates, Series 2006-AR14 Trust

93363PAH3

378,265,000

8.89

WaMu Mortgage Pass-Through Certificates, Series 2006-AR16 Trust

92925GAG8

506,212,000

9.87

WaMu Mortgage Pass-Through Certificates, Series 2006-AR16 Trust

92925GAA1

952,098,000

12.28

WaMu Mortgage Pass-Through Certificates, Series 2006-AR18 Trust

933637AG5

431,063,000

12.67

WaMu Mortgage Pass-Through Certificates, Series 2006-AR18 Trust

933637AA8

1,139,194,000

15.83
11.16

WaMu Mortgage Pass-Through Certificates, Series 2006-AR8 Trust

93362FAA1

588,827,000

WaMu Mortgage Pass-Through Certificates, Series 2006-AR8 Trust

93362FAF0

632,824,000

6.55

Washington Mutual MSC Mortgage Pass-Through Certificates Series
2005-RA1 Trust

9393364J9

179,728,000

1.48

Washington Mutual MSC Mortgage Pass-Through Certificates Series
2005-RA1 Trust

9393364G5

117,670,600

3.12

Wells Fargo Mortgage Backed Securities

94981RAA4

1,459,496,327

0.96

Wells Fargo Mortgage Backed Securities 2005-1 Trust

94982EAA2

450,615,029

0.16

Wells Fargo Mortgage Backed Securities 2005-12 Trust

94983NAA1

594,921,377

2.33

Wells Fargo Mortgage Backed Securities 2005-13 Trust

94983MAA3

394,334,856

0.35

Wells Fargo Mortgage Backed Securities 2005-14 Trust

949832AA7

707,008,215

1.97

Wells Fargo Mortgage Backed Securities 2005-14 Trust

949832AP4

600,465,643

3.07

Wells Fargo Mortgage Backed Securities 2005-9 Trust

94982WAA2

900,380,808

1.72

Wells Fargo Mortgage Backed Securities 2005-AR1 Trust

949781AA6

800,630,000

2.06

Wells Fargo Mortgage Backed Securities 2005-AR1 Trust

949781AC2

199,628,000

1.83

Wells Fargo Mortgage Backed Securities 2005-AR10 Trust

94983CAA5

3,519,944,101

1.29

Wells Fargo Mortgage Backed Securities 2005-AR11 Trust

94982RAA3

297,164,000

0.14

Wells Fargo Mortgage Backed Securities 2005-AR11 Trust

94982RAC9

238,828,000

0.95

Wells Fargo Mortgage Backed Securities 2005-AR12 Trust

94983EAA1

1,806,593,862

1.71

Wells Fargo Mortgage Backed Securities 2005-AR13 Trust

94983DAA3

1,500,693,807

2.00

Wells Fargo Mortgage Backed Securities 2005-AR14 Trust

94982DAA4

1,000,007,822

1.99

Wells Fargo Mortgage Backed Securities 2005-AR15 Trust

949835AA0

692,949,948

3.72

Wells Fargo Mortgage Backed Securities 2005-AR16 Trust

94981QAV0

750,283,000

2.09

Wells Fargo Mortgage Backed Securities 2005-AR16 Trust

94981QAA6

2,992,216,100

1.57

Wells Fargo Mortgage Backed Securities 2005-AR7 Trust

94982PAA7

900,600,726

1.04

Wells Fargo Mortgage Backed Securities 2005-AR8 Trust

94982BAA8

1,465,943,321

0.97

Wells Fargo Mortgage Backed Securities 2005-AR9 Trust

94982HAA5

1,693,579,077

1.18

Wells Fargo Mortgage Backed Securities 2006-10 Trust

94984EAP7

825,873,877

2.86

Wells Fargo Mortgage Backed Securities 2006-4 Trust

94983BAA7

603,592,267

2.35

Wells Fargo Mortgage Backed Securities 2006-4 Trust

94983BAT6

350,351,859

3.86

Wells Fargo Mortgage Backed Securities 2006-8 Trust

94983SAA0

1,400,281,557

3.15

Wells Fargo Mortgage Backed Securities 2006-9 Trust

94980SAA3

1,293,979,414

3.46

Wells Fargo Mortgage Backed Securities 2006-AR1 Trust

94983JAA0

850,233,563

3.54

Wells Fargo Mortgage Backed Securities 2006-AR10 Trust

94983YAA7

2,942,525,600

8.62

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Wells Fargo Mortgage Backed Securities 2006-AR11 Trust

94984CAA4

792,251,261

6.64

Wells Fargo Mortgage Backed Securities 2006-AR13 Trust

94984DAA2

783,985,371

8.24

Wells Fargo Mortgage Backed Securities 2006-AR2 Trust

94983KAA7

4,177,015,535

4.66

Wells Fargo Mortgage Backed Securities 2006-AR3 Trust

94983GAA6

602,408,868

4.72

Wells Fargo Mortgage Backed Securities 2006-AR4 Trust

94983PAA6

1,197,886,871

4.22
4.29

Wells Fargo Mortgage Backed Securities 2006-AR8 Trust

94983VAA3

1,487,893,242

Wells Fargo Mortgage Backed Securities 2007-1 Trust

94984WAA0

600,991,641

6.69

Wells Fargo Mortgage Backed Securities 2007-10 Trust

949837AA6

1,700,746,271

6.43

Wells Fargo Mortgage Backed Securities 2007-11 Trust

94985WAA9

3,954,809,376

6.35

Wells Fargo Mortgage Backed Securities 2007-12 Trust

94986FAA5

375,715,934

1.76

Wells Fargo Mortgage Backed Securities 2007-13 Trust

94985LAA3

500,014,780

6.51

Wells Fargo Mortgage Backed Securities 2007-14 Trust

949834AC9

5,000,250,000

4.51

Wells Fargo Mortgage Backed Securities 2007-14 Trust

949834CN3

560,478,000

0.87

Wells Fargo Mortgage Backed Securities 2007-15 Trust

949797AA2

1,350,003,645

6.86

Wells Fargo Mortgage Backed Securities 2007-16 Trust

94986LAA2

800,400,000

0.98

Wells Fargo Mortgage Backed Securities 2007-16 Trust

94986LAK0

550,076,000

9.68

Wells Fargo Mortgage Backed Securities 2007-2 Trust

94984XAK6

400,174,000

0.71

Wells Fargo Mortgage Backed Securities 2007-2 Trust

94984XAK6

1,111,164,000

8.95

Wells Fargo Mortgage Backed Securities 2007-4 Trust

94985RAA0

1,800,061,020

7.55

Wells Fargo Mortgage Backed Securities 2007-5 Trust

94985PAA4

461,281,366

1.53

Wells Fargo Mortgage Backed Securities 2007-8 Trust

94986AAA6

2,750,025,946

5.95

Wells Fargo Mortgage Backed Securities 2007-AR4 Trust

94986CAA2

421,914,997

21.30

Wells Fargo Mortgage Backed Securities 2007-AR5 Trust

94986DAA0

604,977,737

10.65

Wells Fargo Mortgage Backed Securities 2007-AR6 Trust

949794AA9

1,399,536,070

19.53

Wells Fargo Mortgage Backed Securities 2007-AR9 Trust

94986GAA3

508,489,334

7.28

Wells Fargo Mtg Bckd Secs 2006-13 Trust

94984JAA9

900,505,500

3.44

Wells Fargo Mtg Bckd Secs 2006-16 Trust

94984YAA6

1,504,850,539

0.61

Wells Fargo Mtg Bckd Secs 2006-AR17 Trust

94984LAA4

696,102,523

8.59

Original structure balance
($)

Loss projection
(%)
8.53

Alt-A RMBS Loss Projections
Table 3
Structure-Level Loss Projections For 2005-2007 Vintage Alt-A RMBS
Transaction name

CUSIP

Adjustable Rate Mortgage Trust 2005-1

007036FU5

416,590,179

Adjustable Rate Mortgage Trust 2005-1

007036FN1

565,052,827

4.94

Adjustable Rate Mortgage Trust 2005-10

007036TM8

385,850,148

20.18

Adjustable Rate Mortgage Trust 2005-10

007036TP1

240,739,561

3.23

Adjustable Rate Mortgage Trust 2005-10

007036TA4

708,615,916

7.81

Adjustable Rate Mortgage Trust 2005-11

007036UQ7

357,617,264

22.40

Adjustable Rate Mortgage Trust 2005-11

007036UX2

670,200,017

16.58

Adjustable Rate Mortgage Trust 2005-12

2254W0MM4

305,272,736

23.59

Adjustable Rate Mortgage Trust 2005-12

2254W0MD4

631,489,396

17.67

Adjustable Rate Mortgage Trust 2005-2

007036GW0

609,918,075

5.78

Adjustable Rate Mortgage Trust 2005-2

007036GR1

596,772,617

4.86

Adjustable Rate Mortgage Trust 2005-3

007036JB3

344,957,513

7.89

Adjustable Rate Mortgage Trust 2005-3

007036HU3

739,211,864

4.21

Adjustable Rate Mortgage Trust 2005-4

007036KK1

428,120,735

8.60

Adjustable Rate Mortgage Trust 2005-4

007036KB1

598,246,691

5.27

Adjustable Rate Mortgage Trust 2005-5

007036LV6

484,201,136

10.15

Adjustable Rate Mortgage Trust 2005-5

007036LG9

588,913,028

6.70

Adjustable Rate Mortgage Trust 2005-6A

007036PA8

193,963,400

6.08

Adjustable Rate Mortgage Trust 2005-6A

007036PG5

270,882,163

9.37

Adjustable Rate Mortgage Trust 2005-7

007036NB8

417,804,621

11.86

Adjustable Rate Mortgage Trust 2005-7

007036MQ6

713,664,491

6.64

Adjustable Rate Mortgage Trust 2005-8

007036QR0

528,904,602

17.35

Adjustable Rate Mortgage Trust 2005-8

007036QB5

1,018,560,166

7.47

Adjustable Rate Mortgage Trust 2005-9

007036SE7

496,019,971

14.38

Adjustable Rate Mortgage Trust 2005-9

007036RR9

470,466,891

8.12

Adjustable Rate Mortgage Trust 2006-1

225470B93

279,471,076

27.81

Adjustable Rate Mortgage Trust 2006-1

225470A78

1,070,054,645

21.08

Adjustable Rate Mortgage Trust 2006-2

007034AQ4

197,894,355

28.05

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Adjustable Rate Mortgage Trust 2006-2

007034AA9

990,475,712

5.93

Adjustable Rate Mortgage Trust 2006-2

007034AJ0

446,911,776

20.08

Adjustable Rate Mortgage Trust 2006-3

00703QAD4

1,143,822,053

36.21

Adjustable Rate Mortgage Trust 2006-3

00703QAA0

321,282,319

13.83

Adjustable Rate Mortgage Trust 2007-1

007037AE4

816,457,685

44.69

Adjustable Rate Mortgage Trust 2007-1

007037AA2

608,818,363

20.99

Adjustable Rate Mortgage Trust 2007-2

00703AAA5

194,511,405

14.74

Adjustable Rate Mortgage Trust 2007-2

00703AAD9

469,178,876

42.24

Adjustable Rate Mortgage Trust 2007-3

00703RAA8

628,806,280

43.53

Alliance Bancorp Trust 2007-OA1

01852TAA1

319,128,991

51.72

Alternative Ln Trust 2006-30T1

02146VAA0

475,000,000

18.06

Alternative Ln Trust 2006-31CB

02148HAA9

874,000,000

12.74

Alternative Ln Trust 2006-32CB

02147XAA5

624,999,095

13.80

Alternative Ln Trust 2006-34

02148AAA4

202,990,061

19.79

Alternative Ln Trust 2006-35CB

02148CAA0

624,988,537

15.08

Alternative Ln Trust 2006-36T2

02146XAA6

744,968,434

24.22

Alternative Ln Trust 2006-J6

23244EAA5

187,217,508

13.73

Alternative Ln Trust 2006-J7

23244FAV6

158,057,786

39.65

Alternative Ln Trust 2006-J7

23244FAA2

195,824,093

41.62

Alternative Ln Trust 2006-OA14

02146SAA7

954,390,022

30.12

Alternative Ln Trust 2006-OA17

12668PAA0

1,594,086,056

34.42

Alternative Ln Trust 2006-OC8

232434AA8

1,703,286,906

41.05

Alternative Loan Trust 2006-19CB

02147QAA0

1,572,000,000

10.77

Alternative Loan Trust 2005-10CB

12667GAW3

1,144,000,000

2.98

Alternative Loan Trust 2005-11CB

12667GHY2

1,156,749,405

3.45

Alternative Loan Trust 2005-13CB

12667GAA1

737,000,000

3.25

Alternative Loan Trust 2005-14

12667GBZ5

98,408,621

10.67

Alternative Loan Trust 2005-14

12667GCB7

1,156,125,902

9.91

Alternative Loan Trust 2005-16

12667GMC4

654,074,824

8.75

Alternative Loan Trust 2005-17

12667GRV7

891,410,399

9.25

Alternative Loan Trust 2005-17

12667GSB0

277,460,482

16.39

Alternative Loan Trust 2005-18CB

12667GFB4

749,016,792

3.14

Alternative Loan Trust 2005-19CB

12667GFY4

419,000,000

3.16

Alternative Loan Trust 2005-1CB

12667F2G9

707,000,000

3.54

Alternative Loan Trust 2005-1CB

12667F2Y0

375,000,000

5.29

Alternative Loan Trust 2005-2

12667F2A2

262,825,784

6.82

Alternative Loan Trust 2005-20CB

12667GPT4

1,150,982,699

4.78

Alternative Loan Trust 2005-21CB

12667GKA0

731,000,000

4.42

Alternative Loan Trust 2005-22T1

12667GGN7

265,000,000

9.30

Alternative Loan Trust 2005-23CB

12667GLB7

724,000,000

3.80

Alternative Loan Trust 2005-24

12667GNS8

579,334,918

11.40

Alternative Loan Trust 2005-24

12667GNY5

875,359,710

9.55

Alternative Loan Trust 2005-25T1

12667GRB1

296,000,000

8.03

Alternative Loan Trust 2005-26CB

12667GTJ2

500,000,000

4.75

Alternative Loan Trust 2005-27

12667GL76

1,561,780,887

13.93

Alternative Loan Trust 2005-28CB

12667GE82

841,999,811

5.92

Alternative Loan Trust 2005-29CB

12667GUD3

277,000,000

5.83

Alternative Loan Trust 2005-30CB

12667GL27

527,000,000

4.57

Alternative Loan Trust 2005-31

12667GYX5

600,858,775

15.39

Alternative Loan Trust 2005-31

12667GZB2

399,571,054

11.58

Alternative Loan Trust 2005-32T1

12667GC68

360,000,000

9.06

Alternative Loan Trust 2005-33CB

12667GB44

546,000,000

6.38

Alternative Loan Trust 2005-34CB

12667GW41

421,000,000

5.37

Alternative Loan Trust 2005-36

12667GA52

397,422,956

16.81

Alternative Loan Trust 2005-36

12667GA29

391,935,195

11.11

Alternative Loan Trust 2005-37T1

12667G2T9

349,000,000

10.64

Alternative Loan Trust 2005-38

12667GY98

1,864,002,400

14.47

Alternative Loan Trust 2005-3CB

12667FW76

1,392,000,000

3.54

Alternative Loan Trust 2005-4

12667F6Y6

369,500,000

5.46

Alternative Loan Trust 2005-40CB

12667G5G4

368,000,000

5.79

Alternative Loan Trust 2005-41

12667G3G6

794,923,498

16.41

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Alternative Loan Trust 2005-42CB

12667G4S9

420,000,000

Alternative Loan Trust 2005-43

12667G5S8

453,642,141

8.07
9.64

Alternative Loan Trust 2005-44

12667G3L5

800,610,482

16.56

Alternative Loan Trust 2005-45

12667G6J7

1,495,174,856

17.40

Alternative Loan Trust 2005-47CB

12668AAA3

419,000,000

9.10

Alternative Loan Trust 2005-48T1

12668AFG5

400,000,000

11.65

Alternative Loan Trust 2005-50CB

12668ALH6

446,231,985

8.40

Alternative Loan Trust 2005-51

12668ACG8

1,826,103,638

24.87

Alternative Loan Trust 2005-52CB

12668ABG9

525,000,000

6.07

Alternative Loan Trust 2005-53T2

12668AKN4

335,588,758

14.12

Alternative Loan Trust 2005-54CB

12668ANT8

969,000,000

8.28

Alternative Loan Trust 2005-56

12668AGN9

2,569,829,049

26.86

Alternative Loan Trust 2005-58

12668AWW1

Alternative Loan Trust 2005-59

12668AEV3

Alternative Loan Trust 2005-60T1

12668AUQ6

425,999,932

10.87

Alternative Loan Trust 2005-61

12668AVL6

489,220,956

13.49

Alternative Loan Trust 2005-61

12668AVP7

280,530,581

24.88

Alternative Loan Trust 2005-62

12668ATN5

1,603,926,865

29.64

Alternative Loan Trust 2005-63

12668AXB6

731,236,069

20.38

Alternative Loan Trust 2005-64CB

12668AA21

849,418,222

8.01

Alternative Loan Trust 2005-65CB

12668A2A2

988,531,986

7.14

Alternative Loan Trust 2005-69

12668AN27

504,721,996

24.87

Alternative Loan Trust 2005-6CB

12667F5C5

1,158,000,000

3.35

Alternative Loan Trust 2005-70CB

12668A2K0

497,499,280

7.23

Alternative Loan Trust 2005-71

12668AH65

173,699,711

24.50

Alternative Loan Trust 2005-72

12668A3N3

741,706,622

25.07

Alternative Loan Trust 2005-73CB

12668A3K9

363,723,729

7.42

Alternative Loan Trust 2005-74T1

12668AL37

369,985,261

13.58

Alternative Loan Trust 2005-75CB

12668AF67

417,996,122

6.06

Alternative Loan Trust 2005-76

12668BDC4

1,801,529,620

25.88

Alternative Loan Trust 2005-77T1

12668BCF8

464,990,531

15.75

Alternative Loan Trust 2005-77T1

12668BCK7

600,000,000

14.16

Alternative Loan Trust 2005-79CB

12668BAA1

325,455,036

12.23

Alternative Loan Trust 2005-7CB

12667F4C6

1,028,000,000

3.20

Alternative Loan Trust 2005-80CB

12668BGC1

1,275,722,231

15.08

Alternative Loan Trust 2005-81

12668BBN2

943,949,346

37.08

Alternative Loan Trust 2005-82

12668A5X9

345,692,010

32.84

Alternative Loan Trust 2005-84

12668BAT0

957,813,651

23.81

Alternative Loan Trust 2005-85CB

12668BEE9

1,270,651,967

8.64

Alternative Loan Trust 2005-86CB

12668BFA6

1,000,000,000

10.71

Alternative Loan Trust 2005-9CB

12667GEK5

626,000,000

3.95

Alternative Loan Trust 2005-AR1

12668A4P7

770,873,222

30.47

Alternative Loan Trust 2005-IM1

12668A4B8

379,910,436

29.47

Alternative Loan Trust 2005-J1

12667F3T0

868,371,344

2.21

Alternative Loan Trust 2005-J10

12667G4G5

513,900,000

8.11

Alternative Loan Trust 2005-J11

12668AHZ1

603,305,122

8.21

Alternative Loan Trust 2005-J12

12668ASP1

137,738,406

11.34

Alternative Loan Trust 2005-J12

12668ASY2

471,330,748

25.05

Alternative Loan Trust 2005-J13

12668AB79

250,813,880

8.69

Alternative Loan Trust 2005-J14

12668AP82

511,100,000

9.87

Alternative Loan Trust 2005-J2

12667F5W1

639,946,735

4.54

Alternative Loan Trust 2005-J3

12667GDA8

507,775,066

4.30

Alternative Loan Trust 2005-J4

12667GMZ3

674,633,227

6.57

Alternative Loan Trust 2005-J5

12667GHA4

315,241,773

5.56

Alternative Loan Trust 2005-J6

12667GVB6

197,445,552

3.42

Alternative Loan Trust 2005-J7

12667GF32

234,856,849

4.58

Alternative Loan Trust 2005-J8

12667GH89

196,899,609

4.34

Alternative Loan Trust 2005-J9

12667G3J0

264,574,380

5.52

Alternative Loan Trust 2006-13T1

12668BA29

499,726,353

14.73

Alternative Loan Trust 2006-14CB

021468AA1

524,999,965

14.74

Alternative Loan Trust 2006-17T1

02146AAA6

479,999,936

24.95

800,000,000

30.88

2,250,000,000

25.90

http://www.standardandpoors.com/prot/ratings/articles/en/us/?assetID=1245205677212

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Page 15 of 57

Alternative Loan Trust 2006-18CB

02147FAA4

1,049,999,240

14.77

Alternative Loan Trust 2006-20CB

02147MAA9

558,999,788

21.61

Alternative Loan Trust 2006-21CB

02147GAA2

524,999,565

13.11

Alternative Loan Trust 2006-23CB

02147RAA8

997,998,621

18.18

Alternative Loan Trust 2006-24CB

02146TAA5

887,999,462

11.40

Alternative Loan Trust 2006-25CB

02147VAA9

522,999,072

12.35

Alternative Loan Trust 2006-26CB

02147WAA7

399,999,712

20.13

Alternative Loan Trust 2006-27CB

02147YAA3

312,702,676

11.63

Alternative Loan Trust 2006-28CB

02147TAA4

523,997,502

15.85

Alternative Loan Trust 2006-29T1

02147PAA2

794,499,936

20.36

Alternative Loan Trust 2006-39CB

02148JAA5

817,981,805

19.83

Alternative Loan Trust 2006-40T1

02148KAA2

599,978,354

26.10

Alternative Loan Trust 2006-41CB

02149CAA9

664,000,000

14.30

Alternative Loan Trust 2006-41CB

02149CAR2

482,000,000

14.15

Alternative Loan Trust 2006-42

02148YAA2

249,985,911

20.83

Alternative Loan Trust 2006-43CB

02149FAX2

119,996,943

36.49

Alternative Loan Trust 2006-43CB

02149FAA2

764,439,114

14.87

Alternative Loan Trust 2006-45T1

02149JAA4

1,125,986,508

21.48

Alternative Loan Trust 2006-46

02147JAA6

299,999,588

19.60

Alternative Loan Trust 2006-4CB

12668BPM9

689,889,468

11.66

Alternative Loan Trust 2006-5T2

12668BMU4

374,889,854

18.27

Alternative Loan Trust 2006-6CB

12668BB28

2,183,990,105

11.36

Alternative Loan Trust 2006-7CB

12668BXS7

555,285,579

17.92

Alternative Loan Trust 2006-8T1

12668BME0

360,029,660

20.08

Alternative Loan Trust 2006-9T1

12668BVA8

529,000,000

16.84

Alternative Loan Trust 2006-HY10

12668BA86

539,680,614

20.42

Alternative Loan Trust 2006-HY11

021466AA5

447,967,366

26.00

Alternative Loan Trust 2006-HY12

02146PAA3

802,343,559

18.37

Alternative Loan Trust 2006-HY13

02149DAA7

245,013,285

22.57

Alternative Loan Trust 2006-HY13

02149DAD1

646,761,277

15.74

Alternative Loan Trust 2006-HY3

12668BNF6

254,799,399

28.13

Alternative Loan Trust 2006-J1

12668BJX2

790,647,594

12.57

Alternative Loan Trust 2006-J2

12668BTD5

247,313,000

11.91

Alternative Loan Trust 2006-J3

021469AA9

255,377,377

11.13

Alternative Loan Trust 2006-J4

23242WAA7

432,897,657

15.18

Alternative Loan Trust 2006-J5

12668EAA5

428,652,353

21.59

Alternative Loan Trust 2006-J8

23245LAA8

469,065,745

24.41

Alternative Loan Trust 2006-OA1

126694A24

1,068,159,354

23.19

Alternative Loan Trust 2006-OA10

02146QAA1

2,782,512,672

31.98

Alternative Loan Trust 2006-OA11

02147DAA9

1,250,968,035

33.32

Alternative Loan Trust 2006-OA12

23243AAA4

1,012,464,086

30.02

Alternative Loan Trust 2006-OA16

23242GAA2

1,351,244,913

34.87

Alternative Loan Trust 2006-OA18

23244GAA0

503,019,431

32.80

Alternative Loan Trust 2006-OA19

12668RAA6

1,225,000,000

37.04

Alternative Loan Trust 2006-OA2

126694R75

1,750,428,288

29.80

Alternative Loan Trust 2006-OA21

23245QAD1

1,315,000,000

31.58

Alternative Loan Trust 2006-OA22

23245PAA9

385,374,187

31.62

Alternative Loan Trust 2006-OA3

12668BB44

756,979,250

24.55

Alternative Loan Trust 2006-OA6

12668BD91

1,043,247,104

26.38

Alternative Loan Trust 2006-OA7

02146BAA4

1,183,444,985

28.55

Alternative Loan Trust 2006-OA8

02147CAA1

609,137,086

29.22

Alternative Loan Trust 2006-OA9

02146YAA4

950,774,710

30.75

Alternative Loan Trust 2006-OC1

12668BJD6

1,200,470,313

31.54

Alternative Loan Trust 2006-OC10

23245FAA1

808,234,514

44.23

Alternative Loan Trust 2006-OC11

23244JAA4

1,100,000,000

44.39

Alternative Loan Trust 2006-OC2

12668BRC9

836,643,503

34.47

Alternative Loan Trust 2006-OC3

021464AA0

674,960,010

37.88

Alternative Loan Trust 2006-OC4

021455AA8

574,102,283

36.13

Alternative Loan Trust 2006-OC5

02147HAA0

792,249,711

37.64

Alternative Loan Trust 2006-OC6

23243DAA8

627,738,232

45.20

Alternative Loan Trust 2006-OC7

23243VAA8

584,293,914

41.38

http://www.standardandpoors.com/prot/ratings/articles/en/us/?assetID=1245205677212

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Page 16 of 57

Alternative Loan Trust 2006-OC9

23245GAA9

550,381,384

41.83

Alternative Loan Trust 2007-10CB

02150HAA4

750,000,000

14.35

Alternative Loan Trust 2007-11T1

02150GAA6

591,471,731

22.86

Alternative Loan Trust 2007-12T1

02150LAA5

867,000,000

21.31

Alternative Loan Trust 2007-13

02150MAA3

209,971,373

17.40

Alternative Loan Trust 2007-15CB

02151CAA4

673,996,734

11.95

Alternative Loan Trust 2007-16CB

02152AAA7

1,626,985,343

15.18

Alternative Loan Trust 2007-17CB

02151HAA3

749,978,305

10.78

Alternative Loan Trust 2007-18CB

02151NAA0

724,992,781

12.54

Alternative Loan Trust 2007-19

02151AAA8

1,182,451,918

23.35

Alternative Loan Trust 2007-1T1

23246KAA9

499,962,260

22.65

Alternative Loan Trust 2007-20

02151LAA4

299,999,650

19.90

Alternative Loan Trust 2007-21CB

02151FAA7

775,000,000

8.94

Alternative Loan Trust 2007-23CB

02151EAA0

1,038,000,000

16.10

Alternative Loan Trust 2007-24

02151GAA5

548,972,720

39.04

Alternative Loan Trust 2007-25

02151UAA4

671,919,651

24.25

Alternative Loan Trust 2007-2CB

02149HAA8

1,027,991,186

12.80

Alternative Loan Trust 2007-3T1

02149VAA7

802,990,861

19.27

Alternative Loan Trust 2007-4CB

02148FAA3

584,995,652

14.06

Alternative Loan Trust 2007-5CB

02150EAA1

1,577,994,466

15.81

Alternative Loan Trust 2007-6

02150AAA9

370,965,058

17.28

Alternative Loan Trust 2007-7T2

02147BAA3

370,953,236

25.13

Alternative Loan Trust 2007-8CB

02150FAA8

751,737,398

13.19

Alternative Loan Trust 2007-9T1

02150JAA0

844,950,991

23.11

Alternative Loan Trust 2007-HY2

02148LAA0

518,558,833

30.80

Alternative Loan Trust 2007-HY3

02148DAA8

997,240,134

17.58

Alternative Loan Trust 2007-HY4

02150QAA4

1,460,433,400

24.72

Alternative Loan Trust 2007-HY6

02151JAA9

872,761,213

37.47

Alternative Loan Trust 2007-HY7C

02150VAA3

1,028,998,652

28.85

Alternative Loan Trust 2007-HY8C

02150XAA9

458,503,791

29.28

Alternative Loan Trust 2007-HY9

02152BAA5

581,012,001

35.28

Alternative Loan Trust 2007-J1

02149MCH0

199,177,324

32.23

Alternative Loan Trust 2007-J1

02149MAA7

392,363,845

23.94

Alternative Loan Trust 2007-OA10

02149QAA8

552,265,412

46.95

Alternative Loan Trust 2007-OA11

02151WAA0

517,324,844

48.88

Alternative Loan Trust 2007-OA2

02149LAA9

669,524,121

39.08

Alternative Loan Trust 2007-OA3

02150TAA8

1,142,765,110

34.22

Alternative Loan Trust 2007-OA4

02150DAA3

726,337,988

31.79

Alternative Loan Trust 2007-OA6

02150PAA6

569,747,978

36.06

Alternative Loan Trust 2007-OA7

126680AA5

783,087,176

38.22

Alternative Loan Trust 2007-OA8

02148GAA1

670,057,311

39.87

Alternative Loan Trust 2007-OA9

02150YAA7

405,337,994

46.43

Alternative Loan Trust 2007-OH1

02150KAA7

507,808,916

32.01

Alternative Loan Trust 2007-OH2

02151RAA1

1,003,671,995

25.69

Alternative Loan Trust 2007-OH3

02151DAA2

587,463,192

32.64

American Home Mortgage Assets Trust 2005-1

02660VAE8

462,602,618

11.51

American Home Mortgage Assets Trust 2005-1

02660VAA6

335,392,244

6.64

American Home Mortgage Assets Trust 2005-2

02660VAY4

414,276,323

9.44

American Home Mortgage Assets Trust 2005-2

02660VBH0

149,190,221

20.09

American Home Mortgage Assets Trust 2006-1

02660WAA4

1,126,157,063

17.05

American Home Mortgage Assets Trust 2006-2

02660XAA2

1,206,537,988

22.11

American Home Mortgage Assets Trust 2006-3

02660UAA8

1,690,839,858

25.11

American Home Mortgage Assets Trust 2006-4

02660LAA8

1,514,539,850

26.84

American Home Mortgage Assets Trust 2006-5

02660KAA0

1,528,015,388

26.17

American Home Mortgage Assets Trust 2006-6

008684AA0

1,256,055,315

30.85

American Home Mortgage Assets Trust 2007-1

02660BAA0

1,505,808,822

35.29

American Home Mortgage Assets Trust 2007-2

026930AA5

1,742,877,754

34.75

American Home Mortgage Assets Trust 2007-3

026935AA4

445,571,205

47.20

American Home Mortgage Assets Trust 2007-3

026935AH9

640,127,665

37.53

American Home Mortgage Assets Trust 2007-4

026934AA7

362,975,274

33.45

American Home Mortgage Assets Trust 2007-5

026936AA2

776,597,903

42.69

http://www.standardandpoors.com/prot/ratings/articles/en/us/?assetID=1245205677212

2/4/2010

Standard & Poor's

Page 17 of 57

American Home Mortgage Investment Trust 2005-1

02660TDK6

460,000,000

11.03

American Home Mortgage Investment Trust 2005-1

02660TDZ3

170,000,000

6.26

American Home Mortgage Investment Trust 2005-1

02660TCZ4

3,370,000,000

6.46

American Home Mortgage Investment Trust 2005-2

02660TEN9

1,157,489,611

6.99

American Home Mortgage Investment Trust 2005-2

02660TER0

1,379,728,601

8.73

American Home Mortgage Investment Trust 2005-2

02660TEV1

240,241,965

7.25

American Home Mortgage Investment Trust 2005-2

02660TEK5

2,982,823,758

9.16

American Home Mortgage Investment Trust 2005-3

02660TFV0

736,973,839

9.72

American Home Mortgage Investment Trust 2005-4

02660TGN7

2,664,529,324

13.85

American Home Mortgage Investment Trust 2006-1

02660THY2

1,706,122,733

13.51

American Home Mortgage Investment Trust 2006-1

02660TJE4

275,852,340

14.58

American Home Mortgage Investment Trust 2006-2

02660YAK8

346,249,586

27.24

American Home Mortgage Investment Trust 2006-2

02660YAP7

134,800,011

23.21

American Home Mortgage Investment Trust 2006-2

02660YAT9

183,798,431

23.13

American Home Mortgage Investment Trust 2006-3

026929AA7

701,622,577

27.23

American Home Mortgage Investment Trust 2006-3

026929AG4

351,540,303

24.69

American Home Mortgage Investment Trust 2006-3

026929AL3

572,790,691

21.76

American Home Mortgage Investment Trust 2007-1

026932AA1

1,972,048,479

36.96

American Home Mortgage Investment Trust 2007-2

02660CAA8

881,630,055

27.89

American Home Mortgage Investment Trust 2007-A

026931AA3

185,081,297

25.54

Asset-Backed Certificates Trust 2006-IM1

126670SN9

700,000,400

28.98

Banc of America Alternative Ln Trust 2006-7

059469AA4

670,632,423

16.62

Banc of America Alternative Loan Trust 2006-6

059487AA6

309,089,231

13.49

Banc of America Alternative Loan Trust 2006-8

06050AAA1

510,161,065

14.94

Banc of America Alternative Loan Trust 2007-1

059496AA7

356,213,915

17.81

Banc of America Alternative Loan Trust 2007-2

059475AA1

400,985,066

23.07

Banc of America Fdg 2006-7 Trust

05951KAX1

404,141,969

30.28

Banc of America Fdg 2006-H Trust

05950PAS2

1,208,214,776

32.47

Banc of America Fdg 2006-H Trust

05950PAA1

643,325,444

13.84

Banc of America Funding 2006-A Trust

058927AA2

385,437,820

3.14

Banc of America Funding 2006-A Trust

058927AD6

516,260,758

19.19

Banc of America Funding 2006-A Trust

058927AL8

201,321,743

6.79

Banc of America Funding 2005-A Trust

05946XQX4

158,132,581

1.13

Banc of America Funding 2005-A Trust

05946XQY2

312,065,760

9.68

Banc of America Funding 2005-A Trust

05946XQQ9

348,245,108

6.15

Banc of America Funding 2005-B Trust

05946XRW5

774,939,273

10.43

Banc of America Funding 2005-B Trust

05946XRT2

232,194,990

6.37

Banc of America Funding 2005-C Trust

05946XUB7

495,361,119

12.22

Banc of America Funding 2005-E Trust

05946XXH1

976,930,884

4.88

Banc of America Funding 2005-E Trust

05946XXT5

432,102,100

12.07

Banc of America Funding 2005-F Trust

05946XYP2

240,171,163

16.80

Banc of America Funding 2005-F Trust

05946XYV9

793,998,819

11.20

Banc of America Funding 2005-G Trust

05946XB85

231,781,270

2.10

Banc of America Funding 2005-H

05946XG98

462,203,373

9.44

Banc of America Funding 2005-H

05946XJ79

354,997,720

15.19

Banc of America Funding 2006-8T2 Trust

05951UAA9

333,329,874

24.28

Banc of America Funding 2006-D Trust

058933AA0

604,510,384

25.59

Banc of America Funding 2006-D Trust

058933AN2

465,796,414

6.84

Banc of America Funding 2006-D Trust

058933AD4

267,601,527

8.67

Banc of America Funding 2006-D Trust

058933AT9

449,432,345

17.96

Banc of America Funding 2006-G Trust

05950MAA8

2,529,203,733

10.15

Banc of America Funding 2006-I Trust

05951VAV1

557,362,230

16.70

Banc of America Funding 2006-I Trust

05951VAA7

758,117,300

1.37

Banc of America Funding 2006-I Trust

05951VAF6

204,822,402

10.37

Banc of America Funding 2007-1 Trust

05951FAX2

398,712,272

10.48

Banc of America Funding 2007-1 Trust

05951FAA2

442,674,689

28.92

Banc of America Funding 2007-3 Trust

059515BB1

101,368,303

0.77

Banc of America Funding 2007-3 Trust

059515AA4

599,140,562

35.11

Banc of America Funding 2007-3 Trust

059515AU0

190,605,083

1.25

Banc of America Funding 2007-4 Trust

05953YAA9

399,711,071

30.56

Banc of America Funding 2007-5 Trust

059523AX8

54,660,571

47.58

http://www.standardandpoors.com/prot/ratings/articles/en/us/?assetID=1245205677212

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Standard & Poor's

Page 18 of 57

Banc of America Funding 2007-5 Trust

059523AA8

491,363,154

Banc of America Funding 2007-6 Trust

059526AA1

440,995,928

29.81
21.34

Banc of America Funding 2007-7 Trust

059529AH0

471,702,676

36.85

Banc of America Funding 2007-7 Trust

059529AA5

160,069,241

13.61

Banc of America Funding 2007-8 Trust

05953LAJ8

254,524,098

15.70

Banc of America Funding 2007-8 Trust

05953LAB5

319,338,893

36.22

Banc of America Funding 2007-A Trust

05952DAA6

718,728,214

22.80

Banc of America Funding 2007-B Trust

05952EAA4

470,375,790

26.71

Banc of America Funding 2007-C Trust

059522AA0

643,231,598

20.15

Banc of America Funding 2007-D Trust

05952GAA9

606,745,995

21.67

Banc of America Funding 2007-D Trust

05952GAR2

364,419,135

6.32

Banc of America Funding 2007-E Trust

05954DAN6

577,384,439

46.21

Banc of America Mortgage 2007-2 Trust

05952FAA1

420,763,252

19.26

Bank of America Funding 2007-2 Trust

05951GAA0

427,006,778

32.22

Bank of America Funding 2007-2 Trust

05951GAN2

569,257,532

13.14

BankUnited Trust 2005-1

06652DAA7

493,289,027

18.18

BCAP LLC Trust 2006-AA1

055294AA0

290,815,354

27.52

BCAP LLC Trust 2006-AA2

05530MAA7

1,209,872,028

32.24

BCAP LLC Trust 2007-AA1

05530PAA0

742,467,000

26.38

BCAP LLC Trust 2007-AA1

05530PAP7

568,179,000

30.80

BCAP LLC Trust 2007-AA2

05530NAA5

1,062,155,942

36.42

BCAP LLC Trust 2007-AA2

05530NAP2

396,769,463

18.40

BCAP LLC Trust 2007-AA3

05530VAA7

581,791,000

21.77

BCAP LLC Trust 2007-AA3

05530VAN9

650,193,000

27.20

BCAP LLC Trust 2007-AA4

05530WAP2

258,178,036

19.59

BCAP LLC Trust 2007-AA4

05530WAA5

534,538,060

28.67

BCAP LLC Trust 2007-AA5

05531AAA2

278,342,242

39.50

Bear Stearns Alt A Trust 2005-4

07386HSP7

384,003,514

9.80

Bear Stearns Alt A Trust 2005-4

07386HSV4

1,659,929,353

8.10

Bear Stearns ALT-A Trust 2005-1

07386HQG9

813,079,506

7.66

Bear Stearns ALT-A Trust 2005-10

07386HA27

766,047,782

21.46

Bear Stearns ALT-A Trust 2005-10

07386HA50

1,931,590,366

18.54

Bear Stearns ALT-A Trust 2005-2

07386HQR5

528,676,117

7.28

Bear Stearns ALT-A Trust 2005-2

07386HQW4

1,180,506,998

5.95

Bear Stearns ALT-A Trust 2005-3

07386HRU7

1,232,631,402

7.56

Bear Stearns ALT-A Trust 2005-5

07386HTY7

804,149,861

8.80

Bear Stearns ALT-A Trust 2005-5

07386HUG4

1,419,399,175

8.37

Bear Stearns ALT-A Trust 2005-7

07386HVG3

1,846,248,610

13.13

Bear Stearns ALT-A Trust 2005-7

07386HVR9

2,148,489,501

12.82

Bear Stearns ALT-A Trust 2005-8

07386HWR8

1,075,856,102

17.74

Bear Stearns ALT-A Trust 2005-8

07386HWZ0

781,229,736

14.56

Bear Stearns ALT-A Trust 2005-9

07386HXN6

778,372,109

19.53

Bear Stearns ALT-A Trust 2005-9

07386HXZ9

1,719,212,648

17.20

Bear Stearns ALT-A Trust 2006-1

07386HA92

832,579,663

18.73

Bear Stearns ALT-A Trust 2006-1

07386HB75

914,056,991

20.19

Bear Stearns ALT-A Trust 2006-2

07386HH46

671,932,306

31.46

Bear Stearns ALT-A Trust 2006-2

07386HE98

978,322,434

21.84

Bear Stearns Alt-A Trust 2006-3

07386HK26

921,237,667

28.22

Bear Stearns Alt-A Trust 2006-3

07386HK83

1,115,408,409

22.15

Bear Stearns Alt-A Trust 2006-3

07386HN98

1,001,116,922

23.74

Bear Stearns ALT-A Trust 2006-4

073871AA3

2,642,014,591

31.73

Bear Stearns ALT-A Trust 2006-4

073871AN5

1,387,540,063

27.91

Bear Stearns ALT-A Trust 2006-4

073871BL8

1,157,489,713

33.10

Bear Stearns ALT-A Trust 2006-5

073873AA9

1,038,129,833

35.64

Bear Stearns ALT-A Trust 2006-5

073873AJ0

374,957,544

26.91

Bear Stearns ALT-A Trust 2006-6

073868AA9

722,702,707

35.97

Bear Stearns ALT-A Trust 2006-6

073868AM3

309,389,277

29.07

Bear Stearns ALT-A Trust 2006-6

073868AV3

869,401,488

29.29

Bear Stearns ALT-A Trust 2006-7

073875AA4

575,842,000

37.54

Bear Stearns ALT-A Trust 2006-7

073875AG1

694,083,200

19.87

Bear Stearns Alt-A Trust 2006-8

07387QAA8

657,382,598

41.18

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Page 19 of 57

Bear Stearns Alt-A Trust 2006-8

07387QAM2

509,494,315

Bear Stearns Alt-A Trust 2006-8

07387QAX8

214,857,589

8.36

Bear Stearns ALT-A Trust 2007-1

07386XAA4

405,812,921

39.51

Bear Stearns ALT-A Trust 2007-1

07386XAH9

462,225,396

31.93

Bear Stearns ALT-A Trust 2007-2

073870AA5

453,634,421

43.55

Bear Stearns ALT-A Trust 2007-2

073870AG2

322,256,590

31.06

Bear Stearns ALT-A Trust 2007-3

07387RAA6

919,070,222

40.36

Bear Stearns ALT-A Trust II 2007-1

07389KAA9

1,641,748,827

33.86

Bear Stearns ARM Trust 2006-4

073882AA0

1,316,895,613

12.00

Bear Stearns ARM Trust 2007-1

073880AA4

1,002,019,247

14.71

Bear Stearns ARM Trust 2007-2

07401EAA7

1,086,615,227

20.19

Bear Stearns ARM Trust 2007-4

07401CAA1

389,838,258

23.08

Bear Stearns Asset Backed Securities I Trust

07389XAA1

455,775,288

29.46

Bear Stearns Asset Backed Securities I Trust 2005-AC1

073879QE1

215,212,063

7.29

Bear Stearns Asset Backed Securities I Trust 2005-AC2

073879SL3

367,121,271

6.30

Bear Stearns Asset Backed Securities I Trust 2005-AC2

073879ST6

194,942,789

6.58

Bear Stearns Asset Backed Securities I Trust 2005-AC3

073879XD5

201,646,245

9.47

Bear Stearns Asset Backed Securities I Trust 2005-AC3

073879WQ7

224,591,233

6.14

Bear Stearns Asset Backed Securities I Trust 2005-AC4

073879YG7

193,687,965

11.29

Bear Stearns Asset Backed Securities I Trust 2005-AC5

073879A32

375,440,019

10.64

Bear Stearns Asset Backed Securities I Trust 2005-AC5

073879A99

112,812,329

10.12

Bear Stearns Asset Backed Securities I Trust 2005-AC6

073879L30

218,010,467

7.82

Bear Stearns Asset Backed Securities I Trust 2005-AC6

073879M54

559,376,264

9.66

Bear Stearns Asset Backed Securities I Trust 2005-AC7

073879T24

329,023,025

10.44

Bear Stearns Asset Backed Securities I Trust 2005-AC8

0738792A5

379,854,264

15.25

408,321,837

17.51

Bear Stearns Asset Backed Securities I Trust 2005-AC9

0738794E5

25.49

Bear Stearns Asset Backed Securities I Trust 2006-AC1

07387UCE9

479,487,431

17.14

Bear Stearns Asset Backed Securities I Trust 2006-AC1

07387UCT6

324,460,696

16.64

Bear Stearns Asset Backed Securities I Trust 2006-AC2

07387UGB1

294,412,298

23.55

Bear Stearns Asset Backed Securities I Trust 2006-AC2

07387UGP0

244,820,737

27.79

Bear Stearns Asset Backed Securities I Trust 2006-AC4

07388WAA4

363,151,282

18.68

Bear Stearns Asset Backed Securities I Trust 2006-AC5

073856AA4

265,037,284

32.87

Bear Stearns Asset Backed Securities I Trust 2006-IM1

07387UFD8

1,067,806,367

32.79

Bear Stearns Asset Backed Securities I Trust 2007-AC2

073854AA9

387,871,614

27.75

Bear Stearns Asset Backed Securities I Trust 2007-AC3

07386VAA8

373,991,112

27.37

Bear Stearns Asset Backed Securities I Trust 2007-AC4

07378RAA7

408,200,730

31.82

Bear Stearns Asset Backed Securities I Trust 2007-AC5

07388BAA0

449,904,362

24.63

Bear Stearns Asset Backed Securities I Trust 2007-AC6

07387TAA2

259,073,325

30.03

Bear Stearns Asset Bckd Secs I Trust 2006-ST1

073886AA1

183,957,159

43.93

Bear Stearns Asset-Backed Securities I Trust 2006-AC3

07387NAA5

534,547,221

27.45

Bear Stearns Mortgage Funding Trust 2006-AC1

07400XAA6

246,386,026

29.16

Bear Stearns Mortgage Funding Trust 2006-AR1

07401LAA1

480,298,324

37.73

Bear Stearns Mortgage Funding Trust 2006-AR1

07401LAQ6

514,209,230

33.81

Bear Stearns Mortgage Funding Trust 2006-AR4

07401JAA6

510,658,032

41.30

Bear Stearns Mortgage Funding Trust 2006-AR5

07401NAA7

849,583,065

39.89

Bear Stearns Mortgage Funding Trust 2006-AR5

07401NAP4

1,023,269,558

38.07

Bear Stearns Mortgage Funding Trust 2007-AR1

07401MAA9

287,403,462

39.74

Bear Stearns Mortgage Funding Trust 2007-AR1

07401MAE1

818,428,815

38.59

Bear Stearns Mortgage Funding Trust 2007-AR2

07401TAA4

801,108,419

40.14

Bear Stearns Mortgage Funding Trust 2007-AR3

07401VAA9

390,231,874

39.57

Bear Stearns Mortgage Funding Trust 2007-AR3

07401VAP6

936,661,232

40.39

Bear Stearns Mortgage Funding Trust 2007-AR5

07400NAA8

441,571,495

26.03

Bear Stearns Mortgage Funding Trust 2007-AR5

07400NAS9

690,096,326

30.73

Bear Stearns Mtg Fdg Trust 2006-AR2

07401AAA5

694,740,344

37.30

Bear Stearns Mtg Fdg Trust 2006-AR2

07401AAU1

427,482,500

36.57

Bear Stearns Mtg Fdg Trust 2006-AR3

07400HAA1

433,101,502

42.43

Bear Stearns Mtg Fdg Trust 2006-AR3

07400HAQ6

378,339,473

41.17

BellaVista Mortgage Trust 2005-1

07820QBL8

911,998,609

2.51

BellaVista Mortgage Trust 2005-2

07820QCC7

449,395,184

4.57

ChaseFlex Trust Series 2006-1

16165LAA8

475,001,017

14.21

ChaseFlex Trust Series 2006-2

16165MAA6

400,004,539

21.59

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Page 20 of 57

ChaseFlex Trust Series 2007-1

16165VAA6

450,014,110

ChaseFlex Trust Series 2007-2

16165WAA4

600,011,458

23.83

ChaseFlex Trust Series 2007-3

16165AAA2

344,810,665

23.33

ChaseFlex Trust Series 2007-3

16165AAD6

415,244,838

36.76

ChaseFlex Trust Series 2007-M1

16165YAA0

473,047,388

28.62

ChaseFlex Trust Series 2007-M1

16165YAQ5

480,002,175

37.17

Chevy Chase Funding LLC

16678RDB0

584,704,615

1.62

Chevy Chase Funding LLC

16678RDK0

860,281,086

3.86

Chevy Chase Funding LLC

16678RCT2

1,049,845,425

2.77

Chevy Chase Funding LLC

16678RDT1

819,112,982

6.70

Chevy Chase Funding LLC

16678REB9

365,715,990

6.95

Chevy Chase Funding LLC

16678REK9

488,511,902

8.19

Chevy Chase Funding LLC

16678RET0

473,357,662

11.72

Chevy Chase Funding LLC Mortgage Backed-Certificates, Series 2006-3
Trust

16678Y9A4

855,410,958

20.75

Chevy Chase Funding LLC Mortgage-Backed Certificates, Series 2006-2
Trust

16678WAA4

1,387,884,270

14.56

Chevy Chase Funding LLC Mortgage-Backed Certificates, Series 2006-4
Trust

16678XAA2

562,937,487

27.69

Chevy Chase Funding LLC Mortgage-Backed Certificates, Series 2007-1
Trust

16679AAA1

667,667,707

30.92

Chevy Chase Funding LLC Mortgage-Backed Certificates, Series 2007-2
Trust

16679BAA9

719,104,090

46.62

Chevy Chase Funding LLC Trust, Series 2006-1

16678RFB8

1,005,746,518

12.90

CHL Mortgage Pass Through Trust 2005-7

12669GNL1

471,950,426

1.87

CHL Mortgage Pass Through Trust 2005-7

12669GNP2

820,834,587

6.65

CHL Mortgage Pass Through Trust 2006-TM1

126694U63

920,492,265

19.62

CHL Mortgage Pass-Through Trust 2005-1

12669GRM5

1,087,916,134

6.55

CHL Mortgage Pass-Through Trust 2005-11

12669GUH2

164,892,129

6.91

CHL Mortgage Pass-Through Trust 2005-11

12669GUM1

634,762,712

8.32

CHL Mortgage Pass-Through Trust 2005-11

12669GUU3

492,852,798

6.48

CHL Mortgage Pass-Through Trust 2005-2

12669GPN5

1,243,271,916

6.40

CHL Mortgage Pass-Through Trust 2005-22

126694LS5

594,345,150

11.05

CHL Mortgage Pass-Through Trust 2005-3

12669GTP6

1,516,559,419

7.63

CHL Mortgage Pass-Through Trust 2005-4

12669GML2

1,189,885,653

4.79

CHL Mortgage Pass-Through Trust 2005-9

12669GYY1

1,694,918,825

6.78

CHL Mortgage Pass-Through Trust 2005-HYB1

12669GLJ8

202,885,200

8.17

CHL Mortgage Pass-Through Trust 2005-HYB1

12669GLN9

344,752,300

4.83

CHL Mortgage Pass-Through Trust 2005-HYB8

126694QJ0

368,392,000

12.71

CHL Mortgage Pass-Through Trust 2005-HYB8

126694QE1

238,169,900

10.98

CHL Mortgage Pass-Through Trust 2006-3

126694YJ1

566,619,000

19.56

CHL Mortgage Pass-Through Trust 2006-3

126694YM4

261,685,000

24.31

CHL Mortgage Pass-Through Trust 2006-3

126694YQ5

229,783,000

21.09

CHL Mortgage Pass-Through Trust 2006-HYB1

126694WE4

1,174,056,501

22.72

CHL Mortgage Pass-Through Trust 2006-HYB4

125431AA4

452,870,239

27.74

CHL Mortgage Pass-Through Trust 2006-HYB5

170256AA9

CHL Mortgage Pass-Through Trust 2006-OA4

126694E95

18.56

535,097,397

29.05

782,174,327

27.90

CHL Mortgage Pass-Through Trust 2006-OA5

126694M62

1,134,619,000

25.50

CHL Mortgage Pass-Through Trust 2006-OA5

126694N46

236,553,000

28.99

CHL Mortgage Pass-Through Trust 2007-HY6

17025MAA4

1,218,570,771

21.09

CHL Mortgage Pass-Through Trust 2007-HYB1

22239EAA4

636,625,427

33.46

CHL Mortgage Pass-Through Trust 2007-HYB2

125438AA9

633,370,163

29.97

CHL Mortgage Pass-Through Trust 2007-J2

12545EAA4

415,853,334

22.46

Citicorp Mortgage Securities Inc.

17308FAA7

278,230,168

4.11

Citicorp Residential Mortgage Trust Series 2007-2

17312HAA7

863,062,412

7.95

Citigroup Mortgage Loan Trust 2006-AR6

17309RAA0

774,382,681

17.95

Citigroup Mortgage Loan Trust 2006-AR6

17309RAG7

697,485,495

25.67

Citigroup Mortgage Loan Trust 2006-AR7

172987AA7

445,041,336

14.74

Citigroup Mortgage Loan Trust 2006-AR7

172987AU3

501,042,421

18.96

Citigroup Mortgage Loan Trust 2006-AR9

17310RAA7

411,466,972

15.43

Citigroup Mortgage Loan Trust 2006-AR9

17310RAM1

227,285,707

12.71

Citigroup Mortgage Loan Trust 2006-WF2

17309BAA5

1,115,645,847

22.25

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Page 21 of 57

Citigroup Mortgage Loan Trust 2007-6

17312VAS7

236,963,611

Citigroup Mortgage Loan Trust 2007-6

17312VAA6

830,811,138

42.36
39.07

Citigroup Mortgage Loan Trust 2007-AR1

17310UAA0

824,102,024

29.47

Citigroup Mortgage Loan Trust 2007-AR5

17311LAA9

761,066,306

21.27

Citigroup Mortgage Loan Trust 2007-AR5

17311LAH4

169,957,372

18.76

Citigroup Mortgage Loan Trust 2007-OPX1

17311FAA2

574,669,639

35.61

Citigroup Mortgage Loan Trust Inc.

17307GPB8

415,249,873

3.68

Citigroup Mortgage Loan Trust Inc.

17307GTA6

92,108,987

3.92

Citigroup Mortgage Loan Trust Inc.

17307GVF2

586,360,355

9.24

Citigroup Mortgage Loan Trust Inc.

17307GVT2

253,439,967

7.35

Citigroup Mortgage Loan Trust Inc.

17307GTG3

827,048,424

5.49

Citigroup Mortgage Loan Trust Inc.

17307GXT0

262,942,656

10.24

Citigroup Mortgage Loan Trust Inc.

17307GYD4

356,050,995

4.62

Citigroup Mortgage Loan Trust Inc.

17307GA24

548,656,247

9.30

Citigroup Mtg Ln Trust 2006-FX1

17309YAA5

420,588,688

27.37

CitiMortgage Alternative Loan Trust Series 2007-A5

12566WAA8

951,677,391

17.97

Citimortgage Alternative Loan Trust Series 2007-A6

18976GAA4

970,728,616

16.40

CitiMortgage Alternative Loan Trust, Series 2006-A1

17309AAA7

506,973,696

6.11

CitiMortgage Alternative Loan Trust, Series 2007-A3

12567AAA5

499,778,489

16.52
11.97

CMALT (CitiMortgage Alternative Loan Trust), Series 2006-A2

17309CAA3

212,250,172

CMALT (CitiMortgage Alternative Loan Trust), Series 2006-A3

17309KAA5

326,426,650

11.19

CMALT (CitiMortgage Alternative Loan Trust), Series 2006-A4

17309VAA1

314,003,729

15.22

CMALT (CitiMortgage Alternative Loan Trust), Series 2006-A5

18974BAA7

597,989,011

14.63

CMALT (CitiMortgage Alternative Loan Trust), Series 2006-A6

12566RAA9

496,781,325

11.79

CMALT (CitiMortgage Alternative Loan Trust), Series 2006-A7

12566TAA5

633,459,808

15.83

CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A1

12566QAA1

631,157,570

15.77
14.33

CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A2

12566UAA2

686,145,469

CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A4

12566VAA0

633,127,322

15.48

CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A8

17313MAA5

514,114,645

19.55

Credit Suisse First Boston Mortgage Securities Corp.

225458JU3

281,610,239

6.23

CSAB Mortgage Backed Trust 2006-4

12628LAA8

748,985,361

31.62

CSAB Mortgage-Backed Trust 2006-1

22943HAA4

377,668,496

37.85

CSAB Mortgage-Backed Trust 2006-2

12627HAA8

1,003,954,034

35.26

CSAB Mortgage-Backed Trust 2007-1

12629EAA3

445,139,653

31.24

CSAB Mortgage-Backed Trust 2007-1

12629EAT2

248,167,548

44.02

CSAB Mtg-Bckd Trust 2006-3

12628KAA0

805,757,561

39.81

CSFB Mortgage-Backed Trust Series 2005-11

2254W0NE1

318,831,876

17.19

CSFB Mortgage-Backed Trust Series 2005-12

225470RT2

518,316,215

20.22

CSFB Mortgage-Backed Trust Series 2005-6

225458XF0

215,192,359

11.30

CSFB Mortgage-Backed Trust Series 2005-8

2254582C1

583,581,613

6.92

CSFB Mortgage-Backed Trust Series 2005-8

2254582A5

345,267,913

4.56

CSFB Mortgage-Backed Trust Series 2005-8

2254582H0

226,821,063

21.96

CSFB Mortgage-Backed Trust Series 2005-9

2254585T1

492,614,000

10.39

CSMC Mortgage Backed Trust 2006-5

12637VAA5

402,777,763

27.17

CSMC Mortgage Backed Trust 2006-7

22942KBB5

595,911,276

26.98

CSMC Mortgage Backed Trust 2007-5

22944BAB4

377,612,999

49.69

CSMC Mortgage Backed Trust 2007-5

22944BCY2

680,907,880

6.91

CSMC Mortgage-Backed Trust 2006-6

22942JAA1

546,532,251

25.39

CSMC Mortgage-Backed Trust 2007-1

126378AA6

711,928,793

28.83

CSMC Mortgage-Backed Trust 2007-1

126378AV0

523,269,204

11.91

CSMC Mortgage-Backed Trust 2007-3

12638PAA7

701,707,186

31.85

CSMC Mortgage-Backed Trust 2007-3

12638PAT6

641,682,972

5.86

CSMC Mortgage-Backed Trust Series 2006-3

225470M26

431,855,427

32.87

CSMC Mortgage-Backed Trust Series 2006-3

225470L68

639,436,354

7.73

CSMC Mortgage-Backed Trust Series 2006-4

12637HAA6

719,627,427

32.87

CSMC Mortgage-Backed Trust Series 2006-4

12637HAT5

194,988,308

6.54

CSMC Mtg-Bckd Trust 2006-9

126380AA2

394,219,005

7.42

CSMC Mtg-Bckd Trust 2006-9

126380AE4

493,455,650

11.98

CWABS Asset Backed Certificates Trust 2005-IM1

1266733V2

897,285,000

13.24

CWABS Asset Backed Certificates Trust 2005-IM3

126670HY7

1,100,000,000

26.41

CWABS Asset-Backed Certificates Trust 2005-AB4

126670KJ6

1,600,000,000

25.08

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Page 22 of 57

CWABS Asset-Backed Certificates Trust 2005-AB5

126670PZ5

700,000,000

30.65

CWABS Trust 2005-HYB9

126670JP4

1,142,358,928

14.38

Deutsche Alt A Securities Inc Mortgage Loan Trust Series 2005-4

251510FS7

300,254,293

11.35

Deutsche Alt-A Secs Mtg Ln Trust Ser 2006-AR5

25150NAA2

1,313,342,326

39.26

Deutsche Alt-A Secs Mtg Ln Trust Ser 2006-AR5

25150N9A4

122,048,362

8.35

Deutsche Alt-A Secs Mtg Ln Trust Series 2006-AR4

25150PAA7

1,116,720,275

34.37
13.30

Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6

251510JW4

508,362,126

Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-AR1

251510FB4

427,377,882

9.82

Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2006-AF1

251510MZ3

947,810,575

24.53

Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR3

25151A9A1

1,202,494,508

34.65

Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AR6

25150RAA3

1,764,105,675

39.33

Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-OA1

25150QAA5

640,920,701

36.61

Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-1

25151YAA7

1,931,817,056

37.23
27.53

Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-2

25152BAA6

1,424,424,665

Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-3

25151KAA7

1,166,182,189

47.49

Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR1

25151R9A3

776,290,337

38.81

Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR2

25151U9A0

900,958,406

44.32

Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR3

25150V9A8

823,716,467

38.58

Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR3

25150V9D2

1,557,679,098

44.18

Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-BAR1

25151TAA8

767,986,631

39.99

Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA1

25151V9A7

439,412,760

29.55

447,736,947

41.07

Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA2

25150U9A1

Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA3

25150WAA2

1,335,059,775

32.20

Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4

25151X9A3

2,137,962,788

34.92

Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA5

25150XAA0

487,879,960

29.64

Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-RAMP1

25150MAA4

262,959,538

29.00

Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, 2005-5

251510HL0

625,018,046

8.16

Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-AR2

251510GL1

660,949,224

10.56

Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AR1

2515109A3

615,803,991

19.55

Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AR1

2515109B1

405,600,450

14.76
38.11

Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AR2

2515089A7

449,003,247

Deutsche Alt-B Secs Mtg Ln Trust Series 2006-AB4

251513AA5

1,118,789,110

34.04

Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB2

251511AA9

572,663,508

29.73
38.71

Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB3

25151EAA1

435,688,043

Deutsche Alt-B Securities Mortgage Loan Trust, Series 2007-AB1

25151WAA1

524,430,264

36.92

Deutsche Alt-B Securtieis Mortgage Loan Trust, Series 2006-AB1

251510MD2

727,883,563

16.55

DSLA Mortgage Loan Trust 2005-AR1

23332UCL6

1,091,820,652

7.32

DSLA Mortgage Loan Trust 2005-AR2

23332UDB7

1,100,000,677

10.06

DSLA Mortgage Loan Trust 2005-AR3

23332UDT8

950,000,403

11.48

DSLA Mortgage Loan Trust 2005-AR4

23332UEL4

974,999,446

14.81

DSLA Mortgage Loan Trust 2005-AR5

23332UFD1

765,764,173

17.34

DSLA Mortgage Loan Trust 2005-AR6

23332UFU3

940,774,285

19.75

DSLA Mortgage Loan Trust 2006-AR1

23332UGK4

993,437,125

17.41

DSLA Mortgage Loan Trust 2006-AR2

23332QAA1

1,210,000,000

22.28

DSLA Mortgage Loan Trust 2007-AR1

23333YAA3

798,751,721

27.91

Fannie Mae Grantor Trust 2005-T1

31394C7D8

513,502,400

4.58

First Horizon Alternative Mortgage Securities Trust 2005-AA1

32051GGD1

315,064,918

5.46

First Horizon Alternative Mortgage Securities Trust 2005-AA10

32051GA54

315,016,725

13.93

First Horizon Alternative Mortgage Securities Trust 2005-AA12

32051GQ57

331,167,865

13.12

First Horizon Alternative Mortgage Securities Trust 2005-AA2

32051GHJ7

345,019,045

4.22

First Horizon Alternative Mortgage Securities Trust 2005-AA3

32051GLQ6

410,002,587

5.39

First Horizon Alternative Mortgage Securities Trust 2005-AA4

32051GNH4

357,034,127

5.82
7.48

First Horizon Alternative Mortgage Securities Trust 2005-AA5

32051GPJ8

440,023,247

First Horizon Alternative Mortgage Securities Trust 2005-AA6

32051GPW9

575,025,376

8.25

First Horizon Alternative Mortgage Securities Trust 2005-FA1

32051GFL4

307,048,359

3.04

First Horizon Alternative Mortgage Securities Trust 2005-FA10

32051GE50

474,015,505

7.44

First Horizon Alternative Mortgage Securities Trust 2005-FA11

32051GK53

343,807,333

9.62
3.20

First Horizon Alternative Mortgage Securities Trust 2005-FA2

32051GJL0

257,002,964

First Horizon Alternative Mortgage Securities Trust 2005-FA3

32051GKB0

230,012,241

4.41

First Horizon Alternative Mortgage Securities Trust 2005-FA4

32051GNS0

272,016,723

4.08

First Horizon Alternative Mortgage Securities Trust 2005-FA5

32051GRR8

465,061,370

3.39

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First Horizon Alternative Mortgage Securities Trust 2005-FA6

32051GTA3

225,048,730

7.25

First Horizon Alternative Mortgage Securities Trust 2005-FA7

32051GVH5

330,024,604

7.03

First Horizon Alternative Mortgage Securities Trust 2005-FA8

32051GYF6

543,820,127

6.60

First Horizon Alternative Mortgage Securities Trust 2005-FA9

32051GA21

460,003,803

8.32

First Horizon Alternative Mortgage Securities Trust 2006-AA5

32052QAA0

261,007,578

28.45

First Horizon Alternative Mortgage Securities Trust 2006-AA8

32052AAA5

262,040,607

23.57

First Horizon Alternative Mortgage Securities Trust 2006-FA1

32051GS48

588,271,744

8.98

First Horizon Alternative Mortgage Securities Trust 2006-FA2

32051G2V6

335,030,530

14.01

First Horizon Alternative Mortgage Securities Trust 2006-FA3

32051HAA1

665,020,562

11.83

First Horizon Alternative Mortgage Securities Trust 2006-FA4

32052JAA6

345,067,539

11.85

First Horizon Alternative Mortgage Securities Trust 2006-FA8

32052DAA9

502,059,353

8.63

First Horizon Alternative Mortgage Securities Trust 2007-AA1

32053BAA2

351,048,250

31.82

First Horizon Alternative Mortgage Securities Trust 2007-FA1

32053DAA8

275,036,953

19.52

First Horizon Alternative Mortgage Securities Trust 2007-FA2

32053LAA0

330,008,514

20.06

First Horizon Alternative Mortgage Securities Trust 2007-FA3

32053GAA1

275,002,209

22.45

First Horizon Alternative Mortgage Securities Trust 2007-FA4

32052WAA7

413,005,657

20.66

First Horizon Alternative Mortgage Securities Trust 2007-FA5

32053KAA2

163,881,559

34.74

First Horizon Alternative Mtg Secs Trust 2006-AA6

32052MAA9

410,097,126

22.92

First Horizon Alternative Mtg Secs Trust 2006-FA6

32052FAA4

490,072,827

10.18

First Horizon Alternative Mtg Secs Trust 2006-FA7

32052GAA2

217,029,800

11.66

First Horizon Mortgage Pass-Through Trust 2005-AR1

32051GHV0

253,109,684

1.57

First Horizon Mortgage Pass-Through Trust 2005-AR6

32051GJ22

305,125,003

8.68

First Horizon Mortgage Pass-Through Trust 2006-4

32052UAA1

386,057,198

5.19

GMACM Mortgage Loan Trust 2005-AA1

76112BNM8

265,554,205

7.44

GMACM Mortgage Loan Trust 2005-AF1

36185MAH5

235,469,476

5.66

GMACM Mortgage Loan Trust 2005-AF2

36185MDB5

296,872,602

18.79

GreenPoint Mortgage Funding Trust 2005-AR4

39538WBQ0

2,768,743,898

17.74

GreenPoint Mortgage Funding Trust 2005-AR5

39538WEA2

1,433,385,839

27.17

Greenpoint Mortgage Funding Trust 2005-HY1

39538WBC1

479,866,372

15.20

GreenPoint Mortgage Funding Trust 2006-AR1

39538WFH6

1,299,276,242

22.58

Greenpoint Mortgage Funding Trust 2006-AR2

39538WGA0

1,373,906,460

21.99

GreenPoint Mortgage Funding Trust 2006-AR3

39538WGZ5

1,918,729,642

28.08

Greenpoint Mortgage Funding Trust 2006-OH1

39539GAA0

470,852,394

30.84

GreenPoint Mortgage Funding Trust Series 2006-AR4

39539FAA2

1,287,082,813

29.83

GreenPoint Mortgage Funding Trust Series 2007-AR2

39539LAA9

584,635,535

43.99

GreenPoint Mortgage Funding Trust Series 2007-AR2

39539LAH4

703,886,599

39.76

GreenPoint Mortgage Funding Trust, Series 2006-AR7

39538CAA0

1,183,611,774

37.12

GreenPoint Mortgage Funding Trust, Series 2006-AR8

39539HAA8

728,570,579

34.07

GreenPoint Mortgage Funding Trust, Series 2007-AR1

39539KAA1

809,604,400

42.38

GreenPoint Mortgage Funding Trust, Series 2007-AR1

39539KAF0

655,146,390

24.94

Greenpoint Mortgage Funding Trust, Series 2007-AR3

39539MAA7

499,612,553

31.34

GreenPoint MTA Trust 2005-AR1

39538RAA7

1,500,302,869

8.31

GreenPoint MTA Trust 2005-AR2

39538RBB4

813,147,731

13.13

GreenPoint MTA Trust 2005-AR3

39538RBW8

1,000,002,633

14.00

Greenpoint Mtg Fdg Trust Ser 2006-AR6

39538BAB0

1,074,879,077

31.89

GreenPoint Mtg Fdg Trust Series 2006-AR5

39538AAA4

1,277,146,938

33.58

GSAA Home Equity Trust 2005-1

36242DSP9

515,434,980

3.18

GSAA Home Equity Trust 2005-11

362341NV7

910,324,643

13.10

GSAA Home Equity Trust 2005-12

362341SP5

568,445,584

10.00

GSAA Home Equity Trust 2005-14

362341A25

927,725,483

16.39

884,827,224

18.47

GSAA Home Equity Trust 2005-15

362341D48

GSAA Home Equity Trust 2005-2

36242DTH6

491,165,811

5.49

GSAA Home Equity Trust 2005-3

36242DWR0

383,549,932

2.66

GSAA Home Equity Trust 2005-4

36242DZJ5

595,027,622

8.27

GSAA Home Equity Trust 2005-5

36242DR39

698,324,030

3.74

GSAA Home Equity Trust 2005-6

36242D3U5

1,075,395,864

8.24

GSAA Home Equity Trust 2005-7

362341AM1

695,530,043

7.70

GSAA Home Equity Trust 2005-8

362341CR8

603,883,576

11.31

GSAA Home Equity Trust 2005-9

362341GJ2

860,863,283

10.14

GSAA Home Equity Trust 2005-MTR1

362341TZ2

436,543,780

17.32

GSAA Home Equity Trust 2006-1

3623412A6

910,795,806

23.64

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GSAA Home Equity Trust 2006-10

362375AA5

704,515,509

22.95

GSAA Home Equity Trust 2006-11

362367AA2

1,543,644,769

33.91

GSAA Home Equity Trust 2006-12

362381AA3

1,035,238,369

31.28

GSAA Home Equity Trust 2006-13

36244SAA6

495,950,999

19.87

GSAA Home Equity Trust 2006-14

36298YAA8

1,332,768,190

32.69

GSAA Home Equity Trust 2006-15

3622E8AA3

547,067,564

20.38

GSAA Home Equity Trust 2006-16

362256AA7

1,452,206,105

36.28

GSAA Home Equity Trust 2006-17

362257AA5

1,069,176,301

40.48

GSAA Home Equity Trust 2006-18

3622ELAA4

513,814,156

33.85

GSAA Home Equity Trust 2006-19

362244AA3

831,899,828

36.51

GSAA Home Equity Trust 2006-20

362351AA6

1,293,218,105

37.08

GSAA Home Equity Trust 2006-3

362334BQ6

1,007,563,693

24.64

GSAA Home Equity Trust 2006-4

362334EY6

892,139,372

21.55

GSAA Home Equity Trust 2006-5

362334GQ1

1,233,492,584

27.17

GSAA Home Equity Trust 2006-6

362334MB7

474,025,828

19.91

GSAA Home Equity Trust 2006-7

362334NA8

548,669,716

14.79

GSAA Home Equity Trust 2006-8

362348AA2

1,304,794,506

26.83

GSAA Home Equity Trust 2006-9

362382AA1

1,595,881,937

29.93

GSAA Home Equity Trust 2007-1

3622EQAA3

1,054,989,778

40.84

GSAA Home Equity Trust 2007-10

3622NDAA2

170,227,314

29.83

GSAA Home Equity Trust 2007-2

3622EUAA4

610,150,329

30.10

GSAA Home Equity Trust 2007-3

3622EAAA8

1,299,606,689

39.83

GSAA Home Equity Trust 2007-4

362242AA7

972,936,072

40.89

GSAA Home Equity Trust 2007-5

3622ECAA4

359,726,171

22.98

GSAA Home Equity Trust 2007-5

3622ECAB2

1,132,306,092

33.63

GSAA Home Equity Trust 2007-6

36245RAA7

816,019,878

29.79

GSAA Home Equity Trust 2007-7

36249BAA8

486,347,589

30.09

GSAA Home Equity Trust 2007-8

38144RAA5

359,899,064

25.22

GSAA Home Equity Trust 2007-9

3622EEAA0

453,684,262

21.60

GSC Capital Corp. Mortgage Trust 2006-1

126670YW2

433,625,288

22.81

GSC Capital Corp. Mortgage Trust 2006-2

362480AA3

541,930,050

34.80

GSR Mortgage Loan Trust 2006-OA1

362631AA1

2,591,470,612

32.18

GSR Mortgage Loan Trust 2007-OA1

3622NAAA8

1,152,967,774

28.56

GSR Mortgage Loan Trust 2007-OA2

3622NCAA4

423,281,229

51.06

Harbor View Mortgage Loan Trust 2006-11

41162GAA0

415,964,635

21.27

Harborview Mortgage Loan Trust 2005-10

41161PTL7

2,300,000,000

14.22

HarborView Mortgage Loan Trust 2005-11

41161PUH4

686,736,452

12.42

HarborView Mortgage Loan Trust 2005-12

41161PUZ4

1,067,043,036

18.90

HarborView Mortgage Loan Trust 2005-13

41161PVZ3

914,182,417

18.36

Harborview Mortgage Loan Trust 2005-14

41161PWS8

913,022,185

13.20

Harborview Mortgage Loan Trust 2005-15

41161PXF5

977,380,312

17.91

Harborview Mortgage Loan Trust 2005-16

41161PA29

1,691,082,411

22.19

HarborView Mortgage Loan Trust 2005-2

41161PLQ4

1,944,859,934

6.96

HarborView Mortgage Loan Trust 2005-3

41161PMF7

1,607,061,348

9.52

HarborView Mortgage Loan Trust 2005-5

41161PNN9

642,243,588

10.35

HarborView Mortgage Loan Trust 2005-6

41161PPB3

247,491,412

4.38

HarborView Mortgage Loan Trust 2005-7

41161PPN7

285,261,000

14.53

HarborView Mortgage Loan Trust 2005-7

41161PPQ0

501,027,000

11.01

HarborView Mortgage Loan Trust 2005-8

41161PQS5

1,250,027,000

13.65

HarborView Mortgage Loan Trust 2005-8

41161PRN5

1,286,644,000

11.80

HarborView Mortgage Loan Trust 2005-9

41161PSJ3

2,590,639,810

4.76

HarborView Mortgage Loan Trust 2006-1

41161PA60

1,743,809,697

32.91

HarborView Mortgage Loan Trust 2006-10

41162CAA9

1,723,125,434

35.55

HarborView Mortgage Loan Trust 2006-12

41162DAA7

4,940,000,000

32.82

HarborView Mortgage Loan Trust 2006-13

41162KAA1

402,954,789

9.44

HarborView Mortgage Loan Trust 2006-14

41162NAA5

2,413,535,696

35.93

HarborView Mortgage Loan Trust 2006-3

41161QAA9

439,714,728

26.23

HarborView Mortgage Loan Trust 2006-4

41161PL27

1,870,647,830

34.57

Harborview Mortgage Loan Trust 2006-5

41161MAA8

1,651,113,985

35.17

Harborview Mortgage Loan Trust 2006-6

41161UAA0

635,153,454

17.39

HarborView Mortgage Loan Trust 2006-7

41161VAA8

2,006,741,922

30.17

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HarborView Mortgage Loan Trust 2006-8

41161GAA1

1,192,786,747

33.40

HarborView Mortgage Loan Trust 2006-BU1

41161PG56

494,174,596

16.24

Harborview Mortgage Loan Trust 2006-CB1

41161PE41

91,972,500

21.31

Harborview Mortgage Loan Trust 2006-CB1

41161PE41

69,131,800

28.60

Harborview Mortgage Loan Trust 2006-CB1

41161PE41

385,389,000

32.08

Harborview Mortgage Loan Trust 2006-CB1

41161PE41

363,162,900

30.43

HarborView Mortgage Loan Trust 2007-1

41164MAA5

1,800,072,310

30.55

HarborView Mortgage Loan Trust 2007-2

41164LAA7

1,335,629,338

38.25

HarborView Mortgage Loan Trust 2007-3

41164UAA7

876,714,084

45.23

HarborView Mortgage Loan Trust 2007-5

41165AAB8

1,114,933,578

44.37

HarborView Mortgage Loan Trust 2007-6

41165BAA8

689,093,235

43.79

HarborView Mortgage Loan Trust 2007-7

411640AA3

1,643,369,883

34.31

HarborView Mtg Ln Trust 2006-9

41161XAA4

2,881,494,428

28.78

HarborView Mtg Ln Trust 2006-SB1

41162BAA1

403,847,742

27.28

HomeBanc Mortgage Loan 2005-3

43739EBJ5

985,673,427

5.83

Homebanc Mortgage Trust 2005-1

43739EAP2

1,097,833,205

3.56

Homebanc Mortgage Trust 2005-4

43739EBS5

1,120,598,134

8.88

HomeBanc Mortgage Trust 2005-5

43739ECB1

1,000,713,642

10.69

HomeBanc Mortgage Trust 2006-1

43739ECL9

456,640,242

15.14

HomeBanc Mortgage Trust 2006-2

43739HAA8

456,337,192

14.86

HomeBanc Mortgage Trust 2007-1

43741BAA7

245,220,032

24.13

HSI Asset Loan Obligation Trust 2006-2

40431HAA5

352,702,693

33.00

Impac CMB Trust Series 2005-1

45254NML8

1,250,000,000

5.60

Impac CMB Trust Series 2005-2

45254NMY0

1,200,000,000

7.01

Impac CMB Trust Series 2005-2

45254NNJ2

120,844,000

3.25

Impac CMB Trust Series 2005-3

45254NNP8

1,000,000,000

9.00

Impac CMB Trust Series 2005-4

45254NPA9

1,800,619,390

6.98

Impac CMB Trust Series 2005-4

45254NPE1

124,054,082

1.28

Impac CMB Trust Series 2005-5

45254NPU5

1,647,348,000

9.33

Impac CMB Trust Series 2005-6

45254NQG5

1,503,160,000

17.19

Impac CMB Trust Series 2005-6

45254NQQ3

219,394,700

1.06

Impac CMB Trust Series 2005-7

45254NQX8

1,750,621,940

20.07

Impac CMB Trust Series 2005-8

45254NRG4

590,000,000

18.12

Impac CMB Trust Series 2005-8

45254NRT6

218,820,000

1.39

Impac Secured Assets Corp.

45254TRN6

633,913,271

13.29

Impac Secured Assets Corp.

45254TSM7

1,989,063,547

25.24

Impac Secured Assets Trust 2006-1

45254TTJ3

659,501,110

30.79

Impac Secured Assets Trust 2006-1

45254TTN4

260,498,890

3.05

Impac Secured Assets Trust 2006-2

45256VAA5

584,813,900

35.33

Impac Secured Assets Trust 2006-2

45256VAQ0

249,179,000

5.85

Impac Secured Assets Trust 2006-3

45255RAA5

1,993,954,670

45.77

Impac Secured Assets Trust 2006-4

45257BAA8

1,400,001,237

40.29

Impac Secured Assets Trust 2006-5

45257EAA2

1,309,999,600

35.15

Impac Secured Assets Trust 2006-5

45257EAE4

411,896,000

2.94

IndyMac IMJA Mortgage Loan Trust 2007-A2

456654AA0

376,641,477

14.41

IndyMac IMSC Mortgage Loan Trust 2007-AR1

456672AA2

696,127,517

39.82

IndyMac IMSC Mortgage Loan Trust 2007-AR2

45670EAA1

317,719,336

43.42

IndyMac IMSC Mortgage Loan Trust 2007-F1

456671AA4

280,474,979

33.37

IndyMac IMSC Mortgage Loan Trust 2007-F2

45670JAA0

336,010,290

25.33

IndyMac IMSC Mortgage Loan Trust 2007-F3

45671BAA6

547,001,363

33.24

IndyMac IMSC Mortgage Loan Trust 2007-HOA1

45670LAA5

434,344,776

29.29

IndyMac INDA Mortage Loan Trust 2007-AR2

456679AA7

240,632,727

14.85

IndyMac INDA Mortgage Loan Trust 2005-AR1

45660LC49

242,205,006

5.28

IndyMac INDA Mortgage Loan Trust 2005-AR2

45660L2A6

306,656,698

5.67

IndyMac INDA Mortgage Loan Trust 2006-AR1

45662BAP4

201,229,690

7.84

IndyMac INDA Mortgage Loan Trust 2006-AR2

45661SAA1

498,890,044

14.81

IndyMac INDA Mortgage Loan Trust 2006-AR3

45662FAA8

356,371,739

15.11

IndyMac INDA Mortgage Loan Trust 2007-AR1

45669AAA2

464,536,085

9.85

IndyMac INDA Mortgage Loan Trust 2007-AR3

456673AA0

319,937,432

11.98

IndyMac INDA Mortgage Loan Trust 2007-AR4

456674AA8

344,206,489

14.29

IndyMac INDA Mortgage Loan Trust 2007-AR6

45670RAA2

425,207,123

15.11

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IndyMac INDA Mortgage Loan Trust 2007-AR7

45670NAA1

329,296,000

18.90

IndyMac INDA Mortgage Loan Trust 2007-AR7

45670NAC7

379,895,000

18.18

IndyMac INDA Mortgage Loan Trust 2007-AR8

45671AAA8

715,103,335

27.70

IndyMac INDB Mortgage Loan Trust 2005-1

45660LYW3

299,994,591

29.06

IndyMac INDB Mortgage Loan Trust 2006-1

45661JAA1

398,313,542

46.44

IndyMac INDX Mortgage Loan Trust 2005-AR1

45660LDB2

702,083,526

5.39

IndyMac INDX Mortgage Loan Trust 2005-AR10

45660LKW8

1,002,727,016

10.79

IndyMac INDX Mortgage Loan Trust 2005-AR11

45660LQF9

330,272,231

10.20

IndyMac INDX Mortgage Loan Trust 2005-AR12

45660LMF3

1,261,414,045

10.44

IndyMac INDX Mortgage Loan Trust 2005-AR13

45660LQW2

722,051,896

9.22

IndyMac INDX Mortgage Loan Trust 2005-AR14

45660LRU5

1,002,298,838

14.92

IndyMac INDX Mortgage Loan Trust 2005-AR15

45660LVL0

614,785,527

13.15

IndyMac INDX Mortgage Loan Trust 2005-AR16IP

45660LUD9

769,428,548

7.16

IndyMac INDX Mortgage Loan Trust 2005-AR17

45660LUS6

473,231,859

11.39

IndyMac INDX Mortgage Loan Trust 2005-AR18

45660LVZ9

2,411,782,116

17.47

IndyMac INDX Mortgage Loan Trust 2005-AR19

45660LXA2

420,103,349

13.60

IndyMac INDX Mortgage Loan Trust 2005-AR2

45660LCK3

1,195,282,271

6.15

IndyMac INDX Mortgage Loan Trust 2005-AR21

45660LYA1

800,184,589

12.55

IndyMac INDX Mortgage Loan Trust 2005-AR23

45660LF20

687,862,900

13.17

IndyMac INDX Mortgage Loan Trust 2005-AR23

45660LF87

437,154,000

14.81

IndyMac INDX Mortgage Loan Trust 2005-AR25

45660LQ77

495,434,014

12.72

IndyMac INDX Mortgage Loan Trust 2005-AR27

45660LN88

690,091,215

12.23

IndyMac INDX Mortgage Loan Trust 2005-AR29

45660L2E8

340,776,505

13.20

IndyMac INDX Mortgage Loan Trust 2005-AR3

45660LFH7

576,085,348

5.97

IndyMac INDX Mortgage Loan Trust 2005-AR31

45660LV97

1,001,067,538

15.32

IndyMac INDX Mortgage Loan Trust 2005-AR33

45660L4W6

609,017,105

21.04

IndyMac INDX Mortgage Loan Trust 2005-AR35

45660L2F5

271,397,604

16.04

IndyMac INDX Mortgage Loan Trust 2005-AR4

45660LEF2

600,074,151

7.60

IndyMac INDX Mortgage Loan Trust 2005-AR5

45660LGQ6

526,104,842

7.47

IndyMac INDX Mortgage Loan Trust 2005-AR6

45660LGA1

1,002,854,210

8.37

IndyMac INDX Mortgage Loan Trust 2005-AR7

45660LLJ6

760,621,257

9.32

IndyMac INDX Mortgage Loan Trust 2005-AR8

45660LJH3

906,911,318

9.05

IndyMac INDX Mortgage Loan Trust 2005-AR9

45660LMV8

720,747,050

8.94

IndyMac INDX Mortgage Loan Trust 2006-AR11

45661KAA8

880,251,208

35.31

IndyMac INDX Mortgage Loan Trust 2006-AR12

45661VAA4

307,761,379

32.95

IndyMac INDX Mortgage Loan Trust 2006-AR13

45661XAA0

400,476,817

20.65

IndyMac INDX Mortgage Loan Trust 2006-AR15

456610AA2

1,269,421,177

33.12

IndyMac INDX Mortgage Loan Trust 2006-AR19

45660GAL4

228,152,000

24.12

IndyMac INDX Mortgage Loan Trust 2006-AR19

45660GAA8

871,075,000

29.82

IndyMac INDX Mortgage Loan Trust 2006-AR2

45661EAA2

1,750,572,021

23.70

IndyMac INDX Mortgage Loan Trust 2006-AR21

45660HAA6

257,528,874

44.51

IndyMac INDX Mortgage Loan Trust 2006-AR23

45664BAA5

199,416,410

18.74

IndyMac INDX Mortgage Loan Trust 2006-AR25

45661HAA5

1,238,584,905

27.01

IndyMac INDX Mortgage Loan Trust 2006-AR27

45661LAA6

962,424,665

28.47

IndyMac INDX Mortgage Loan Trust 2006-AR3

45660L5N5

789,959,966

28.29

IndyMac INDX Mortgage Loan Trust 2006-AR33

45668JAK2

185,653,000

21.52

IndyMac INDX Mortgage Loan Trust 2006-AR33

45668JAA4

333,115,100

8.92

IndyMac INDX Mortgage Loan Trust 2006-AR35

45667SAA5

1,061,639,887

32.77

IndyMac INDX Mortgage Loan Trust 2006-AR37

45668LAA9

155,695,000

10.17

IndyMac INDX Mortgage Loan Trust 2006-AR37

45668LAC5

209,147,000

27.43

IndyMac INDX Mortgage Loan Trust 2006-AR4

45661EAV6

1,512,796,251

31.03

IndyMac INDX Mortgage Loan Trust 2006-AR41

45668NAA5

452,601,017

39.98

IndyMac INDX Mortgage Loan Trust 2006-AR5

45661ECK8

635,227,686

15.87

IndyMac INDX Mortgage Loan Trust 2006-AR6

456612AA8

1,872,248,207

32.72

IndyMac INDX Mortgage Loan Trust 2006-AR7

45661ECW2

852,985,603

29.93

IndyMac INDX Mortgage Loan Trust 2006-AR8

456618AA5

747,623,421

27.51

IndyMac INDX Mortgage Loan Trust 2006-AR9

45661EGC2

693,801,091

13.15

IndyMac INDX Mortgage Loan Trust 2006-FLX1

45667WAA6

353,994,217

41.59

IndyMac INDX Mortgage Loan Trust 2007-AR1

45669BAA0

714,964,886

27.50

IndyMac INDX Mortgage Loan Trust 2007-AR11

45669FAA1

278,186,859

39.94

IndyMac INDX Mortgage Loan Trust 2007-AR13

456681AA3

541,438,783

45.18

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IndyMac INDX Mortgage Loan Trust 2007-AR15

45669JAA3

455,284,714

32.63

IndyMac INDX Mortgage Loan Trust 2007-AR17

45670HAA4

367,180,347

44.47

IndyMac INDX Mortgage Loan Trust 2007-AR19

45669NAA4

337,798,607

33.56

IndyMac INDX Mortgage Loan Trust 2007-AR21IP

45670BAA7

286,854,000

12.98

IndyMac INDX Mortgage Loan Trust 2007-AR21IP

45670BAE9

1,756,912,000

16.06

IndyMac INDX Mortgage Loan Trust 2007-AR5

45669EAK2

422,171,409

21.08

IndyMac INDX Mortgage Loan Trust 2007-AR5

45669EAA4

850,156,435

38.82

IndyMac INDX Mortgage Loan Trust 2007-AR7

45670CAA5

512,936,089

38.27

IndyMac INDX Mortgage Loan Trust 2007-AR9

45669YAA0

419,863,853

21.98

IndyMac INDX Mortgage Loan Trust 2007-FLX1

45668WAA5

400,994,405

32.45

IndyMac INDX Mortgage Loan Trust 2007-FLX2

45668RAA6

346,132,280

29.90

IndyMac INDX Mortgage Loan Trust 2007-FLX3

45670AAA9

403,645,670

30.96

IndyMac INDX Mortgage Loan Trust 2007-FLX4

456687AA0

509,573,579

28.52

IndyMac INDX Mortgage Loan Trust 2007-FLX5

45669WAA4

566,323,568

32.39

IndyMac INDX Mortgage Loan Trust 2007-FLX6

45670PAA6

506,497,666

40.85

IndyMac INDX Mortgage Trust 2006-AR39

45660KAA9

693,916,198

32.71

IndyMac INDX Mtg Ln Trust 2006-AR14

45668GAB8

1,112,080,185

37.15

IndyMac INDX Mtg Ln Trust 2006-AR29

45662DAA3

835,631,507

35.08

IndyMac INDX Mtg Ln Trust 2006-AR31

45667QAA9

301,954,365

17.88

JPMorgan Alternative Ln Trust 2006-A6

466285AA1

638,743,000

29.93

JPMorgan Alternative Ln Trust 2006-A6

466285AK9

271,017,000

14.52

JPMorgan Alternative Loan Trust 2005-A2

46627MBQ9

281,488,000

15.58

JPMorgan Alternative Loan Trust 2005-A2

46627MBS5

311,306,600

14.40

JPMorgan Alternative Loan Trust 2005-S1

46627MAA5

1,280,220,812

11.99

JPMorgan Alternative Loan Trust 2006-A1

46627MCS4

323,338,000

24.10

JPMorgan Alternative Loan Trust 2006-A1

46627MCU9

549,118,900

16.86

JPMorgan Alternative Loan Trust 2006-A2

46628GAA7

562,100,985

27.21

JPMorgan Alternative Loan Trust 2006-A2

46628GAF6

557,194,994

16.43

JPMorgan Alternative Loan Trust 2006-A3

46628UAA6

388,868,968

23.38

JPMorgan Alternative Loan Trust 2006-A3

46628UAF5

232,520,638

24.87

JPMorgan Alternative Loan Trust 2006-A4

46629EAA1

954,168,841

22.50

JPMorgan Alternative Loan Trust 2006-A5

466284AA4

595,992,000

27.76

JPMorgan Alternative Loan Trust 2006-A5

466284AL0

416,719,000

20.30

JPMorgan Alternative Loan Trust 2006-A7

466286AA9

865,998,000

32.81

JPMorgan Alternative Loan Trust 2006-A7

466286AP6

306,545,000

29.02

JPMorgan Alternative Loan Trust 2006-S1

46627MEY9

458,298,000

20.39

JPMorgan Alternative Loan Trust 2006-S1

46627MDX2

522,486,000

10.39

JPMorgan Alternative Loan Trust 2006-S2

46628CAA6

497,984,511

21.43

JPMorgan Alternative Loan Trust 2006-S3

46628VAA4

1,124,937,504

20.87

JPMorgan Alternative Loan Trust 2006-S4

466302AA4

874,980,419

22.08

JPMorgan Alternative Loan Trust 2007-A1

466287AA7

725,523,000

34.13

JPMorgan Alternative Loan Trust 2007-A1

466287AP4

264,024,000

39.16

JPMorgan Alternative Loan Trust 2007-A2

466278AA6

1,205,066,000

38.62

JPMorgan Alternative Loan Trust 2007-A2

466278AR9

211,854,400

22.92

JPMorgan Alternative Loan Trust 2007-S1

466275AA2

675,536,694

20.07

JPMorgan Mortgage Trust 2005-ALT1

466247XE8

636,537,550

9.94

Lehman Mortgage Trust 2006-3

52520CAA3

523,900,543

22.04

Lehman Mortgage Trust 2006-4

52520RAA0

189,663,000

21.11

Lehman Mortgage Trust 2006-5

52520TAA6

327,450,204

19.02

Lehman Mortgage Trust 2006-8

52520SAA8

532,383,584

18.48

Lehman Mortgage Trust 2006-9

52521HAA1

631,181,448

17.73

Lehman Mortgage Trust 2007-1

52521FAA5

550,093,861

23.66

Lehman Mortgage Trust 2007-2

52521DAA0

315,923,631

27.59

Lehman Mortgage Trust 2007-4

52521LAA2

664,495,765

25.19

Lehman Mortgage Trust 2007-5

52521RCC3

297,241,200

32.17

Lehman Mortgage Trust 2007-6

52521NAA8

301,488,155

21.85

Lehman Mortgage Trust 2007-8

52521YAL0

276,052,000

35.29

Lehman Mortgage Trust 2007-8

52521YAR7

377,249,000

11.98

Lehman Mortgage Trust 2007-9

52522XAA5

312,489,333

5.07

Lehman Mtg Trust 2006-6

52520NAB7

394,706,591

21.12

Lehman Mtg Trust 2006-6

52520NAW1

301,777,099

5.54

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Lehman Mtg Trust 2006-7

52520QAA2

754,351,722

24.91

Lehman XS Trust

86359DUL9

2,757,128,956

15.45

Lehman XS Trust

525221BY2

497,684,520

12.23

Lehman XS Trust

525221DR5

397,321,353

16.79

Lehman XS Trust

525221CG0

341,286,028

13.23

Lehman XS Trust

525221EA1

407,614,128

13.31

Lehman XS Trust 2006-11

52522WAA7

915,475,779

32.99

Lehman XS Trust 2006-13

52523LAA0

872,891,000

29.04

Lehman XS Trust 2006-13

52523LAK8

146,712,000

31.01

Lehman XS Trust 2006-15

52523MAA8

867,478,122

31.30

Lehman XS Trust 2006-17

52523KAM6

970,501,033

32.55

Lehman XS Trust 2006-17

52523KAA2

345,269,816

23.34

Lehman XS Trust 2006-19

52523YAA2

877,788,666

34.62

Lehman XS Trust 2006-20

52523QAA9

729,106,584

38.56

Lehman XS Trust 2006-3

525221JG3

821,927,582

26.31

Lehman XS Trust 2006-5

525221JT5

1,039,728,073

24.25

Lehman XS Trust 2006-7

52522EAA7

1,059,300,723

30.75

Lehman XS Trust 2007-1

525241AA3

833,058,000

35.78

Lehman XS Trust 2007-1

525241AL9

119,794,000

26.87

Lehman XS Trust 2007-10H

525237AB9

767,024,000

54.29

Lehman XS Trust 2007-10H

525237AR4

229,570,000

41.46

Lehman XS Trust 2007-11

525249AA6

511,182,295

45.03

Lehman XS Trust 2007-14H

52525LAC4

904,221,466

56.57

Lehman XS Trust 2007-3

525245AA4

425,266,125

36.59

Lehman XS Trust 2007-3

525245AF3

406,221,620

39.79

Lehman XS Trust 2007-3

525245AK2

277,207,454

37.16

Lehman XS Trust 2007-3

525245AP1

206,477,102

35.62

Lehman XS Trust 2007-6

52524PAP7

882,873,437

47.84

Lehman XS Trust 2007-6

52524PAG7

764,060,542

46.20

Lehman XS Trust 2007-8H

52524TAA2

1,123,792,797

51.30

Lehman XS Trust 2007-9

52524MAB5

480,003,000

42.77

Lehman XS Trust 2007-9

52524MAT6

189,539,000

37.92

Lehman XS Trust Series 2005-10

525221FM4

331,027,988

17.99

Lehman XS Trust Series 2005-10

525221FY8

265,484,667

15.42

Lehman XS Trust Series 2005-3

525221AA5

556,843,000

12.30

Lehman XS Trust Series 2005-3

525221AJ6

302,600,000

16.79

Lehman XS Trust Series 2005-3

525221AQ0

375,133,000

10.71

Lehman XS Trust Series 2005-9N

525221GM3

1,638,563,135

25.71

Lehman XS Trust Series 2006-14N

52522CAF0

322,813,000

13.68

Lehman XS Trust Series 2006-14N

52522CAA1

571,419,000

39.53

Lehman XS Trust Series 2006-16N

52522DAA9

2,218,218,290

40.42

Lehman XS Trust Series 2006-2N

525221HA8

2,143,967,170

20.45

Lehman XS Trust Series 2006-9

52523DAA8

751,991,004

35.05

Lehman XS Trust Series 2007-16N

52525BAA0

421,916,000

40.06

Lehman XS Trust Series 2007-16N

52525BAC6

1,272,662,000

37.34

Lehman XS Trust, 2006-4N

525221KH9

1,371,959,006

33.98

Lehman XS Trust, Series 2005-1

86359DKR7

242,831,825

7.29

Lehman XS Trust, Series 2005-1

86359DKL0

636,211,341

11.50

Lehman XS Trust, Series 2005-2

86359DMN4

901,112,108

11.23

Lehman XS Trust, Series 2005-2

86359DMU8

372,129,498

9.01

Lehman XS Trust, Series 2005-6

525221CT2

555,885,458

16.58

Lehman XS Trust, Series 2005-6

525221DE4

383,485,774

11.82

Lehman XS Trust, Series 2005-7N

525221EM5

1,988,116,000

22.20

Lehman XS Trust, Series 2005-7N

525221ET0

420,533,000

19.81

Lehman XS Trust, Series 2006-1

525221HQ3

751,012,000

14.17

Lehman XS Trust, Series 2006-1

525221HZ3

259,595,000

23.97

Lehman XS Trust, Series 2006-10N

525229AA8

1,176,815,400

32.05

Lehman XS Trust, Series 2006-10N

525229AU4

282,990,850

18.39

Lehman XS Trust, Series 2006-12N

525226AA4

1,860,559,410

33.83

Lehman XS Trust, Series 2006-18N

52522GAA2

1,027,393,148

38.88

Lehman XS Trust, Series 2006-8

52522HAA0

1,067,740,453

23.53

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Lehman XS Trust, Series 2006-GP1

52522RAA8

875,075,554

31.92

Lehman XS Trust, Series 2006-GP2

525227AA2

1,123,536,904

31.56

Lehman XS Trust, Series 2006-GP3

525228AA0

1,010,838,913

33.16

Lehman XS Trust, Series 2006-GP4

525161AA3

1,261,143,458

33.11

Lehman XS Trust, Series 2007-12N

52524YAA1

724,110,000

37.22

Lehman XS Trust, Series 2007-12N

52524YAF0

388,187,000

45.95

Lehman XS Trust, Series 2007-12N

52524YAK9

205,341,000

28.62

Lehman XS Trust, Series 2007-15N

52524VAA7

1,143,168,000

42.60

Lehman XS Trust, Series 2007-15N

52524VAM1

1,684,836,100

45.23

Lehman XS Trust, Series 2007-18N

52525DAA6

544,789,037

42.75

Lehman XS Trust, Series 2007-20N

52525AAA2

458,652,997

47.50

Lehman XS Trust, Series 2007-2N

52524LAA9

1,342,443,032

39.52

Lehman XS Trust, Series 2007-4N

52524HAA8

2,164,428,896

38.13

Lehman XS Trust, Series 2007-7N

52524GAA0

2,199,085,631

31.54

Luminent Mortgage Trust 2005-1

550279AA1

520,568,219

14.45

Luminent Mortgage Trust 2006-1

550279AM5

576,121,824

23.89

Luminent Mortgage Trust 2006-2

550279BA0

801,473,842

21.72

Luminent Mortgage Trust 2006-3

55027AAA8

682,535,877

24.45

Luminent Mortgage Trust 2006-4

55027BAA6

497,219,703

24.05

Luminent Mortgage Trust 2006-5

55027XAA8

508,789,163

27.02

Luminent Mortgage Trust 2006-7

55028BAA5

271,534,000

25.94

Luminent Mortgage Trust 2006-7

55028BAG2

528,120,000

30.19

Luminent Mortgage Trust 2007-1

55028CAA3

431,778,638

23.65

Luminent Mortgage Trust 2007-1

55028CAC9

275,061,549

42.83

Luminent Mortgage Trust 2007-2

55027WAN2

545,440,000

29.27

Luminent Mortgage Trust 2007-2

55027WAA0

116,724,000

49.16

Luminent Mtg Trust 2006-6

55027YAB4

772,732,311

21.69

MASTR Adjustable Rate Mortgage Trust 2005-3

576433YN0

297,465,340

7.70

MASTR Adjustable Rate Mortgages Trust 2005-1

576433WU6

1,378,432,625

6.26

MASTR Adjustable Rate Mortgages Trust 2005-2

576433XU5

683,815,668

6.33

763,125,159

19.79

MASTR Adjustable Rate Mortgages Trust 2005-8

576433E51

MASTR Adjustable Rate Mortgages Trust 2006-OA1

576433G42

1,117,141,591

20.53

MASTR Adjustable Rate Mortgages Trust 2006-OA2

55275NAA9

2,013,321,248

36.77

MASTR Adjustable Rate Mortgages Trust 2007-1

576431AA8

1,913,172,580

24.71

MASTR Adjustable Rate Mortgages Trust 2007-1

576431AJ9

186,266,000

15.51

MASTR Adjustable Rate Mortgages Trust 2007-2

576429AA2

940,082,460

24.79

MASTR Adjustable Rate Mortgages Trust 2007-3

57645NAA8

1,757,618,000

43.82

MASTR Adjustable Rate Mortgages Trust 2007-3

57645NAM2

825,261,300

37.48

MASTR Adjustable Rate Mortgages Trust 2007-HF1

57645RAA9

649,573,852

38.34

MASTR Adjustable Rate Mortgages Trust 2007-HF2

57645TAA5

615,259,045

40.52
2.36

MASTR Alternative Loan Trust 2005-1

576434D76

231,431,800

MASTR Alternative Loan Trust 2005-1

576434E42

277,257,700

3.99

MASTR Alternative Loan Trust 2005-2

576434H72

420,819,922

4.80

MASTR Alternative Loan Trust 2005-3

576434L93

398,867,846

4.41

MASTR Alternative Loan Trust 2005-4

576434Q49

266,631,367

6.33

MASTR Alternative Loan Trust 2005-5

576434S62

480,029,615

4.93

MASTR Alternative Loan Trust 2005-6

576434V50

685,380,871

5.22

MASTR Alternative Loan Trust 2006-1

5764342A1

276,059,820

14.65

MASTR Alternative Loan Trust 2006-2

5764342C7

651,921,040

29.18

MASTR Alternative Loan Trust 2006-3

57645DAA0

272,987,024

20.04

MASTR Alternative Loan Trust 2007-1

55275SAA8

283,163,873

8.19

MASTR Alternative Loan Trust 2007-HF1

55291YAA5

214,978,380

46.69

MASTR Asset Backed Securities Trust 2005-AB1

57643LKX3

782,263,131

15.10

MASTR Asset Backed Securities Trust 2006-AB1

57643LNT9

578,692,896

18.90
46.63

Merrill Lynch Alternative Note Asset Trust Series 2007-A1

59023MAA8

811,955,192

Merrill Lynch Alternative Note Asset Trust Series 2007-A2

59024FAA2

881,325,151

45.09

Merrill Lynch Alternative Note Asset Trust Series 2007-A3

59024HAA8

487,784,780

45.73

Merrill Lynch Alternative Note Asset Trust Series 2007-OAR4

59025EAF3

353,242,664

49.62

Merrill Lynch Alternative Note Asset Trust Series 2007-OAR5

590227AA2

564,765,703

38.83

Merrill Lynch Alternative Note Asset Trust, Series 2007-AF1

59024KAX1

266,046,000

40.11

Merrill Lynch Alternative Note Asset Trust, Series 2007-AF1

59024KAL7

427,213,200

24.97

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Merrill Lynch Alternative Note Asset Trust, Series 2007-OAR1

59023TAA3

428,979,193

17.08

Merrill Lynch Alternative Note Asset Trust, Series 2007-OAR2

59024BAA1

611,879,992

22.74
50.94

Merrill Lynch Alternative Note Asset Trust, Series 2007-OAR3

59024JAA4

393,747,909

Merrill Lynch Mortgage Investors Trust Series 2005-A3

59020UVQ5

317,382,345

9.48

Merrill Lynch Mortgage Investors Trust Series 2006-A2

590215AA7

348,848,191

19.53
25.04

Merrill Lynch Mortgage Investors Trust Series 2006-A4

590214AA0

387,790,300

Merrill Lynch Mortgage Investors Trust Series 2006-AF2

59023NAP3

305,316,000

5.61

Merrill Lynch Mortgage Investors Trust Series 2006-AF2

59023NAA6

370,217,000

25.65

Merrill Lynch Mortgage Investors Trust Series 2006-FF1

59023WAA6

2,375,911,775

13.62

Merrill Lynch Mortgage Investors Trust, Series 2005-A-6

59020UZE8

963,361,418

15.17

Merrill Lynch Mortgage Investors Trust, Series 2005-A8

59020UP33

1,012,984,581

10.80

Merrill Lynch Mortgage Investors Trust, Series 2006-A1

59020U5U5

668,566,213

24.24

Merrill Lynch Mortgage Investors Trust, Series 2006-A3

59023CAA0

558,850,114

17.59

Morgan Stanley Mortgage Loan Trust 2005-11AR

61748HTB7

536,015,852

15.60

Morgan Stanley Mortgage Loan Trust 2005-2AR

61745M4A8

638,547,550

5.45

Morgan Stanley Mortgage Loan Trust 2005-3AR

61745M4M2

826,825,948

8.35

Morgan Stanley Mortgage Loan Trust 2005-5AR

61748HKW0

1,015,640,182

9.77

Morgan Stanley Mortgage Loan Trust 2005-5AR

61748HLA7

486,077,842

14.03

Morgan Stanley Mortgage Loan Trust 2005-6AR

61748HMC2

529,944,261

11.58

Morgan Stanley Mortgage Loan Trust 2005-6AR

61748HMG3

564,104,120

14.14

Morgan Stanley Mortgage Loan Trust 2005-9AR

61748HQW4

374,505,428

8.14

Morgan Stanley Mortgage Loan Trust 2005-9AR

61748HQY0

231,706,711

19.53

Morgan Stanley Mortgage Loan Trust 2006-11

61749WAA5

325,311,000

27.72

Morgan Stanley Mortgage Loan Trust 2006-11

61749WAB3

357,064,000

16.10

Morgan Stanley Mortgage Loan Trust 2006-15XS

61750YAA7

678,175,603

22.28

Morgan Stanley Mortgage Loan Trust 2006-17XS

61751DAA2

529,542,112

27.25

Morgan Stanley Mortgage Loan Trust 2006-1AR

61748HTW1

468,662,000

16.96

Morgan Stanley Mortgage Loan Trust 2006-1AR

61748HTZ4

143,394,000

21.63

Morgan Stanley Mortgage Loan Trust 2006-3AR

61748HWM9

392,302,276

16.61

Morgan Stanley Mortgage Loan Trust 2006-3AR

61748HWR8

407,916,417

19.75

Morgan Stanley Mortgage Loan Trust 2006-5AR

61748HYK1

556,421,591

18.52

Morgan Stanley Mortgage Loan Trust 2006-6AR

61749CAA9

607,397,000

30.86

Morgan Stanley Mortgage Loan Trust 2006-6AR

61749CAF8

430,002,000

21.55

Morgan Stanley Mortgage Loan Trust 2006-7

61749JAR7

160,065,000

32.14

Morgan Stanley Mortgage Loan Trust 2006-7

61749JAA4

387,967,600

13.08

Morgan Stanley Mortgage Loan Trust 2006-8AR

61749LAA9

791,943,630

17.04

Morgan Stanley Mortgage Loan Trust 2006-9AR

61748JAA5

652,220,892

35.63

Morgan Stanley Mortgage Loan Trust 2007-10XS

61751MAA2

557,457,043

26.21

Morgan Stanley Mortgage Loan Trust 2007-11AR

61754VAA9

406,052,663

43.34

Morgan Stanley Mortgage Loan Trust 2007-12

61755GAA1

516,179,004

13.77

Morgan Stanley Mortgage Loan Trust 2007-13

61756HBH2

325,266,000

36.25

Morgan Stanley Mortgage Loan Trust 2007-13

61756HAA8

275,762,200

11.29

Morgan Stanley Mortgage Loan Trust 2007-14AR

61756VAA7

544,403,100

14.48

Morgan Stanley Mortgage Loan Trust 2007-14AR

61756VBA6

369,311,500

41.49

Morgan Stanley Mortgage Loan Trust 2007-15AR

61756XAA3

557,260,600

44.53

Morgan Stanley Mortgage Loan Trust 2007-15AR

61756XBT1

151,634,300

28.76

Morgan Stanley Mortgage Loan Trust 2007-1XS

61752JAA8

506,806,191

29.90

Morgan Stanley Mortgage Loan Trust 2007-2AX

61751TAA7

650,646,510

40.93

Morgan Stanley Mortgage Loan Trust 2007-3XS

61752RAA0

531,109,506

24.91

Morgan Stanley Mortgage Loan Trust 2007-5AX

61751GAA5

572,617,782

41.35

Morgan Stanley Mortgage Loan Trust 2007-7AX

61754HAA0

1,128,563,894

41.20

Morgan Stanley Mortgage Loan Trust 2007-8XS

61754PAA2

580,348,598

26.40

Morgan Stanley Mortgage Loans Trust 2007-6XS

61751JAA9

546,796,792

20.76

Morgan Stanley Mtg Ln Trust 2006-12XS

61749EAA5

521,284,434

28.16

Morgan Stanley Mtg Ln Trust 2006-13ARX

61750PAA6

608,918,208

39.55

Morgan Stanley Mtg Ln Trust 2006-16AX

617487AF0

236,873,000

41.78

Morgan Stanley Mtg Ln Trust 2006-16AX

617487AA1

719,425,000

37.99

MortgageIT Mortgage Loan Trust 2006-1

61915RCJ3

260,187,000

21.77

MortgageIT Mortgage Loan Trust 2006-1

61915RBY1

494,106,000

21.08

MortgageIT Securities Corp. Mortgage Loan Trust, Series 2007-1

61915YAA9

1,244,870,145

39.46

MortgageIT Trust 2005-1

61913PAP7

883,266,517

4.73

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MortgageIT Trust 2005-1

61913PAR3

133,750,647

2.81

MortgageIT Trust 2005-2

61915RAA4

606,138,000

5.10

MortgageIT Trust 2005-2

61915RAC0

71,459,800

2.56

MortgageIT Trust 2005-3

61915RAK2

722,026,550

8.27

MortgageIT Trust 2005-4

61913PAZ5

721,148,363

13.87

MortgageIT Trust 2005-5

61915RAU0

905,128,367

17.34

MortgageIT Trust 2005-AR1

61915RBB1

387,566,313

20.37

New Century Alternative Mortgage Loan Trust 2006-ALT1

643528AA0

521,809,575

15.30
17.01

New Century Alternative Mortgage Loan Trust 2006-ALT2

643529AA8

465,620,218

New York Mortgage Trust 2005-1

649603AA5

418,996,085

0.49

New York Mortgage Trust 2005-2

649603AD9

242,869,870

1.94

New York Mortgage Trust 2005-3

649603AG2

235,000,000

6.53

Nomura Asset Acceptance Corp. Alternative Ln Trust, Series 2006-AR3

65537EAA2

476,229,351

35.25

Nomura Asset Acceptance Corporation Alternative Loan Trust Series 2005AP1

65535VHN1

132,150,000

7.25

Nomura Asset Acceptance Corporation Alternative Loan Trust Series 2005AP1

65535VHD3

220,983,000

4.76

Nomura Asset Acceptance Corporation Alternative Loan Trust Series 2005AR1

65535VHW1

372,581,567

9.34

Nomura Asset Acceptance Corporation Alternative Loan Trust Series 2005AR2

65535VKB3

504,432,505

10.53

Nomura Asset Acceptance Corporation Alternative Loan Trust Series 2005AR5

65535VPT9

545,195,121

18.35

Nomura Asset Acceptance Corporation Alternative Loan Trust Series 2006AR4

65538DAA3

600,001,336

45.12

Nomura Asset Acceptance Corporation Alternative Loan Trust Series 2006WF1

65537BAA8

340,979,043

26.16

Nomura Asset Acceptance Corporation, Alternative Loan Trust Series 20071

65538PAA6

817,666,000

44.75

Nomura Asset Acceptance Corporation, Alternative Loan Trust Series 20071

65538NAA1

774,883,000

48.63

Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series
2005-AP2

65535VLG1

275,269,662

11.78

Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series
2005-AP3

65535VPB8

275,156,918

18.25

Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series
2005-AR4

65535VMV7

500,835,194

13.20

Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series
2005-AR6

65535VRG5

655,477,464

22.57

Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series
2005-WF1

65535VKT4

483,641,714

5.78

Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series
2006-AF1

65536PAA8

424,768,000

32.85

Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series
2006-AF1

65536PAL4

270,803,600

32.38

Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series
2006-AF2

65536VAA5

364,051,000

39.86

Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series
2006-AF2

65536XAN3

200,350,000

38.31

Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series
2006-AF2

65536XAA1

199,705,600

35.38

Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series
2006-AR1

65535VSF6

245,466,000

24.54

Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series
2006-AR1

65535VRY6

197,852,900

20.00

Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series
2006-AR2

65535VUS5

202,111,000

25.28

Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series
2006-AR2

65535VUH9

158,888,000

27.84

Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series
2007-2

655378AA5

437,450,039

46.60

Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series
2007-3

65537UAA6

389,813,589

51.41

Nomura Home Equity Loan Inc., Home Equity Loan Trust, Series 2006-AF1

65535AAA2

372,101,756

44.17

Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-1

65537KAV2

423,074,000

43.38

Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2007-1

65537KAA8

600,038,000

45.97

NovaStar Mortgage Funding Trust, Series 2006-MTA1

66988UAA8

1,200,000,000

32.35

Opteum Mortgage Acceptance Corporation

68383NAA1

802,625,137

6.90

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Opteum Mortgage Acceptance Corporation

68383NAR4

883,987,488

Opteum Mortgage Acceptance Corporation

68383NBK8

937,114,437

7.09
9.62

Opteum Mortgage Acceptance Corporation

68383NCA9

1,321,738,004

14.18

Opteum Mortgage Acceptance Corporation

68383NCU5

986,276,688

17.16

Opteum Mortgage Acceptance Corporation Trust 2006-1

68383NDT7

934,211,491

23.67

Opteum Mortgage Acceptance Corporation Trust Series 2006-2

68384CAA4

491,576,520

40.93
35.53

Ownit Mortgage Loan Asset-Backed Certificates, Series 2006-1

69121PCG6

724,995,990

PHH Alternative Mortgage Trust, Series 2007-1

69337BAA2

371,546,000

26.20

PHH Alternative Mortgage Trust, Series 2007-1

69337BAH7

233,902,500

15.02

PHH Alternative Mortgage Trust, Series 2007-2

69337HAA9

329,538,139

23.93

PHH Alternative Mortgage Trust, Series 2007-2

69337HAK7

271,530,435

16.33

PHH Alternative Mortgage Trust, Series 2007-3

69337MAA8

412,216,529

21.09

Prime Mortgage Trust 2006-1

74161BAA3

286,444,710

12.05

Prime Mortgage Trust 2006-DR1

74159UAA5

547,694,244

7.43

RAAC Series 2006-SP3 Trust

74919QAA5

302,164,904

29.54

RALI Ser 2006-QA9 Trust

75115VAA3

371,608,002

24.87

RALI Series 2005-QA1 Trust

76110HM63

299,259,626

6.25

RALI Series 2005-QA10 Trust

761118FY9

621,755,815

15.83

RALI Series 2005-QA11 Trust

761118LH9

525,123,513

13.66

RALI Series 2005-QA12 Trust

761118MY1

285,232,724

15.04

RALI Series 2005-QA13 Trust

761118PC6

560,185,055

17.88

RALI Series 2005-QA2 Trust

76110HS34

500,986,023

7.21

RALI Series 2005-QA3 Trust

76110H2G3

500,048,258

7.02

RALI Series 2005-QA4 Trust

76110H4E6

525,224,204

9.09

RALI Series 2005-QA5 Trust

76110H4W6

241,840,609

4.16

RALI Series 2005-QA6 Trust

76110H5Z8

575,458,757

8.77

RALI Series 2005-QA7 Trust

76110H7A1

575,043,117

7.74

RALI Series 2005-QA8 Trust

761118BP2

519,517,400

10.77

RALI Series 2005-QA9 Trust

761118FD5

650,482,392

15.98

RALI Series 2005-QO1 Trust

761118EN4

711,141,692

15.81

RALI Series 2005-QO2 Trust

761118HU5

425,061,733

18.06

RALI Series 2005-QO3 Trust

761118KU1

500,588,687

20.81

RALI Series 2005-QO4 Trust

761118NL8

796,979,968

21.93

RALI Series 2005-QO5 Trust

761118QM3

1,275,117,389

25.81

RALI Series 2005-QS1 Trust

76110HN54

214,597,361

4.36

RALI Series 2005-QS10 Trust

761118CV8

265,747,522

7.27

RALI Series 2005-QS11 Trust

761118CE6

213,644,237

7.81

RALI Series 2005-QS12

761118DN5

528,901,122

7.28

RALI Series 2005-QS13 Trust

761118GP7

639,169,632

8.67

RALI Series 2005-QS14 Trust

761118JG4

130,938,000

4.67

RALI Series 2005-QS14 Trust

761118JH2

484,882,000

20.09

RALI Series 2005-QS16 Trust

761118MA3

427,980,012

10.70

RALI Series 2005-QS17 Trust

761118PQ5

540,112,378

13.82

RALI Series 2005-QS2 Trust

76110HQ69

212,988,702

4.62

RALI Series 2005-QS3 Trust

76110HU49

117,125,952

4.17

RALI Series 2005-QS3 Trust

76110HZ77

103,981,675

1.24

RALI Series 2005-QS3 Trust

76110H2A6

254,473,802

7.34

RALI Series 2005-QS4 Trust

76110H3N7

211,687,240

4.70

RALI Series 2005-QS5 Trust

76110H2X6

214,032,269

6.50

RALI Series 2005-QS7 Trust

761118AA6

369,979,162

7.59

RALI Series 2005-QS9 Trust

761118AU2

370,978,359

6.22

RALI Series 2006 QO6

75114NAA2

1,302,015,741

29.90

RALI Series 2006-QA1 Trust

761118SZ2

603,925,251

22.93

RALI Series 2006-QA10 Trust

74922NAA7

377,962,898

36.58

RALI Series 2006-QA11 Trust

74922XAA5

375,060,504

38.35

RALI Series 2006-QA2 Trust

761118TN8

394,019,781

28.76

RALI Series 2006-QA3 Trust

75114RAD7

400,896,378

26.66

RALI Series 2006-QA4 Trust

748939AA3

306,439,505

29.84

RALI Series 2006-QA5 Trust

75115BAA7

612,208,359

29.78

RALI Series 2006-QA5 Trust

75115BAC3

89,520,806

23.42

RALI Series 2006-QA6 Trust

74922MAA9

630,221,498

36.68

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RALI Series 2006-QA7 Trust

751152AA7

592,300,312

36.31

RALI Series 2006-QA8 Trust

74922QAA0

800,255,075

38.73

RALI Series 2006-QH1 Trust

75115GAA6

340,487,638

30.10

RALI Series 2006-QO1 Trust

761118RG5

901,172,596

24.37

RALI Series 2006-QO10 Trust

751153AA5

900,209,561

42.48

RALI Series 2006-QO2 Trust

761118VY1

670,179,329

22.48

RALI Series 2006-QO3 Trust

761118WP9

650,012,926

27.62

RALI Series 2006-QO4 Trust

75114GAA7

850,027,283

29.07

RALI Series 2006-QO5 Trust

75114HAA5

1,076,971,461

31.47

RALI Series 2006-QO7 Trust

751150AA1

1,550,191,404

33.24

RALI Series 2006-QO8 Trust

75115FAB6

1,300,479,316

37.91

RALI Series 2006-QO9 Trust

75115HAA4

900,105,729

36.94

RALI Series 2006-QS 18 Trust

74922RAP5

104,211,000

10.13

RALI Series 2006-QS 18 Trust

74922RAA8

1,077,649,000

26.75

RALI Series 2006-QS1 Trust

761118RZ3

323,843,584

12.13

RALI Series 2006-QS10 Trust

751155AA0

533,600,596

18.95

RALI Series 2006-QS11 Trust

75115EAA1

751,505,705

20.97

RALI Series 2006-QS12 Trust

751151AA9

541,291,677

25.25

RALI Series 2006-QS13 Trust

75115DAA3

537,001,000

21.51

RALI Series 2006-QS13 Trust

75115DAM7

104,047,000

6.03

RALI Series 2006-QS14 Trust

74922GAA2

753,676,763

25.42

RALI Series 2006-QS16 Trust

74922LAA1

752,079,933

24.89

RALI Series 2006-QS17 Trust

74922SAA6

537,005,668

23.14

RALI Series 2006-QS2 Trust

761118UG1

750,231,000

15.80

RALI Series 2006-QS2 Trust

761118VA3

131,448,700

3.44

RALI Series 2006-QS3 Trust

761118XD5

969,831,190

20.46

RALI Series 2006-QS4 Trust

749228AA0

752,261,100

17.36

RALI Series 2006-QS5 Trust

75114TAA9

697,971,005

20.85

RALI Series 2006-QS6 Trust

74922EAA7

752,160,000

22.97

RALI Series 2006-QS6 Trust

74922EAT6

106,652,000

6.17

RALI Series 2006-QS7 Trust

748940AA1

537,508,457

21.48

RALI Series 2006-QS8 Trust

75115AAA9

966,346,145

27.14

RALI Series 2006-QS9 Trust

75115CAA5

540,117,458

22.14

RALI Series 2007-QA1 Trust

74923GAA1

413,170,287

35.67

RALI Series 2007-QA2 Trust

74922PAA2

369,946,696

41.84

RALI Series 2007-QA3 Trust

74923XAA4

889,921,188

40.04

RALI Series 2007-QA4 Trust

74923YAA2

245,535,524

41.16

RALI Series 2007-QA5 Trust

749236AA3

504,053,794

41.08

RALI Series 2007-QH1 Trust

74922HAA0

524,888,979

34.37

RALI Series 2007-QH2 Trust

74922JAA6

350,176,040

36.38

RALI Series 2007-QH3 Trust

74922WAA7

351,233,060

33.24

RALI Series 2007-QH4 Trust

74922TAA4

400,971,226

33.07

RALI Series 2007-QH5 Trust

75116EAA0

500,003,936

47.06

RALI Series 2007-QH6 Trust

74922AAA5

600,008,792

40.12

RALI Series 2007-QH7 Trust

75115LAA5

350,995,714

52.57

RALI Series 2007-QH8 Trust

74924EAA5

560,051,717

47.66

RALI Series 2007-QH9 Trust

749241AA3

594,389,039

54.92

RALI Series 2007-QO1 Trust

75115YAA7

630,120,138

40.53

RALI Series 2007-QO2 Trust

75116AAA8

533,269,080

41.28

RALI Series 2007-QO3 Trust

74923TAA3

299,894,495

39.78

RALI Series 2007-QO4 Trust

74923LAA0

511,013,830

42.51

RALI Series 2007-QO5Trust

74924AAA3

236,751,241

53.05

RALI Series 2007-QS1 Trust

74922KAA3

430,045,000

21.17

RALI Series 2007-QS1 Trust

74922KAH8

867,322,000

21.53

RALI Series 2007-QS10 Trust

74924DAA7

435,758,536

27.28

RALI Series 2007-QS11 Trust

74925GAA9

305,836,169

33.85

RALI Series 2007-QS2 Trust

74923CAA0

536,743,546

23.20

RALI Series 2007-QS3 Trust

75116BAA6

971,611,637

29.13

RALI Series 2007-QS4 Trust

74923HAA9

746,941,260

25.36

RALI Series 2007-QS5 Trust

74923JAA5

432,705,069

23.88

RALI Series 2007-QS6 Trust

75116CAA4

808,301,218

26.10

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RALI Series 2007-QS7 Trust

74923WAA6

803,292,207

23.99

RALI Series 2007-QS8 Trust

74922UAA1

651,756,520

25.43

RALI Series 2007-QS9 Trust

75116FAA7

707,033,726

29.52

RAMP Ser 2006-RS6 Trust

75156QAA4

375,000,049

45.60

RBSGC Mortgage Loan Trust 2005-A

74927UAV0

425,324,444

6.61

RBSGC Mortgage Loan Trust 2007-A

74927WAA2

480,662,574

17.32

RBSGC Mortgage Loan Trust 2007-B

74927XAG7

98,814,569

0.73

RBSGC Mortgage Loan Trust 2007-B

74927XAA0

531,625,812

14.64

Residential Asset Securitization Trust 2005-A1

45660LEU9

400,000,000

4.02

Residential Asset Securitization Trust 2005-A10

45660LXK0

350,401,830

8.22

Residential Asset Securitization Trust 2005-A11CB

45660LA25

477,211,135

10.14

Residential Asset Securitization Trust 2005-A12

45660LK24

372,259,359

6.87

Residential Asset Securitization Trust 2005-A13

45660LC98

312,227,661

9.84

Residential Asset Securitization Trust 2005-A14

45660LS83

254,414,613

8.24

Residential Asset Securitization Trust 2005-A15

45660L3G2

1,668,362,720

12.18

Residential Asset Securitization Trust 2005-A16

45660L2T5

249,967,762

10.23

Residential Asset Securitization Trust 2005-A2

45660LDR7

276,813,769

3.37

Residential Asset Securitization Trust 2005-A3

45660LHR3

252,254,560

3.92

Residential Asset Securitization Trust 2005-A4

45660LHD4

202,014,229

4.95

Residential Asset Securitization Trust 2005-A5

45660LJX8

401,252,718

5.26

Residential Asset Securitization Trust 2005-A6CB

45660LPB9

548,346,229

4.88

Residential Asset Securitization Trust 2005-A7

45660LNN5

274,878,716

6.25

Residential Asset Securitization Trust 2005-A8CB

45660LSP5

526,614,425

5.70

Residential Asset Securitization Trust 2005-A9

45660LTN9

197,644,728

4.93

Residential Asset Securitization Trust 2006-A1

45660L6H7

571,940,310

15.68

Residential Asset Securitization Trust 2006-A1

45660L6R5

244,716,542

12.12

Residential Asset Securitization Trust 2006-A10

76113LAA5

252,544,726

20.55

Residential Asset Securitization Trust 2006-A11

76113TAA8

327,717,164

24.87

Residential Asset Securitization Trust 2006-A12

76113XAA9

374,074,923

20.53

Residential Asset Securitization Trust 2006-A13

76113HAA4

402,104,815

24.23

Residential Asset Securitization Trust 2006-A14CB

76114BAA6

366,327,577

28.12

Residential Asset Securitization Trust 2006-A15

76114DAA2

478,765,559

22.65

Residential Asset Securitization Trust 2006-A16

76114GAA5

675,594,745

20.25

Residential Asset Securitization Trust 2006-A2

45661EBM5

407,000,000

15.00

Residential Asset Securitization Trust 2006-A3CB

45661EFJ8

402,826,347

24.29

Residential Asset Securitization Trust 2006-A4IP

45661EDQ4

637,882,216

26.17

Residential Asset Securitization Trust 2006-A5CB

76112FAA9

455,295,337

23.56

Residential Asset Securitization Trust 2006-A6

76113FAA8

402,101,160

18.94

Residential Asset Securitization Trust 2006-A7CB

76113NAA1

454,576,412

24.25

Residential Asset Securitization Trust 2006-A8

761119AA4

641,665,755

20.15

Residential Asset Securitization Trust 2006-A9CB

76112HAA5

425,502,190

36.50

Residential Asset Securitization Trust 2007-A1

761136AS9

386,577,357

19.28

Residential Asset Securitization Trust 2007-A2

761120AA2

683,787,666

21.48

Residential Asset Securitization Trust 2007-A3

76113WAA1

371,388,138

25.72

Residential Asset Securitization Trust 2007-A5

76114HAA3

802,675,195

17.73

Residential Asset Securitization Trust 2007-A6

76114CAA4

509,687,002

19.85

Residential Asset Securitization Trust 2007-A7

76114QAA3

454,462,428

23.62

Residential Asset Securitization Trust 2007-A8

761128AJ6

99,943,200

11.76

Residential Asset Securitization Trust 2007-A8

761128AA5

358,938,000

28.20

Residential Asset Securitization Trust 2007-A9

761143AA4

306,993,673

38.16

SBI Home Equity Ln Trust 2006-1

78402TAA4

238,001,000

1.10

Sequoia Alternative Loan Trust 2006-1

81744DAA0

301,057,342

26.90

Sequoia Mortgage Trust 2005-3

81744FHK6

365,208,268

1.43

Specialty Underwriting and Residential Finance Trust, Series 2006-AB3

84751XAA0

425,000,000

39.52

STARM Mortgage Loan Trust 2007-1

78473NAA1

545,100,629

14.43

Structured Adj Rate Mtg Ln Trust Ser 2006-10

86361QAF1

218,267,000

23.09

Structured Adj Rate Mtg Ln Trust Ser 2006-10

86361QAA2

268,986,300

16.02

Structured Adjustable Rate Mortgage Loan Trust 2005-6XS

863579MG0

511,776,247

6.95

Structured Adjustable Rate Mortgage Loan Trust 2005-8XS

863579NW4

573,628,666

7.27

Structured Adjustable Rate Mortgage Loan Trust 2007-6

86364CAA0

432,163,000

38.86

Structured Adjustable Rate Mortgage Loan Trust 2007-6

86364CAF9

270,954,000

28.74

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Structured Adjustable Rate Mortgage Loan Trust Series 2005-10

863579SJ8

989,160,279

Structured Adjustable Rate Mortgage Loan Trust Series 2005-14

863579TM0

546,639,626

8.04
9.40

Structured Adjustable Rate Mortgage Loan Trust Series 2005-16XS

863579WR5

905,680,994

9.22

Structured Adjustable Rate Mortgage Loan Trust Series 2005-19XS

863579YR3

1,145,703,175

15.96

Structured Adjustable Rate Mortgage Loan Trust Series 2005-19XS

863579YU6

608,884,503

12.24
15.77

Structured Adjustable Rate Mortgage Loan Trust Series 2005-22

863579F45

515,022,634

Structured Adjustable Rate Mortgage Loan Trust Series 2005-22

863579G51

640,280,546

9.73

Structured Adjustable Rate Mortgage Loan Trust Series 2005-5

863579QR2

501,027,141

2.08

Structured Adjustable Rate Mortgage Loan Trust Series 2006-1

863579N79

1,274,069,000

16.14

Structured Adjustable Rate Mortgage Loan Trust Series 2006-1

863579Q68

517,049,000

10.86

Structured Adjustable Rate Mortgage Loan Trust Series 2006-12

86362RAA9

359,709,000

27.73
24.04

Structured Adjustable Rate Mortgage Loan Trust Series 2006-12

86362RAC5

206,702,900

Structured Adjustable Rate Mortgage Loan Trust Series 2006-2

863579T99

666,148,717

15.57

Structured Adjustable Rate Mortgage Loan Trust Series 2006-2

863579U97

663,564,688

16.75

Structured Adjustable Rate Mortgage Loan Trust Series 2006-8

86361JAA8

346,412,000

17.51

Structured Adjustable Rate Mortgage Loan Trust Series 2006-8

86361JAF7

791,885,000

12.96

Structured Adjustable Rate Mortgage Loan Trust Series 2007-10

86364PAA1

257,661,691

43.52
32.73

Structured Adjustable Rate Mortgage Loan Trust Series 2007-10

86364PAD5

264,676,271

Structured Adjustable Rate Mortgage Loan Trust Series 2007-3

86363GAA2

434,492,481

32.53

Structured Adjustable Rate Mortgage Loan Trust Series 2007-3

86363GAJ3

315,506,072

13.91

Structured Adjustable Rate Mortgage Loan Trust Series 2007-3

86363GAD6

403,193,790

17.88

Structured Adjustable Rate Mortgage Loan Trust Series 2007-4

86363LAA1

541,722,184

45.29

Structured Adjustable Rate Mortgage Loan Trust Series 2007-7

86364DAA8

256,760,000

43.66

Structured Adjustable Rate Mortgage Loan Trust Series 2007-7

86364DAD2

416,491,000

27.13

Structured Adjustable Rate Mortgage Loan Trust Series 2007-8

86362NAA8

377,410,000

36.81

Structured Adjustable Rate Mortgage Loan Trust Series 2007-8

86362NAE0

263,239,000

20.73

Structured Adjustable Rate Mortgage Loan Trust, Series 2005-2

863579KG2

324,306,647

2.05

Structured Adjustable Rate Mortgage Loan Trust, Series 2005-3XS

863579JZ2

316,622,200

3.98

Structured Adjustable Rate Mortgage Loan Trust, Series 2005-4

863579MU9

214,152,300

5.83

Structured Adjustable Rate Mortgage Loan Trust, Series 2005-4

863579MY1

132,451,000

3.19

Structured Adjustable Rate Mortgage Loan Trust, Series 2005-4

863579MP0

582,888,400

5.50

Structured Adjustable Rate Mortgage Loan Trust, Series 2005-7

863579PS1

150,170,000

6.82

Structured Adjustable Rate Mortgage Loan Trust, Series 2005-7

863579PD4

967,566,800

5.37

Structured Adjustable Rate Mortgage Loan Trust, Series 2005-9

863579QV3

735,362,096

10.79

Structured Adjustable Rate Mortgage Loan Trust, Series 2006-11

86362HAA1

360,858,000

21.27

Structured Adjustable Rate Mortgage Loan Trust, Series 2006-11

86362HAC7

53,475,300

19.09

Structured Adjustable Rate Mortgage Loan Trust, Series 2006-11

86362HAE3

129,001,700

24.84

Structured Adjustable Rate Mortgage Loan Trust, Series 2006-3

8635792C1

512,968,000

14.13

Structured Adjustable Rate Mortgage Loan Trust, Series 2006-3

8635792A5

318,131,000

22.46

Structured Adjustable Rate Mortgage Loan Trust, Series 2006-4

86360BAA6

574,244,000

21.95

Structured Adjustable Rate Mortgage Loan Trust, Series 2006-4

86360BAG3

1,262,979,000

8.93

Structured Adjustable Rate Mortgage Loan Trust, Series 2006-5

86360NAA0

211,956,000

20.34

Structured Adjustable Rate Mortgage Loan Trust, Series 2006-5

86360NAD4

814,576,000

10.21

Structured Adjustable Rate Mortgage Loan Trust, Series 2006-6

863581AA2

118,598,000

25.02

Structured Adjustable Rate Mortgage Loan Trust, Series 2006-6

863581AE4

533,765,000

9.31

Structured Adjustable Rate Mortgage Loan Trust, Series 2007-1

86362TAA5

345,075,000

36.64

Structured Adjustable Rate Mortgage Loan Trust, Series 2007-1

86362TAD9

146,023,000

16.30

Structured Adjustable Rate Mortgage Loan Trust, Series 2007-11

86364YAA2

218,786,000

49.48

Structured Adjustable Rate Mortgage Loan Trust, Series 2007-11

86364YAE4

246,025,000

27.31

Structured Adjustable Rate Mortgage Loan Trust, Series 2007-2

86362UAA2

409,734,000

34.98

Structured Adjustable Rate Mortgage Loan Trust, Series 2007-2

86362UAD6

144,583,200

13.77

Structured Adjustable Rate Mortgage Loan Trust, Series 2007-5

86363XAA5

298,037,000

36.81

Structured Adjustable Rate Mortgage Loan Trust, Series 2007-5

86363XAD9

381,541,000

20.10

Structured Adjustable Rate Mortgage Loan Trust, Series 2007-9

86364JAA5

190,891,000

46.07

Structured Adjustable Rate Mortgage Loan Trust, Series 2007-9

86364JAD9

344,551,000

27.80
11.35

Structured Asset Mortgage Investments II Trust 2005 AR6

86359LMW6

600,324,160

Structured Asset Mortgage Investments II Trust 2005-AR1

86359LGS2

817,459,122

2.55

Structured Asset Mortgage Investments II Trust 2005-AR2

86359LHX0

817,715,039

9.04

Structured Asset Mortgage Investments II Trust 2005-AR3

86359LJZ3

583,010,992

9.36

Structured Asset Mortgage Investments II Trust 2005-AR4

86359LLZ0

909,708,325

12.14

Structured Asset Mortgage Investments II Trust 2005-AR7

86359LPY9

390,848,000

9.91

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Structured Asset Mortgage Investments II Trust 2005-AR7

86359LQB8

502,859,300

23.57

Structured Asset Mortgage Investments II Trust 2006-AR1

86359LTA7

1,413,394,201

24.92
32.72

Structured Asset Mortgage Investments II Trust 2006-AR2

86359LSM2

767,176,527

Structured Asset Mortgage Investments II Trust 2006-AR3

86360KAA6

1,843,507,000

34.90

Structured Asset Mortgage Investments II Trust 2006-AR3

86360KBJ6

264,693,000

17.42
12.04

Structured Asset Mortgage Investments II Trust 2006-AR3

86360KAW8

457,116,600

Structured Asset Mortgage Investments II Trust 2006-AR4

86360QAA3

1,582,354,407

25.20

Structured Asset Mortgage Investments II Trust 2006-AR5

86360JAA9

971,348,464

15.04

Structured Asset Mortgage Investments II Trust 2006-AR6

86360UAA4

1,549,163,188

37.38

Structured Asset Mortgage Investments II Trust 2006-AR7

86361HAA2

2,903,845,520

40.38

Structured Asset Mortgage Investments II Trust 2007-AR1

86362XAA6

348,703,000

39.48

Structured Asset Mortgage Investments II Trust 2007-AR1

86362XAP3

346,936,000

49.75

Structured Asset Mortgage Investments II Trust 2007-AR2

86363DAA9

291,668,000

39.18

Structured Asset Mortgage Investments II Trust 2007-AR2

86363DAH4

231,201,000

10.79

Structured Asset Mortgage Investments II Trust 2007-AR3

86363NAA7

912,236,026

39.43

Structured Asset Mortgage Investments II Trust 2007-AR3

86363NAY5

769,852,169

45.24

Structured Asset Mortgage Investments II Trust 2007-AR4

86364MAA8

1,229,852,432

39.05

Structured Asset Mortgage Investments II Trust 2007-AR5

86364HAA9

602,388,182

23.29

Structured Asset Mortgage Investments II Trust 2007-AR6

86364RAA7

1,183,227,573

53.21

Structured Asset Mortgage Investments II Trust 2007-AR7

86364KAA2

820,243,970

32.67

Structured Asset Mtg Invest II Trust 2006-AR8

86361WAA9

1,742,996,158

38.72

Structured Asset Securities Corporation Mortgage Loan Trust 2005-4XS

86359B5D9

295,302,434

1.81

Structured Asset Securities Corporation Mortgage Loan Trust 2005-4XS

86359B4Q1

464,498,534

7.05

Structured Asset Securities Corporation Mortgage Loan Trust 2005-7XS

86359B7F2

516,556,934

6.54

Structured Asset Securities Corporation Mortgage Loan Trust 2005-9XS

86359DDN4

525,124,130

6.40

Structured Asset Securities Corporation Mortgage Loan Trust, 2005-2XS

86359B2A8

499,857,956

5.58

SunTrust Alternative Loan Trust, Series 2005-1F

86789MAA5

688,178,733

19.20

TBW Mortgage-Backed Trust 2006-6

87222PAA1

571,696,143

24.17

TBW Mortgage-Backed Trust 2007-1

87222EAA6

739,065,705

28.90

TBW Mortgage-Backed Trust 2007-2

872227AA1

648,509,965

26.39

TBW Mortgage-Backed Trust Series 2006-2

878048AA5

631,895,648

20.85

TBW Mortgage-Backed Trust Series 2006-3

87804AAA0

654,382,367

23.23

TBW Mortgage-backed Trust series 2006-4

872224AA8

419,077,297

28.88

TBW Mtg-Bckd Trust Series 2006-5

872225AA5

598,789,446

21.72

Terwin Mortgage Trust 2006-17HE

88156EAA4

465,001,163

38.32

Terwin Mortgage Trust 2006-7

88156PAA9

350,001,667

29.49

Terwin Mortgage Trust 2006-7

88156PAX9

250,000,540

26.71

Terwin Mortgage Trust 2006-9HGA

88156TAA1

400,001,848

25.74

Terwin Mortgage Trust 2007-2ALT

88157JAA2

345,001,615

34.82

Terwin Mortgage Trust 2007-6ALT

88157VAA5

165,001,828

46.86

Terwin Mortgage Trust Series TMTS 2005-12ALT

881561VV3

315,010,838

12.48

355,005,401

20.49

Wachovia Mortgage Loan Trust Series 2006-AMN1

92978EAA2

714,382,496

29.26

Wachovia Mortgage Loan Trust, Series 2006-ALT1

92978GAA7

459,701,870

24.02

WaMu Mortgage Pass Through Certificates Series 2005-AR13 Trust

92922F4M7

3,901,265,905

6.90

WaMu Mortgage Pass Through Certificates Series 2006-AR13 Trust

93363RAA4

1,487,390,676

18.71

WaMu Mortgage Pass-Through Ceritifcates Series 2006-AR3 Trust

92925CDA7

1,019,582,771

14.50

WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust

939336X40

2,971,414,173

2.67

WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust

92922F2G2

3,201,069,295

5.79

WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust

92922F5T1

2,568,388,726

9.34

WaMu Mortgage Pass-Through Certificates Series 2005-AR17 Trust

92922F7P7

1,591,015,791

10.28

WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust

92925CBA9

2,490,010,170

6.18

WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust

92922FC97

3,267,405,772

4.26

WaMu Mortgage Pass-Through Certificates Series 2005-AR6 Trust

92922FH84

3,167,184,178

4.01

WaMu Mortgage Pass-Through Certificates Series 2005-AR8 Trust

92922FR67

3,029,599,418

5.39

WaMu Mortgage Pass-Through Certificates Series 2005-AR9 Trust

92922FU48

1,505,402,999

4.28

WaMu Mortgage Pass-Through Certificates Series 2006-AR1 Trust

92925CCC4

1,516,188,758

10.53

WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust

93363TAD4

579,832,513

19.98

WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust

93363TAA0

1,057,427,139

17.45

WaMu Mortgage Pass-Through Certificates Series 2006-AR15 Trust

93363QAA6

878,138,746

20.89

WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust

92925DAA8

1,136,063,311

16.11

Terwin Mortgage Trust Series TMTS 2005-18ALT

881561E91

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Page 37 of 57

WaMu Mortgage Pass-Through Certificates Series 2006-AR4 Trust

93934FPH9

932,087,563

WaMu Mortgage Pass-Through Certificates Series 2006-AR5 Trust

93362YAA0

796,522,189

16.39

WaMu Mortgage Pass-Through Certificates Series 2006-AR7 Trust

93363CAA7

1,274,997,851

12.84

WaMu Mortgage Pass-Through Certificates Series 2007-HY5 Trust

92990GAA1

499,246,000

18.88

WaMu Mortgage Pass-Through Certificates Series 2007-HY5 Trust

92990GAJ2

368,101,000

11.98

WaMu Mortgage Pass-Through Certificates Series 2007-HY5 Trust

92990GAC7

768,672,900

17.40

WaMu Mortgage Pass-Through Certificates Series 2007-HY6 Trust

92927XAA2

760,529,197

23.05

WaMu Mortgage Pass-Through Certificates Series 2007-HY6 Trust

92927XAG9

1,041,249,807

10.57

WaMu Mortgage Pass-Through Certificates Series 2007-HY6 Trust

92927XAC8

1,649,323,376

17.44

WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust

93364FAG6

1,159,550,000

22.09

WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust

93364FAL5

608,464,000

11.29

WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust

93364FAA9

1,059,837,000

26.13

WaMu Mortgage Pass-Through Certificates Series 2007-OA1 Trust

92926WAA5

1,100,051,574

19.36

WaMu Mortgage Pass-Through Certificates Series 2007-OA2 Trust

933635AA2

1,011,390,690

21.74

WaMu Mortgage Pass-Through Certificates Series 2007-OA3 Trust

93364AAA0

1,067,998,559

24.50

WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust

93364CAA6

1,626,453,029

32.71

WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust

93364BAA8

1,470,224,918

35.77

WaMu Mortgage Pass-Through Certificates Series 2007-OA6 Trust

92927BAA0

1,448,100,398

43.64

WaMu Mortgage Pass-Through Certificates, Series 2006-AR19 Trust

933638AA6

1,200,240,356

23.19

WaMu Mortgage Pass-Through Certificates, Series 2006-AR9

93363DAA5

1,423,978,262

11.11

490,803,051

3.92

Washington Mutual Mortgage Pass Through Certificates WMALT Series
2005-1 Trust

9393362D4

12.10

Washington Mutual Mortgage Pass Through Certificates WMALT Series
2005-5 Trust

93934FAA0

530,406,086

4.27

Washington Mutual Mortgage Pass-Through Certificates WMALT 2005-7
Trust

93934FBC5

528,720,317

8.11

Washington Mutual Mortgage Pass-Through Certificates WMALT 2006-9
Trust

93935WAA2

241,332,109

20.97

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2005-2 Trust

9393363H4

452,135,716

4.69

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2005-3 Trust

9393364Y6

540,282,555

5.78

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2005-4 Trust

9393365V1

1,077,859,140

5.45

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2005-6 Trust

92922F2A5

478,049,853

6.35

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2005-8 Trust

93934FCE0

738,807,670

7.57

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2005-9 Trust

93934FEL2

533,783,684

10.36

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2005-AR1 Trust

93934FHC9

447,013,954

26.05

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2006-2 Trust

93934FLM2

494,071,751

16.83

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2006-3 Trust

93934FNJ7

541,914,037

17.13

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2006-4 Trust

939344AK3

364,120,442

29.94

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2006-4 Trust

939344AA5

164,081,970

18.53

Washington Mutual Mortgage Pass-Through certificates WMALT Series
2006-5 Trust

93935BAA8

655,790,498

33.47

Washington Mutual Mortgage Pass-Through certificates WMALT Series
2006-5 Trust

93934NAA3

780,486,336

18.75

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2006-7 Trust

93935HAA5

683,123,712

30.43

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2006-AR10

93935YAA8

501,048,604

29.43

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2006-AR4 Trust

939345AA2

983,553,610

30.30

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2006-AR6 Trust

93935FAA9

875,099,554

33.72

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2007-1 Trust

93935PAA7

243,642,894

17.44

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2007-2 Trust

93936HAA4

998,294,859

19.63

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2007-3 Trust

93936JAA0

468,433,566

20.86

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Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2007-HY1 Trust

93936AAA9

500,261,671

25.19

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2007-HY2 Trust

939348AA6

412,140,321

29.21

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2007-OA1 Trust

93935NAA2

974,968,528

43.65

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2007-OA3 Trust

939355AA1

812,094,029

48.11

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2007-OA3 Trust

939355AC7

1,559,865,232

45.14

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2007-OA4 Trust

93936MAA3

478,089,996

51.58

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2007-OA5 Trust

93936RAA2

590,216,458

43.51

Washington Mutual Mortgage Pass-Through Certificates WMALT Series
2007-OC2

93936LAA5

480,031,147

45.63

Washington Mutual Mortgage Pass-Through Certificates, WMALT Series
2005-10 Trust

93934FFY3

682,738,004

13.09

Washington Mutual Mortgage Pass-Through Certificates, WMALT Series

93934FHV7

350,726,894

15.85

Washington Mutual Mortgage Pass-Through Certificates, WMALT Series
2006-AR2 Trust

93934FMN9

925,491,848

28.40

Washington Mutual Mortgage Pass-Through Certificates, WMALT Series
2006-AR3 Trust

93934FQJ4

800,050,629

37.26

Washington Mutual Mortgage Pass-Through Certificates, WMALT Series
2006-AR5 Trust

93935AAF9

146,745,000

44.07

Washington Mutual Mortgage Pass-Through Certificates, WMALT Series
2006-AR5 Trust

93935AAA0

1,074,303,900

30.10

Washington Mutual Mortgage Pass-Through Certificates, WMALT Series
2006-AR7 Trust

93935DAA4

945,493,399

37.29

Washington Mutual Mortgage Pass-Through Certificates, WMALT Series
2007-4 Trust

93936NAA1

394,224,019

16.65

Washington Mutual Mortgage Pass-Through Certificates, WMALT Series
2007-5 Trust

93936PAA6

391,457,939

25.94

Washington Mutual Mortgage Pass-Through Certificates, WMALT Series
2007-OA2 Trust

93935QAA5

836,592,102

42.59

Washington Mutual Mortgage Pass-Through Certificates, WMALT Series
2007-OC1 Trust

93936FAA8

519,159,587

51.29

Washington Mutual Mortgage Securities Corp

93934FJZ6

778,687,290

15.22

Washington Mutual Mtg Pass-Through Certificates WMALT Series 2006-8
Trust

93935EAA2

523,926,860

23.63

Washington Mutual Mtg Pass-Through Certs WMALT 2006-AR8 Trust

93935LAH1

300,784,454

51.02

Washington Mutual Mtg Pass-Through Certs WMALT 2006-AR8 Trust

93935LAC2

239,198,329

37.74

Washington Mutual Mtg Pass-Through Certs WMALT 2006-AR8 Trust

93935LAA6

535,147,709

41.54

Washington Mutual Mtg Pass-Through Certs WMALT Series 2006-AR9
Trust

939346AA0

1,112,318,951

48.59

Wells Fargo Alternative Loan 2007-PA2 Trust

94985FAA6

1,027,084,572

15.44

Wells Fargo Alternative Loan 2007-PA3 Trust

94985GAA4

1,413,910,372

17.43

Wells Fargo Alternative Loan 2007-PA5 Trust

949922AA6

727,271,672

17.35

Wells Fargo Alternative Loan 2007-PA6 Trust

94985KAA5

664,922,461

27.57

Wells Fargo Alternative Loan Trust 2005-2 Trust

949920AA0

344,994,234

10.97
28.81

2005-11 Trust

Wells Fargo Alternative Loan Trust 2007-PA4 Trust

94984UAA4

571,572,575

Wells Fargo Mortgage Backed Securities 2006-AR19 Trust

949789AA9

800,545,724

6.93

Zuni Mortgage Loan Trust 2006-OA1

98981YAA0

1,280,735,605

11.13

Original structure balance
($)

Loss projection
(%)

Subprime RMBS Loss Projections
Table 4
Structure-Level Loss Projections For 2005-2007 Vintage Subprime RMBS
Transaction name

Cusip

2005-CB1 Trust

12489WKB9

409,933,391

6.10

2005-CB2 Trust

04542BLE0

402,516,087

9.42

2005-CB3 Trust

12489WKX1

417,458,658

7.91

2005-CB5 Trust

12489WMS0

430,916,345

18.15

2005-CB6 Trust

12489WNL4

499,698,839

23.54

2005-CB7 Trust

12489WPG3

434,535,748

19.63

2006-CB4 Trust

12498QAA4

520,639,704

37.99

Aames Mortgage Investment Trust 2005-1

00252FAT8

1,200,000,000

7.82

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Page 39 of 57

Aames Mortgage Investment Trust 2005-2

126673K43

1,158,340,680

Aames Mortgage Investment Trust 2005-3

00252FCC3

180,076,156

13.79
5.14

Aames Mortgage Investment Trust 2005-4

00252FCQ2

1,197,612,280

16.94

Aames Mortgage Investment Trust 2006-1

00252GAA7

611,535,685

25.34

ABFC 2005-AQ1 Trust

04542BMM1

818,160,166

4.84

ABFC 2005-HE1 Trust

04542BKK7

1,780,953,818

6.80

ABFC 2005-HE2 Trust

04542BND0

1,227,696,873

21.24

ABFC 2005-OPT 1 Trust

04542BPT3

496,481,998

12.98

ABFC 2005-WF1 Trust

04542BLU4

1,181,727,634

5.04

ABFC 2005-WMC1 Trust

04542BNX6

1,006,965,423

17.56

ABFC 2006-HE1 Trust

00075WAA7

1,440,447,588

38.63

ABFC 2006-OPT1 Trust

00075QAA0

1,082,162,766

32.72

ABFC 2006-OPT2 Trust

00075XAA5

1,099,263,982

34.16

ABFC 2007-NC1 Trust

00076BAA2

333,814,126

53.37

ABFC 2007-WMC1 Trust

04545EAA1

1,578,384,711

57.53

Accredited Mortgage Loan Trust 2005-1

004375CN9

917,229,180

5.63

Accredited Mortgage Loan Trust 2005-2

004375CZ2

1,007,808,828

9.73

Accredited Mortgage Loan Trust 2005-3

004375DQ1

1,120,042,352

11.78

Accredited Mortgage Loan Trust 2005-4

004375EE7

1,195,114,021

18.27

Accredited Mortgage Loan Trust 2006-1

004375EU1

1,003,750,611

19.22

Accredited Mortgage Loan Trust 2006-2

00437NAA0

1,400,000,000

20.37

Accredited Mortgage Loan Trust 2007-1

00438QAA2

759,702,123

21.33

Ace Securities Corp Home Equity Loan Trust Series 2005-HE3

004421MX8

1,090,805,197

13.70

ACE Securities Corp Home Equity Loan Trust Series 2005-WF1

004421QK2

568,693,449

5.94

Ace Securities Corp Home Equity Loan Trust Series 2006-ASAP2

004421XB4

561,766,074

24.61

ACE Securities Corp Home Equity Loan Trust Series 2006ASAP4

00441UAA8

567,565,684

31.04

ACE Securities Corp Home Equity Loan Trust Series 2007-HE1

00443LAA6

951,207,037

52.29

ACE Securities Corp Home Equity Loan Trust Series 2007-HE2

00443PAA7

796,434,542

46.28

Ace Securities Corp Home Equity Loan Trust Series 2007-HE4

00442LAA7

1,063,987,175

60.32
33.81

ACE Securities Corp, Home Equity Loan Trust, Series 2006-HE2

004421YR8

939,568,075

Ace Securities Corp. Home Equity Loan Trust

00441QAA7

843,837,521

40.60

ACE Securities Corp. Home Equity Loan Trust Series 2005-HE2

004421LY7

1,219,463,662

10.01
21.61

Ace Securities Corp. Home Equity Loan Trust Series 2005-HE5

004421RA3

1,437,057,788

ACE Securities Corp. Home Equity Loan Trust, Series 2005-AG1

004427BV1

692,988,684

26.89

Ace Securities Corp. Home Equity Loan Trust, Series 2005-ASAP1

004421SY0

522,792,584

14.57

Ace Securities Corp. Home Equity Loan Trust, Series 2005-HE1

004421KP7

1,539,716,949

9.00

Ace Securities Corp. Home Equity Loan Trust, Series 2005-HE4

004421PK3

1,459,858,597

14.09

Ace Securities Corp. Home Equity Loan Trust, Series 2005-HE6

004421SE4

1,554,260,014

25.14

ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE7

004421TV5

1,797,611,469

30.66

Ace Securities Corp. Home Equity Loan Trust, Series 2005-RM1

004421LF8

627,354,084

8.62

ACE Securities Corp. Home Equity Loan Trust, Series 2005-RM2

004421NQ2

566,256,939

15.12

Ace Securities Corp. Home Equity Loan Trust, Series 2005-SN1

004421MQ3

165,210,069

8.23

Ace Securities Corp. Home Equity Loan Trust, Series 2006-ASAP1

004421VS9

493,170,821

26.07

ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP3

00442VAA5

728,556,320

27.21

Ace Securities Corp. Home Equity Loan Trust, Series 2006-ASAP5

004422AA9

808,505,850

34.60
41.37

ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP6

00443K9A0

679,079,481

Ace Securities Corp. Home Equity Loan Trust, Series 2006-FM1

00441VAA6

1,451,859,623

43.95

ACE Securities Corp. Home Equity Loan Trust, Series 2006-FM2

00442CAA7

877,568,720

49.85
33.91

ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE1

004421WJ8

2,535,701,903

ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE3

00441TAA1

1,121,121,333

38.83

Ace Securities Corp. Home Equity Loan Trust, Series 2006-HE4

00442BAA9

702,462,276

52.36
32.13

ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC1

004421UP6

1,324,265,728

ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC2

00441XAA2

884,913,729

39.20

ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC3

00442EAA3

1,501,392,227

51.76

ACE Securities Corp. Home Equity Loan Trust, Series 2006-OP1

00442PAA8

1,107,055,226

26.72

Ace Securities Corp. Home Equity Loan Trust, Series 2006-OP2

00441Y9A4

892,105,501

34.55

Ace Securities Corp. Home Equity Loan Trust, Series 2007-ASAP1

00442JAA2

829,214,912

38.53

ACE Securities Corp. Home Equity Loan Trust, Series 2007-ASAP2

00442UAA7

585,848,469

44.81

Ace Securities Corp. Home Equity Loan Trust, Series 2007-HE3

00442GAA8

615,416,605

62.46

ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE5

000797AA8

422,493,883

65.80

ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1

004424AA5

853,364,263

48.96

http://www.standardandpoors.com/prot/ratings/articles/en/us/?assetID=1245205677212

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ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM2

00442KAA9

784,302,135

54.88

ACE Securities Corp. Mortgage Loan Trust, Series 2007-D1

00083BAA3

219,838,722

46.00

Aegis Asset Backed Securities Trust

00764MGZ4

1,200,000,000

25.30

Aegis Asset Backed Securities Trust 2005-1

00764MEE3

900,092,426

11.67

Aegis Asset Backed Securities Trust 2005-2

00764MEW3

1,000,000,008

16.92

Aegis Asset Backed Securities Trust 2005-3

00764MFN2

850,001,373

18.53

Aegis Asset Backed Securities Trust Mortgage Pass Through Certificates
Series 2005-4

00764MGC5

1,000,000,552

21.70

Aegis Asset Bckd Secs Trust 2006-1

00764SAA2

525,000,409

37.09

American General Mortgage Loan Trust 2006-1

02639MAG1

492,787,509

0.67

Ameriquest Mortgage Securities Inc.

03072SXQ3

1,500,000,630

8.85

Ameriquest Mortgage Securities Inc.

03072SYJ8

1,200,000,147

8.96

Ameriquest Mortgage Securities Inc.

03072SA21

2,000,000,163

6.79

Ameriquest Mortgage Securities Inc.

03072SB46

2,000,000,168

7.84

Ameriquest Mortgage Securities Inc.

03072SD51

1,500,000,322

10.38

Ameriquest Mortgage Securities Inc.

03072SF75

1,200,000,764

13.50

Ameriquest Mortgage Securities Inc.

03072SH81

1,500,000,202

12.22

Ameriquest Mortgage Securities Inc.

03072SL45

1,416,191,359

12.69

Ameriquest Mortgage Securities Inc.

03072SN92

1,371,326,019

10.43

Ameriquest Mortgage Securities Inc.

03072SS22

2,006,425,509

12.71

Ameriquest Mortgage Securities Inc.

03072SU45

1,830,242,361

14.67

Ameriquest Mortgage Securities Trust 2006-M3

03076MAA2

1,992,426,466

45.17

Ameriquest Mortgage Securities Trust 2006-R1

03072SW76

1,500,013,043

18.15

Ameriquest Mortgage Securities Trust 2006-R2

03072S2A2

1,000,000,141

20.32

Argent Mortgage Loan Trust 2005-W1

040104MX6

2,500,000,148

11.87

Argent Securities Inc.

040104MZ1

2,750,000,000

21.66

Argent Securities Inc.

040104NX5

2,000,000,394

25.98

Argent Securities Inc., Asset-Backed Pass-Through Certificates, Series
2005-W4

040104PQ8

3,142,800,866

26.68

Argent Securities Inc., Asset-Backed Pass-Through Certificates, Series
2005-W5

040104QK0

2,000,000,246

31.08

Argent Securities Trust 2006-M1

04012MAA7

3,000,000,000

38.35

Argent Securities Trust 2006-M2

04013BAA0

1,700,078,853

45.61

Argent Securities Trust 2006-W1

0401049A1

2,273,538,631

31.70

Argent Securities Trust 2006-W2

040104RU7

1,600,001,722

34.78

Argent Securities Trust 2006-W3

040104SN2

1,482,250,567

39.22

Argent Securities Trust 2006-W4

040104TE1

1,421,187,988

38.79

Argent Securities Trust 2006-W5

04012XAA3

1,375,356,664

39.43

Asset Backed Securities Corporation Home Equity Loan Trust Series 2005HE2

04541GPY2

717,027,010

8.31

Asset Backed Securities Corporation Home Equity Loan Trust Series 2005HE3

04541GQN5

783,876,981

10.80

Asset Backed Securities Corporation Home Equity Loan Trust Series MO
2006-HE6

04544NAA2

966,231,754

28.42

Asset Backed Securities Corporation Home Equity Loan Trust Series NC
2006-HE2

04541GWB4

746,271,329

29.11

Asset Backed Securities Corporation Home Equity Loan Trust Series
OOMC 2005-HE6

04541GSY9

1,500,817,890

10.88

Asset Backed Securities Corporation Home Equity Loan Trust Series RFC
2007-HE1

04544RAA3

706,532,307

31.04

Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005HE1

04541GPC0

1,139,825,654

7.59

Asset Backed Securities Corporation Home Equity Loan Trust, Series 2005HE7

04541GTU6

279,152,148

11.50

Asset Backed Securities Corporation Home Equity Loan Trust, Series AEG
2006-HE1

04541GVG4

1,101,821,450

24.94

Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ
2006-HE7

04544QAA5

1,034,013,878

34.11

Asset Backed Securities Corporation Home Equity Loan Trust, Series AMQ
2007-HE2

04544TAA9

346,299,180

40.63

Asset Backed Securities Corporation Home Equity Loan Trust, Series NC
2005-HE4

04541GRJ3

960,751,075

8.99

Asset Backed Securities Corporation Home Equity Loan Trust, Series NC
2005-HE8

04541GUK6

1,411,090,290

20.37

Asset Backed Securities Corporation Home Equity Loan Trust, Series
OOMC 2006-HE3

04541GWY4

965,389,463

23.15

http://www.standardandpoors.com/prot/ratings/articles/en/us/?assetID=1245205677212

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Asset Backed Securities Corporation Home Equity Loan Trust, Series
OOMC 2006-HE5

04544PAA7

914,255,803

30.90

Asset Backed Securities Corporation Home Equity Loan Trust, Series WMC
2005-HE5

04541GSD5

1,077,666,720

13.27

Asset Backed Securities Corporation, Home Equity Loan Trust, Series NC
2006-HE4

04544GAA7

909,199,782

26.79

BASIC Asset Backed Securities Trust 2006-1

06983NAA5

214,512,779

29.16

BCAPB LLC Trust 2007-AB1

05529DAA0

564,594,819

34.73

Bear Stearns Asset Backed Securities I Trust 2005-AQ2

0738792Q0

702,760,885

25.98

Bear Stearns Asset Backed Securities I Trust 2005-CL1

073879U97

279,053,015

14.16

Bear Stearns Asset Backed Securities I Trust 2005-EC1

0738794Z8

704,187,774

18.47

Bear Stearns Asset Backed Securities I Trust 2005-FR1

073879F86

950,623,615

14.71

Bear Stearns Asset Backed Securities I Trust 2005-HE1

073879PL6

1,518,942,606

6.62

Bear Stearns Asset Backed Securities I Trust 2005-HE10

073879W87

984,773,489

19.40

Bear Stearns Asset Backed Securities I Trust 2005-HE11

0738793K2

641,048,174

20.55

Bear Stearns Asset Backed Securities I Trust 2005-HE12

0738795L8

848,714,688

22.16

Bear Stearns Asset Backed Securities I Trust 2005-HE2

073879QS0

648,849,412

7.75

Bear Stearns Asset Backed Securities I Trust 2005-HE3

073879RP5

699,307,646

9.50

Bear Stearns Asset Backed Securities I Trust 2005-HE4

073879TJ7

566,206,955

10.53

Bear Stearns Asset Backed Securities I Trust 2005-HE5

073879VV7

521,865,619

11.62

Bear Stearns Asset Backed Securities I Trust 2005-HE6

073879XV5

473,354,720

13.83

Bear Stearns Asset Backed Securities I Trust 2005-HE8

073879J33

765,578,511

14.40

Bear Stearns Asset Backed Securities I Trust 2005-HE9

073879Q76

1,153,558,919

17.03

Bear Stearns Asset Backed Securities I Trust 2005-TC1

073879VC9

540,978,227

7.06

477,711,363

7.86
33.59

Bear Stearns Asset Backed Securities I Trust 2005-TC2

073879D70

Bear Stearns Asset Backed Securities I Trust 2006-AQ1

07389PAA8

418,520,490

Bear Stearns Asset Backed Securities I Trust 2006-AQ1

07389PAW0

196,676,797

47.95

Bear Stearns Asset Backed Securities I Trust 2006-EC1

07387UAA9

491,846,799

20.77

Bear Stearns Asset Backed Securities I Trust 2006-EC2

07387UDM0

445,177,198

22.86

Bear Stearns Asset Backed Securities I Trust 2006-HE1

0738796L7

543,087,429

22.74
21.18

Bear Stearns Asset Backed Securities I Trust 2006-HE1

07387UBN0

118,114,361

Bear Stearns Asset Backed Securities I Trust 2006-HE10

07389RAA4

322,154,468

35.90

Bear Stearns Asset Backed Securities I Trust 2006-HE10

07389RAN6

830,025,431

40.34

Bear Stearns Asset Backed Securities I Trust 2006-HE2

07387UEH0

706,145,221

24.90

Bear Stearns Asset Backed Securities I Trust 2006-HE3

07387UHP9

793,431,580

30.50

Bear Stearns Asset Backed Securities I Trust 2006-HE5

07388CAA8

411,700,972

27.14

Bear Stearns Asset Backed Securities I Trust 2006-HE6

07388UAA8

330,948,500

32.90
36.30

Bear Stearns Asset Backed Securities I Trust 2006-HE6

07388UAN0

209,494,300

Bear Stearns Asset Backed Securities I Trust 2006-HE7

07388HAA7

186,763,200

45.89

Bear Stearns Asset Backed Securities I Trust 2006-HE7

07388HAN9

414,356,200

43.92

Bear Stearns Asset Backed Securities I Trust 2006-HE9

07389MAA5

1,064,193,012

37.03

Bear Stearns Asset Backed Securities I Trust 2006-PC1

07387UAU5

480,119,392

22.77

Bear Stearns Asset Backed Securities I Trust 2007-FS1

073855AA6

385,997,875

38.31

Bear Stearns Asset Backed Securities I Trust 2007-HE1

07389UAA7

108,652,037

37.02
36.08

Bear Stearns Asset Backed Securities I Trust 2007-HE1

07389UAN9

605,888,542

Bear Stearns Asset Backed Securities I Trust 2007-HE2

07389YAS0

129,432,421

39.16

Bear Stearns Asset Backed Securities I Trust 2007-HE2

07389YAA9

596,532,055

38.43

Bear Stearns Asset Backed Securities I Trust 2007-HE3

073852AA3

970,562,291

40.82

Bear Stearns Asset Backed Securities I Trust 2007-HE4

07386RAA7

868,973,311

47.83
33.07

Bear Stearns Asset Backed Securities I Trust 2007-HE5

073859AA8

668,084,472

Bear Stearns Asset Backed Securities I Trust 2007-HE7

07387VAA7

596,273,395

34.81

Bear Stearns Asset Backed Securities Trust 2005-4

07384YUG9

249,185,806

21.24

Bear Stearns Asset Bckd Secs I Trust 2006-HE8

07388JAA3

160,208,025

36.19

Bear Stearns Asset Bckd Secs I Trust 2006-HE8

07388JAN5

273,593,683

33.02

Bear Stearns Asset Bckd Secs Trust 2006-4

07389LAA7

202,488,947

37.78

Bear Stearns Asset-Backed Securities I Trust 2005-HE7

073879ZA9

957,979,693

11.89

Bear Stearns Structured Products Trust 2007-EMX1

07402LAA0

189,831,957

48.98

BNC Mortgage Loan Trust 2007-1

05569GAA4

977,074,931

52.60

BNC Mortgage Loan Trust 2007-2

05569QAA2

1,115,623,389

54.48

BNC Mortgage Loan Trust 2007-3

05568QAA3

776,626,115

54.39

BNC Mtg Ln Trust 2006-1

055682AA6

861,483,244

43.23

BNC Mtg Ln Trust 2006-2

055683AA4

801,222,604

46.30

http://www.standardandpoors.com/prot/ratings/articles/en/us/?assetID=1245205677212

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Bravo Mortgage Asset Trust 2006-1

105667AA7

1,059,000,000

Carrington Mortgage Loan Trust 2005-NC2

144531BR0

730,931,601

32.30
8.12

Carrington Mortgage Loan Trust Series 2006-NC4

14453MAA2

1,618,805,146

30.25

Carrington Mortgage Loan Trust, Series 2005-FRE1

144531DZ0

925,824,492

20.84

Carrington Mortgage Loan Trust, Series 2005-NC1

144531AW0

1,048,318,391

6.73

Carrington Mortgage Loan Trust, Series 2005-NC3

144531CT5

1,786,053,162

12.28

Carrington Mortgage Loan Trust, Series 2005-NC5

144531DK3

1,378,577,271

15.03

Carrington Mortgage Loan Trust, Series 2005-OPT2

144531CD0

1,492,739,493

9.10

Carrington Mortgage Loan Trust, Series 2006-FRE1

144538AA3

1,222,172,881

26.49

Carrington Mortgage Loan Trust, Series 2006-NC1

144531EU0

1,463,348,009

21.45

Carrington Mortgage Loan Trust, Series 2006-NC2

14453FAA7

943,090,876

21.40

Carrington Mortgage Loan Trust, Series 2006-NC3

144528AA4

1,620,590,236

25.92

Carrington Mortgage Loan Trust, Series 2006-NC5

144539AA1

1,216,634,845

26.06

Carrington Mortgage Loan Trust, Series 2006-OPT1

144531FJ4

1,015,025,383

21.92

Carrington Mortgage Loan Trust, Series 2006-RFC1

14453EAA0

782,074,928

20.38

Carrington Mortgage Loan Trust, Series 2007-FRE1

144527AA6

1,034,567,380

33.29

Carrington Mortgage Loan Trust, Series 2007-HE1

14454EAA9

386,322,238

29.48

Carrington Mortgage Loan Trust, Series 2007-RFC1

144526AA8

886,526,948

21.85

Carrington Mtg Ln Trust Ser 2006-FRE2

14454AAA7

981,804,849

29.98

C-BASS 2006-CB2 Trust

12498NAA1

951,572,898

26.76

C-BASS 2006-CB6 Trust

14986PAA1

780,713,464

32.00

C-BASS 2006-CB7 Trust

12479DAA6

906,740,272

43.61

C-BASS 2007-CB1 Trust

1248MGAA2

606,621,672

41.86

C-BASS 2007-CB4 Trust

1248MEAA7

497,856,174

49.46

C-Bass 2007-CB5 Trust

12464YAA7

355,154,796

57.02

C-Bass 2007-CB6 Trust

1248RHAA5

448,910,459

45.71

C-BASS Mortgage Loan Asset-Backed Certificates Series 2007-SP2

1248MHAA0

243,752,515

18.49

C-BASS Mortgage Loan Asset-Backed Certificates, Series 2007-SP1

1248MAAA5

199,235,006

11.44

C-Bass Mortgage Loan Trust 2007-CB2

1248MBAA3

1,016,791,554

30.02

C-BASS Mortgage Loan Trust 2007-CB3

17311YAA1

451,642,175

41.43

C-BASS Mtg Ln Asset-Bckd Certs Ser 2006-CB8

1248P1AA2

571,697,970

49.30

Centex Home Equity Loan Trust 2005-A

152314LY4

925,000,000

7.00

Centex Home Equity Loan Trust 2005-B

152314MR8

1,000,000,000

8.50

Centex Home Equity Loan Trust 2005-C

152314NK2

1,000,466,572

9.06

Centex Home Equity Loan Trust 2005-D

152314PD6

1,000,000,000

11.13

Centex Home Equity Loan Trust 2006-A

15231AAA4

1,000,000,000

18.22

CIT Mortgage Loan Trust 2007-1

12559QAA0

7,241,683,905

35.99

Citicorp Residential Mortgage Trust Series 2006-1

17309NAA9

794,549,857

8.22

Citicorp Residential Mortgage Trust Series 2006-3

17310NAA6

542,836,307

7.24

Citicorp Residential Mortgage Trust Series 2007-1

173109AA7

705,717,642

7.86

Citigroup Mortgage Loan Trust 2006-CB3

12489W9P3

842,225,041

29.19

Citigroup Mortgage Loan Trust 2006-HE1

17307G4S4

692,875,508

26.14

Citigroup Mortgage Loan Trust 2006-HE2

17309LAA3

736,068,317

26.32

Citigroup Mortgage Loan Trust 2006-HE3

17310VAA8

739,473,750

49.59

Citigroup Mortgage Loan Trust 2006-NC1

172983AA6

973,489,502

42.53

Citigroup Mortgage Loan Trust 2006-WF1

17307G4E5

857,983,442

15.48

Citigroup Mortgage Loan Trust 2006-WFHE1

17307G2J6

424,834,836

14.78

Citigroup Mortgage Loan Trust 2006-WFHE2

17309MAA1

972,974,790

29.40

Citigroup Mortgage Loan Trust 2006-WFHE3

17309QAA2

1,628,271,490

29.67

Citigroup Mortgage Loan Trust 2006-WFHE4

17309SAA8

900,250,726

30.15

Citigroup Mortgage Loan Trust 2006-WMC1

17307G2A5

982,227,717

29.41

Citigroup Mortgage Loan Trust 2007-AHL1

17311VAA7

821,421,344

49.82

Citigroup Mortgage Loan Trust 2007-AHL2

17312TAA1

951,478,465

39.22

Citigroup Mortgage Loan Trust 2007-AHL3

17312GAA9

928,707,995

45.34

Citigroup Mortgage Loan Trust 2007-AMC1

17311BAA1

1,653,965,440

48.30

Citigroup Mortgage Loan Trust 2007-AMC2

17311XAA3

2,194,940,542

46.37

Citigroup Mortgage Loan Trust 2007-AMC3

17312EAA4

1,081,391,682

42.65

Citigroup Mortgage Loan Trust 2007-AMC4

17313BAA9

1,219,801,042

36.65

Citigroup Mortgage Loan Trust 2007-FS1

17313EAA3

384,719,118

30.03

Citigroup Mortgage Loan Trust 2007-WFHE1

17311CAA9

447,648,541

36.52

Citigroup Mortgage Loan Trust 2007-WFHE2

17312BAA0

1,005,346,178

35.36

http://www.standardandpoors.com/prot/ratings/articles/en/us/?assetID=1245205677212

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Citigroup Mortgage Loan Trust 2007-WFHE3

17313CAA7

573,462,314

35.44

Citigroup Mortgage Loan Trust 2007-WFHE4

17313JAA2

337,240,331

35.95

Citigroup Mortgage Loan Trust Inc.

17307GQG6

818,106,478

11.65

Citigroup Mortgage Loan Trust Inc.

17307GWM6

1,484,551,799

18.50

Citigroup Mortgage Loan Trust Inc.

17307GP28

937,144,680

20.57

Citigroup Mortgage Loan Trust Series 2005-CB8

12489W9L2

823,812,151

26.35

Citigroup Mortgage Loan Trust, Series 2005-CB4

12489WLW2

509,564,449

13.51

Citigroup Mortgage Loan Trust, Series 2005-OPT1

17307GNN4

836,207,601

5.59

Citigroup Mortgage Loan Trust, Series 2005-OPT3

17307GSE9

976,193,643

7.69

Citigroup Mortgage Loan Trust, Series 2005-OPT4

17307GUM8

972,010,465

11.31

Citigroup Mtg Ln Trust 2006-AMC1

17309PAA4

1,300,516,002

38.14

Citigroup Mtg Ln Trust 2006-NC2

17309TAA6

948,626,392

50.38

Credit Suisse Seasoned Loan Trust 2006-1

22545UAA7

101,584,041

11.66

CSFB Home Equity Pass Through Certificates Series 2005-AGE1 Trust

225458NL8

284,001,402

10.04

CSFB Home Equity Pass-Through Certificates, Series 2005-FIX1 Trust

22541S5Q7

375,000,050

6.63

CSMC Asset-Backed Trust 2007-NC1 OSI

12638LAB4

620,038,789

53.89

CWABS Asset Backed Certificates Trust 2005-11

126670CF3

832,000,000

20.90

CWABS Asset Backed Certificates Trust 2005-11

126670CW6

1,168,000,000

23.28

CWABS Asset Backed Certificates Trust 2005-12

126670DY1

900,000,000

19.87

CWABS Asset Backed Certificates Trust 2005-13

126670GN2

300,000,000

23.01

CWABS Asset Backed Certificates Trust 2005-13

126670HD3

1,700,000,000

26.04

CWABS Asset Backed Certificates Trust 2005-16

126670NV6

1,080,000,000

14.30

CWABS Asset Backed Certificates Trust 2005-16

126670PC6

1,200,000,000

22.27

CWABS Asset Backed Certificates Trust 2005-7

1266732A9

844,000,000

15.34

CWABS Asset Backed Certificates Trust 2005-7

1266732B7

1,306,000,000

18.60

CWABS Asset Backed Certificates Trust 2005-8

1266735J7

678,352,850

15.00

CWABS Asset Backed Certificates Trust 2005-AB1

126673XP2

1,200,000,000

11.03

CWABS Asset Backed Certificates Trust 2005-BC1

126673YD8

550,000,000

5.85

CWABS Asset Backed Certificates Trust 2005-IM2

126670EZ7

715,079,924

18.80

CWABS Asset Backed Certificates Trust 2006-10

12666PAA2

170,000,000

37.50

CWABS Asset Backed Certificates Trust 2006-10

12666PAR5

430,000,400

36.59

CWABS Asset Backed Certificates Trust 2006-16

23242FAA4

500,000,000

33.28

CWABS Asset Backed Certificates Trust 2006-21

12667LAA0

1,100,000,000

33.46

CWABS Asset Backed Certificates Trust 2006-22

12666BAA3

1,600,000,000

31.96

CWABS Asset Backed Certificates Trust 2006-7

232422AA3

1,044,000,000

34.84

CWABS Asset Backed Certificates Trust 2007-10

23246BAA9

1,000,000,000

28.63

CWABS Asset Backed Certificates Trust 2007-13

126698AA7

799,999,980

45.33

CWABS Asset Backed Certificates Trust 2007-9

12670FAA8

1,200,000,000

31.33

CWABS Asset Backed Certificates Trust 2007-QX1

12670EAA1

152,407,854

53.05

CWABS Asset Backed Certiicates Trust 2006-17

12666VAA9

1,000,000,000

35.92

CWABS Asset-Backed Certificates Series 2007-11

23247LAA6

800,000,000

29.44

CWABS Asset-Backed Certificates Trust 2005-1

126673VY5

600,000,000

10.79

CWABS Asset-Backed Certificates Trust 2005-1

126673WP3

2,400,000,100

13.27

CWABS Asset-Backed Certificates Trust 2005-10

126670AA6

250,000,000

13.96

CWABS Asset-Backed Certificates Trust 2005-10

126670AR9

500,000,000

18.29

CWABS Asset-Backed Certificates Trust 2005-14

126670LH9

2,100,000,000

20.30

CWABS Asset-Backed Certificates Trust 2005-15

126670LY2

400,000,000

19.19

CWABS Asset-Backed Certificates Trust 2005-17

126670QR2

900,000,000

30.32

CWABS Asset-Backed Certificates Trust 2005-17

126670QX9

1,700,000,000

27.51

CWABS Asset-Backed Certificates Trust 2005-3

126673A28

680,000,000

12.39

CWABS Asset-Backed Certificates Trust 2005-3

126673A69

1,719,999,600

14.53

CWABS Asset-Backed Certificates Trust 2005-4

126673N24

650,000,000

17.47

CWABS Asset-Backed Certificates Trust 2005-4

126673Q39

2,200,000,000

15.90

CWABS Asset-Backed Certificates Trust 2005-5

126673U42

800,000,000

11.96

CWABS Asset-Backed Certificates Trust 2005-6

126673W24

1,700,000,000

16.53

CWABS Asset-Backed Certificates Trust 2005-9

1266736A5

1,300,000,000

17.89

CWABS Asset-Backed Certificates Trust 2005-AB2

126673S52

1,000,000,000

13.41

CWABS Asset-Backed Certificates Trust 2005-AB3

126670BM9

650,000,000

17.05

750,000,000

7.05

CWABS Asset-Backed Certificates Trust 2005-BC2

126673D66

CWABS Asset-Backed Certificates Trust 2005-BC3

1266732X9

800,000,296

8.54

CWABS Asset-Backed Certificates Trust 2005-BC4

1266736V9

771,541,069

11.59

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CWABS Asset-Backed Certificates Trust 2005-BC5

126670MY1

950,000,000

19.17

CWABS Asset-Backed Certificates Trust 2006-1

126670TC2

442,000,000

16.51

CWABS Asset-Backed Certificates Trust 2006-1

126670TT5

358,000,000

23.95

CWABS Asset-Backed Certificates Trust 2006-11

12666TAA4

700,000,000

36.80

CWABS Asset-Backed Certificates Trust 2006-11

12666TAG1

1,180,000,000

38.28

CWABS Asset-Backed Certificates Trust 2006-12

12667AAA4

1,300,000,000

37.74

CWABS Asset-Backed Certificates Trust 2006-13

23242EAA7

450,000,000

41.71

CWABS Asset-Backed Certificates Trust 2006-13

23242EAG4

1,200,000,000

37.73

CWABS Asset-Backed Certificates Trust 2006-14

23243LAA0

1,500,000,000

33.21

CWABS Asset-Backed Certificates Trust 2006-18

23243WAA6

1,700,000,000

34.66

CWABS Asset-Backed Certificates Trust 2006-2

126670UN6

850,000,000

25.30

CWABS Asset-Backed Certificates Trust 2006-20

12667HAA9

1,000,000,000

30.42

CWABS Asset-Backed Certificates Trust 2006-23

12666CAA1

1,600,000,000

33.26

CWABS Asset-Backed Certificates Trust 2006-24

23243HAA9

1,343,999,006

33.64

CWABS Asset-Backed Certificates Trust 2006-25

12667TAA3

1,550,000,000

33.46

CWABS Asset-Backed Certificates Trust 2006-26

12668HAA8

1,200,000,000

30.95

CWABS Asset-Backed Certificates Trust 2006-3

126670VW5

1,400,000,000

25.20

CWABS Asset-Backed Certificates Trust 2006-4

126670WQ7

650,000,000

28.02

CWABS Asset-Backed Certificates Trust 2006-5

126670YE2

750,000,000

25.82

CWABS Asset-Backed Certificates Trust 2006-6

126670ZH4

1,800,000,000

26.71

CWABS Asset-Backed Certificates Trust 2006-8

045427AA9

2,000,000,000

32.12

CWABS Asset-Backed Certificates Trust 2006-9

12666RAA8

172,000,000

22.94

CWABS Asset-Backed Certificates Trust 2006-9

12666RAR1

427,999,700

32.72

CWABS Asset-Backed Certificates Trust 2006-ABC1

23242NAA7

400,000,000

31.60

CWABS Asset-Backed Certificates Trust 2006-BC1

126670XM5

525,000,000

20.64

CWABS Asset-Backed Certificates Trust 2006-BC2

22237JAA5

650,000,000

25.57

CWABS Asset-Backed Certificates Trust 2006-BC3

23242HAA0

599,998,665

28.19

CWABS Asset-Backed Certificates Trust 2006-BC5

12666SAA6

750,004,074

36.38

CWABS Asset-Backed Certificates Trust 2007-1

23245CAA8

2,000,000,000

37.59

CWABS Asset-Backed Certificates Trust 2007-12

126697AA9

1,459,985,056

31.24

CWABS Asset-Backed Certificates Trust 2007-2

12668NAA5

1,560,000,000

38.17

CWABS Asset-Backed Certificates Trust 2007-3

12668UAA9

762,000,000

35.45

CWABS Asset-Backed Certificates Trust 2007-4

12668WAA5

1,000,000,000

38.90

CWABS Asset-Backed Certificates Trust 2007-5

12668KAA1

1,200,418,000

35.35

CWABS Asset-Backed Certificates Trust 2007-6

12669LAA8

1,000,000,000

34.12

CWABS Asset-Backed Certificates Trust 2007-7

12669VAA6

1,100,000,000

32.47

CWABS Asset-Backed Certificates Trust 2007-8

12669WAA4

1,300,000,000

30.59

CWABS Asset-Backed Certificates Trust 2007-BC1

12668TAA2

499,999,947

34.55

CWABS Asset-Backed Certificates Trust 2007-BC2

12669QAA7

650,000,000

37.01

CWABS Asset-Backed Certificates Trust 2007-BC3

23246LAA7

574,992,638

37.39

CWABS Asset-Backed Certificates Trust 2007-QH2

12668JAA4

117,032,445

47.33

CWABS Asset-Backed Notes Trust 2007-SEA2

12671CAA4

119,048,389

44.15

CWABS Asset-Backed Notes Trust 2007-SEA2

12671CAK2

78,656,367

50.21

CWABS Asset-Bckd Certs Trust 2006-15

12666UAA1

1,000,000,000

37.68

CWABS Asset-Bckd Certs Trust 2006-19

12667CAA0

900,000,000

37.82

CWABS Asset-Bckd Certs Trust 2006-BC4

12667NAA6

600,000,000

28.97

CWABS Asset-Bckd Certs Trust 2006-QH1

12666XAA5

130,200,465

26.72

CWABS, Inc.

126673YW6

1,200,000,000

11.44

Ellington Loan Acquisition Trust 2007-1

288542AA1

962,965,220

47.90

Ellington Loan Acquistion Trust 2007-2

288547AA0

1,043,266,453

47.84

Encore Credit Receivables Trust 2005-1

126673VJ8

1,600,000,000

6.23

Encore Credit Receivables Trust 2005-2

126673H39

1,400,000,000

10.17

Encore Credit Receivables Trust 2005-3

29256PAA2

1,029,339,679

10.79

Encore Credit Receivables Trust 2005-4

29256PAS3

1,000,002,064

14.10

Equifirst Loan Securitization Trust 2007-1

29445UAA3

981,398,942

35.98

Equifirst Mortgage Loan Trust 2005-1

29445FCK2

767,546,571

10.99

FBR Securitization Trust 2005-1

30246QAA1

1,164,063,917

16.46

FBR Securitization Trust 2005-2

30246QAC7

2,279,511,482

14.80

FBR Securitization Trust 2005-3

30246QAX1

969,874,219

27.53

FBR Securitization Trust 2005-4

30246QBQ5

995,151,745

22.87

FBR Securitization Trust 2005-5

30246QCK7

784,978,864

23.67

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FFMLT Trust 2005-FF11

362341YA1

751,811,171

FFMLT Trust 2005-FF2

36242D2U6

1,739,729,787

16.60
8.69

FFMLT Trust 2005-FF8

362341QL6

1,444,458,562

16.43

FFMLT Trust 2006-FF13

30247DAA9

2,121,593,397

36.93

FFMLT Trust 2006-FF3

362334AS3

991,521,656

28.15

FFMLT Trust 2006-FF4

362334FR0

1,524,816,744

27.36

FFMLT Trust 2006-FF6

31561EAA3

371,013,790

26.61

Fieldstone Mortgage Investment Trust Series 2005-1

31659TCW3

750,000,000

8.19

Fieldstone Mortgage Investment Trust Series 2006-2

31659EAA6

800,000,000

39.92
19.78

Fieldstone Mortgage Investment Trust, Series 2005-2

31659TDN2

966,667,000

Fieldstone Mortgage Investment Trust, Series 2005-3

31659TEE1

1,165,331,945

27.83

Fieldstone Mortgage Investment Trust, Series 2006-1

31659TEX9

933,000,000

30.97

Fieldstone Mortgage Investment Trust, Series 2006-3

316599AA7

859,062,170

41.21

Fieldstone Mortgage Investment Trust, Series 2007-1

31659YAA2

373,173,174

42.10

First Franklin Mortgage Loan Trust 2005-FF1

32027NQE4

1,234,881,455

7.47

First Franklin Mortgage Loan Trust 2005-FF10

32027NWJ6

1,401,899,229

22.25

First Franklin Mortgage Loan Trust 2005-FF3

86359DBF3

770,270,704

10.27

First Franklin Mortgage Loan Trust 2005-FF4

32027NQX2

1,275,000,000

13.20

First Franklin Mortgage Loan Trust 2005-FF5

32027NRP8

771,132,371

11.11

First Franklin Mortgage Loan Trust 2005-FF9

32027NVS7

1,705,534,714

19.26

First Franklin Mortgage Loan Trust 2005-FFH4

32027NWY3

982,605,601

29.92

First Franklin Mortgage Loan Trust 2006-FF1

32027NYL9

980,126,704

22.46

First Franklin Mortgage Loan Trust 2006-FF10

32028HAA1

984,029,671

27.83

First Franklin Mortgage Loan Trust 2006-FF11

32028PAA3

1,872,729,922

41.22

First Franklin Mortgage Loan Trust 2006-FF12

32027GAA4

1,049,649,742

28.15

First Franklin Mortgage Loan Trust 2006-FF14

32027LAA3

1,162,896,246

29.82

First Franklin Mortgage Loan Trust 2006-FF16

320275AA8

1,203,955,585

38.06

First Franklin Mortgage Loan Trust 2006-FF17

32028KAA4

777,142,422

33.00

First Franklin Mortgage Loan Trust 2006-FF2

32027NA27

764,274,823

24.22

First Franklin Mortgage Loan Trust 2006-FF5

32027EAA9

1,216,671,297

29.98

First Franklin Mortgage Loan Trust 2006-FF7

320277AA4

1,160,173,352

31.99

First Franklin Mortgage Loan Trust 2006-FF8

320278AA2

838,963,358

31.35

First Franklin Mortgage Loan Trust 2006-FF9

320276AA6

1,684,714,854

32.68

First Franklin Mortgage Loan Trust 2006-FFH1

32027NZH7

487,781,534

31.17
23.25

First Franklin Mortgage Loan Trust Series 2005-FF12

32027NXS5

1,965,157,627

First Franklin Mortgage Loan Trust Series 2007-FF2

32029GAA2

2,600,003,201

43.55

First Franklin Mortgage Loan Trust, Series 2005-FF6

32027NSE2

1,103,272,171

15.55

First Franklin Mortgage Loan Trust, Series 2005-FF7

32027NUF6

893,997,514

15.50

First Franklin Mortgage Loan Trust, Series 2006-FF18

32029AAA5

2,402,708,323

38.73

First Franklin Mortgage Loan Trust, Series 2007-FF1

32028TAA5

2,033,910,275

36.47

First Franklin Mtg Ln Trust 2006-FF15

32028GAA3

2,230,267,404

31.11

First NLC Trust 2005-1

32113JAA3

739,221,332

16.58

First NLC Trust 2005-2

32113JAS4

600,000,000

20.72

First NLC Trust 2005-3

32113JBQ7

400,876,524

26.30

First NLC Trust 2005-4

32113JCD5

879,519,618

30.43

First NLC Trust 2007-1

32115BAA8

481,847,596

53.81

Fremont Home Ln Trust 2006-3

35729MAA5

1,629,735,933

46.42

Fremont Home Loan Trust 2005-1

35729PHW3

1,931,455,669

10.50

Fremont Home Loan Trust 2005-2

35729PLF5

762,262,947

17.17

Fremont Home Loan Trust 2005-A

35729PHF0

1,209,849,411

8.66

Fremont Home Loan Trust 2005-B

35729PJQ4

982,866,992

13.37

Fremont Home Loan Trust 2005-C

35729PKK5

1,032,725,412

19.12

Fremont Home Loan Trust 2005-D

35729PMA5

1,035,296,653

26.92

Fremont Home Loan Trust 2005-E

35729PMY3

2,195,993,896

29.85

Fremont Home Loan Trust 2006-1

35729PNX4

1,009,982,562

35.61

Fremont Home Loan Trust 2006-2

35729PPU8

983,091,365

32.64

Fremont Home Loan Trust 2006-A

35729RAA4

982,532,607

38.15

Fremont Home Loan Trust 2006-B

35729QAA6

1,014,751,723

46.82

Fremont Home Loan Trust 2006-C

35729TAA0

1,798,572,976

49.57

Fremont Home Loan Trust 2006-D

35729VAA5

1,594,233,538

48.69

Fremont Home Loan Trust 2006-E

35729NAA3

1,283,366,011

48.73

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GE-WMC Asset Backed Pass Through Certificates, Series 2005-2

367910AR7

1,415,000,000

30.07

GE-WMC Asset-Backed Pass-Through Certificates, Series 2005-1

367910AA4

1,028,089,785

24.14

GE-WMC Mortgage Securities Trust 2006-1

36829JAA9

902,258,035

45.80

Green Tree Mortgage Loan Trust 2005-HE1

393513AA4

406,127,259

8.90

GSAA Home Equity Trust 2005-10

362341JB6

660,766,260

12.21

GSAA Home Equity Trust 2006-2

362334AA2

1,019,353,739

33.84

GSAMP Trust 2005-AHL

36242D2A0

619,993,578

10.76

GSAMP Trust 2005-AHL2

362341B81

580,348,232

29.41

GSAMP Trust 2005-HE1

36242DRT2

789,574,748

8.42

GSAMP Trust 2005-HE2

36242DA29

700,027,635

8.96

GSAMP Trust 2005-HE3

362341BL2

1,295,125,204

10.31

GSAMP Trust 2005-HE4

362341JY6

1,465,342,417

21.50

GSAMP Trust 2005-HE5

362341B73

922,198,672

17.87

GSAMP Trust 2005-HE6

362341F87

774,193,768

26.79

GSAMP Trust 2005-NC1

36242DUD3

475,467,441

7.22

GSAMP Trust 2005-WMC1

362341PQ6

902,678,389

19.98

GSAMP Trust 2005-WMC2

362341UV9

1,121,492,411

24.42

GSAMP Trust 2005-WMC3

362341K99

735,312,672

29.36

GSAMP Trust 2006-FM1

362334PF5

949,194,951

33.72

GSAMP Trust 2006-FM2

36245DAA8

1,021,778,222

47.90

GSAMP Trust 2006-FM3

36245TAA3

718,952,218

47.54

GSAMP Trust 2006-HE1

3623414N6

966,257,429

24.16

GSAMP Trust 2006-HE2

362334LF9

628,922,615

24.60

GSAMP Trust 2006-HE3

36244KAA3

1,596,286,271

31.44

GSAMP Trust 2006-HE4

362439AA9

1,015,196,450

32.69

GSAMP Trust 2006-HE5

362437AA3

1,037,282,078

33.34

GSAMP Trust 2006-HE6

36245AAA4

643,939,906

42.66

GSAMP Trust 2006-HE7

36245EAA6

883,534,774

46.93

GSAMP Trust 2006-HE8

3622M8AA4

1,026,981,635

42.02

GSAMP Trust 2006-NC1

362334EA8

714,239,486

22.09

GSAMP Trust 2006-NC2

362463AA9

881,499,701

38.44

GSAMP Trust 2007-FM1

3622MAAA9

707,225,979

49.04

GSAMP Trust 2007-FM2

3622MHAA4

1,001,638,051

48.68

GSAMP Trust 2007-H1

36245YAA2

303,480,339

37.25

GSAMP Trust 2007-HE1

3622MDAA3

652,053,196

39.60

GSAMP Trust 2007-HE2

362440AA7

1,010,850,494

45.86

GSAMP Trust 2007-HSBC1

362429AA0

636,078,437

17.83

GSAMP Trust 2007-NC1

3622MGAA6

1,831,855,921

53.40

Home Equity Asset Trust 2005-1

437084HJ8

1,000,000,050

8.52

Home Equity Asset Trust 2005-2

437084JG2

1,150,000,050

8.93

Home Equity Asset Trust 2005-3

437084KG0

925,000,050

10.94

Home Equity Asset Trust 2005-4

437084LD6

1,150,000,100

13.02

Home Equity Asset Trust 2005-5

437084LZ7

1,000,000,100

15.50

Home Equity Asset Trust 2005-6

437084MV5

800,000,100

16.69

Home Equity Asset Trust 2005-7

437084NT9

1,000,000,100

19.07

Home Equity Asset Trust 2005-8

437084PS9

1,500,000,100

20.25

Home Equity Asset Trust 2005-9

437084QR0

900,000,100

22.01

Home Equity Asset Trust 2006-1

437084RQ1

800,000,100

18.88

Home Equity Asset Trust 2006-2

437084SM9

800,000,100

26.01

Home Equity Asset Trust 2006-3

437084UK0

1,400,000,100

19.28

Home Equity Asset Trust 2006-4

437084VJ2

1,600,000,100

29.47

Home Equity Asset Trust 2006-5

437096AA8

850,000,000

32.89

Home Equity Asset Trust 2006-6

437097AA6

850,000,100

34.69

Home Equity Asset Trust 2006-7

43709NAA1

1,100,000,100

36.56

Home Equity Asset Trust 2006-8

43709QAA4

1,150,000,100

37.60

Home Equity Asset Trust 2007-1

43710LAA2

1,000,000,100

39.11

Home Equity Asset Trust 2007-2

43710KAA4

1,200,000,100

38.36

Home Equity Asset Trust 2007-3

43710TAA5

550,000,100

33.55

Home Equity Loan Trust 2007-FRE1

43710XAA6

1,719,822,706

30.51

Home Equity Mortgage Loan Asset Backed Trust Series INABS 2006-A

456606KF8

560,000,000

34.21

Home equity Mortgage Loan Asset Backed Trust, Series INABS 2007-B

43710EAA8

1,000,000,000

57.03

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Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2006-C

43709BAA7

766,044,560

Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2005-A

43708AAL6

1,000,000,000

38.68
9.53

Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2005-B

456606GQ9

850,000,000

15.25

Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2005-C

456606HR6

700,000,000

22.55

Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2005-D

456606JH6

900,000,000

31.12

Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-B

456606KV3

700,000,000

34.07

Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-D

43709LAA5

950,000,000

48.35

Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2006-E

43709XAA9

1,300,000,000

55.32

Home Equity Mortgage Loan Asset-Backed Trust, Series INABS 2007-A

43710BAA4

1,300,000,000

50.92

Home Loan Mortgage Loan Trust, Series 2005-1

43718RAB9

170,000,000

8.44

Home Loan Mtg Ln Trust 2006-1

43718UAA4

190,000,000

18.65

HSBC Home Equity Loan Trust (USA) 2006-1

40430WAA3

1,317,957,406

7.35

HSBC Home Equity Loan Trust (USA) 2006-2

40430YAA9

1,601,528,395

8.34

HSBC Home Equity Loan Trust (USA) 2006-3

40430XAA1

1,413,471,600

6.64

HSBC Home Equity Loan Trust (USA) 2006-4

40430VAA5

1,127,851,821

6.93

HSBC Home Equity Loan Trust (USA) 2007-1

40431FAA9

981,699,457

7.36

HSBC Home Equity Loan Trust (USA) 2007-2

40431MAA4

950,226,163

13.16

HSBC Home Equity Loan Trust (USA) 2007-3

40431XAA0

898,699,054

10.17

HSBC Home Equity Loan Trust 2005-1

40430GAA8

1,155,782,291

3.60

HSI Asset Loan Obligation Trust 2007-WF1

40431KAA8

295,938,376

30.14

HSI Asset Securitization Corporation Trust 2005-I1

40430HCK2

574,873,419

20.21

HSI Asset Securitization Corporation Trust 2005-NC1

40430HAA6

631,666,891

16.31

HSI Asset Securitization Corporation Trust 2005-NC2

40430HBA5

462,280,151

19.12

HSI Asset Securitization Corporation Trust 2005-OPT1

40430HBW7

503,631,523

13.14

HSI Asset Securitization Corporation Trust 2006-HE1

44328AAA8

1,273,176,938

48.58

HSI Asset Securitization Corporation Trust 2006-HE2

44328BAA6

1,524,634,579

44.61

HSI Asset Securitization Corporation Trust 2006-NC1

40430HEQ7

328,689,100

25.90

HSI Asset Securitization Corporation Trust 2006-OPT1

40430HCZ9

955,507,861

19.21

HSI Asset Securitization Corporation Trust 2006-OPT2

40430HDV7

1,410,043,699

17.04

HSI Asset Securitization Corporation Trust 2006-OPT3

40430HFG8

965,659,911

20.83

HSI Asset Securitization Corporation Trust 2006-OPT4

40430KAA9

959,655,418

22.86

HSI Asset Securitization Corporation Trust 2006-WMC1

40430MAA5

841,658,540

51.33

HSI Asset Securitization Corporation Trust 2007-HE1

40430FAA0

1,040,763,656

52.90

HSI Asset Securitization Corporation Trust 2007-HE2

40430RAA4

716,011,856

49.71

HSI Asset Securitization Corporation Trust 2007-NC1

40430TAA0

1,031,323,523

54.12

HSI Asset Securitization Corporation Trust 2007-OPT1

40431JAA1

778,075,841

34.04

HSI Asset Securitization Corporation Trust 2007-WF1

40431RAA3

640,805,648

37.22

Impac CMB Trust Series 2007-A

452550AA4

703,024,016

12.84

Impac Secured Assets Trust 2007-1

452559AA5

1,000,000,857

36.48

Impac Secured Assets Trust 2007-2

452570AA2

1,195,090,500

41.62

Impac Secured Assets Trust 2007-2

452570AE4

234,948,800

1.73

Impac Secured Assets Trust 2007-3

45257VAA4

795,601,639

38.31

IndyMac Residential Mortgage-Backed Trust 2005-L1

456606HF2

250,000,000

10.64

IXIS Real Estate Capital Trust 2005-HE1

45071KAM6

707,785,642

8.23

IXIS Real Estate Capital Trust 2005-HE2

45071KBD5

863,821,138

13.81

IXIS Real Estate Capital Trust 2005-HE3

45071KBU7

767,656,090

19.43

IXIS Real Estate Capital Trust 2005-HE4

45071KCK8

847,893,114

27.16

IXIS Real Estate Capital Trust 2006-HE1

45071KDB7

927,835,052

35.73

IXIS Real Estate Capital Trust 2006-HE2

46602WAA2

1,000,000,000

42.97

IXIS Real Estate Capital Trust 2006-HE3

46602UAA6

1,027,000,000

50.25

IXIS Real Estate Capital Trust 2007-HE1

45073DAA6

795,000,000

60.19

JPMorgan Mortgage Acquisition Corp 2005-OPT2

46626LEF3

968,178,714

16.99

JPMorgan Mortgage Acquisition Corp 2006-FRE2

46626LGX2

958,481,913

34.44

JPMorgan Mortgage Acquisition Corp. 2005-FLD1

46626LAQ3

1,063,959,856

16.64

JPMorgan Mortgage Acquisition Corp. 2005-FRE1

46626LBU3

961,410,208

25.13

JPMorgan Mortgage Acquisition Corp. 2005-OPT1

46626LAA8

1,510,095,312

9.52

JPMorgan Mortgage Acquisition Corp. 2005-WMC1

46626LBD1

1,447,912,147

22.05

JPMorgan Mortgage Acquisition Corp. 2006-FRE1

46626LFK1

1,012,403,166

33.31

JPMorgan Mortgage Acquisition Corp. 2006-HE1

46626LGD6

619,359,045

35.64

JPMorgan Mortgage Acquisition Corp. 2006-WMC1

46626LHR4

1,176,727,234

35.52

JPMorgan Mortgage Acquisition Trust 2006-ACC1

46628RAA3

718,064,802

38.05

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JPMorgan Mortgage Acquisition Trust 2006-CH1

46629TAA8

599,836,724

27.51

JPMorgan Mortgage Acquisition Trust 2006-CW1

46628MAA4

891,817,320

24.37

JPMorgan Mortgage Acquisition Trust 2006-CW2

46629BAA7

175,026,000

30.29

JPMorgan Mortgage Acquisition Trust 2006-CW2

46629BAN9

879,436,700

36.79

JPMorgan Mortgage Acquisition Trust 2006-HE2

46625SAA4

535,569,123

42.13

JPMorgan Mortgage Acquisition Trust 2006-HE3

46629VAA3

820,010,815

54.13

JPMorgan Mortgage Acquisition Trust 2006-NC1

46626LJL5

930,509,120

35.27

JPMorgan Mortgage Acquisition Trust 2006-NC2

46629FAA8

948,076,340

42.86

JPMorgan Mortgage Acquisition Trust 2006-WF1

46628SAA1

788,575,601

26.02

JPMorgan Mortgage Acquisition Trust 2006-WMC2

46628TAA9

1,274,996,689

44.55

JPMorgan Mortgage Acquisition Trust 2006-WMC3

46629KAA7

959,177,770

51.13

JPMorgan Mortgage Acquisition Trust 2006-WMC4

46630BAA4

1,911,992,433

57.28

JPMorgan Mortgage Acquisition Trust 2007-CH1

46630LAA2

1,065,910,000

16.45

JPMorgan Mortgage Acquisition Trust 2007-CH1

46630LAS3

800,980,900

21.64

JPMorgan Mortgage Acquisition Trust 2007-CH2

46630MAA0

223,426,500

27.96

JPMorgan Mortgage Acquisition Trust 2007-CH2

46630MAS1

503,509,260

37.65

JPMorgan Mortgage Acquisition Trust 2007-CH3

46630XAA6

1,179,671,391

48.10

JPMorgan Mortgage Acquisition Trust 2007-CH4

46630CAA2

1,119,231,801

45.65

JPMorgan Mortgage Acquisition Trust 2007-HE1

46630KAA4

138,530,000

39.47

JPMorgan Mortgage Acquisition Trust 2007-HE1

46630KAR7

473,305,000

57.34

JPMorgan Mortgage Acquistion Trust 2006-CH2

46629QAA4

395,016,000

22.96

JPMorgan Mortgage Acquistion Trust 2006-CH2

46629QAS5

1,628,736,000

45.12

JPMorgan Mortgage Aquisiton Trust 2007-CH5

46631KAA3

1,224,750,347

51.77

JPMorgan Mtg Acquis Trust 2006-RM1

46629NAA1

923,653,151

56.36

Lake Country Mortgage Loan Trust 2005-HE1

50820NAA0

370,707,910

8.96

Lehman ABS Mortgage Loan Trust 2007-1

52521MAA0

497,347,519

56.11

Lehman XS Trust 2007-17H

52525PAA9

703,984,746

51.85

Long Beach Mortgage Loan Trust 2005-1

542514JV7

3,500,001,272

8.68

Long Beach Mortgage Loan Trust 2005-2

542514KL7

2,500,000,000

12.91

Long Beach Mortgage Loan Trust 2005-3

542514NT7

1,527,818,783

22.66

Long Beach Mortgage Loan Trust 2005-WL1

542514LC6

2,783,633,153

16.53

Long Beach Mortgage Loan Trust 2005-WL1

542514MC5

185,125,837

17.77

Long Beach Mortgage Loan Trust 2005-WL2

542514MV3

2,755,716,668

17.95

Long Beach Mortgage Loan Trust 2005-WL3

542514PP3

2,191,257,007

27.22

Long Beach Mortgage Loan Trust 2006-1

542514RH9

2,499,990,025

33.45

Long Beach Mortgage Loan Trust 2006-10

54251YAA6

1,008,200,969

49.34

Long Beach Mortgage Loan Trust 2006-11

542512AA6

1,500,000,071

49.24

Long Beach Mortgage Loan Trust 2006-2

542514TQ7

3,003,799,153

36.21

Long Beach Mortgage Loan Trust 2006-3

542514UG7

1,743,796,651

39.78

Long Beach Mortgage Loan Trust 2006-4

54251MAA2

1,922,687,284

41.86

Long Beach Mortgage Loan Trust 2006-5

54251PAA5

1,925,000,134

41.53

Long Beach Mortgage Loan Trust 2006-6

54251RAA1

1,688,108,026

44.81

Long Beach Mortgage Loan Trust 2006-7

54251TAA7

1,596,614,194

43.68

Long Beach Mortgage Loan Trust 2006-8

54251UAA4

1,380,729,811

46.10

Long Beach Mortgage Loan Trust 2006-WL1

542514QP2

1,910,813,327

29.06

Long Beach Mortgage Loan Trust 2006-WL2

542514RZ9

1,908,950,760

26.03

Long Beach Mortgage Loan Trust 2006-WL3

542514SS4

1,917,874,233

26.46

Long Beach Mtg Ln Trust 2006-9

54251WAA0

1,520,092,029

49.46

MASTR Asset Backed Securities Trust 2005-WF1

57643LJR8

919,147,645

7.28

MASTR Asset Backed Securities Trust 2005-FRE1

57643LLV6

1,205,098,881

23.62

MASTR Asset Backed Securities Trust 2005-HE1

57643LJB3

538,644,734

10.31

MASTR Asset Backed Securities Trust 2005-HE2

57643LKG0

540,174,858

16.39

MASTR Asset Backed Securities Trust 2005-NC1

57643LGA8

980,253,859

6.20

MASTR Asset Backed Securities Trust 2005-NC2

57643LML7

902,787,580

33.26

MASTR Asset Backed Securities Trust 2005-OPT1

57643LHJ8

1,602,390,035

5.30

MASTR Asset Backed Securities Trust 2005-WMC1

57643LGR1

910,000,141

9.52

MASTR Asset Backed Securities Trust 2006-AM1

57643LPZ3

423,811,810

30.98

MASTR Asset Backed Securities Trust 2006-AM2

57645FAA5

477,328,508

39.22

MASTR Asset Backed Securities Trust 2006-FRE1

57643LPL4

475,764,898

31.89

MASTR Asset Backed Securities Trust 2006-FRE2

57643GAA5

874,791,986

36.14

MASTR Asset Backed Securities Trust 2006-HE1

57643LQR0

660,232,251

28.54

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MASTR Asset Backed Securities Trust 2006-HE2

57644UAA3

590,026,907

MASTR Asset Backed Securities Trust 2006-HE3

57645JAA7

554,821,207

41.89
41.35

MASTR Asset Backed Securities Trust 2006-HE4

576449AA0

600,639,792

49.58

MASTR Asset Backed Securities Trust 2006-HE5

576455AA7

903,750,691

37.65

MASTR Asset Backed Securities Trust 2006-NC1

57643LNC6

915,168,720

32.55

MASTR Asset Backed Securities Trust 2006-NC3

55275RAA0

1,031,689,338

37.79

MASTR Asset Backed Securities Trust 2006-WMC1

57643LRH1

785,615,588

30.32

MASTR Asset Backed Securities Trust 2006-WMC2

57644TAA6

766,150,152

42.42

MASTR Asset Backed Securities Trust 2006-WMC4

57645MAA0

949,927,193

45.93

MASTR Asset Backed Securities Trust 2007-HE1

576457AA3

858,577,553

32.33

MASTR Asset Backed Securities Trust 2007-HE2

57646LAA1

445,524,057

29.60

MASTR Asset Backed Securities Trust 2007-NCW

576456AA5

1,345,160,390

43.90

MASTR Asset Backed Securities Trust 2007-WMC1

55275TAA6

987,027,011

60.67

MASTR Asset Bckd Secs Trust 2006-AM3

57645EAA8

375,474,583

34.61

MASTR Asset Bckd Secs Trust 2006-NC2

55275BAA5

862,616,745

41.76

MASTR Asset Bckd Secs Trust 2006-WMC3

55291KAA5

917,433,840

41.15

Meritage Mortgage Loan Trust 2005-1

59001FBS9

670,000,000

11.73

Meritage Mortgage Loan Trust 2005-2

59001FCL3

650,000,000

22.12

Meritage Mortgage Loan Trust 2005-3

59001FDG3

569,700,000

28.97

Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-1

59023LAA0

2,234,527,127

41.63

Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-2

59024QAA8

2,002,131,979

43.32

Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-3

59024VAA7

1,888,495,811

41.59

Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-4

59025CAA8

1,600,000,024

46.29

Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-5

59025RAG2

795,445,096

50.98

Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-H1

59025TAA1

893,417,460

51.34

Merrill Lynch Mortgage Investors Trust

59020UR72

720,353,003

21.28

Merrill Lynch Mortgage Investors Trust 2005-FM1

59020UB46

901,907,018

16.07

Merrill Lynch Mortgage Investors Trust Series 2005-HE1

59020UUS2

417,335,576

5.04

Merrill Lynch Mortgage Investors Trust Series 2006-AHL1

590210AA8

429,661,760

45.38

Merrill Lynch Mortgage Investors Trust Series 2006-FM1

59021AAA6

439,401,071

41.12

Merrill Lynch Mortgage Investors Trust Series 2006-HE2

59020VAA1

569,982,363

36.87

Merrill Lynch Mortgage Investors Trust Series 2006-HE4

59023EAA6

501,792,413

53.02

Merrill Lynch Mortgage Investors Trust Series 2006-WMC2

59020U6H3

1,234,682,960

41.43

Merrill Lynch Mortgage Investors Trust, Series 2005-AR1

59020UF42

1,108,279,648

18.19

Merrill Lynch Mortgage Investors Trust, Series 2005-HE3

59020U2K0

863,594,801

22.38

Merrill Lynch Mortgage Investors Trust, Series 2005-NC1

59020URJ6

1,010,863,601

5.86

Merrill Lynch Mortgage Investors Trust, Series 2005-WMC1

59020UQQ1

1,852,807,586

4.87

Merrill Lynch Mortgage Investors Trust, Series 2005-WMC2

59020UWB7

780,433,779

12.12

Merrill Lynch Mortgage Investors Trust, Series 2006-AR1

59020VAS2

678,821,101

42.61

Merrill Lynch Mortgage Investors Trust, Series 2006-HE1

59020U2Z7

781,325,635

29.17

Merrill Lynch Mortgage Investors Trust, Series 2006-HE3

590212AA4

552,381,273

49.57

Merrill Lynch Mortgage Investors Trust, Series 2006-HE6

59023XAA4

949,336,454

54.75

Merrill Lynch Mortgage Investors Trust, Series 2006-RM1

59020U5B7

517,795,728

45.92

Merrill Lynch Mortgage Investors Trust, Series 2006-RM2

590216AA5

991,244,257

52.99

Merrill Lynch Mortgage Investors Trust, Series 2006-RM3

590217AA3

777,950,775

54.46

Merrill Lynch Mortgage Investors Trust, Series 2006-RM4

59023QAA9

575,264,264

60.08

Merrill Lynch Mortgage Investors Trust, Series 2006-WMC1

59020U3V5

1,265,639,168

34.84

Merrill Lynch Mortgage Investors Trust, Series 2007-HE1

59024EAA5

1,184,010,241

62.67

Merrill Lynch Mortgage Investors Trust, Series 2007-HE2

59024LAA9

1,213,248,399

50.00

Merrill Lynch Mortgage Investors Trust, Series 2007-HE3

590238AA9

668,937,131

61.12

Merrill Lynch Mortgage Investors Trust, Series 2007-MLN1

59024UAA9

1,396,358,498

58.99

Merrill Lynch Mtg Investors Trust Ser 2006-MLN1

59023AAA4

819,593,841

51.18

Merrill Lynch Mtg Investors Trust Series 2006-HE5

59022QAA0

1,376,307,687

49.65

Merrill Lynch Mtg Investors Trust Series 2006-OPT1

59022VAA9

906,994,029

31.45

Merrill Lynch Mtg Investors Trust Series 2006-RM5

59023FAA3

535,628,316

61.42

Mid-State Cap Corp. 2006-1 Trust

59548PAA7

276,957,115

13.30

Mid-State Capital Corporation 2005-1 Trust

595481AA0

287,671,610

8.83

Morgan Stanley ABS Capital I Inc Trust 2006-HE5

61749NAA5

1,599,999,461

38.64

Morgan Stanley ABS Capital I Inc. Trust 2005-HE1

61744CKG0

1,713,448,448

5.33

Morgan Stanley ABS Capital I Inc. Trust 2005-HE2

61744CMU7

1,588,946,277

6.67

Morgan Stanley ABS Capital I Inc. Trust 2005-HE3

61744CSA5

1,026,372,175

13.08

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Morgan Stanley ABS Capital I Inc. Trust 2005-HE4

61744CTE6

910,827,501

15.91

Morgan Stanley ABS Capital I Inc. Trust 2005-HE5

61744CUN4

1,487,218,857

16.85

Morgan Stanley ABS Capital I Inc. Trust 2005-HE6

61744CVT0

1,077,406,776

21.88

Morgan Stanley ABS Capital I Inc. Trust 2005-HE7

61744CWG7

1,363,813,302

26.91

Morgan Stanley ABS Capital I Inc. Trust 2005-NC1

61744CMD5

1,503,076,958

5.49

Morgan Stanley ABS Capital I Inc. Trust 2005-NC2

61744CPA8

1,500,655,452

7.49

Morgan Stanley ABS Capital I Inc. Trust 2005-WMC1

61744CLP9

1,147,757,233

7.49

Morgan Stanley ABS Capital I Inc. Trust 2005-WMC2

61744CNL6

1,284,180,092

6.80

Morgan Stanley ABS Capital I Inc. Trust 2005-WMC3

61744CPT7

986,656,898

8.03

Morgan Stanley ABS Capital I Inc. Trust 2005-WMC4

61744CQW9

1,256,126,072

9.56

Morgan Stanley ABS Capital I Inc. Trust 2005-WMC5

61744CRL2

1,498,816,791

11.52

Morgan Stanley ABS Capital I Inc. Trust 2005-WMC6

61744CSQ0

1,175,760,831

12.40

Morgan Stanley ABS Capital I Inc. Trust 2006-HE3

61749HAA8

2,088,934,943

37.70

Morgan Stanley ABS Capital I Inc. Trust 2006-HE4

61748BAA2

2,160,092,243

41.26

Morgan Stanley ABS Capital I Inc. Trust 2006-HE6

61750FAA8

1,471,732,843

45.90

Morgan Stanley ABS Capital I Inc. Trust 2006-HE7

61750MAA3

1,285,069,013

43.11

Morgan Stanley ABS Capital I Inc. Trust 2006-HE8

61750SAA0

1,512,888,751

48.81

Morgan Stanley ABS Capital I Inc. Trust 2006-NC1

61744CXX9

1,296,091,575

20.77

Morgan Stanley ABS Capital I Inc. Trust 2006-NC3

61744CYZ3

1,403,515,337

28.62

Morgan Stanley ABS Capital I Inc. Trust 2006-NC4

61748LAA0

2,157,140,044

41.40

Morgan Stanley ABS Capital I Inc. Trust 2006-NC5

61749BAA1

1,392,187,337

43.13

Morgan Stanley ABS Capital I Inc. Trust 2006-WMC1

61744CXJ0

1,142,846,602

31.90

Morgan Stanley ABS Capital I Inc. Trust 2006-WMC2

61749KAA1

2,602,987,087

46.15

Morgan Stanley ABS Capital I Inc. Trust 2007-HE1

617526AA6

1,303,811,255

51.36

Morgan Stanley ABS Capital I Inc. Trust 2007-HE2

61753EAA8

1,228,783,429

52.47

Morgan Stanley ABS Capital I Inc. Trust 2007-HE3

617525AA8

923,364,098

56.27

Morgan Stanley ABS Capital I Inc. Trust 2007-HE5

61753KAA4

1,185,007,113

52.82

Morgan Stanley ABS Capital I Inc. Trust 2007-HE6

61755CAA0

1,230,501,209

46.82

Morgan Stanley ABS Capital I Inc. Trust 2007-HE7

61756YAA1

1,560,798,873

56.01

Morgan Stanley ABS Capital I Inc. Trust 2007-NC1

617505AA0

1,250,007,962

51.32

Morgan Stanley ABS Capital I Inc. Trust 2007-NC2

61753NAA8

1,080,936,239

52.97

Morgan Stanley ABS Capital I Inc. Trust 2007-NC4

61755EAA6

1,050,781,456

62.78

Morgan Stanley ABS Captial I Inc. Trust 2007-HE4

61753VAA0

710,319,852

51.01

Morgan Stanley ABS Captial I Inc. Trust 2007-NC3

61755AAA4

1,304,294,661

56.64

Morgan Stanley Capital I Inc. Trust 2006-HE1

617451DN6

1,213,914,513

33.19

Morgan Stanley Capital I Inc. Trust 2006-HE2

617451ER6

2,266,849,639

36.36

Morgan Stanley Capital I Inc. Trust 2006-NC2

617451EB1

1,420,030,872

30.67

Morgan Stanley Home Equity Loan Trust 2005-1

61744CKZ8

912,502,053

8.46

Morgan Stanley Home Equity Loan Trust 2005-2

61744CQG4

918,607,345

11.85

Morgan Stanley Home Equity Loan Trust 2005-3

61744CTU0

775,298,982

18.32

Morgan Stanley Home Equity Loan Trust 2005-4

61744CVE3

964,540,874

24.07

Morgan Stanley Home Equity Loan Trust 2006-1

61744CWV4

1,228,291,829

21.57

Morgan Stanley Home Equity Loan Trust 2006-2

61744CYL4

996,245,245

28.28

Morgan Stanley Home Equity Loan Trust 2006-3

61749GAA0

1,121,234,228

37.91

Morgan Stanley Home Equity Loan Trust 2007-1

61751QAA3

688,070,578

54.78

Morgan Stanley Home Equity Loan Trust 2007-2

61752UAA3

887,519,385

46.87

Morgan Stanley IXIS Real Estate Capital Trust 2006-1

61749QAA8

1,285,495,666

44.42

Morgan Stanley IXIS Real Estate Capital Trust 2006-2

617463AA2

1,385,820,442

51.66

Morgan Stanley Structured Trust I 2007-1

61755FAA3

735,100,464

63.47

National City Mortgage Loan Trust 2005-1

6354209A2

5,011,809,197

6.37

Nationstar Home Equity Loan Trust 2006-B

63860FAA1

999,704,627

20.80

Nationstar Home Equity Loan Trust 2007-A

63860HAA7

750,000,000

19.67

Nationstar Home Equity Loan Trust 2007-B

63860LAA8

838,182,964

29.63

Nationstar Home Equity Loan Trust 2007-C

63860KAA0

750,300,877

29.14

Natixis Real Estate Capital Trust 2007-HE2

638728AA3

915,000,000

63.20

New Century Home Equity Loan Trust 2005-1

64352VJU6

2,991,323,979

6.75

New Century Home Equity Loan Trust 2005-2

64352VKK6

2,989,436,690

8.68

New Century Home Equity Loan Trust 2005-3

64352VLC3

2,900,967,526

11.85

New Century Home Equity Loan Trust 2005-4

64352VMQ1

2,080,229,977

14.37

New Century Home Equity Loan Trust 2006-1

64352VQP9

1,366,333,806

26.03

New Century Home Equity Loan Trust 2006-2

64360YAA3

1,192,746,592

24.12

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New Century Home Equity Loan Trust Series 2005-A

64352VLU3

989,221,371

New Century Home Equity Loan Trust, Series 2005-B

64352VNE7

1,999,959,957

13.81
22.87

New Century Home Equity Loan Trust, Series 2005-C

64352VNU1

2,002,942,208

35.94

New Century Home Equity Loan Trust, Series 2005-D

64352VPK1

1,450,077,693

31.88

Newcastle Mortgage Securities Trust 2006-1

65106AAJ2

1,502,867,687

18.76

Newcastle Mortgage Securities Trust 2007-1

65106FAA0

1,087,927,706

31.28

Nomura Asset Acceptance Corporation Alternative Loan Trust Series 2006AP1

65535VSH2

431,041,677

21.09

Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-2

65537MAA4

930,628,229

49.06

Nomura Home Equity Loan Inc. Home Equity Loan Trust Series 2006-HE3

65536QAA6

1,074,928,098

35.47

Nomura Home Equity Loan Inc., Home Equity Loan Trust, Series 2006-HE2

65536MAA5

743,401,087

26.85

Nomura Home Equity Loan, Inc. Home Equity Loan Trust Series 2007-3

65537NAA2

1,144,802,765

57.57

Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2005FM1

65536HAA6

930,000,055

15.21

Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2005HE1

65536HAX6

1,150,121,445

13.51

Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006FM1

65536HBT4

933,771,933

30.64

Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006FM2

65537FAA9

1,228,042,345

50.99

Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006HE1

65536HCN6

980,223,809

26.57

Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2006WF1

65536RAA4

622,964,030

21.23

NovaStar Mortgage Funding Trust Series 2005-2

66987WCF2

1,800,000,000

11.89

NovaStar Mortgage Funding Trust Series 2006-1

669884AA6

1,349,999,494

30.27

NovaStar Mortgage Funding Trust Series 2006-3

66988WAA4

1,100,000,000

39.65

NovaStar Mortgage Funding Trust Series 2006-4

66988XAA2

1,025,357,441

41.10

NovaStar Mortgage Funding Trust Series 2006-6

66988RAA5

1,250,000,000

47.94

NovaStar Mortgage Funding Trust, Series 2005-1

66987XFZ3

2,100,000,000

8.87

NovaStar Mortgage Funding Trust, Series 2005-3

66987XGS8

2,500,000,000

20.26

NovaStar Mortgage Funding Trust, Series 2005-4

66987WDA2

1,600,000,000

25.02

NovaStar Mortgage Funding Trust, Series 2006-2

66988VAA6

1,021,101,924

36.06

NovaStar Mortgage Funding Trust, Series 2007-1

669971AA1

1,888,825,898

54.49

NovaStar Mortgage Funding Trust, Series 2007-2

66989EAA3

1,400,000,000

52.89

NovaStar Mtg Fdg Trust Series 2006-5

66988YAA0

1,300,000,000

44.59

Option One Mortgage Loan Trust 2005-1

68389FGE8

1,200,000,000

4.79

Option One Mortgage Loan Trust 2005-2

68389FGU2

1,200,000,000

8.25

Option One Mortgage Loan Trust 2005-3

68389FHL1

1,199,983,471

14.10

Option One Mortgage Loan Trust 2005-4

68389FJD7

2,002,563,170

19.65

Option One Mortgage Loan Trust 2005-5

68389FJV7

1,044,724,850

22.46

Option One Mortgage Loan Trust 2006-1

68389FKL7

3,021,923,783

18.72

Option One Mortgage Loan Trust 2006-2

68402CAA2

1,500,000,000

33.91

Option One Mortgage Loan Trust 2007-1

68400DAA2

1,781,034,896

41.93

Option One Mortgage Loan Trust 2007-2

68401TAA6

983,268,782

41.89

Option One Mortgage Loan Trust 2007-3

68402BAA4

1,000,000,000

44.77

Option One Mortgage Loan Trust 2007-4

68403FAA4

1,200,000,000

46.30

Option One Mortgage Loan Trust 2007-5

68403HAA0

1,500,000,000

45.62

Option One Mortgage Loan Trust 2007-6

68403KAA3

1,013,491,500

43.30

Option One Mortgage Loan Trust 2007-CP1

68402YAA4

800,000,000

41.56

Option One Mortgage Loan Trust 2007-FXD1

68402VAA0

827,616,823

24.55

Option One Mortgage Loan Trust 2007-FXD2

68403BAA3

700,000,000

26.92

Option One Mortgage Loan Trust 2007-HL1

68402SAA7

794,245,622

49.93

Option One Mtg Ln Trust 2006-3

68389BAA1

1,500,000,000

39.89

Ownit Mortgage Loan Trust

69121PAT0

865,550,313

20.35

Ownit Mortgage Loan Trust 2006-4

69121QAA9

806,348,249

34.26

Ownit Mortgage Loan Trust Series 2005-2

691215AS6

1,176,038,181

11.33

Ownit Mortgage Loan Trust Series 2005-3

69121PAA1

690,639,862

16.49

OwnIt Mortgage Loan Trust, Series 2005-1

59020USB2

393,122,758

5.11

Ownit Mortgage Loan Trust, Series 2005-5

69121PBR3

465,328,742

22.37

Ownit Mortgage Loan Trust, Series 2006-2

69121PDC4

585,992,346

29.17

Ownit Mortgage Loan Trust, Series 2006-3

69121PDU4

575,302,559

31.04

Ownit Mortgage Loan Trust, Series 2006-5

69121EAA6

471,399,413

38.38

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Ownit Mtg Ln Trust Ser 2006-6

69121TAA3

428,021,292

40.80

Ownit Mtg Ln Trust Ser 2006-7

69121UAA0

685,334,867

47.61

Park Place Securities, Inc.

70069FFB8

1,900,000,241

14.22

Park Place Securities, Inc.

70069FFV4

2,000,000,379

13.31

Park Place Securities, Inc.

70069FGU5

842,000,293

12.01

Park Place Securities, Inc.

70069FHN0

3,500,003,307

10.53

Park Place Securities, Inc.

70069FJG3

2,000,000,004

12.96

Park Place Securities, Inc.

70069FKA4

2,600,000,080

16.19

Park Place Securities, Inc.

70069FKY2

2,400,001,992

18.11

Park Place Securities, Inc.

70069FLT2

1,500,000,614

19.16

Park Place Securities, Inc.

70069FML8

2,275,000,573

18.98

People's Choice Home Loan Securities Trust Series 2005-1

71085PBE2

1,100,000,000

11.08

People's Choice Home Loan Securities Trust Series 2005-2

71085PBV4

1,101,513,802

14.79

People's Choice Home Loan Securities Trust Series 2005-3

71085PCL5

1,124,956,151

18.14
31.37

People's Choice Home Loan Securities Trust Series 2005-4

71085PDC4

1,136,092,430

People's Financial Realty Mortgage Securities Trust, Series 2006-1

71103XAA2

1,003,167,729

51.51

Popular ABS Mortgage Pass-Through Trust 2005-B

73316PED8

326,708,084

12.27

Popular ABS Mortgage Pass-Through Trust 2005-1

73316PBH2

625,000,000

8.76

Popular ABS Mortgage Pass-Through Trust 2005-2

73316PCA6

530,275,524

11.52

Popular ABS Mortgage Pass-Through Trust 2005-3

73316PDK3

651,683,229

9.76

Popular ABS Mortgage Pass-Through Trust 2005-4

73316PEV8

503,000,277

18.89

Popular ABS Mortgage Pass-Through Trust 2005-5

73316PGE4

370,811,000

15.81

Popular ABS Mortgage Pass-Through Trust 2005-5

73316PGS3

446,192,000

22.95

Popular ABS Mortgage Pass-Through Trust 2005-6

73316PJB7

596,000,631

23.85

Popular ABS Mortgage Pass-Through Trust 2005-A

73316PCU2

245,635,417

8.69

Popular ABS Mortgage Pass-Through Trust 2005-C

73316PFM7

275,008,096

15.58

Popular ABS Mortgage Pass-Through Trust 2005-D

73316PHK9

299,015,121

16.54

Popular ABS Mortgage Pass-Through Trust 2006-A

73316PJS0

330,001,329

20.67

Popular ABS Mortgage Pass-Through Trust 2006-B

73316PKF6

321,888,711

23.17

Popular ABS Mortgage Pass-Through Trust 2006-C

73316MAA5

301,281,346

28.57

Popular ABS Mortgage Pass-Through Trust 2006-D

73316QAA6

377,437,704

35.17

Popular ABS Mortgage Pass-Through Trust 2006-E

73316TAA0

266,000,000

34.92

Popular ABS Mortgage Pass-Through Trust 2007-A

73316NAA3

460,646,763

29.82

Prime Mortgage Trust 2006-CL1

74161QAA0

198,482,503

6.18

RAAC Series 2006-SP2 Trust

74919PAA7

361,305,286

25.38

RAMP Series 2005-EFC1 Trust

76112BQJ2

1,113,738,447

11.46

RAMP Series 2005-EFC2 Trust

76112BVM9

702,518,131

15.09

RAMP Series 2005-EFC3 Trust

76112BYP9

759,646,826

15.30

RAMP Series 2005-EFC4 Trust

76112BB90

733,092,475

17.99

Ramp Series 2005-EFC5 Trust

76112BG95

711,095,586

17.26

RAMP Series 2005-EFC6 Trust

76112BJ76

693,854,460

20.98

RAMP Series 2005-EFC7 Trust

76112BR44

725,000,210

23.14

RAMP Series 2005-NC1 Trust

76112BQ78

900,000,017

28.17

RAMP Series 2006-EFC2 Trust

749238AA9

400,000,129

36.37

RAMP Series 2006-NC1 Trust

76112BW89

550,000,910

27.82

RAMP Series 2006-NC2 Trust

75156TAA8

760,001,320

33.39

RAMP Series 2006-NC3 Trust

76112B4K3

520,000,015

37.34

RAMP Series 2006-RS4 Trust

75156WAA1

925,000,632

37.30

RAMP Series 2006-RS5 Trust

75156YAA7

390,000,136

33.29

RAMP Series 2007-RS2 Trust

75157DAA2

400,187,524

45.50

RASC Ser 2006-KS9 Trust

75406YAA5

1,234,143,976

45.79

RASC Series 2005-AHL1 Trust

76110W4C7

477,026,959

23.87

RASC Series 2005-AHL2 Trust

76110W5E2

446,748,927

24.74

RASC Series 2005-AHL3 Trust

76110W6K7

500,000,752

28.41

RASC Series 2005-EMX1 Trust

76110WP83

800,010,111

7.12

RASC Series 2005-EMX2 Trust

76110W2C9

641,955,156

11.76

RASC Series 2005-EMX3 Trust

75405MAA2

700,000,169

21.04

RASC Series 2005-EMX4 Trust

76110W5W2

515,000,790

25.61

RASC Series 2005-EMX5 Trust

76110W7P5

400,000,044

34.23

RASC Series 2005-KS1 Trust

76110WL87

720,000,187

7.90

RASC Series 2005-KS10 Trust

75405WAA0

1,323,000,508

21.85

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RASC Series 2005-KS11 Trust

76110W6Y7

1,380,000,196

22.79

RASC Series 2005-KS12 Trust

753910AA6

1,150,000,143

23.18

RASC Series 2005-KS2 Trust

76110WN36

550,000,233

8.71

RASC Series 2005-KS3 Trust

76110WR57

415,585,926

10.52

RASC Series 2005-KS4 Trust

76110WT97

414,387,094

11.00

RASC Series 2005-KS5 Trust

76110WW28

408,539,614

11.97

RASC Series 2005-KS6 Trust

76110W2A3

599,753,915

13.76

RASC Series 2005-KS7 Trust

76110W2U9

400,000,858

16.79

RASC Series 2005-KS8 Trust

76110W3M6

1,200,001,502

18.60

RASC Series 2005-KS9 Trust

754058AA3

500,002,099

15.79

RASC Series 2006-EMX1 Trust

75405KAA6

440,000,794

32.34

RASC Series 2006-EMX2 Trust

75406AAA7

570,000,007

34.59

RASC Series 2006-EMX3 Trust

76113ABY6

800,000,022

41.11

RASC Series 2006-EMX4 Trust

75406DAA1

685,000,108

43.94

RASC Series 2006-EMX5 Trust

74924QAA8

600,000,212

45.91

RASC Series 2006-EMX6 Trust

754065AA8

645,000,311

48.25

RASC Series 2006-EMX7 Trust

74924TAA2

520,000,106

49.26

RASC Series 2006-EMX8 Trust

74924UAA9

730,000,055

52.38

RASC Series 2006-EMX9 Trust

74924VAA7

760,000,199

55.12

RASC Series 2006-KS1 Trust

76113AAC5

860,000,288

22.76

RASC Series 2006-KS2 Trust

75406BAA5

1,000,000,026

24.31

RASC Series 2006-KS3 Trust

76113ABF7

1,150,000,002

28.67

RASC Series 2006-KS4 Trust

75406EAA9

700,371,495

26.42

RASC Series 2006-KS5 Trust

75406VAA1

700,000,100

29.87

RASC Series 2006-KS6 Trust

75406WAA9

544,370,894

32.83

RASC Series 2006-KS7 Trust

75406XAA7

550,000,049

32.83

RASC Series 2006-KS8

74924RAA6

551,000,575

39.45

RASC Series 2007-EMX1 Trust

74924XAA3

749,029,398

46.11

RASC Series 2007-KS1 Trust

74924SAA4

423,028,360

42.09

RASC Series 2007-KS2 Trust

74924WAA5

1,000,000,044

51.63

RASC Series 2007-KS3 Trust

74924YAA1

1,335,060,791

49.65

RASC Series 2007-KS4 Trust

74924NAA5

250,001,576

51.53

Renaissance Home Equity Loan Trust 2005-1

759950EY0

749,999,268

11.71

Renaissance Home Equity Loan Trust 2005-2

75970NAE7

749,999,904

12.25

Renaissance Home Equity Loan Trust 2005-3

75970NAY3

824,999,793

14.69

Renaissance Home Equity Loan Trust 2005-4

759950FV5

875,000,000

17.57

Renaissance Home Equity Loan Trust 2006-1

759950GQ5

875,000,000

19.74

Renaissance Home Equity Loan Trust 2006-2

759676AA7

825,000,000

24.44

Renaissance Home Equity Loan Trust 2006-3

75971AAA2

825,000,000

26.82

Renaissance Home Equity Loan Trust 2006-4

75970HAA8

625,000,000

30.44

Renaissance Home Equity Loan Trust 2007-1

75970JAA4

950,000,000

33.47

Renaissance Home Equity Loan Trust 2007-2

75970QAA8

850,000,000

33.93

Renaissance Home Equity Loan Trust 2007-3

75971FAA1

900,000,000

36.33

ResMAE Mortgage Loan Trust 2006-1

76116RAA9

748,088,773

36.90

ResMae Mortgage Loan Trust 2007-1

76116XAD0

625,831,451

46.45

SAACO Series 2005-NC4 Trust

78514RAA3

702,638,786

16.95

Saxon Asset Sec Trust 2006-3

80556AAA5

1,100,000,000

44.58

Saxon Asset Securities Trust 2005-1

805564RH6

1,000,000,000

7.34

Saxon Asset Securities Trust 2005-2

805564RW3

980,000,000

10.25

Saxon Asset Securities Trust 2005-3

805564SM4

900,000,000

17.96

Saxon Asset Securities Trust 2005-4

805564TC5

640,000,000

23.20

Saxon Asset Securities Trust 2006-1

80556UAA1

499,973,080

23.76

Saxon Asset Securities Trust 2006-2

80556XAA5

1,000,000,000

30.03

Saxon Asset Securities Trust 2007-1

80556B9A5

622,171,726

49.46

Saxon Asset Securities Trust 2007-2

80556Y9A7

870,703,726

49.08

Saxon Asset Securities Trust 2007-3

80557B9A4

1,420,000,001

56.95

Saxon Asset Securities Trust 2007-4

80557CAA0

482,343,364

53.78

Securitized Asset Backed Receivables LLC Trust 2005-EC1

81375WDA1

358,007,813

5.45

Securitized Asset Backed Receivables LLC Trust 2005-FR2

81375WEB8

1,087,393,023

12.19

Securitized Asset Backed Receivables LLC Trust 2005-FR3

81375WEP7

563,862,199

13.90

Securitized Asset Backed Receivables LLC Trust 2005-FR4

81375WFB7

1,098,257,690

17.96

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Securitized Asset Backed Receivables LLC Trust 2005-FR5

81375WFQ4

1,162,489,625

18.54

Securitized Asset Backed Receivables LLC Trust 2005-HE1

81375WGC4

1,243,776,070

27.07

Securitized Asset Backed Receivables LLC Trust 2005-OP1

81375WCM6

1,319,193,830

4.96

Securitized Asset Backed Receivables LLC Trust 2005-OP2

81375WGR1

1,008,164,920

14.17

Securitized Asset Backed Receivables LLC Trust 2006 FR2

81376VAA5

519,259,753

36.35

Securitized Asset Backed Receivables LLC Trust 2006-CB1

81375WHF6

808,679,656

27.39

Securitized Asset Backed Receivables LLC Trust 2006-CB5

81376WAA3

583,081,076

34.89

Securitized Asset Backed Receivables LLC Trust 2006-FR1

81375WJQ0

989,194,069

27.27

Securitized Asset Backed Receivables LLC Trust 2006-FR3

813765AA2

987,602,652

38.93

Securitized Asset Backed Receivables LLC Trust 2006-FR4

81377G9A9

820,396,634

48.86

Securitized Asset Backed Receivables LLC Trust 2006-HE1

81376YAA9

768,771,113

40.86

Securitized Asset Backed Receivables LLC Trust 2006-NC1

81375HAA7

806,374,743

32.08

Securitized Asset Backed Receivables LLC Trust 2006-NC2

81376EAA3

613,603,037

38.77

Securitized Asset Backed Receivables LLC Trust 2006-OP1

81375WJB3

1,259,700,972

10.71

Securitized Asset Backed Receivables LLC Trust 2006-WM1

81375WKA3

721,736,085

32.11

Securitized Asset Backed Receivables LLC Trust 2006-WM3

81377E9A4

998,949,119

51.73

Securitized Asset Backed Receivables LLC Trust 2006-WM4

81377X9A4

1,355,443,368

50.13

Securitized Asset Backed Receivables LLC Trust 2007-BR1

81378K9A9

969,463,956

44.36

Securitized Asset Backed Receivables LLC Trust 2007-BR2

81378P9A8

1,099,706,087

46.96

Securitized Asset Backed Receivables LLC Trust 2007-BR3

81377N9A4

1,130,582,700

47.99

Securitized Asset Backed Receivables LLC Trust 2007-BR4

81378E9A3

1,004,035,087

45.47

Securitized Asset Backed Receivables LLC Trust 2007-BR5

81379EAA0

999,680,439

44.69

Securitized Asset Backed Receivables LLC Trust 2007-HE1

81377J9A3

920,928,971

51.84

Securitized Asset Backed Receivables LLC Trust 2007-NC1

81378A9A1

848,203,063

39.36

Securitized Asset Backed Receivables LLC Trust 2007-NC2

81378G9A8

836,021,881

42.95

Securitized Asset Backed Recievables LLC Trust 2005-FR1

81375WDP8

873,268,316

8.52

Securitized Asset Bckd Rec LLC Trust 2006-HE2

81377AAA0

1,024,802,507

39.58

Securitized Asset Bckd Rec LLC Trust 2006-NC3

81377C9A8

430,021,521

43.01

Securitized Asset Bckd Rec LLC Trust 2006-WM2

81376G9A0

1,000,956,056

47.20

SG Mortgage Securities Trust 2005-OPT1

81879MAA7

503,963,319

16.05

SG Mortgage Securities Trust 2006-FRE1

81879MAS8

944,012,811

35.95

SG Mortgage Securities Trust 2006-FRE2

784208AA8

1,809,943,374

42.79

SG Mortgage Securities Trust 2006-OPT2

78420MAA7

844,385,998

35.45

SG Mortgage Securities Trust 2007-AHL1

784209AA6

370,705,229

55.68

SG Mortgage Securities Trust 2007-NC1

78420RAA6

354,434,678

34.59

Soundview Home Equity Loan Trust 2005-2

83611MEL8

518,128,518

12.32

Soundview Home Equity Loan Trust 2005-OPT3

83611MGS1

1,545,653,980

14.16

Soundview Home Ln Trust 2006-WF1

83612LAA7

807,524,695

33.61

Soundview Home Loan Trust 2005-1

83611MCG1

778,000,462

8.37

Soundview Home Loan Trust 2005-3

83611MFG8

704,947,505

14.34

Soundview Home Loan Trust 2005-4

83611MJY5

883,000,000

24.61

Soundview Home Loan Trust 2005-CTX1

83611PBN0

570,074,654

12.62

Soundview Home Loan Trust 2005-DO1

83611MDS4

615,829,922

10.63

Soundview Home Loan Trust 2005-OPT1

83611MDB1

1,500,000,000

7.81

Soundview Home Loan Trust 2005-OPT2

83611MGB8

1,035,488,782

11.11

Soundview Home Loan Trust 2005-OPT4

83611MJF6

1,559,049,858

18.52

Soundview Home Loan Trust 2006-1

83611MKV9

770,875,753

32.08

Soundview Home Loan Trust 2006-2

83611MNC8

810,099,827

29.83

Soundview Home Loan Trust 2006-3

83612HAA6

1,050,115,031

43.63

Soundview Home Loan Trust 2006-EQ1

83612JAA2

1,771,963,740

39.04

Soundview Home Loan Trust 2006-EQ2

83611XAA2

834,869,960

36.87

Soundview Home Loan Trust 2006-NLC1

83611DAA6

736,471,643

48.90

Soundview Home Loan Trust 2006-OPT 5

83612CAA7

3,100,000,000

28.44

Soundview Home Loan Trust 2006-OPT1

83611MLR7

1,046,775,334

21.85

Soundview Home Loan Trust 2006-OPT2

83611MMH8

1,600,000,000

24.03

Soundview Home Loan Trust 2006-OPT3

83611MPE2

2,000,000,000

26.04

Soundview Home Loan Trust 2006-OPT4

83611YAA0

1,000,000,000

29.70

Soundview Home Loan Trust 2006-WF2

83612MAA5

1,264,028,825

35.48

Soundview Home Loan Trust 2007-1

83612PAA8

630,045,190

34.28

Soundview Home Loan Trust 2007-NS1

83612QAA6

678,541,446

29.31

Soundview Home Loan Trust 2007-OPT1

83612TAA0

2,321,786,205

38.98

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Soundview Home Loan Trust 2007-OPT2

83613DAA4

562,080,117

Soundview Home Loan Trust 2007-OPT3

83612KAA9

565,259,217

37.14
36.68

Soundview Home Loan Trust 2007-OPT4

83613AAA0

495,100,046

32.55

Soundview Home Loan Trust 2007-OPT5

83613FAA9

1,025,576,924

29.32

Soundview Home Loan Trust 2007-WMC1

83612NAA3

1,177,710,358

59.66

Specialty Underwriting and Residential Finance Trust Series 2007-AB1

84752CAA5

350,000,000

39.59

Specialty Underwriting and Residential Finance Trust, Series 2005-AB1

84751PFB0

270,000,227

11.94

Specialty Underwriting and Residential Finance Trust, Series 2005-AB2

84751PGF0

330,851,760

10.90

Specialty Underwriting and Residential Finance Trust, Series 2005-AB3

84751PJD2

315,001,612

17.38

Specialty Underwriting and Residential Finance Trust, Series 2005-BC1

84751PEN5

785,589,880

9.92

Specialty Underwriting and Residential Finance Trust, Series 2005-BC2

84751PFQ7

840,000,557

13.13

Specialty Underwriting and Residential Finance Trust, Series 2005-BC3

84751PGU7

1,050,001,736

14.33

Specialty Underwriting and Residential Finance Trust, Series 2005-BC4

84751PHR3

1,240,000,894

25.18

Specialty Underwriting and Residential Finance Trust, Series 2006-AB1

84751PKT5

475,002,390

23.37

Specialty Underwriting and Residential Finance Trust, Series 2006-AB2

84751VAA4

400,000,103

33.33

Specialty Underwriting and Residential Finance Trust, Series 2006-BC1

84751PJX8

1,500,000,388

29.33

Specialty Underwriting and Residential Finance Trust, Series 2006-BC2

84751PLK3

790,000,365

36.14

Specialty Underwriting and Residential Finance Trust, Series 2006-BC3

84751WAA2

850,005,701

38.46

Specialty Underwriting and Residential Finance Trust, Series 2006-BC4

84751YAA8

1,100,000,096

46.91

Specialty Underwriting and Residential Finance Trust, Series 2006-BC5

84751NAA2

865,000,390

50.27

Specialty Underwriting and Residential Finance Trust, Series 2007-BC1

84752BAA7

825,001,683

53.63

Specialty Underwriting and Residential Finance Trust, Series 2007-BC2

84752EAA1

390,000,562

53.24

Structured Asset Investment Loan Trust 2005-1

86358EPZ3

1,971,495,286

7.48

Structured Asset Investment Loan Trust 2005-10

86358EYT7

1,661,016,889

24.73

Structured Asset Investment Loan Trust 2005-11

86358EA22

1,872,790,458

25.55

Structured Asset Investment Loan Trust 2005-2

86358EQT6

2,001,755,638

7.90

Structured Asset Investment Loan Trust 2005-3

86358ERK4

2,786,697,877

8.45

Structured Asset Investment Loan Trust 2005-4

86358ESE7

2,163,873,263

10.56

Structured Asset Investment Loan Trust 2005-5

86358ESW7

2,497,873,628

10.97

Structured Asset Investment Loan Trust 2005-6

86358ETR7

2,269,083,782

14.10

Structured Asset Investment Loan Trust 2005-7

86358EVX1

2,101,807,162

15.42

Structured Asset Investment Loan Trust 2005-8

86358EXL5

2,241,129,598

21.30

Structured Asset Investment Loan Trust 2005-9

86358EYA8

2,395,151,292

22.56

Structured Asset Investment Loan Trust 2005-HE1

86358EUM6

1,724,787,931

14.50

Structured Asset Investment Loan Trust 2005-HE2

86358EVJ2

842,052,006

16.67

Structured Asset Investment Loan Trust 2005-HE3

86358EWS1

2,370,277,347

18.02

Structured Asset Investment Loan Trust 2006-1

86358EA63

1,498,392,592

29.50

Structured Asset Investment Loan Trust 2006-2

86358EE44

1,341,599,733

33.24

Structured Asset Investment Loan Trust 2006-3

863587AA9

2,730,175,981

32.91

Structured Asset Investment Loan Trust 2006-4

86360WAA0

2,446,422,264

40.47

Structured Asset Investment Loan Trust 2006-BNC1

86358EC53

1,173,618,880

32.35

Structured Asset Investment Loan Trust 2006-BNC2

86358GAA9

902,958,876

37.25

Structured Asset Investment Loan Trust 2006-BNC3

86361KAA5

2,062,458,752

46.73

Structured Asset Mortgage Investments II Trust 2005-AR8

86359LRW1

1,000,004,744

39.12

Structured Asset Secs Corp. Mtg Ln Trust 2006-BC3

86359P9A0

1,320,154,968

40.19

Structured Asset Secs Corp. Mtg Ln Trust 2006-WF3

86361E9A1

1,408,431,646

28.41

Structured Asset Securities Corp.

86359B3V1

713,599,312

8.19

Structured Asset Securities Corporation 2005-RMS1

86359B6P1

413,276,627

7.02

Structured Asset Securities Corporation 2005-WF1

86359BV24

938,993,052

4.26

Structured Asset Securities Corporation Mortgage Loan Trust 2005-NC2

86359DCE5

968,304,680

9.48

Structured Asset Securities Corporation Mortgage Loan Trust 2005-OPT1

86359DVB0

591,085,736

20.42

Structured Asset Securities Corporation Mortgage Loan Trust 2005-WF2

86359DCY1

670,999,178

5.38

Structured Asset Securities Corporation Mortgage Loan Trust 2005-WF3

86359DLH8

878,484,852

7.31

Structured Asset Securities Corporation Mortgage Loan Trust 2005-WF4

863576DB7

1,962,205,522

10.99

Structured Asset Securities Corporation Mortgage Loan Trust 2006-AM1

86359XAA1

722,428,864

40.10

Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC1

86359YAA9

1,101,401,795

35.70

Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC2

86361GAA4

1,177,659,594

43.81

Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC4

86359R9A5

1,576,618,376

43.58

Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC5

86359S9A6

798,487,780

46.18

Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC6

86362V9A4

1,293,715,343

45.65

Structured Asset Securities Corporation Mortgage Loan Trust 2006-EQ1

86360RAA1

1,524,971,406

34.39

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Standard & Poor's

Page 56 of 57

Structured Asset Securities Corporation Mortgage Loan Trust 2006-OPT1

86359UAA7

944,373,965

23.03

Structured Asset Securities Corporation Mortgage Loan Trust 2006-OW1

863576EM2

470,111,752

27.99

Structured Asset Securities Corporation Mortgage Loan Trust 2006-W1

86361CAA3

553,515,102

35.30

Structured Asset Securities Corporation Mortgage Loan Trust 2006-WF1

863576FC3

859,546,628

11.76

Structured Asset Securities Corporation Mortgage Loan Trust 2006-WF2

86360LAA4

1,299,190,814

28.25

Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC1

86362PAA3

1,211,151,984

46.89

Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC2

86362Y9A8

641,925,738

32.91

Structured Asset Securities Corporation Mortgage Loan Trust 2007-BC3

86363W9A1

823,333,143

49.20

Structured Asset Securities Corporation Mortgage Loan Trust 2007-BNC1

86364X9A8

746,499,908

62.33

Structured Asset Securities Corporation Mortgage Loan Trust 2007-EQ1

86363H9A2

641,487,026

45.19

Structured Asset Securities Corporation Mortgage Loan Trust 2007-MLN1

863613AA3

911,486,559

50.95

Structured Asset Securities Corporation Mortgage Loan Trust 2007-OSI

863619AA0

846,479,045

54.68

Structured Asset Securities Corporation Mortgage Loan Trust 2007-TC1

86364GAA1

178,891,375

16.43

Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF1

86358B9A2

847,925,170

37.40

Structured Asset Securities Corporation Mortgage Loan Trust 2007-WF2

86364LAA0

454,738,319

36.91

Structured Asset Securities Corporation Mortgage Loan Trust-2006-NC1

86360PAA5

1,230,035,769

38.29

Structured Asset Securities Corporation Trust 2005-AR1

86359DVR5

1,049,807,167

22.99

Structured Asset Securities Corporation Trust 2005-SC1

86359DTE7

398,810,589

10.83

Terwin Mortgage Trust 2005-2HE

881561PU2

325,008,020

6.97

Terwin Mortgage Trust 2005-4HE

881561SA3

300,013,899

7.58

Terwin Mortgage Trust 2005-8HE

881561UE2

660,003,041

11.27

Terwin Mortgage Trust 2006-1

881561L85

225,001,743

23.88

Terwin Mortgage Trust 2006-3

881561T53

285,000,220

32.53

Terwin Mortgage Trust 2006-3

881561V84

199,999,800

29.02

350,001,760

26.01

Terwin Mortgage Trust 2006-5

8815612A1

151,209,800

26.03

Terwin Mortgage Trust 2007-4HE

88157QAA6

170,000,861

37.07

Terwin Mortgage Trust 2007-QHL1

88157YAA9

109,500,000

51.45

Terwin Mortgage Trust Series TMTS 2005-10HE

881561UX0

276,035,205

14.46

Terwin Mortgage Trust Series TMTS 2005-16HE

881561C36

550,003,757

19.53

Terwin Mortgage Trust Series, TMTS 2005-6HE

881561QV9

350,020,543

8.42

Terwin Mortgage Trust, Series TMTS 2005-14HE

881561XH2

325,003,319

15.35

Terwin Mtg Trust 2006-11ABS

88156YAA0

200,000,677

36.49

Wachovia Mortgage Loan Trust, LLC

92977YAT8

715,020,746

20.41

WaMu Asset Backed Certificates Series 2007-HE3 Trust

93364E9A4

1,152,436,233

44.44

Terwin Mortgage Trust 2006-5

8815612E3

WaMu Asset-Backed Certificates Series 2007-HE2 Trust

92926SAA4

1,593,665,287

46.91

WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust

9336319A3

1,393,794,761

46.85

WaMu Asset-Backed Certificates WaMu Series 2007-HE4 Trust

93363XAA1

679,323,511

43.97

Washington Mutual Asset Backed Certificates WMABS Series 2007-HE2
Trust

93934TAA0

814,263,307

61.99

Washington Mutual Asset-Backed Certificates WMABS Series 2006-HE2
Trust

93934J9A4

472,002,321

41.52

Washington Mutual Asset-Backed Certificates WMABS Series 2006-HE3
Trust

93934M9A7

411,285,690

46.53

Washington Mutual Asset-Backed Certificates WMABS Series 2006-HE5
Trust

93934X9A5

641,653,691

54.56

Washington Mutual Asset-Backed Certificates WMABS Series 2007-HE1
Trust

93935K9A0

284,442,108

60.45

Washington Mutual Asset-Backed Certificates, WMABS Series 2006-HE1
Trust

92925CEP3

389,194,677

34.97

Washington Mutual Asset-Bckd Certs WMABS Ser 2006-HE4 Trust

93934Q9A8

291,043,919

53.93

Wells Fargo Home Equity Asset Backed Securities 2006-1 Trust

9497EUAA5

1,096,234,530

15.00

Wells Fargo Home Equity Asset-Backed Securities 2005-1 Trust

9497ER9A3

1,256,004,617

5.74

Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust

94981P9A0

873,687,882

8.13

Wells Fargo Home Equity Asset-Backed Securities 2005-3 Trust

9497ENAA1

1,751,021,319

10.58

Wells Fargo Home Equity Asset-Backed Securities 2005-4 Trust

9497EM9A5

868,599,210

14.66

Wells Fargo Home Equity Asset-Backed Securities 2006-2 Trust

9497EAAA9

810,847,087

22.28

Wells Fargo Home Equity Asset-Backed Securities 2006-3 Trust

9497EBAA7

896,550,677

41.09

RELATED RESEARCH 

"Revised Lifetime Loss Projections For Prime And Certain Subprime And Alt-A U.S. RMBS Issued in 2005-2007,"
published Jan. 15, 2010. 

"Methodology And Assumptions For Rating U.S. RMBS Prime, Alternative-A, And Subprime Loans," published Sept. 10,

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2009. 

"Standard & Poor's Revises U.S. Subprime And Alternative-A RMBS Loss Assumptions For Transactions Issued In
2005, 2006, And 2007," published July 6, 2009.

These criteria represent the specific application of fundamental principles that define credit risk and ratings opinions. Their use is
determined by issuer- or issue-specific attributes as well as Standard & Poor's Ratings Services' assessment of the credit and, if
applicable, structural risks for a given issuer or issue rating. Methodology and assumptions may change from time to time as a result of
market and economic conditions, issuer- or issue-specific factors, or new empirical evidence that would affect our credit judgment.
Andrew J Giudici, New York (1) 212-438-1659;
andrew_giudici@standardandpoors.com

Primary Credit Analysts:

Jeremy Schneider, New York (1) 212-438-5230;
jeremy_schneider@standardandpoors.com
Analytical Manager, U.S. RMBS Surveillance:

Becky Cao, New York (1) 212-438-2595;
becky_cao@standardandpoors.com

Criteria Officer, Global RMBS:

Calvin R Wong, New York (1) 212-438-7495;
calvin_wong@standardandpoors.com

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