Exhibit 33.6

ASSESSMENT OF COMPLIANCE WITH THE APPLICABLE SERVICING CRITERIA

The management (Management) of the Corporate Trust Services division of Wells Fargo Bank, National Association (the
Company) is responsible for assessing the Companys compliance with the applicable servicing criteria set forth in Item 1122(d) of Regulation AB of the Securities and Exchange Commission. Management has determined that the
servicing criteria are applicable in regards to the servicing platform for the period as follows:

Period: As of and for the twelve months ended
December 31, 2017 (the Period).

Platform: The platform consists of residential mortgage-backed securities
(RMBS) transactions backed by pools of residential mortgage loans and/or backed by RMBS, for which the Company provides master servicing services and for which either (a) some or all of the issued securities for such RMBS
transactions were publicly offered pursuant to a registration statement delivered under the Securities Act of 1933, as amended, or (b) the issued securities for such RMBS transactions were privately offered pursuant to an exemption from
registration and the Company has an obligation under the transaction agreements to deliver an assessment of compliance with the applicable servicing criteria under Item 1122(d) of Regulation AB; provided however that, the platform excludes any
transactions for which the offered securities were issued, sponsored and/or guaranteed by any agency or instrumentality of the U.S. government or any government-sponsored entity, other than certain RMBS transactions for which the offered securities
were issued, sponsored and/or guaranteed by the Federal Deposit Insurance Company (the RMBS Master Servicing Platform). Appendix A identifies the individual transactions defined by Management as constituting the RMBS Master
Servicing Platform for the Period.

Applicable Servicing Criteria: All servicing criteria set forth in Item 1122(d) applicable to the
Companys obligations in the related transaction agreements with respect to the RMBS Master Servicing Platform for the Period, except for the following servicing criteria: 1122(d)(3)(i)(C), 1122(d)(4)(i), 1122(d)(4)(ii), 1122(d)(4)(iv),
1122(d)(4)(v), 1122(d)(4)(viii), 1122(d)(4)(ix), 1122(d)(4)(x), 1122(d)(4)(xi), 1122(d)(4)(xii), 1122(d)(4)(xiii) and 1122(d)(4)(xv), which Management has determined are not applicable to the Companys obligations in the related transaction
agreements with respect to the RMBS Master Servicing Platform for the Period; provided however that, with respect to the RMBS Master Servicing Platform (a) servicing criterion 1122(d)(1)(iii) is applicable only with respect to the
Companys continuing obligation to act as, or appoint, a successor servicer or, if applicable, a back-up servicer under the circumstances set forth in the transaction agreements; (b) servicing
criterion 1122(d)(1)(v) is applicable only to the Companys obligations related to the aggregation of information received and the conveyance of such information, in each case, as required by the transaction agreements; (c) servicing
criteria 1122(d)(3)(i)(A),(B) and (D) are applicable only as they relate to the Companys responsibility to aggregate and provide loan-level data to the appropriate transaction party in accordance with the transaction agreements;
(d) servicing criterion 1122(d)(3)(ii) is applicable only as it relates to the Companys obligation to make remittances to various transaction parties in accordance with the timeframes set forth in the transaction agreements; and
(e) servicing criterion 1122(d)(4)(iii) is applicable only to the Companys obligations related to the process of making or effecting an addition, removal or substitution to the asset pool in accordance with the transaction agreements (the
Applicable Servicing Criteria).

With respect to the RMBS Master Servicing Platform and the Period, Management provides the following
assessment of the Companys compliance with respect to the Applicable Servicing Criteria:

1. Management is responsible for assessing the
Companys compliance with the Applicable Servicing Criteria.

2. Management has assessed the Companys compliance with the Applicable Servicing
Criteria. In performing this assessment, Management used the criteria set forth by the Securities and Exchange Commission in paragraph (d) of Item 1122 of Regulation AB.

3. Based on such assessment for the Period, the Company has complied in all material respects with the Applicable Servicing Criteria.



---

KPMG LLP, an independent registered public accounting firm, has issued an attestation report with respect to
Managements assessment of the Companys compliance with the Applicable Servicing Criteria for the Period.



WELLS FARGO BANK, National AssociationBy:

/s/ Kristen Ann CroninKristen Ann CroninTitle:

Senior Vice PresidentDated:

February 23, 2018




2



---

Appendix A to the Companys Assessment of Compliance with the Applicable Servicing
Criteria



|                                            |  |                                                                                                                                         
|------------------------------------------- |  | ----------------------------------------------------------------------------------------------------------------------------------------
|RMBS Master Servicing Platform
Transactions
|Deal Identifier                             |  | Long Name                                                                                                                               
|AAMES 2004-1                                |  | Aames Mortgage Investment Trust 2004-1                                                                                                  
|                                            | 
|AAMES 2005-1                                |  | Aames Mortgage Investment Trust 2005-1                                                                                                  
|                                            | 
|AAMES 2005-2                                |  | Aames Mortgage Investment Trust 2005-2                                                                                                  
|                                            | 
|AAMES 2005-4                                |  | Aames Mortgage Investment Trust 2005-4                                                                                                  
|                                            | 
|AAMES 2006-1                                |  | Aames Mortgage Investment Trust 2006-1                                                                                                  
|                                            | 
|ABFC 2004-HE1                               |  | ABFC 2004-HE1 Trust ABFC Asset-Backed Certificates, Series 2004-HE1                                                                     
|                                            | 
|ABFC 2005-HE1                               |  | ABFC 2005-HE1 Trust ABFC Asset-Backed Certificates, Series 2005-HE1                                                                     
|                                            | 
|ABFC 2006-HE1                               |  | ABFC 2006-HE1 Trust Asset-Backed Funding Corporation Asset-Backed Certificates, Series 2006-HE1                                         
|                                            | 
|ABFC 2007-WMC1                              |  | ABFC 2007-WMC1 Trust Asset Backed Funding Corporation Asset Backed Certificates, Series 2007-WMC1                                       
|                                            | 
|ABSC 2004-HE6                               |  | Asset-Backed Securities Corporation Home Equity Loan Trust 2004-HE6 Asset-Backed Pass-Through Certificates, Series 2004-HE6             
|                                            | 
|ABSC 2004-HE8                               |  | Asset-Backed Securities Corporation Home Equity Loan Trust 2004-HE8 Asset-Backed Pass-Through Certificates, Series 2004-HE8             
|                                            | 
|ABSC 2005-HE8                               |  | Asset-Backed Securities Corporation Home Equity Loan Trust Series NC 2005-HE8 Asset-Backed Pass-Through Certificates, Series NC 2005-HE8
|                                            | 
|ABSC MO 2006-                               |  | Asset-Backed Securities Corporation Home Equity Loan Trust Series MO 2006-HE6 Asset-Backed Pass-Through                                 
|                                            | 
|HE6                                         |  | Certificates, Series MO 2006-HE6                                                                                                        
|                                            | 
|ABSC NC 2005-                               |  | Asset-Backed Securities Corporation Home Equity Loan Trust Series NC 2005-HE4 Asset-Backed Pass-Through                                 
|                                            | 
|HE4                                         |  | Certificates, Series NC 2005-HE4                                                                                                        
|                                            | 
|ACE 2001-HE1                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2001-HE1 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2002-HE1                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2002-HE1 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2002-HE2                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2002-HE2 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2002-HE3                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2002-HE3 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2003-FM1                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2003-FM1 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2003-HE1                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2003-HE1 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2003-HS1                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2003-HS1 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2003-NC1                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2003-NC1 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2003-OP1                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2003-OP1 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2003-TC1                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2003-TC1 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2004-FM1                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2004-FM1 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2004-FM2                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2004-FM2 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2004-HE1                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE1 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2004-HE2                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE2 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2004-HE3                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE3 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2004-HE4                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2004-HS1                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2004-HS1 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2004-IN1                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2004-IN1 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2004-OP1                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2004-OP1 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2004-RM1                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2004-RM1 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2004-RM2                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2004-RM2 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2004-SD1                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2004-SD1 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2005-AG1                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2005-AG1 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2005-ASAP1                              |  | ACE Securities Corp. Home Equity Loan Trust, Series 2005-ASAP1 Asset-Backed Pass-Through Certificates                                   
|                                            | 
|ACE 2005-HE1                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE1 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2005-HE2                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE2 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2005-HE3                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE3 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2005-HE4                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE4 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2005-HE5                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE5 Asset-Backed Pass-Through Certificates                                     
|                                            | 
|ACE 2005-HE6                                |  | ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE6 Asset-Backed Pass-Through Certificates                                     



A-1



---

|                    |  |                                                                                                      
|------------------- |  | -----------------------------------------------------------------------------------------------------
|                    | 
|ACE 2005-HE7        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2005-HE7 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2005-RM1        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2005-RM1 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2005-RM2        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2005-RM2 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2005-SD1        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2005-SD1 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2005-SD2        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2005-SD2 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2005-SD3        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2005-SD3 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2005-SL1        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2005-SL1 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2005-SN1        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2005-SN1 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2005-WF1        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2005-WF1 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-ASAP1      |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP1 Asset-Backed Pass-Through Certificates
|                    | 
|ACE 2006-ASAP2      |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP2 Asset-Backed Pass-Through Certificates
|                    | 
|ACE 2006-ASAP3      |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP3 Asset-Backed Pass-Through Certificates
|                    | 
|ACE 2006-ASAP4      |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP4 Asset-Backed Pass-Through Certificates
|                    | 
|ACE 2006-ASAP5      |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP5 Asset-Backed Pass-Through Certificates
|                    | 
|ACE 2006-ASAP6      |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASAP6 Asset-Backed Pass-Through Certificates
|                    | 
|ACE 2006-ASL1       |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASL1 Asset-Backed Pass-Through Certificates 
|                    | 
|ACE 2006-CW1        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-CW1 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-FM1        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-FM1 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-FM2        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-FM2 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-HE1        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE1 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-HE2        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE2 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-HE3        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE3 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-HE4        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-HE4 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-NC1        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC1 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-NC2        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC2 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-NC3        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC3 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-OP1        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-OP1 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-OP2        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-OP2 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-SD1        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-SD1 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-SD2        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-SD2 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-SD3        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-SD3 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-SL1        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-SL1 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-SL2        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-SL2 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-SL3        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-SL3 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2006-SL4        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2006-SL4 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2007-ASAP1      |  | ACE Securities Corp. Home Equity Loan Trust, Series 2007-ASAP1 Asset-Backed Pass-Through Certificates
|                    | 
|ACE 2007 ASAP2      |  | ACE Securities Corp. Home Equity Loan Trust, Series 2007-ASAP2 Asset-Backed Pass-Through Certificates
|                    | 
|ACE 2007-ASL1       |  | ACE Securities Corp. Home Equity Loan Trust, Series 2007-ASL1 Asset-Backed Pass-Through Certificates 
|                    | 
|ACE 2007-HE1        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE1 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2007-HE2        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE2 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2007-HE3        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE3 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2007-HE4        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE4 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2007-HE5        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE5 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2007-SL1        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2007-SL1 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2007-SL2        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2007-SL2 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2007-WM1        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM1 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE 2007-WM2        |  | ACE Securities Corp. Home Equity Loan Trust, Series 2007-WM2 Asset-Backed Pass-Through Certificates  
|                    | 
|ACE TERWIN 2003-6HE |  | Terwin Mortgage Trust, Series TMTS 2003-6HE Asset-Backed Pass-Through Certificates                   
|                    | 
|AEGIS 2004-2        |  | Aegis Asset-Backed Securities Trust Mortgage Pass-Through Certificates, Series 2004-2                
|                    | 
|AEGIS 2004-5        |  | Aegis Asset-Backed Securities Trust Mortgage Pass-Through Certificates, Series 2004-5                
|                    | 
|AEGIS 2004-6        |  | Aegis Asset-Backed Securities Trust 2004-6 Mortgage-Backed Notes                                     



A-2



---

|                   |  |                                                                                                         
|------------------ |  | --------------------------------------------------------------------------------------------------------
|                   | 
|AEGIS 2005-1       |  | Aegis Asset-Backed Securities Trust 2005-1 Mortgage-Backed Notes                                        
|                   | 
|AEGIS 2005-2       |  | Aegis Asset-Backed Securities Trust 2005-2 Mortgage-Backed Notes                                        
|                   | 
|AEGIS 2005-3       |  | Aegis Asset-Backed Securities Trust 2005-3 Mortgage-Backed Notes                                        
|                   | 
|AEGIS 2005-4       |  | Aegis Asset-Backed Securities Trust Mortgage Pass-Through Certificates, Series 2005-4                   
|                   | 
|AEGIS 2005-5       |  | Aegis Asset-Backed Securities Trust Mortgage Pass-Through Certificates, Series 2005-5                   
|                   | 
|AEGIS 2006-1       |  | Aegis Asset-Backed Securities Trust 2006-1 Mortgage-Backed Notes                                        
|                   | 
|AGATEBAY13-1       |  | Agate Bay Mortgage Trust 2013-1                                                                         
|                   | 
|AGATEBAY2014-1     |  | Agate Bay Mortgage Trust 2014-1                                                                         
|                   | 
|AGATEBAY2014-2     |  | Agate Bay Mortgage Trust 2014-2                                                                         
|                   | 
|AGATEBAY2014-3     |  | Agate Bay Mortgage Trust 2014-3                                                                         
|                   | 
|AGATEBAY2015-1     |  | Agate Bay Mortgage Trust 2015-1                                                                         
|                   | 
|AGATEBAY2015-2     |  | Agate Bay Mortgage Trust 2015-2                                                                         
|                   | 
|AGATEBAY2015-3     |  | Agate Bay Mortgage Trust 2015-3                                                                         
|                   | 
|AGATEBAY2015-4     |  | Agate Bay Mortgage Trust 2015-4                                                                         
|                   | 
|AGATEBAY2015-5     |  | Agate Bay Mortgage Trust 2015-5                                                                         
|                   | 
|AGATEBAY2015-6     |  | Agate Bay Mortgage Trust 2015-6                                                                         
|                   | 
|AGATEBAY2015-7     |  | Agate Bay Mortgage Trust 2015-7                                                                         
|                   | 
|AGATEBAY2016-1     |  | Agate Bay Mortgage Trust 2016-1                                                                         
|                   | 
|AGATEBAY2016-2     |  | Agate Bay Mortgage Trust 2016-2                                                                         
|                   | 
|AGATEBAY2016-3     |  | Agate Bay Mortgage Trust 2016-3                                                                         
|                   | 
|AHMA 2005-1        |  | American Home Mortgage Assets LLC, Mortgage-Backed Pass-Through Certificates Series 2005-1              
|                   | 
|AHMA 2005-2        |  | American Home Mortgage Assets LLC, Mortgage-Backed Pass-Through Certificates Series 2005-2              
|                   | 
|AHMA 2006-1        |  | American Home Mortgage Assets LLC, Mortgage-Backed Pass-Through Certificates Series 2006-1              
|                   | 
|AHMA 2006-2        |  | American Home Mortgage Assets LLC, Mortgage-Backed Pass-Through Certificates Series 2006-2              
|                   | 
|AHMA 2006-3        |  | American Home Mortgage Assets LLC, Mortgage-Backed Pass-Through Certificates Series 2006-3              
|                   | 
|AHMA 2006-4        |  | American Home Mortgage Assets LLC, Mortgage-Backed Pass-Through Certificates Series 2006-4              
|                   | 
|AHMA 2006-5        |  | American Home Mortgage Assets LLC, Mortgage-Backed Pass-Through Certificates Series 2006-5              
|                   | 
|AHMA 2006-6        |  | American Home Mortgage Assets LLC, Mortgage-Backed Pass-Through Certificates Series 2006-6              
|                   | 
|AHMA 2007-1        |  | American Home Mortgage Assets LLC, Mortgage-Backed Pass-Through Certificates Series 2007-1              
|                   | 
|AHMA 2007-2        |  | American Home Mortgage Assets LLC, Mortgage-Backed Pass-Through Certificates Series 2007-2              
|                   | 
|AHMA 2007-3        |  | American Home Mortgage Assets LLC, Mortgage-Backed Pass-Through Certificates Series 2007-3              
|                   | 
|AHMA 2007-4        |  | American Home Mortgage Assets LLC, Mortgage-Backed Pass-Through Certificates Series 2007-4              
|                   | 
|AHMA 2007-5        |  | American Home Mortgage Assets LLC, Mortgage-Backed Pass-Through Certificates Series 2007-5              
|                   | 
|AHMIT 2005-1       |  | American Home Mortgage Investment Trust 2005-1 Mortgage-Backed Notes                                    
|                   | 
|AHMIT 2005-2       |  | American Home Mortgage Investment Trust 2005-2 Mortgage-Backed Notes                                    
|                   | 
|AHMIT 2005-3       |  | American Home Mortgage Investment Trust 2005-3 Mortgage-Backed Notes                                    
|                   | 
|AHMIT 2005-4       |  | American Home Mortgage Investment Trust 2005-4 Mortgage-Backed Notes                                    
|                   | 
|AHMIT 2006-1       |  | American Home Mortgage Investment Trust 2006-1 Mortgage-Backed Notes                                    
|                   | 
|AHMIT 2006-2       |  | American Home Mortgage Investment Trust 2006-2 Mortgage-Backed Notes                                    
|                   | 
|AHMIT 2006-3       |  | American Home Mortgage Investment Trust 2006-3 Mortgage-Backed Notes                                    
|                   | 
|AHMIT 2007-1       |  | American Home Mortgage Investment Trust 2007-1 Mortgage-Backed Notes and Grantor Trust Certificates     
|                   | 
|AHMIT 2007-2       |  | American Home Mortgage Investment Trust 2007-2 Mortgage-Backed Notes                                    
|                   | 
|ALLIANCE 2007- OA1 |  | Alliance Securities Corp., Mortgage-Backed Pass-Through Certificates, Series 2007-OA1                   
|                   | 
|AMRESCO 1998-2     |  | Amresco Residential Securities Corporation Mortgage Loan Trust 1998-2                                   
|                   | 
|AMRESCO 1998-3     |  | Amresco Residential Securities Corporation Mortgage Loan Trust 1998-3                                   
|                   | 
|AOMT2017-1         |  | Angel Oak Mortgage Trust I, LLC 2017-1 Mortgage-Backed Certificates, Series 2017-1                      
|                   | 
|AOMT2017-2         |  | Angel Oak Mortgage Trust I, LLC 2017-2 Mortgage-Backed Certificates, Series 2017-2                      
|                   | 
|AOMT2017-3         |  | Angel Oak Mortgage Trust I, LLC 2017-3 Mortgage-Backed Certificates, Series 2017-3                      
|                   | 
|ARC 2001-BC5       |  | Amortizing Residential Collateral Trust Mortgage Pass-Through Certificates, Series 2001-BC5             
|                   | 
|ARC 2001-BC6       |  | Amortizing Residential Collateral Trust Mortgage Pass-Through Certificates, Series 2001-BC6             
|                   | 
|ARE 1998-1         |  | American Residential Eagle Certificate Trust 1998-1 Mortgage-Backed Callable Certificates, Series 1998-1



A-3



---

|             |  |                                                                                                                 
|------------ |  | ----------------------------------------------------------------------------------------------------------------
|             | 
|ARMT 2004-1  |  | Adjustable Rate Mortgage Trust 2004-1 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2004-1  
|             | 
|ARMT 2004-2  |  | Adjustable Rate Mortgage Trust 2004-2 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2004-2  
|             | 
|ARMT 2004-3  |  | Adjustable Rate Mortgage Trust 2004-3 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2004-3  
|             | 
|ARMT 2004-4  |  | Adjustable Rate Mortgage Trust 2004-4 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2004-4  
|             | 
|ARMT 2004-5  |  | Adjustable Rate Mortgage Trust 2004-5 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2004-5  
|             | 
|ARMT 2005-1  |  | Adjustable Rate Mortgage Trust 2005-1 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-1  
|             | 
|ARMT 2005-10 |  | Adjustable Rate Mortgage Trust 2005-10 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-10
|             | 
|ARMT 2005-11 |  | Adjustable Rate Mortgage Trust 2005-11 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-11
|             | 
|ARMT 2005-12 |  | Adjustable Rate Mortgage Trust 2005-12 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-12
|             | 
|ARMT 2005-2  |  | Adjustable Rate Mortgage Trust 2005-2 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-2  
|             | 
|ARMT 2005-3  |  | Adjustable Rate Mortgage Trust 2005-3 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-3  
|             | 
|ARMT 2005-4  |  | Adjustable Rate Mortgage Trust 2005-4 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-4  
|             | 
|ARMT 2005-5  |  | Adjustable Rate Mortgage Trust 2005-5 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-5  
|             | 
|ARMT 2005-6A |  | Adjustable Rate Mortgage Trust 2005-6A Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-6A
|             | 
|ARMT 2005-7  |  | Adjustable Rate Mortgage Trust 2005-7 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-7  
|             | 
|ARMT 2005-8  |  | Adjustable Rate Mortgage Trust 2005-8 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-8  
|             | 
|ARMT 2005-9  |  | Adjustable Rate Mortgage Trust 2005-9 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2005-9  
|             | 
|ARMT 2006-1  |  | Adjustable Rate Mortgage Trust 2006-1 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2006-1  
|             | 
|ARMT 2006-2  |  | Adjustable Rate Mortgage Trust 2006-2 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2006-2  
|             | 
|ARMT 2006-3  |  | Adjustable Rate Mortgage Trust 2006-3 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2006-3  
|             | 
|ARMT 2007-1  |  | Adjustable Rate Mortgage Trust 2007-1 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2007-1  
|             | 
|ARMT 2007-2  |  | Adjustable Rate Mortgage Trust 2007-2 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2007-2  
|             | 
|ARMT 2007-3  |  | Adjustable Rate Mortgage Trust 2007-3 Adjustable Rate Mortgage-Backed Pass-Through Certificates, Series 2007-3  
|             | 
|BAFC 2003-2  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2003-2                           
|             | 
|BAFC 2004-2  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2004-2                           
|             | 
|BAFC 2004-4  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2004-4                           
|             | 
|BAFC 2004-5  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2004-5                           
|             | 
|BAFC 2004-B  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2004-B                           
|             | 
|BAFC 2004-C  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2004-C                           
|             | 
|BAFC 2004-D  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2004-D                           
|             | 
|BAFC 2005-1  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2005-1                           
|             | 
|BAFC 2005-2  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2005-2                           
|             | 
|BAFC 2005-3  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2005-3                           
|             | 
|BAFC 2005-4  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2005-4                           
|             | 
|BAFC 2005-5  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2005-5                           
|             | 
|BAFC 2005-6  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2005-6                           
|             | 
|BAFC 2005-7  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2005-7                           
|             | 
|BAFC 2005-8  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2005-8                           
|             | 
|BAFC 2005-A  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2005-A                           
|             | 
|BAFC 2005-D  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2005-D                           
|             | 
|BAFC 2005-E  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2005-E                           
|             | 
|BAFC 2005-F  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2005-F                           
|             | 
|BAFC 2005-H  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2005-H                           
|             | 
|BAFC 2006-1  |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2006-1                           



A-4



---

|                   |  |                                                                                                       
|------------------ |  | ------------------------------------------------------------------------------------------------------
|                   | 
|BAFC 2006-2        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2006-2                 
|                   | 
|BAFC 2006-3        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2006-3                 
|                   | 
|BAFC 2006-4        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2006-4                 
|                   | 
|BAFC 2006-7        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2006-7                 
|                   | 
|BAFC 2006-8T2      |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2006-8T2               
|                   | 
|BAFC 2006-A        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2006-A                 
|                   | 
|BAFC 2006-D        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2006-D                 
|                   | 
|BAFC 2006-H        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2006-H                 
|                   | 
|BAFC 2006-I        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2006-I                 
|                   | 
|BAFC 2006-J        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2006-J                 
|                   | 
|BAFC 2007-1        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2007-1                 
|                   | 
|BAFC 2007-2        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2007-2                 
|                   | 
|BAFC 2007-3        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2007-3                 
|                   | 
|BAFC 2007-4        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2007-4                 
|                   | 
|BAFC 2007-7        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2007-7                 
|                   | 
|BAFC 2007-8        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2007-8                 
|                   | 
|BAFC 2007-A        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2007-A                 
|                   | 
|BAFC 2007-B        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2007-B                 
|                   | 
|BAFC 2007-C        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2007-C                 
|                   | 
|BAFC 2007-D        |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2007-D                 
|                   | 
|BAFC SALT 2005- 1F |  | Banc of America Funding Corporation, Mortgage Pass-Through Certificates Series 2005-1F                
|                   | 
|BANCCAP 2006-1     |  | BASIC Asset-Backed Securities Trust 2006-1 Mortgage Pass-Through Certificates, Series 2006-1          
|                   | 
|BANKUNITED 2005-1  |  | BankUnited Trust 2005-1 Mortgage Pass-Through Certificates Series 2005-1                              
|                   | 
|BAYVIEW 04-A       |  | Bayview Financial Mortgage Pass-Through Certificates, Series 2004-A                                   
|                   | 
|BAYVIEW 04-C       |  | Bayview Financial Mortgage Pass-Through Certificates, Series 2004-C                                   
|                   | 
|BAYVIEW 04-D       |  | Bayview Financial Mortgage Pass-Through Certificates, Series 2004-D                                   
|                   | 
|BAYVIEW 05-B       |  | Bayview Financial Mortgage Pass-Through Certificates, Series 2005-B                                   
|                   | 
|BAYVIEW 05-C       |  | Bayview Financial Mortgage Pass-Through Certificates, Series 2005-C                                   
|                   | 
|BAYVIEW 05-D       |  | Bayview Financial Mortgage Pass-Through Certificates, Series 2005-D                                   
|                   | 
|BAYVIEW 06-A       |  | Bayview Financial Mortgage Pass-Through Trust 2006-A Mortgage Pass-Through Certificates, Series 2006-A
|                   | 
|BAYVIEW 06-B       |  | Bayview Financial Mortgage Pass-Through Trust 2006-B Mortgage Pass-Through Certificates, Series 2006-B
|                   | 
|BAYVIEW 06-C       |  | Bayview Financial Mortgage Pass-Through Trust 2006-C Mortgage Pass-Through Certificates, Series 2006-C
|                   | 
|BAYVIEW 06-D       |  | Bayview Financial Mortgage Pass-Through Trust 2006-D Mortgage Pass-Through Certificates, Series 2006-D
|                   | 
|BAYVIEW 07-A       |  | Bayview Financial Mortgage Pass-Through Trust 2007-A Mortgage Pass-Through Certificates, Series 2007-A
|                   | 
|BAYVIEW 07-B       |  | Bayview Financial Mortgage Pass-Through Trust 2007-B Mortgage Pass-Through Certificates, Series 2007-B
|                   | 
|BCAP 2006-AA2      |  | BCAP Trust LLC 2006-AA2 Mortgage Pass-Through Certificates Series 2006-AA2                            
|                   | 
|BCAP 2007-AA5      |  | BCAP Trust LLC 2007-AA5 Mortgage Pass-Through Certificates Series 2007-AA5                            
|                   | 
|BCAP 2008-IND1     |  | BCAP Trust LLC 2008-IND1 Mortgage Pass-Through Certificates Series 2008-IND1                          
|                   | 
|BCAP 2008-IND2     |  | BCAP Trust LLC 2008-IND2 Mortgage Pass-Through Certificates Series 2008-IND2                          
|                   | 
|BSAAT 2007-01      |  | Bear Stearns ALT-A Trust II Mortgage Pass-Through Certificates Series 2007-1                          
|                   | 
|BSABS 2002-1       |  | Bear Stearns Asset-Backed Securities Trust 2002-1 Asset-Backed Certificates Series 2002-1             
|                   | 
|BSABS 2002-2       |  | Bear Stearns Asset-Backed Securities Trust 2002-2 Asset-Backed Certificates Series 2002-2             
|                   | 
|BSABS 2002-AC1     |  | Bear Stearns Asset-Backed Securities Trust 2002-AC1 Asset-Backed Certificates Series 2002-AC1         
|                   | 
|BSABS2003-1        |  | Bear Stearns Asset-Backed Securities Trust 2003-1 Asset-Backed Certificates Series 2003-1             
|                   | 
|BSABS 2003-2       |  | Bear Stearns Asset-Backed Securities Trust 2003-2 Asset-Backed Certificates Series 2003-2             
|                   | 
|BSABS 2003-3       |  | Bear Stearns Asset-Backed Securities Trust 2003-3 Asset-Backed Certificates Series 2003-3             
|                   | 
|BSABS 2003-AC3     |  | Bear Stearns Asset-Backed Securities Trust 2003-AC3 Asset-Backed Certificates Series 2003-AC3         
|                   | 
|BSABS 2003-AC4     |  | Bear Stearns Asset-Backed Securities Trust 2003-AC4 Asset-Backed Certificates Series 2003-AC4         
|                   | 
|BSABS 2003-AC5     |  | Bear Stearns Asset-Backed Securities Trust 2003-AC5 Asset-Backed Certificates Series 2003-AC5         
|                   | 
|BSABS 2003-AC6     |  | Bear Stearns Asset-Backed Securities Trust 2003-AC6 Asset-Backed Certificates Series 2003-AC6         
|                   | 
|BSABS 2003-AC7     |  | Bear Stearns Asset-Backed Securities Trust 2003-AC7 Asset-Backed Certificates Series 2003-AC7         



A-5



---

|               |  |                                                                                                       
|-------------- |  | ------------------------------------------------------------------------------------------------------
|               | 
|BSABS 2003-SD1 |  | Bear Stearns Asset-Backed Securities Trust 2003-SD1 Asset-Backed Certificates Series 2003-SD1         
|               | 
|BSABS 2003-SD2 |  | Bear Stearns Asset-Backed Securities Trust 2003-SD2 Asset-Backed Certificates Series 2003-SD2         
|               | 
|BSABS 2003-SD3 |  | Bear Stearns Asset-Backed Securities Trust 2003-SD3 Asset-Backed Certificates Series 2003-SD3         
|               | 
|BSABS 2004-AC1 |  | Bear Stearns Asset-Backed Securities Trust 2004-AC1 Asset-Backed Certificates Series 2004-AC1         
|               | 
|BSABS 2004-AC2 |  | Bear Stearns Asset-Backed Securities I Trust 2004-AC2 Asset-Backed Certificates Series 2004-AC2       
|               | 
|BSABS 2004-AC3 |  | Bear Stearns Asset-Backed Securities I Trust 2004-AC3 Asset-Backed Certificates Series 2004-AC3       
|               | 
|BSABS 2004-AC4 |  | Bear Stearns Asset-Backed Securities I Trust 2004-AC4 Asset-Backed Certificates Series 2004-AC4       
|               | 
|BSABS 2004-AC5 |  | Bear Stearns Asset-Backed Securities I Trust 2004-AC5 Asset-Backed Certificates Series 2004-AC5       
|               | 
|BSABS 2004-AC6 |  | Bear Stearns Asset-Backed Securities I Trust 2004-AC6 Asset-Backed Certificates Series 2004-AC6       
|               | 
|BSABS 2004-AC7 |  | Bear Stearns Asset-Backed Securities I Trust 2004-AC7 Asset-Backed Certificates Series 2004-AC7       
|               | 
|BSABS 2004-SD1 |  | Bear Stearns Asset-Backed Securities Trust 2004-SD1 Asset-Backed Certificates Series 2004-SD1         
|               | 
|BSABS 2004-SD2 |  | Bear Stearns Asset-Backed Securities Trust 2004-SD2 Asset-Backed Certificates Series 2004-SD2         
|               | 
|BSABS 2004-SD3 |  | Bear Stearns Asset-Backed Securities Trust 2004-SD3 Asset-Backed Certificates Series 2004-SD3         
|               | 
|BSABS 2004-SD4 |  | Bear Stearns Asset-Backed Securities Trust 2004-SD4 Asset-Backed Certificates Series 2004-SD4         
|               | 
|BSABS 2005-AC1 |  | Bear Stearns Asset-Backed Securities I Trust 2005-AC1 Asset-Backed Certificates Series 2005-AC1       
|               | 
|BSABS 2005-AC2 |  | Bear Stearns Asset-Backed Securities I Trust 2005-AC2 Asset-Backed Certificates Series 2005-AC2       
|               | 
|BSABS 2005-AC3 |  | Bear Stearns Asset-Backed Securities I Trust 2005-AC3 Asset-Backed Certificates Series 2005-AC3       
|               | 
|BSABS 2005-AC4 |  | Bear Stearns Asset-Backed Securities I Trust 2005-AC4 Asset-Backed Certificates Series 2005-AC4       
|               | 
|BSABS 2005-AC5 |  | Bear Stearns Asset-Backed Securities I Trust 2005-AC5 Asset-Backed Certificates Series 2005-AC5       
|               | 
|BSABS 2005-AC6 |  | Bear Stearns Asset-Backed Securities I Trust 2005-AC6 Asset-Backed Certificates Series 2005-AC6       
|               | 
|BSABS 2005-AC7 |  | Bear Stearns Asset-Backed Securities I Trust 2005-AC7 Asset-Backed Certificates Series 2005-AC7       
|               | 
|BSABS 2005-AC8 |  | Bear Stearns Asset-Backed Securities I Trust 2005-AC8 Asset-Backed Certificates Series 2005-AC8       
|               | 
|BSABS 2005-AC9 |  | Bear Stearns Asset-Backed Securities I Trust 2005-AC9 Asset-Backed Certificates Series 2005-AC9       
|               | 
|BSABS 2005-SD1 |  | Bear Stearns Asset-Backed Securities Trust 2005-SD1 Asset-Backed Certificates Series 2005-SD1         
|               | 
|BSABS 2005-SD2 |  | Bear Stearns Asset-Backed Securities Trust 2005-SD2 Asset-Backed Certificates Series 2005-SD2         
|               | 
|BSABS 2005-SD3 |  | Bear Stearns Asset-Backed Securities Trust 2005-SD3 Asset-Backed Certificates Series 2005-SD3         
|               | 
|BSABS 2005-SD4 |  | Bear Stearns Asset-Backed Securities Trust 2005-SD4 Mortgage Pass-Through Certificates Series 2005-SD4
|               | 
|BSABS 2006-2   |  | Bear Stearns Asset-Backed Securities Trust 2006-2 Asset-Backed-Certificates Series 2006-2             
|               | 
|BSABS 2006-3   |  | Bear Stearns Asset-Backed Securities Trust 2006-3 Asset-Backed Certificates Series 2006-3             
|               | 
|BSABS 2006-4   |  | Bear Stearns Asset-Backed Securities Trust 2006-4 Asset-Backed Certificates Series 2006-4             
|               | 
|BSABS 2006-AC1 |  | Bear Stearns Asset-Backed Securities I Trust 2006-AC1 Asset-Backed Certificates Series 2006-AC1       
|               | 
|BSABS 2006-AC2 |  | Bear Stearns Asset-Backed Securities I Trust 2006-AC2 Asset-Backed Certificates Series 2006-AC2       
|               | 
|BSABS 2006-AC3 |  | Bear Stearns Asset-Backed Securities I Trust 2006-AC3 Asset-Backed Certificates Series 2006-AC3       
|               | 
|BSABS 2006-AC4 |  | Bear Stearns Asset-Backed Securities I Trust 2006-AC4 Asset-Backed Certificates Series 2006-AC4       
|               | 
|BSABS 2006-AC5 |  | Bear Stearns Asset-Backed Securities I Trust 2006-AC5 Asset-Backed Certificates Series 2006-AC5       
|               | 
|BSABS 2006-IM1 |  | Bear Stearns Asset-Backed Securities I Trust 2006-IM1 Asset-Backed Certificates Series 2006-IM1       
|               | 
|BSABS 2006-SD1 |  | Bear Stearns Asset-Backed Securities Trust 2006-SD1 Asset-Backed Certificates Series 2006-SD1         
|               | 
|BSABS 2006-SD2 |  | Bear Stearns Asset-Backed Securities Trust 2006-SD2 Asset-Backed Certificates Series 2006-SD2         
|               | 
|BSABS 2006-SD3 |  | Bear Stearns Asset-Backed Securities Trust 2006-SD3 Asset-Backed Certificates Series 2006-SD3         
|               | 
|BSABS 2006-SD4 |  | Bear Stearns Asset-Backed Securities Trust 2006-SD4 Asset-Backed Certificates Series 2006-SD4         
|               | 
|BSABS 2006-ST1 |  | Bear Stearns Asset-Backed Securities I Trust 2006-ST1 Asset-Backed Certificates Series 2006-ST1       
|               | 
|BSABS 2007-1   |  | Bear Stearns Asset-Backed Securities Trust 2007-1 Asset-Backed Certificates Series 2007-1             
|               | 
|BSABS 2007-2   |  | Bear Stearns Asset-Backed Securities Trust 2007-2 Asset-Backed Certificates Series 2007-2             
|               | 
|BSABS 2007-SD2 |  | Bear Stearns Asset-Backed Securities Trust 2007-SD2 Asset-Backed Certificates Series 2007-SD2         
|               | 
|BSABS 2007-SD3 |  | Bear Stearns Asset-Backed Securities Trust 2007-SD3 Asset-Backed Certificates Series 2007-SD3         
|               | 
|BSALTA 2003-3  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2003-3                             
|               | 
|BSALTA 2003-5  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2003-5                             
|               | 
|BSALTA 2003-6  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2003-6                             
|               | 
|BSALTA 2004-1  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2004-1                             
|               | 
|BSALTA 2004-10 |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2004-10                            
|               | 
|BSALTA 2004-11 |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2004-11                            



A-6



---

|               |  |                                                                           
|-------------- |  | --------------------------------------------------------------------------
|               | 
|BSALTA 2004-12 |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2004-12
|               | 
|BSALTA 2004-13 |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2004-13
|               | 
|BSALTA 2004-2  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2004-2 
|               | 
|BSALTA 2004-3  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2004-3 
|               | 
|BSALTA 2004-4  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2004-4 
|               | 
|BSALTA 2004-5  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2004-5 
|               | 
|BSALTA 2004-6  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2004-6 
|               | 
|BSALTA 2004-7  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2004-7 
|               | 
|BSALTA 2004-8  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2004-8 
|               | 
|BSALTA 2004-9  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2004-9 
|               | 
|BSALTA 2005-1  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2005-1 
|               | 
|BSALTA 2005-10 |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2005-10
|               | 
|BSALTA 2005-2  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2005-2 
|               | 
|BSALTA 2005-3  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2005-3 
|               | 
|BSALTA 2005-4  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2005-4 
|               | 
|BSALTA 2005-5  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2005-5 
|               | 
|BSALTA 2005-7  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2005-7 
|               | 
|BSALTA 2005-8  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2005-8 
|               | 
|BSALTA 2005-9  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2005-9 
|               | 
|BSALTA 2006-1  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2006-1 
|               | 
|BSALTA 2006-2  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2006-2 
|               | 
|BSALTA 2006-3  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2006-3 
|               | 
|BSALTA 2006-4  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2006-4 
|               | 
|BSALTA 2006-5  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2006-5 
|               | 
|BSALTA 2006-6  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2006-6 
|               | 
|BSALTA 2006-7  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2006-7 
|               | 
|BSALTA 2006-8  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2006-8 
|               | 
|BSALTA 2007-1  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2007-1 
|               | 
|BSALTA 2007-2  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2007-2 
|               | 
|BSALTA 2007-3  |  | Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2007-3 
|               | 
|BSART 2001-04  |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2001-4 
|               | 
|BSART 2002-11  |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2002-11
|               | 
|BSART 2002-12  |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2002-12
|               | 
|BSART 2003-1   |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2003-1 
|               | 
|BSART 2003-3   |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2003-3 
|               | 
|BSART 2003-4   |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2003-4 
|               | 
|BSART 2003-5   |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2003-5 
|               | 
|BSART 2003-6   |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2003-6 
|               | 
|BSART 2003-7   |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2003-7 
|               | 
|BSART 2003-8   |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2003-8 
|               | 
|BSART 2003-9   |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2003-9 
|               | 
|BSART 2004-1   |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2004-1 
|               | 
|BSART 2004-10  |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2004-10
|               | 
|BSART 2004-11  |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2004-11
|               | 
|BSART 2004-12  |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2004-12
|               | 
|BSART 2004-2   |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2004-2 
|               | 
|BSART 2004-3   |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2004-3 
|               | 
|BSART 2004-4   |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2004-4 
|               | 
|BSART 2004-5   |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2004-5 
|               | 
|BSART 2004-6   |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2004-6 
|               | 
|BSART 2004-7   |  | Bear Stearns ARM Trust, Mortgage Pass Through Certificates, Series 2004-7 



A-7



---

|                    |  |                                                                                            
|------------------- |  | -------------------------------------------------------------------------------------------
|                    | 
|BSART 2004-8        |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2004-8                  
|                    | 
|BSART 2004-9        |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2004-9                  
|                    | 
|BSART 2005-1        |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2005-1                  
|                    | 
|BSART 2005-10       |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2005-10                 
|                    | 
|BSART 2005-11       |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2005-11                 
|                    | 
|BSART 2005-12       |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2005-12                 
|                    | 
|BSART 2005-2        |  | Bear Stearns ARM Trust, 2005-2, Mortgage-Backed Notes                                      
|                    | 
|BSART 2005-3        |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2005-3                  
|                    | 
|BSART 2005-4        |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2005-4                  
|                    | 
|BSART 2005-5        |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2005-5                  
|                    | 
|BSART 2005-6        |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2005-6                  
|                    | 
|BSART 2005-7        |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2005-7                  
|                    | 
|BSART 2005-9        |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2005-9                  
|                    | 
|BSART 2006-1        |  | Bear Stearns ARM Trust, 2006-1, Mortgage-Backed Notes                                      
|                    | 
|BSART 2006-2        |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2006-2                  
|                    | 
|BSART 2006-4        |  | Bear Stearns ARM Trust, Mortgage Pass-Through Certificates, Series 2006-4                  
|                    | 
|BSART 2007-2        |  | Bear Stearns ARM Trust, 2007-2, Mortgage-Backed Notes                                      
|                    | 
|BSMF 2006-AC1       |  | Bear Stearns Mortgage Funding Trust 2006-AC1, Asset-Backed Certificates, Series 2006-AC1   
|                    | 
|CARRINGTON 2007-HE1 |  | Carrington Mortgage Loan Trust, Series 2007-HE1 Asset-Backed Pass-Through Certificates     
|                    | 
|CMAC 2004-1         |  | Charlie Mac Mortgage Trust, Mortgage Pass-Through Certificates Series 2004-1               
|                    | 
|CMAC 2004-2         |  | Charlie Mac Trust 2004-2 Mortgage Loan Pass-Through Certificates, Series 2004-2            
|                    | 
|CMLTI 2003-1        |  | Citigroup Mortgage Loan Trust Inc. Mortgage Pass-Through Certificates Series 2003-1        
|                    | 
|CMLTI 2004-1        |  | Citigroup Mortgage Loan Trust Inc. Mortgage Pass-Through Certificates Series 2004-1        
|                    | 
|CMLTI 2004-HYB2     |  | Citigroup Mortgage Loan Trust Inc. Mortgage Pass-Through Certificates Series 2004-HYB2     
|                    | 
|CMLTI 2004-HYB3     |  | Citigroup Mortgage Loan Trust Inc. Mortgage Pass-Through Certificates Series 2004-HYB3     
|                    | 
|CMLTI 2005-11       |  | Citigroup Mortgage Loan Trust 2005-11 Mortgage-Backed Notes                                
|                    | 
|CMLTI 2006-FX1      |  | Citigroup Mortgage Loan Trust Inc., Asset-Backed Pass-Through Certificates Series 2006-FX1 
|                    | 
|CMLTI 2007-AMC2     |  | Citigroup Mortgage Loan Trust Inc., Asset-Backed Pass-Through Certificates Series 2007-AMC2
|                    | 
|CMLTI 2007-AMC4     |  | Citigroup Mortgage Loan Trust Inc., Asset-Backed Pass-Through Certificates Series 2007-AMC4
|                    | 
|CMLTI 2007-OPX1     |  | Citigroup Mortgage Loan Trust Inc., Asset-Backed Pass-Through Certificates Series 2007-OPX1
|                    | 
|CMLTI 2007-SHL1     |  | Citigroup Mortgage Loan Trust Inc., Asset-Backed Pass-Through Certificates Series 2007-SHL1
|                    | 
|COLT2015-1          |  | COLT Funding Issuer, LLC COLT Funding Asset-Backed Variable Funding Notes 2015-1           
|                    | 
|CON1999-3           |  | Conti Securities Asset Funding Home Equity Loan Pass-Through Certificates Series 1999-3    
|                    | 
|CS 1989-1           |  | Continental Savings of America Mortgage Pass-Through Certificates Series 1989-1            
|                    | 
|CSAB 2006-1         |  | CSAB Mortgage-Backed Pass-Through Certificates, Series 2006-1                              
|                    | 
|CSAB 2006-2         |  | CSAB Mortgage-Backed Pass-Through Certificates, Series 2006-2                              
|                    | 
|CSAB 2006-3         |  | CSAB Mortgage-Backed Pass-Through Certificates, Series 2006-3                              
|                    | 
|CSAB 2006-4         |  | CSAB Mortgage-Backed Pass-Through Certificates, Series 2006-4                              
|                    | 
|CSAB 2007-1         |  | CSAB Mortgage-Backed Pass-Through Certificates, Series 2007-1                              
|                    | 
|CSFB 2003-19        |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-19                             
|                    | 
|CSFB 2003-21        |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-21                             
|                    | 
|CSFB 2003-23        |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-23                             
|                    | 
|CSFB 2003-25        |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-25                             
|                    | 
|CSFB 2003-27        |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-27                             
|                    | 
|CSFB 2003-29        |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-29                             
|                    | 
|CSFB 2003-AR30      |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-AR30                           
|                    | 
|CSFB 2004-1         |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-1                              
|                    | 
|CSFB 2004-3         |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-3                              
|                    | 
|CSFB 2004-4         |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-4                              
|                    | 
|CSFB 2004-5         |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-5                              
|                    | 
|CSFB 2004-6         |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-6                              



A-8



---

|              |  |                                                                
|------------- |  | ---------------------------------------------------------------
|              | 
|CSFB 2004-7   |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-7  
|              | 
|CSFB 2004-8   |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-8  
|              | 
|CSFB 2004-AR1 |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR1
|              | 
|CSFB 2004-AR2 |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR2
|              | 
|CSFB 2004-AR3 |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR3
|              | 
|CSFB 2004-AR4 |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR4
|              | 
|CSFB 2004-AR5 |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR5
|              | 
|CSFB 2004-AR6 |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR6
|              | 
|CSFB 2004-AR7 |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR7
|              | 
|CSFB 2004-AR8 |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR8
|              | 
|CSFB 2005-1   |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-1  
|              | 
|CSFB 2005-10  |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10 
|              | 
|CSFB 2005-11  |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-11 
|              | 
|CSFB 2005-12  |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-12 
|              | 
|CSFB 2005-2   |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-2  
|              | 
|CSFB 2005-3   |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-3  
|              | 
|CSFB 2005-4   |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-4  
|              | 
|CSFB 2005-5   |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-5  
|              | 
|CSFB 2005-6   |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-6  
|              | 
|CSFB 2005-7   |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-7  
|              | 
|CSFB 2005-8   |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-8  
|              | 
|CSFB 2005-9   |  | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-9  
|              | 
|CSMC 12-CIM1  |  | CSMC Trust 2012-CIM1                                           
|              | 
|CSMC 12-CIM2  |  | CSMC Trust 2012-CIM2                                           
|              | 
|CSMC 12-CIM3  |  | CSMC Trust 2012-CIM3                                           
|              | 
|CSMC13-6      |  | CSMC Trust 2013-6                                              
|              | 
|CSMC13-7      |  | CSMC Trust 2013-7                                              
|              | 
|CSMC 13-HYB1  |  | CSMC Trust 2013-HYB1                                           
|              | 
|CSMC 13-IVR1  |  | CSMC Trust 2013-IVR1                                           
|              | 
|CSMC 13-IVR2  |  | CSMC Trust 2013-IVR2                                           
|              | 
|CSMC 13-IVR3  |  | CSMC Trust 2013-IVR3                                           
|              | 
|CSMC 13-IVR4  |  | CSMC Trust 2013-IVR4                                           
|              | 
|CSMC13-IVR5   |  | CSMC Trust 2013-IVR5                                           
|              | 
|CSMC 13-TH1   |  | CSMC Trust 2013-TH1                                            
|              | 
|CSMC 2006-1   |  | CSMC Mortgage-Backed Pass-Through Certificates, Series 2006-1  
|              | 
|CSMC 2006-2   |  | CSMC Mortgage-Backed Pass-Through Certificates, Series 2006-2  
|              | 
|CSMC 2006-3   |  | CSMC Mortgage-Backed Pass-Through Certificates, Series 2006-3  
|              | 
|CSMC 2006-4   |  | CSMC Mortgage-Backed Pass-Through Certificates, Series 2006-4  
|              | 
|CSMC 2006-5   |  | CSMC Mortgage-Backed Pass-Through Certificates, Series 2006-5  
|              | 
|CSMC 2006-6   |  | CSMC Mortgage-Backed Pass-Through Certificates, Series 2006-6  
|              | 
|CSMC 2006-7   |  | CSMC Mortgage-Backed Pass-Through Certificates, Series 2006-7  
|              | 
|CSMC 2006-8   |  | CSMC Mortgage-Backed Pass-Through Certificates, Series 2006-8  
|              | 
|CSMC 2006-9   |  | CSMC Mortgage-Backed Pass-Through Certificates, Series 2006-9  
|              | 
|CSMC 2007-1   |  | CSMC Mortgage-Backed Pass-Through Certificates, Series 2007-1  
|              | 
|CSMC 2007-2   |  | CSMC Mortgage-Backed Pass-Through Certificates, Series 2007-2  
|              | 
|CSMC 2007-3   |  | CSMC Mortgage-Backed Pass-Through Certificates, Series 2007-3  
|              | 
|CSMC 2007-4   |  | CSMC Mortgage-Backed Pass-Through Certificates, Series 2007-4  
|              | 
|CSMC 2007-5   |  | CSMC Mortgage-Backed Pass-Through Certificates, Series 2007-5  
|              | 
|CSMC 2007-6   |  | CSMC Mortgage-Backed Pass-Through Certificates, Series 2007-6  
|              | 
|CSMC 2007-7   |  | CSMC Mortgage-Backed Pass-Through Certificates, Series 2007-7  
|              | 
|CSMC2014-IVR1 |  | CSMC Trust 2014-IVR1                                           



A-9



---

|                |  |                                                                                               
|--------------- |  | ----------------------------------------------------------------------------------------------
|                | 
|CSMC2014-IVR2   |  | CSMC Trust 2014-IVR2                                                                          
|                | 
|CSMC2014-IVR3   |  | CSMC Trust 2014-IVR3                                                                          
|                | 
|CSMC2014-OAK1   |  | CSMC Trust 2014-OAK1                                                                          
|                | 
|CSMC2014-SAF1   |  | CSMC Trust 2014-SAF1                                                                          
|                | 
|CSMC2014-WIN1   |  | CSMC Trust 2014-WIN1                                                                          
|                | 
|CSMC2014-WIN2   |  | CSMC Trust 2014-WIN2                                                                          
|                | 
|CSMC2015-1      |  | CSMC Trust 2015-1                                                                             
|                | 
|CSMC2015-2      |  | CSMC Trust 2015-2                                                                             
|                | 
|CSMC2015-3      |  | CSMC Trust 2015-3                                                                             
|                | 
|CSMC2015-WIN1   |  | CSMC Trust 2015-WIN1                                                                          
|                | 
|CSMC2017-HL1    |  | CSMC 2017-HL1 Trust Mortgage Pass-Through Certificates, Series 2017-HL1                       
|                | 
|CSMC2017-HL2    |  | CSMC 2017-HL2 Trust Mortgage Pass-Through Certificates, Series 2017-HL2                       
|                | 
|CSMLT2015-1     |  | CSMLT 2015-1 Trust                                                                            
|                | 
|CSMLT2015-2     |  | CSMLT 2015-2 Trust                                                                            
|                | 
|CSMLT2015-3     |  | CSMLT 2015-3 Trust                                                                            
|                | 
|DBALT 2003-1    |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2003-1            
|                | 
|DBALT 2003-2XS  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2003-2XS          
|                | 
|DBALT 2003-3    |  | Deutsche ALT-A Securities, Inc. Mortgage Pass-Through Certificates, Series 2003-3             
|                | 
|DBALT 2003-4XS  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2003-4XS          
|                | 
|DBALT 2005-1    |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2005-1            
|                | 
|DBALT 2005-2    |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2005-2            
|                | 
|DBALT 2005-3    |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2005-3            
|                | 
|DBALT 2005-4    |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2005-4            
|                | 
|DBALT 2005-5    |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2005-5            
|                | 
|DBALT 2005-6    |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2005-6            
|                | 
|DBALT 2005-AR1  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2005-AR1          
|                | 
|DBALT 2005-AR2  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2005-AR2          
|                | 
|DBALT 2006-AB1  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2006-AB1          
|                | 
|DBALT 2006-AB2  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2006-AB2          
|                | 
|DBALT 2006-AB3  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2006-AB3          
|                | 
|DBALT 2006-AB4  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2006-AB4          
|                | 
|DBALT 2006-AF1  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2006-AF1          
|                | 
|DBALT 2006-AR1  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2006-AR1          
|                | 
|DBALT 2006-AR2  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2006-AR2          
|                | 
|DBALT 2006-AR3  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2006-AR3          
|                | 
|DBALT 2006-AR4  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2006-AR4          
|                | 
|DBALT 2006-AR5  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2006-AR5          
|                | 
|DBALT 2006-AR6  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2006-AR6          
|                | 
|DBALT 2006-OA1  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2006-OA1          
|                | 
|DBALT 2007-1    |  | Deutsche ALT-A Securities Mortgage Pass-Through Certificates Series 2007-1                    
|                | 
|DBALT 2007-2    |  | Deutsche ALT-A Securities Mortgage Loan Trust, Series 2007-2 Mortgage Pass-Through Certificate
|                | 
|DBALT 2007-3    |  | Deutsche ALT-A Securities Mortgage Pass-Through Certificates Series 2007-3                    
|                | 
|DBALT 2007-AB1  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2007-AB1          
|                | 
|DBALT 2007-AR1  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2007-AR1          
|                | 
|DBALT 2007-AR2  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2007-AR2          
|                | 
|DBALT 2007-AR3  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2007-AR3          
|                | 
|DBALT 2007-BAR1 |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2007-BAR1         
|                | 
|DBALT 2007-OA1  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2007-OA1          
|                | 
|DBALT 2007-OA2  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2007-OA2          
|                | 
|DBALT 2007-OA3  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2007-OA3          
|                | 
|DBALT 2007-OA4  |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2007-OA4          



A-10



---

|                 |  |                                                                                                                                                  
|---------------- |  | -------------------------------------------------------------------------------------------------------------------------------------------------
|                 | 
|DBALT 2007-OA5   |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2007-OA5                                                             
|                 | 
|DBALT 2007-RAMP1 |  | Deutsche ALT-A Securities, Inc., Mortgage Pass-Through Certificates, Series 2007-RAMP1                                                           
|                 | 
|DLSA 2005-AR1    |  | DSLA Mortgage Loan Trust Mortgage Loan Pass-Through Certificates, Series 2005-AR1                                                                
|                 | 
|DMSI 2003-1      |  | Deutsche Mortgage Securities, Inc. Mortgage Loan Trust, Series 2003-1 Mortgage Pass-Through Certificates Series 2003-1                           
|                 | 
|DMSI 2004-1      |  | Deutsche Mortgage Securities, Inc. Mortgage Loan Trust, Series 2004-1 Mortgage Pass-Through Certificates Series 2004-1                           
|                 | 
|DMSI 2004-2      |  | Deutsche Mortgage Securities, Inc. Mortgage Loan Trust, Series 2004-2 Mortgage Pass-Through Certificates Series 2004-2                           
|                 | 
|DMSI 2004-3      |  | Deutsche Mortgage Securities, Inc. Mortgage Loan Trust, Series 2004-3 Mortgage Pass-Through Certificates Series 2004-3                           
|                 | 
|DMSI 2004-4      |  | Deutsche Mortgage Securities, Inc. Mortgage Loan Trust, Series 2004-4 Mortgage Pass-Through Certificates Series 2004-4                           
|                 | 
|DMSI 2004-5      |  | Deutsche Mortgage Securities, Inc. Mortgage Loan Trust, Series 2004-5 Mortgage Pass-Through Certificates Series 2004-5                           
|                 | 
|DSLA 2004-AR1    |  | DSLA Mortgage Loan Trust Mortgage Loan Pass-Through Certificates, Series 2004-AR1                                                                
|                 | 
|DSLA 2004-AR2    |  | DSLA Mortgage Loan Trust Mortgage Loan Pass-Through Certificates, Series 2004-AR2                                                                
|                 | 
|DSLA 2004-AR3    |  | DSLA Mortgage Loan Trust Mortgage Loan Pass-Through Certificates, Series 2004-AR3                                                                
|                 | 
|DSLA 2004-AR4    |  | DSLA Mortgage Loan Trust Mortgage Loan Pass-Through Certificates, Series 2004-AR4                                                                
|                 | 
|DSLA 2005-AR2    |  | DSLA Mortgage Loan Trust Mortgage Loan Pass-Through Certificates, Series 2005-AR2                                                                
|                 | 
|DSLA 2005-AR3    |  | DSLA Mortgage Loan Trust Mortgage Loan Pass-Through Certificates, Series 2005-AR3                                                                
|                 | 
|DSLA 2005-AR4    |  | DSLA Mortgage Loan Trust Mortgage Loan Pass-Through Certificates, Series 2005-AR4                                                                
|                 | 
|DSLA 2005-AR5    |  | DSLA Mortgage Loan Trust Mortgage Loan Pass-Through Certificates, Series 2005-AR5                                                                
|                 | 
|DSLA 2005-AR6    |  | DSLA Mortgage Loan Trust Mortgage Loan Pass-Through Certificates, Series 2005-AR6                                                                
|                 | 
|DSLA 2006-AR1    |  | DSLA Mortgage Loan Trust Mortgage Loan Pass-Through Certificates, Series 2006-AR1                                                                
|                 | 
|DSLA 2006-AR2    |  | DSLA Mortgage Loan Trust Mortgage Loan Pass-Through Certificates, Series 2006-AR2                                                                
|                 | 
|DSLA 2007-AR1    |  | DSLA Mortgage Loan Trust Mortgage Loan Pass-Through Certificates, Series 2007-AR1                                                                
|                 | 
|EBLMT 2013-1     |  | EverBank Mortgage Loan Trust 2013-1 Mortgage Pass-Through Certificates, Series 2013-1                                                            
|                 | 
|EBMLT 2013-2     |  | EverBank Mortgage Loan Trust 2013-2 Mortgage Pass-Through Certificates, Series 2013-2                                                            
|                 | 
|EMP1997-1        |  | Empire Funding Home Loan Owner Trust 1997-1 Home Loan Asset-Backed Notes Series 1997-1                                                           
|                 | 
|EMP1997-2        |  | Empire Funding Home Loan Owner Trust 1997-2 Home Loan Asset-Backed Notes Series 1997-2                                                           
|                 | 
|EMP1997-3        |  | Empire Funding Home Loan Owner Trust 1997-3 Home Loan Asset-Backed Notes Series 1997-3                                                           
|                 | 
|EMP1997-4        |  | Empire Funding Home Loan Owner Trust 1997-4 Home Loan Asset-Backed Notes Series 1997-4                                                           
|                 | 
|EMP1997-5        |  | Empire Funding Home Loan Owner Trust 1997-5 Home Loan Asset-Backed Notes Series 1997-5                                                           
|                 | 
|EMP1998-1        |  | Empire Funding Home Loan Owner Trust 1998-1 Home Loan Asset-Backed Notes Series 1998-1                                                           
|                 | 
|EMP1998-2        |  | Empire Funding Home Loan Owner Trust 1998-2 Home Loan Asset-Backed Notes Series 1998-2                                                           
|                 | 
|EMP1998-3        |  | Empire Funding Home Loan Owner Trust 1998-3 Home Loan Asset-Backed Notes Series 1998-3                                                           
|                 | 
|EMP1999-1        |  | Empire Funding Home Loan Owner Trust 1999-1 Home Loan Asset-Backed Notes Series 1999-1                                                           
|                 | 
|FAIT 1993-A      |  | Fund America Investors Corporation II Adjustable Rate Mortgage Senior/Subordinate Pass-Through Certificates Series 1993-A                        
|                 | 
|FAM1996-2        |  | First Alliance Mortgage Loan Trust 1996-2                                                                                                        
|                 | 
|FAM1996-3        |  | First Alliance Mortgage Loan Trust 1996-3                                                                                                        
|                 | 
|FAM1996-4        |  | First Alliance Mortgage Loan Trust 1996-4                                                                                                        
|                 | 
|FAM1997-1        |  | First Alliance Mortgage Loan Trust 1997-1                                                                                                        
|                 | 
|FAM1997-2        |  | First Alliance Mortgage Loan Trust 1997-2                                                                                                        
|                 | 
|FAM1997-3        |  | First Alliance Mortgage Loan Trust 1997-3                                                                                                        
|                 | 
|FAM1997-4        |  | First Alliance Mortgage Loan Trust 1997-4                                                                                                        
|                 | 
|FAM1998-1A       |  | First Alliance Mortgage Loan Trust 1998-1A                                                                                                       
|                 | 
|FAM1998-1F       |  | First Alliance Mortgage Loan Trust 1998-1F                                                                                                       
|                 | 
|FAM 1998-3       |  | First Alliance Mortgage Loan Trust 1998-03                                                                                                       
|                 | 
|FAM 1998-4       |  | First Alliance Mortgage Loan Trust 1998-04                                                                                                       
|                 | 
|FAM 1999-1       |  | First Alliance Mortgage Loan Trust 1999-01                                                                                                       
|                 | 
|FAM 1999-2       |  | First Alliance Mortgage Loan Trust 1999-02                                                                                                       
|                 | 
|FAM 1999-3       |  | First Alliance Mortgage Loan Trust 1999-03                                                                                                       
|                 | 
|FB91-SA-3        |  | First Boston Mortgage Securities II, Inc Mtg Pass-Through Cert Conventional, FHA Insured, VA Guaranteed Residential First Mortgage Loans 1991-SA3



A-11



---

|                  |  |                                                                                                                              
|----------------- |  | -----------------------------------------------------------------------------------------------------------------------------
|                  | 
|FBRSI 2005-2      |  | Friedman, Billings, Ramsey & Co., Inc. Mortgage-Backed Callable Certificates Series 2005-2                                   
|                  | 
|FBRSI 2005-3      |  | Friedman, Billings, Ramsey & Co., Inc. Mortgage-Backed Callable Certificates Series 2005-3                                   
|                  | 
|FBRSI 2005-4      |  | Friedman, Billings, Ramsey & Co., Inc. Mortgage-Backed Callable Certificates Series 2005-4                                   
|                  | 
|FBRSI 2005-5      |  | Friedman, Billings, Ramsey & Co., Inc. Mortgage-Backed Callable Certificates Series 2005-5                                   
|                  | 
|FDIC 2010-R1      |  | FDIC 2010-R1 Trust FDIC 2010-R1 Certificates                                                                                 
|                  | 
|FDIC 2011-R1      |  | FDIC 2011-R1 Trust FDIC 2011-R1 Certificates                                                                                 
|                  | 
|FF 2006-FF1       |  | First Franklin Mortgage Loan Trust 2006-FF1 Mortgage Pass-Through Certificates Series 2006-FF1                               
|                  | 
|FFML 2004-FFC     |  | First Franklin Mortgage Loan Trust 2004-FFC Mortgage Pass-Through Certificates Series 2004-FFC                               
|                  | 
|FFML 2006-FF11    |  | First Franklin Mortgage Loan Trust 2006-FF11 Mortgage Pass-Through Certificates Series 2006-FF11                             
|                  | 
|FFML 2006-FF5     |  | First Franklin Mortgage Loan Trust 2006-FF5 Mortgage Pass-Through Certificates Series 2006-FF5                               
|                  | 
|FFML 2006-FF7     |  | First Franklin Mortgage Loan Trust 2006-FF7 Mortgage Pass-Through Certificates Series 2006-FF7                               
|                  | 
|FFML 2006-FF9     |  | First Franklin Mortgage Loan Trust 2006-FF9 Mortgage Pass-Through Certificates Series 2006-FF9                               
|                  | 
|FIELDSTONE 2004-3 |  | Fieldstone Mortgage Investment Trust, Series 2004-3, Mortgage-Backed Notes                                                   
|                  | 
|FIELDSTONE 2004-4 |  | Fieldstone Mortgage Investment Trust, Series 2004-4, Mortgage-Backed Notes                                                   
|                  | 
|FIELDSTONE 2004-5 |  | Fieldstone Mortgage Investment Trust, Series 2004-5, Mortgage-Backed Notes                                                   
|                  | 
|FIELDSTONE 2005-1 |  | Fieldstone Mortgage Investment Trust, Series 2005-1, Mortgage-Backed Notes                                                   
|                  | 
|FIELDSTONE 2005-2 |  | Fieldstone Mortgage Investment Trust, Series 2005-2, Mortgage-Backed Notes                                                   
|                  | 
|FIELDSTONE 2005-3 |  | Fieldstone Mortgage Investment Trust, Series 2005-3, Mortgage-Backed Notes                                                   
|                  | 
|FIELDSTONE 2006-1 |  | Fieldstone Mortgage Investment Trust, Series 2006-1, Mortgage-Backed Notes                                                   
|                  | 
|FIELDSTONE 2006-2 |  | Fieldstone Mortgage Investment Trust, Series 2006-2, Mortgage-Backed Notes                                                   
|                  | 
|FIELDSTONE 2006-3 |  | Fieldstone Mortgage Investment Trust, Series 2006-3, Mortgage-Backed Notes                                                   
|                  | 
|FIVEOAKS2015-1    |  | OAKS MORTGAGE TRUST SERIES 2015-1                                                                                            
|                  | 
|FIVEOAKS2015-2    |  | OAKS MORTGAGE TRUST SERIES 2015-2                                                                                            
|                  | 
|FKMT20141         |  | FirstKey Mortgage Trust 2014-1                                                                                               
|                  | 
|FKMT20151         |  | FirstKey Mortgage Trust 2015-1                                                                                               
|                  | 
|FNLC 2005-3       |  | First NLC Trust 2005-3 Mortgage-Backed Notes, Series 2005-3                                                                  
|                  | 
|FNLC 2005-4       |  | First NLC Trust 2005-4 Mortgage-Backed Certificates, Series 2005-4                                                           
|                  | 
|FNT 1988-1        |  | Ryland Mortgage Securities Corp., Mortgage Participation Securities First Nationwide Trust 1988-1 Variable Pass-Through Rates
|                  | 
|FNT 1989-1        |  | Ryland Mortgage Securities Corp., Mortgage Participation Securities First Nationwide Trust 1989-1 Variable Pass-Through Rates
|                  | 
|FREMONT 2003-A    |  | Fremont Home Loan Trust 2003-A, Asset-Backed Certificates, Series 2003-A                                                     
|                  | 
|FREMONT 2003-B    |  | Fremont Home Loan Trust 2003-B, Asset-Backed Certificates, Series 2003-B                                                     
|                  | 
|FREMONT 2004-3    |  | Fremont Home Loan Trust 2004-3, Mortgage Pass-Through Certificates, Series 2004-3                                            
|                  | 
|FREMONT 2004-A    |  | Fremont Home Loan Trust 2004-A, Mortgage-Backed Certificates, Series 2004-A                                                  
|                  | 
|FREMONT 2004-B    |  | Fremont Home Loan Trust 2004-B, Asset-Backed Certificates, Series 2004-B                                                     
|                  | 
|FREMONT 2004-C    |  | Fremont Home Loan Trust 2004-C, Mortgage-Backed Certificates, Series 2004-C                                                  
|                  | 
|FREMONT 2004-D    |  | Fremont Home Loan Trust 2004-D, Mortgage-Backed Certificates, Series 2004-D                                                  
|                  | 
|FREMONT 2005-A    |  | Fremont Home Loan Trust 2005-A, Mortgage-Backed Certificates, Series 2005-A                                                  
|                  | 
|FREMONT 2005-B    |  | Fremont Home Loan Trust 2005-B, Mortgage-Backed Certificates, Series 2005-B                                                  
|                  | 
|FREMONT 2005-C    |  | Fremont Home Loan Trust 2005-C, Mortgage-Backed Certificates, Series 2005-C                                                  
|                  | 
|FREMONT 2005-D    |  | Fremont Home Loan Trust 2005-D, Mortgage-Backed Certificates, Series 2005-D                                                  
|                  | 
|FREMONT 2005-E    |  | Fremont Home Loan Trust 2005-E, Mortgage-Backed Certificates, Series 2005-E                                                  
|                  | 
|FREMONT 2006-2    |  | Fremont Home Loan Trust 2006-2, Asset-Backed Certificates, Series 2006-2                                                     
|                  | 
|FREMONT 2006-A    |  | Fremont Home Loan Trust 2006-A, Mortgage-Backed Certificates, Series 2006-A                                                  
|                  | 
|FREMONT 2006-B P1 |  | Fremont Home Loan Trust 2006-B1, Mortgage-Backed Certificates, Series 2006-B1                                                
|                  | 
|FREMONT 2006-B P2 |  | Fremont Home Loan Trust 2006-B2, Mortgage-Backed Certificates, Series 2006-B2                                                
|                  | 
|FREMONT 2006-C    |  | Fremont Home Loan Trust 2006-C, Mortgage-Backed Certificates, Series 2006-C                                                  
|                  | 
|FREMONT 2006-D    |  | Fremont Home Loan Trust 2006-D, Mortgage-Backed Certificates, Series 2006-D                                                  



A-12



---

|                   |  |                                                                                                
|------------------ |  | -----------------------------------------------------------------------------------------------
|                   | 
|FREMONT 2006-E     |  | Fremont Home Loan Trust 2006-E, Mortgage-Backed Certificates, Series 2006-E                    
|                   | 
|GFMT2017-1         |  | Galton Funding Mortgage Trust 2017-1 Mortgage Pass-Through Certificates, Series 2017-1         
|                   | 
|GPMF 2006-OH1      |  | GreenPoint Mortgage Funding Trust 2006-OH1, Mortgage Pass-Through Certificates, Series 2006-OH1
|                   | 
|GRNPT MTA 2005-AR1 |  | GreenPoint MTA Trust 2005-AR1, Mortgage Pass-Through Certificates, Series 2005-AR1             
|                   | 
|GS 2004-8          |  | GSAA Home Equity Trust 2004-8, Asset-Backed Certificates, Series 2004-8                        
|                   | 
|GSAA 2004-7        |  | GSAA Home Equity Trust 2004-7, Asset-Backed Certificates, Series 2004-7                        
|                   | 
|GSAA 2005-12       |  | GSAA Home Equity Trust 2005-12, Asset-Backed Certificates, Series 2005-12                      
|                   | 
|GSAA 2005-15       |  | GSAA Home Equity Trust 2005-15, Asset-Backed Certificates, Series 2005-15                      
|                   | 
|GSAA 2005-6        |  | GSAA Home Equity Trust 2005-6, Asset-Backed Certificates, Series 2005-6                        
|                   | 
|GSAA 2005-7        |  | GSAA Home Equity Trust 2005-7, Asset-Backed Certificates, Series 2005-7                        
|                   | 
|GSAA 2005-9        |  | GSAA Home Equity Trust 2005-9, Asset-Backed Certificates, Series 2005-9                        
|                   | 
|GSAA 2006-10       |  | GSAA Home Equity Trust 2006-10, Asset-Backed Certificates, Series 2006-10                      
|                   | 
|GSAA 2006-11       |  | GSAA Home Equity Trust 2006-11, Asset-Backed Certificates, Series 2006-11                      
|                   | 
|GSAA 2006-14       |  | GSAA Home Equity Trust 2006-14, Asset-Backed Certificates, Series 2006-14                      
|                   | 
|GSAA 2006-15       |  | GSAA Home Equity Trust 2006-15, Asset-Backed Certificates, Series 2006-15                      
|                   | 
|GSAA 2006-16       |  | GSAA Home Equity Trust 2006-16, Asset-Backed Certificates, Series 2006-16                      
|                   | 
|GSAA 2006-17       |  | GSAA Home Equity Trust 2006-17, Asset-Backed Certificates, Series 2006-17                      
|                   | 
|GSAA 2006-18       |  | GSAA Home Equity Trust 2006-18, Asset-Backed Certificates, Series 2006-18                      
|                   | 
|GSAA 2006-19       |  | GSAA Home Equity Trust 2006-19, Asset-Backed Certificates, Series 2006-19                      
|                   | 
|GSAA 2006-2        |  | GSAA Home Equity Trust 2006-2, Asset-Backed Certificates, Series 2006-2                        
|                   | 
|GSAA 2006-20       |  | GSAA Home Equity Trust 2006-20, Asset-Backed Certificates, Series 2006-20                      
|                   | 
|GSAA 2006-4        |  | GSAA Home Equity Trust 2006-4, Asset-Backed Certificates, Series 2006-4                        
|                   | 
|GSAA 2006-7        |  | GSAA Home Equity Trust 2006-7, Asset-Backed Certificates, Series 2006-7                        
|                   | 
|GSAA 2006-8        |  | GSAA Home Equity Trust 2006-8, Asset-Backed Certificates, Series 2006-8                        
|                   | 
|GSAA 2006-S1       |  | GSAA Home Equity Trust 2006-S1, Mortgage Pass-Through Certificates, Series 2006-S1             
|                   | 
|GSAA 2007-01       |  | GSAA Home Equity Trust 2007-1, Asset-Backed Certificates, Series 2007-1                        
|                   | 
|GSAA 2007-10       |  | GSAA Home Equity Trust 2007-10, Asset-Backed Certificates, Series 2007-10                      
|                   | 
|GSAA 2007-2        |  | GSAA Home Equity Trust 2007-2, Asset-Backed Certificates, Series 2007-2                        
|                   | 
|GSAA 2007-3        |  | GSAA Home Equity Trust 2007-3, Asset-Backed Certificates, Series 2007-3                        
|                   | 
|GSAA 2007-4        |  | GSAA Home Equity Trust 2007-4, Asset-Backed Certificates, Series 2007-4                        
|                   | 
|GSAA 2007-5        |  | GSAA Home Equity Trust 2007-5, Asset-Backed Certificates, Series 2007-5                        
|                   | 
|GSAA 2007-6        |  | GSAA Home Equity Trust 2007-6, Asset-Backed Certificates, Series 2007-6                        
|                   | 
|GSAA 2007-7        |  | GSAA Home Equity Trust 2007-7, Asset-Backed Certificates, Series 2007-7                        
|                   | 
|GSAA 2007-8        |  | GSAA Home Equity Trust 2007-8, Asset-Backed Certificates, Series 2007-8                        
|                   | 
|GSAA 2007-9        |  | GSAA Home Equity Trust 2007-9, Asset-Backed Certificates, Series 2007-9                        
|                   | 
|GSAA 2007-S1       |  | GSAA Home Equity Trust 2007-S1, Mortgage Pass-Through Certificates, Series 2007-S1             
|                   | 
|GSAMP 2005-AHL2    |  | GSAMP Trust 2005-AHL2, Mortgage Pass-Through Certificates, Series 2005-AHL2                    
|                   | 
|GSAMP 2005-HE6     |  | GSAMP Trust 2005-HE6, Mortgage Pass-Through Certificates, Series 2005-HE6                      
|                   | 
|GSAMP 2006-FM2     |  | GSAMP Trust 2006-FM2, Mortgage Pass-Through Certificates, Series 2006-FM2                      
|                   | 
|GSAMP 2006-FM3     |  | GSAMP Trust 2006-FM3, Mortgage Pass-Through Certificates, Series 2006-FM3                      
|                   | 
|GSAMP 2006-HE3     |  | GSAMP Trust 2006-HE3, Mortgage Pass-Through Certificates, Series 2006-HE3                      
|                   | 
|GSAMP 2006-HE4     |  | GSAMP Trust 2006-HE4, Mortgage Pass-Through Certificates, Series 2006-HE4                      
|                   | 
|GSAMP 2006-HE5     |  | GSAMP Trust 2006-HE5, Mortgage Pass-Through Certificates, Series 2006-HE5                      
|                   | 
|GSAMP 2006-HE7     |  | GSAMP Trust 2006-HE7, Mortgage Pass-Through Certificates, Series 2006-HE7                      
|                   | 
|GSAMP 2006-HE8     |  | GSAMP Trust 2006-HE8, Mortgage Pass-Through Certificates, Series 2006-HE8                      
|                   | 
|GSAMP 2006-NC2     |  | GSAMP Trust 2006-NC2, Mortgage Pass-Through Certificates, Series 2006-NC2                      
|                   | 
|GSAMP 2006-S4      |  | GSAMP Trust 2006-S4, Mortgage Pass-Through Certificates, Series 2006-S4                        
|                   | 
|GSAMP 2007-FM1     |  | GSAMP Trust 2007-FM1, Mortgage Pass-Through Certificates, Series 2007-FM1                      
|                   | 
|GSAMP 2007-FM2     |  | GSAMP Trust 2007-FM2, Mortgage Pass-Through Certificates, Series 2007-FM2                      
|                   | 
|GSAMP 2007-H1      |  | GSAMP Trust 2007-H1, Mortgage Pass-Through Certificates, Series 2007-H1                        
|                   | 
|GSAMP 2007-HE1     |  | GSAMP Trust 2007-HE1, Mortgage Pass-Through Certificates, Series 2007-HE1                      



A-13



---

|                   |  |                                                                                               
|------------------ |  | ----------------------------------------------------------------------------------------------
|                   | 
|GSAMP 2007-HE2     |  | GSAMP Trust 2007-HE2, Mortgage Pass-Through Certificates, Series 2007-HE2                     
|                   | 
|GSAMP 2007-HSBC1   |  | GSAMP Trust 2007-HSBC1, Mortgage Pass-Through Certificates, Series 2007-HSBC1                 
|                   | 
|GSAMP 2007-NC1     |  | GSAMP Trust 2007-NC1, Mortgage Pass-Through Certificates, Series 2007-NC1                     
|                   | 
|GSR 2004-14        |  | GSR Mortgage Loan Trust 2004-14, Mortgage Pass-Through Certificates, Series 2004-14           
|                   | 
|GSR 2005-9F        |  | GSR Mortgage Loan Trust 2005-9F, Mortgage Pass-Through Certificates, Series 2005-9F           
|                   | 
|GSR 2005-AR1       |  | GSR Mortgage Loan Trust 2005-AR1, Mortgage Pass-Through Certificates, Series 2005-AR1         
|                   | 
|GSR 2005-AR2       |  | GSR Mortgage Loan Trust 2005-AR2, Mortgage Pass-Through Certificates, Series 2005-AR2         
|                   | 
|GSR 2005-AR3       |  | GSR Mortgage Loan Trust 2005-AR3, Mortgage Pass-Through Certificates, Series 2005-AR3         
|                   | 
|GSR 2005-AR4       |  | GSR Mortgage Loan Trust 2005-AR4, Mortgage Pass-Through Certificates, Series 2005-AR4         
|                   | 
|GSR 2005-AR5       |  | GSR Mortgage Loan Trust 2005-AR5, Mortgage Pass-Through Certificates, Series 2005-AR5         
|                   | 
|GSR 2005-AR6       |  | GSR Mortgage Loan Trust 2005-AR6, Mortgage Pass-Through Certificates, Series 2005-AR6         
|                   | 
|GSR 2005-AR7       |  | GSR Mortgage Loan Trust 2005-AR7, Mortgage Pass-Through Certificates, Series 2005-AR7         
|                   | 
|GSR 2006-10F       |  | GSR Mortgage Loan Trust 2006-10F, Mortgage Pass-Through Certificates, Series 2006-10F         
|                   | 
|GSR 2006-1F        |  | GSR Mortgage Loan Trust 2006-1F, Mortgage Pass-Through Certificates, Series 2006-1F           
|                   | 
|GSR 2006-2F        |  | GSR Mortgage Loan Trust 2006-2F, Mortgage Pass-Through Certificates, Series 2006-2F           
|                   | 
|GSR 2006-3F        |  | GSR Mortgage Loan Trust 2006-3F, Mortgage Pass-Through Certificates, Series 2006-3F           
|                   | 
|GSR 2006-5F        |  | GSR Mortgage Loan Trust 2006-5F, Mortgage Pass-Through Certificates, Series 2006-5F           
|                   | 
|GSR 2006-6F        |  | GSR Mortgage Loan Trust 2006-6F, Mortgage Pass-Through Certificates, Series 2006-6F           
|                   | 
|GSR 2006-7F        |  | GSR Mortgage Loan Trust 2006-7F, Mortgage Pass-Through Certificates, Series 2006-7F           
|                   | 
|GSR 2006-8F        |  | GSR Mortgage Loan Trust 2006-8F, Mortgage Pass-Through Certificates, Series 2006-8F           
|                   | 
|GSR 2006-9F        |  | GSR Mortgage Loan Trust 2006-9F, Mortgage Pass-Through Certificates, Series 2006-9F           
|                   | 
|GSR 2006-AR1       |  | GSR Mortgage Loan Trust 2006-AR1, Mortgage Pass-Through Certificates, Series 2006-AR1         
|                   | 
|GSR 2006-AR2       |  | GSR Mortgage Loan Trust 2006-AR2, Mortgage Pass-Through Certificates, Series 2006-AR2         
|                   | 
|GSR 2006-OA1       |  | GSR Mortgage Loan Trust 2006-OA1, Mortgage Pass-Through Certificates, Series 2006-OA1         
|                   | 
|GSR 2007-1F        |  | GSR Mortgage Loan Trust 2007-1F, Mortgage-Pass-Through Certificates, Series 2007-1F           
|                   | 
|GSR 2007-2F        |  | GSR Mortgage Loan Trust 2007-2F, Mortgage Pass-Through Certificates, Series 2007-2F           
|                   | 
|GSR 2007-3F        |  | GSR Mortgage Loan Trust 2007-3F, Mortgage Pass-Through Certificates, Series 2007-3F           
|                   | 
|GSR 2007-4F        |  | GSR Mortgage Loan Trust 2007-4F, Mortgage Pass-Through Certificates, Series 2007-4F           
|                   | 
|GSR 2007-5F        |  | GSR Mortgage Loan Trust 2007-5F Mortgage Pass-Through Certificates, Series 2007-5F            
|                   | 
|GSR 2007-AR1       |  | GSR Mortgage Loan Trust 2007-AR1 Mortgage Pass-Through Certificates, Series 2007-AR1          
|                   | 
|GSR 2007-AR2       |  | GSR Mortgage Loan Trust 2007-AR2 Mortgage Pass-Through Certificates, Series 2007-AR2          
|                   | 
|GSR 2007-OA1       |  | GSR Mortgage Loan Trust 2007-OA1 Mortgage Pass-Through Certificates, Series 2007-OA1          
|                   | 
|GSR 2007-OA2       |  | GSR Mortgage Loan Trust 2007-OA2 Mortgage Pass-Through Certificates, Series 2007-OA2          
|                   | 
|HALO 2007-2        |  | HSI Asset Loan Obligation Trust 2007-2, Mortgage Pass-Through Certificates, Series 2007-2     
|                   | 
|HALO 2007-AR2      |  | HSI Asset Loan Obligation Trust 2007-AR2, Mortgage Pass-Through Certificates, Series 2007-AR2 
|                   | 
|HARBORVIEW 2003-1  |  | HarborView Mortgage Loan Trust 2003-1 Mortgage Loan Pass-Through Certificates, Series 2003-1  
|                   | 
|HARBORVIEW 2003-2  |  | HarborView Mortgage Loan Trust 2003-2 Mortgage Loan Pass-Through Certificates, Series 2003-2  
|                   | 
|HARBORVIEW 2004-1  |  | HarborView Mortgage Loan Trust 2004-1 Mortgage Loan Pass-Through Certificates, Series 2004-1  
|                   | 
|HARBORVIEW 2004-10 |  | HarborView Mortgage Loan Trust 2004-10 Mortgage Loan Pass-Through Certificates, Series 2004-10
|                   | 
|HARBORVIEW 2004-4  |  | HarborView Mortgage Loan Trust 2004-4 Mortgage Loan Pass-Through Certificates, Series 2004-4  
|                   | 
|HARBORVIEW 2004-5  |  | HarborView Mortgage Loan Trust 2004-5 Mortgage Loan Pass-Through Certificates, Series 2004-5  
|                   | 
|HARBORVIEW 2004-6  |  | HarborView Mortgage Loan Trust 2004-6 Mortgage Loan Pass-Through Certificates, Series 2004-6  
|                   | 
|HARBORVIEW 2004-7  |  | HarborView Mortgage Loan Trust 2004-7 Mortgage Loan Pass-Through Certificates, Series 2004-7  
|                   | 
|HARBORVIEW 2004-8  |  | HarborView Mortgage Loan Trust 2004-8 Mortgage Loan Pass-Through Certificates, Series 2004-8  
|                   | 
|HARBORVIEW 2005-11 |  | HarborView Mortgage Loan Trust 2005-11 Mortgage Loan Pass-Through Certificates, Series 2005-11
|                   | 
|HARBORVIEW 2005-14 |  | HarborView Mortgage Loan Trust 2005-14 Mortgage Loan Pass-Through Certificates, Series 2005-14
|                   | 
|HARBORVIEW 2005-15 |  | HarborView Mortgage Loan Trust 2005-15 Mortgage Loan Pass-Through Certificates, Series 2005-15



A-14



---

|                   |  |                                                                                                           
|------------------ |  | ----------------------------------------------------------------------------------------------------------
|                   | 
|HARBORVIEW 2005-4  |  | HarborView Mortgage Loan Trust 2005-4 Mortgage Loan Pass-Through Certificates, Series 2005-4              
|                   | 
|HARBORVIEW 2005-6  |  | HarborView Mortgage Loan Trust 2005-6 Mortgage Loan Pass-Through Certificates, Series 2005-6              
|                   | 
|HARBORVIEW 2005-7  |  | HarborView Mortgage Loan Trust 2005-7 Mortgage Loan Pass-Through Certificates, Series 2005-7              
|                   | 
|HARBORVIEW 2006-1  |  | Harborview Mortgage Loan Trust 2006-BU1 Mortgage Loan Pass-Through Certificates, Series 2006-BU1          
|                   | 
|HARBORVIEW 2006-13 |  | Harborview Mortgage Loan Trust 2006-13 Mortgage Loan Pass-Through Certificates, Series 2006-13            
|                   | 
|HARBORVIEW 2006-14 |  | Harborview Mortgage Loan Trust 2006-14 Mortgage Loan Pass-Through Certificates, Series 2006-14            
|                   | 
|HARBORVIEW 2006-2  |  | HarborView Mortgage Loan Trust 2006-2 Mortgage Loan Pass-Through Certificates, Series 2006-2              
|                   | 
|HARBORVIEW 2006-6  |  | Harborview Mortgage Loan Trust 2006-6 Mortgage Loan Pass-Through Certificates, Series 2006-6              
|                   | 
|HARBORVIEW 2006-7  |  | Harborview Mortgage Loan Trust 2006-7 Mortgage Loan Pass-Through Certificates, Series 2006-7              
|                   | 
|HARBORVIEW 2006-8  |  | Harborview Mortgage Loan Trust 2006-8 Mortgage Loan Pass-Through Certificates, Series 2006-8              
|                   | 
|HARBORVIEW 2007-2  |  | Harborview Mortgage Loan Trust 2007-2 Mortgage Loan Pass-Through Certificates, Series 2007-2              
|                   | 
|HARBORVIEW 2007-4  |  | Harborview Mortgage Loan Trust 2007-4 Mortgage Loan Pass-Through Certificates, Series 2007-4              
|                   | 
|HARBORVIEW 2007-5  |  | Harborview Mortgage Loan Trust 2007-5 Mortgage Loan Pass-Through Certificates, Series 2007-5              
|                   | 
|HARBORVIEW 2007-6  |  | Harborview Mortgage Loan Trust 2007-6 Mortgage Loan Pass-Through Certificates, Series 2007-6              
|                   | 
|HARBORVIEW 2007-7  |  | Harborview Mortgage Loan Trust 2007-7 Mortgage Loan Pass-Through Certificates, Series 2007-7              
|                   | 
|HARBORVIEW 2007-A  |  | Harborview Mortgage Loan Trust 2007-A Mortgage Loan Pass-Through Certificates, Series 2007-A              
|                   | 
|HASCO 2005-I1      |  | HSI Asset Securitization Corporation Trust 2005-I1, Mortgage Pass-Through Certificates, Series 2005-I1    
|                   | 
|HASCO 2005-NC1     |  | HSI Asset Securitization Corporation Trust 2005-NC1, Mortgage Pass-Through Certificates, Series 2005-NC1  
|                   | 
|HASCO 2005-NC2     |  | HSI Asset Securitization Corporation Trust 2005-NC2, Mortgage Pass-Through Certificates, Series 2005-NC2  
|                   | 
|HASCO 2005-OPT1    |  | HSI Asset Securitization Corporation Trust 2005-OPT1, Mortgage Pass-Through Certificates, Series 2005-OPT1
|                   | 
|HASCO 2006-HE1     |  | HSI Asset Securitization Corporation Trust 2006-HE1, Mortgage Pass-Through Certificates, Series 2006-HE1  
|                   | 
|HASCO 2006-NC1     |  | HSI Asset Securitization Corporation Trust 2006-NC1, Mortgage Pass-Through Certificates, Series 2006-NC1  
|                   | 
|HASCO 2006-OPT1    |  | HSI Asset Securitization Corporation Trust 2006-OPT1, Mortgage Pass-Through Certificates, Series 2006-OPT1
|                   | 
|HASCO 2006-OPT2    |  | HSI Asset Securitization Corporation Trust 2006-OPT2, Mortgage Pass-Through Certificates, Series 2006-OPT2
|                   | 
|HASCO 2006-OPT3    |  | HSI Asset Securitization Corporation Trust 2006-OPT3, Mortgage Pass-Through Certificates, Series 2006-OPT3
|                   | 
|HASCO 2006-OPT4    |  | HSI Asset Securitization Corporation Trust 2006-OPT4, Mortgage Pass-Through Certificates, Series 2006-OPT4
|                   | 
|HASCO 2006-WMC1    |  | HSI Asset Securitization Corporation Trust 2006-WMC1, Mortgage Pass-Through Certificates, Series 2006-WMC1
|                   | 
|HASCO 2007-HE1     |  | HSI Asset Securitization Corporation Trust 2007-HE1, Mortgage Pass-Through Certificates, Series 2007-HE1  
|                   | 
|HASCO 2007-HE2     |  | HSI Asset Securitization Corporation Trust 2007-HE2, Mortgage Pass-Through Certificates, Series 2007-HE2  
|                   | 
|HASCO 2007-NC1     |  | HSI Asset Securitization Corporation Trust 2007-NC1, Mortgage Pass-Through Certificates, Series 2007-NC1  
|                   | 
|HASCO 2007-WF1     |  | HSI Asset Securitization Corporation Trust 2007-WF1, Mortgage Pass-Through Certificates, Series 2007-WF1  
|                   | 
|HBMT 2004-1        |  | HomeBanc Mortgage Trust 2004-1, Mortgage-Backed Notes Series 2004-1                                       
|                   | 
|HBMT 2004-2        |  | HomeBanc Mortgage Trust 2004-2, Mortgage-Backed Notes Series 2004-2                                       
|                   | 
|HBMT 2005-1        |  | HomeBanc Mortgage Trust 2005-1, Mortgage-Backed Notes Series 2005-1                                       
|                   | 
|HBMT 2005-2        |  | HomeBanc Mortgage Trust 2005-2, Mortgage-Backed Notes Series 2005-2                                       
|                   | 
|HBMT 2005-3        |  | HomeBanc Mortgage Trust 2005-3, Mortgage-Backed Notes Series 2005-3                                       
|                   | 
|HBMT 2005-4        |  | HomeBanc Mortgage Trust 2005-4, Mortgage-Backed Notes Series 2005-4                                       
|                   | 
|HBMT 2005-5        |  | HomeBanc Mortgage Trust 2005-5, Mortgage-Backed Notes Series 2005-5                                       
|                   | 
|HBMT 2006-1        |  | HomeBanc Mortgage Trust 2006-1, Mortgage-Backed Notes Series 2006-1                                       
|                   | 
|HBMT 2006-2        |  | HomeBanc Mortgage Trust 2006-2, Mortgage Backed Notes Series 2006-2                                       
|                   | 
|HBMT 2007-1        |  | HomeBanc Mortgage Trust 2007-1, Mortgage-Backed Notes Series 2007-1                                       
|                   | 
|HOMEFED 1988-1     |  | HOMEFED 1988-1                                                                                            
|                   | 
|HOMESTAR 2004-1    |  | Homestar Mortgage Acceptance Corp., Asset-Backed Pass-Through Certificates, Series 2004-1                 
|                   | 
|HOMESTAR 2004-2    |  | Homestar Mortgage Acceptance Corp., Asset-Backed Pass-Through Certificates, Series 2004-2                 
|                   | 
|HOMESTAR 2004-3    |  | Homestar Mortgage Acceptance Corp., Asset-Backed Pass-Through Certificates, Series 2004-3                 
|                   | 
|HOMESTAR 2004-4    |  | Homestar Mortgage Acceptance Corp., Asset-Backed Pass-Through Certificates, Series 2004-4                 



A-15



---

|                |  |                                                                                               
|--------------- |  | ----------------------------------------------------------------------------------------------
|                | 
|HOMESTAR 2004-5 |  | Homestar Mortgage Acceptance Corp., Asset-Backed Pass-Through Certificates, Series 2004-5     
|                | 
|HOMESTAR 2004-6 |  | Homestar Mortgage Acceptance Corp., Asset-Backed Pass-Through Certificates, Series 2004-6     
|                | 
|IMPAC 2004-11   |  | IMPAC CMB Trust 2004-11, Collateralized Asset-Backed Bonds                                    
|                | 
|IXIS 2006-HE3   |  | IXIS Real Estate Capital Trust 2006-HE3, Mortgage Pass-Through Certificates, Series 2006-HE3  
|                | 
|IXIS 2007-HE1   |  | IXIS Real Estate Capital Trust 2007-HE1, Mortgage Pass-Through Certificates, Series 2007-HE1  
|                | 
|JP1988-01       |  | J.P. Morgan Mortgage Pass-Through Certificates Series 1988-1                                  
|                | 
|JPALT 2005-S1   |  | J.P. Morgan Alternative Loan Trust 2005-S1, Mortgage Pass-Through Certificates, Series 2005-S1
|                | 
|JPALT 2007-A2   |  | J.P. Morgan Alternative Loan Trust 2007-A2, Mortgage Pass-Through Certificates, Series 2007-A2
|                | 
|JPALT 2007-S1   |  | J.P. Morgan Alternative Loan Trust 2007-S1, Mortgage Pass-Through Certificates, Series 2007-S1
|                | 
|JPM 2003-A1     |  | J.P. Morgan Mortgage Trust 2003-A1 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2003-A2     |  | J.P. Morgan Mortgage Trust 2003-A2 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2004-A1     |  | J.P. Morgan Mortgage Trust 2004-A1 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2004-A2     |  | J.P. Morgan Mortgage Trust 2004-A2 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2004-A3     |  | J.P. Morgan Mortgage Trust 2004-A3 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2004-A4     |  | J.P. Morgan Mortgage Trust 2004-A4 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2004-A5     |  | J.P. Morgan Mortgage Trust 2004-A5 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2004-A6     |  | J.P. Morgan Mortgage Trust 2004-A6 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2004-S2     |  | J.P. Morgan Mortgage Trust 2004-S2 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2005-A1     |  | J.P. Morgan Mortgage Trust 2005-A1 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2005-A2     |  | J.P. Morgan Mortgage Trust 2005-A2 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2005-A3     |  | J.P. Morgan Mortgage Trust 2005-A3 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2005-A4     |  | J.P. Morgan Mortgage Trust 2005-A4 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2005-A5     |  | J.P. Morgan Mortgage Trust 2005-A5 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2005-A6     |  | J.P. Morgan Mortgage Trust 2005-A6 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2005-A7     |  | J.P. Morgan Mortgage Trust 2005-A7 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2005-A8     |  | J.P. Morgan Mortgage Trust 2005-A8 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2005-ALT1   |  | J.P. Morgan Mortgage Trust 2005-ALT1 Mortgage Pass-Through Certificates                       
|                | 
|JPM 2005-S1     |  | J.P. Morgan Mortgage Trust 2005-S1 Mortgage Pass-Through Certificates                         
|                | 
|JPM 2005-S2     |  | J.P. Morgan Mortgage Trust 2005-S2 Mortgage Pass-Through Certificates                         
|                | 
|JPMALT 2005-A2  |  | J.P. Morgan Alternative Loan Trust 2005-A2 Mortgage Pass-Through Certificates                 
|                | 
|JPMALT 2006-A1  |  | J.P. Morgan Alternative Loan Trust 2006-A1, Mortgage Pass-Through Certificates                
|                | 
|JPMALT 2006-A2  |  | J.P. Morgan Alternative Loan Trust 2006-A2, Mortgage Pass-Through Certificates                
|                | 
|JPMALT 2006-A3  |  | J.P. Morgan Alternative Loan Trust 2006-A3, Mortgage Pass-Through Certificates                
|                | 
|JPMALT 2006-A4  |  | J.P. Morgan Alternative Loan Trust 2006-A4, Mortgage Pass-Through Certificates                
|                | 
|JPMALT 2006-A6  |  | J.P. Morgan Alternative Loan Trust 2006-A6, Mortgage Pass-Through Certificates                
|                | 
|JPMALT 2006-S1  |  | J.P. Morgan Alternative Loan Trust 2006-S1, Mortgage Pass-Through Certificates                
|                | 
|JPMALT 2006-S2  |  | J.P. Morgan Alternative Loan Trust 2006-S2, Mortgage Pass-Through Certificates                
|                | 
|JPMALT 2006-S3  |  | J.P. Morgan Alternative Loan Trust 2006-S3, Mortgage Pass-Through Certificates                
|                | 
|JPMALT 2006-S4  |  | J.P. Morgan Alternative Loan Trust 2006-S4, Mortgage Pass-Through Certificates                
|                | 
|JPMMAC 2006-CW2 |  | J.P. Morgan Mortgage Acquisition Trust 2006-CW2 Asset-Backed Pass-Through Certificates        
|                | 
|JPMMAC 2006-WF1 |  | J.P. Morgan Mortgage Acquisition Trust 2006-WF1 Mortgage Pass-Through Certificates            
|                | 
|JPMMT 2005-S3   |  | J.P. Morgan Mortgage Trust 2005-S3 Mortgage Pass-Through Certificates                         
|                | 
|JPMMT 2006-A1   |  | J.P. Morgan Mortgage Trust 2006-A1 Mortgage Pass-Through Certificates                         
|                | 
|JPMMT 2006-A2   |  | J.P. Morgan Mortgage Trust 2006-A2 Mortgage Pass-Through Certificates                         
|                | 
|JPMMT 2006-A3   |  | J.P. Morgan Mortgage Trust 2006-A3 Mortgage Pass-Through Certificates                         
|                | 
|JPMMT 2006-A4   |  | J.P. Morgan Mortgage Trust 2006-A4 Mortgage Pass-Through Certificates                         
|                | 
|JPMMT 2006-A6   |  | J.P. Morgan Mortgage Trust 2006-A6 Mortgage Pass-Through Certificates                         
|                | 
|JPMMT 2006-A7   |  | J.P. Morgan Mortgage Trust 2006-A7 Mortgage Pass-Through Certificates                         
|                | 
|JPMMT 2006-S1   |  | J.P. Morgan Mortgage Trust 2006-S1 Mortgage Pass-Through Certificates                         
|                | 
|JPMMT 2006-S2   |  | J.P. Morgan Mortgage Trust 2006-S2 Mortgage Pass-Through Certificates                         
|                | 
|JPMMT 2006-S3   |  | J.P. Morgan Mortgage Trust 2006-S3 Mortgage Pass-Through Certificates                         



A-16



---

|                |  |                                                                                                    
|--------------- |  | ---------------------------------------------------------------------------------------------------
|                | 
|JPMMT 2006-S4   |  | J.P. Morgan Mortgage Trust 2006-S4 Mortgage Pass-Through Certificates                              
|                | 
|JPMMT 2007-A3   |  | J.P. Morgan Mortgage Trust 2007-A3 Mortgage Pass-Through Certificates                              
|                | 
|JPMMT 2007-A4   |  | J.P. Morgan Mortgage Trust 2007-A4 Mortgage Pass-Through Certificates                              
|                | 
|JPMMT 2007-S1   |  | J.P. Morgan Mortgage Trust 2007-S1 Mortgage Pass-Through Certificates                              
|                | 
|JPMMT 2007-S2   |  | J.P. Morgan Mortgage Trust 2007-S2 Mortgage Pass-Through Certificates                              
|                | 
|JPMMT 2007-S3   |  | J.P. Morgan Mortgage Trust 2007-S3 Mortgage Pass-Through Certificates                              
|                | 
|KP1993MM4       |  | Kidder Peabody 1993-MM4                                                                            
|                | 
|KPAC 1993-1     |  | Kidder Peabody 1993-01                                                                             
|                | 
|LABS1998-2      |  | Lehman ABS Corporation, Home Equity Loan Asset-Backed Certificates Series 1998-2                   
|                | 
|LHEL98-1        |  | Lehman Home Equity Loan Asset-Backed Certificates, Series 1998-1                                   
|                | 
|LUMINENT 06-3   |  | Luminent Mortgage Trust 2006-3, Mortgage Pass-Through Certificates, Series 2006-3                  
|                | 
|LUMINENT 2005-1 |  | Luminent Mortgage Trust 2005-1, Mortgage Pass-Through Certificates, Series 2005-1                  
|                | 
|LUMINENT 2006-2 |  | Luminent Mortgage Trust 2006-2, Mortgage Pass-Through Certificates, Series 2006-2                  
|                | 
|LUMINENT 2006-4 |  | Luminent Mortgage Trust 2006-4, Mortgage Pass-Through Certificates, Series 2006-4                  
|                | 
|LUMINENT 2006-5 |  | Luminent Mortgage Trust 2006-5, Mortgage Pass-Through Certificates, Series 2006-5                  
|                | 
|LUMINENT 2006-6 |  | Luminent Mortgage Trust 2006-6, Mortgage Pass-Through Certificates, Series 2006-6                  
|                | 
|LUMINENT 2006-7 |  | Luminent Mortgage Trust 2006-7, Mortgage Pass-Through Certificates, Series 2006-7                  
|                | 
|LUMINENT 2007-1 |  | Luminent Mortgage Trust 2007-1, Mortgage Pass-Through Certificates, Series 2007-1                  
|                | 
|LUMINENT 2007-2 |  | Luminent Mortgage Trust 2007-2, Mortgage Pass-Through Certificates, Series 2007-2                  
|                | 
|MABS 2004-HE1   |  | MASTR Asset-Backed Securities Trust 2004-HE1, Mortgage Pass-Through Certificates, Series 2004-HE1  
|                | 
|MABS 2004-WMC1  |  | MASTR Asset-Backed Securities Trust 2004-WMC1, Mortgage Pass-Through Certificates, Series 2004-WMC1
|                | 
|MABS 2005-AB1   |  | MASTR Asset-Backed Securities Trust 2005-AB1, Mortgage Pass-Through Certificates, Series 2005-AB1  
|                | 
|MABS 2005-HE1   |  | MASTR Asset-Backed Securities Trust 2005-HE1, Mortgage Pass-Through Certificates, Series 2005-HE1  
|                | 
|MABS 2005-HE2   |  | MASTR Asset-Backed Securities Trust 2005-HE2, Mortgage Pass-Through Certificates, Series 2005-HE2  
|                | 
|MABS 2005-WF1   |  | MASTR Asset-Backed Securities Trust 2005-WF1, Mortgage Pass-Through Certificates, Series 2005-WF1  
|                | 
|MABS 2006-AB1   |  | MASTR Asset-Backed Securities Trust 2006-AB1, Mortgage Pass-Through Certificates, Series 2006-AB1  
|                | 
|MABS 2006-AM1   |  | MASTR Asset-Backed Securities Trust 2006-AM1, Mortgage Pass-Through Certificates, Series 2006-AM1  
|                | 
|MABS 2006-AM2   |  | MASTR Asset-Backed Securities Trust 2006-AM2, Mortgage Pass-Through Certificates, Series 2006-AM2  
|                | 
|MABS 2006-AM3   |  | MASTR Asset-Backed Securities Trust 2006-AM3, Mortgage Pass-Through Certificates, Series 2006-AM3  
|                | 
|MABS 2006-FRE1  |  | MASTR Asset-Backed Securities Trust 2006-FRE1, Mortgage Pass-Through Certificates, Series 2006-FRE1
|                | 
|MABS 2006-FRE2  |  | MASTR Asset-Backed Securities Trust 2006-FRE2, Mortgage Pass-Through Certificates, Series 2006-FRE2
|                | 
|MABS 2006-HE1   |  | MASTR Asset-Backed Securities Trust 2006-HE1, Mortgage Pass-Through Certificates, Series 2006-HE1  
|                | 
|MABS 2006-HE2   |  | MASTR Asset-Backed Securities Trust 2006-HE2, Mortgage Pass-Through Certificates, Series 2006-HE2  
|                | 
|MABS 2006-HE3   |  | MASTR Asset-Backed Securities Trust 2006-HE3, Mortgage Pass-Through Certificates, Series 2006-HE3  
|                | 
|MABS 2006-HE4   |  | MASTR Asset-Backed Securities Trust 2006-HE4, Mortgage Pass-Through Certificates, Series 2006-HE4  
|                | 
|MABS 2006-HE5   |  | MASTR Asset-Backed Securities Trust 2006-HE5, Mortgage Pass-Through Certificates, Series 2006-HE5  
|                | 
|MABS 2006-NC1   |  | MASTR Asset-Backed Securities Trust 2006-NC1, Mortgage Pass-Through Certificates, Series 2006-NC1  
|                | 
|MABS 2006-NC2   |  | MASTR Asset-Backed Securities Trust 2006-NC2, Mortgage Pass-Through Certificates, Series 2006-NC2  
|                | 
|MABS 2006-NC3   |  | MASTR Asset-Backed Securities Trust 2006-NC3, Mortgage Pass-Through Certificates, Series 2006-NC3  
|                | 
|MABS 2006-WMC1  |  | MASTR Asset-Backed Securities Trust 2006-WMC1, Mortgage Pass-Through Certificates, Series 2006-WMC1
|                | 
|MABS 2006-WMC2  |  | MASTR Asset-Backed Securities Trust 2006-WMC2, Mortgage Pass-Through Certificates, Series 2006-WMC2
|                | 
|MABS 2006-WMC3  |  | MASTR Asset-Backed Securities Trust 2006-WMC3, Mortgage Pass-Through Certificates, Series 2006-WMC3
|                | 
|MABS 2006-WMC4  |  | MASTR Asset-Backed Securities Trust 2006-WMC4, Mortgage Pass-Through Certificates, Series 2006-WMC4
|                | 
|MABS 2007-HE1   |  | MASTR Asset-Backed Securities Trust 2007-HE1, Mortgage Pass-Through Certificates, Series 2007-HE1  
|                | 
|MABS 2007-HE2   |  | MASTR Asset-Backed Securities Trust 2007-HE2, Mortgage Pass-Through Certificates, Series 2007-HE2  
|                | 
|MABS 2007-WMC1  |  | MASTR Asset-Backed Securities Trust 2007-WMC1, Mortgage Pass-Through Certificates, Series 2007-WMC1
|                | 
|MALT 2002-1     |  | MASTR Alternative Loan Trust 2002-1, Mortgage Pass-Through Certificates, Series 2002-1             
|                | 
|MALT 2002-2     |  | MASTR Alternative Loan Trust 2002-2, Mortgage Pass-Through Certificates, Series 2002-2             
|                | 
|MALT 2002-3     |  | MASTR Alternative Loan Trust 2002-3, Mortgage Pass-Through Certificates, Series 2002-3             
|                | 
|MALT 2003-1     |  | MASTR Alternative Loan Trust 2003-1, Mortgage Pass-Through Certificates, Series 2003-1             
|                | 
|MALT 2003-2     |  | MASTR Alternative Loan Trust 2003-2, Mortgage Pass-Through Certificates, Series 2003-2             



A-17



---

|                   |  |                                                                                                    
|------------------ |  | ---------------------------------------------------------------------------------------------------
|                   | 
|MALT 2003-3        |  | MASTR Alternative Loan Trust 2003-3, Mortgage Pass-Through Certificates, Series 2003-3             
|                   | 
|MALT 2003-4        |  | MASTR Alternative Loan Trust 2003-4, Mortgage Pass-Through Certificates, Series 2003-4             
|                   | 
|MALT 2003-5        |  | MASTR Alternative Loan Trust 2003-5, Mortgage Pass-Through Certificates, Series 2003-5             
|                   | 
|MALT 2003-6        |  | MASTR Alternative Loan Trust 2003-6, Mortgage Pass-Through Certificates, Series 2003-6             
|                   | 
|MALT 2003-7        |  | MASTR Alternative Loan Trust 2003-7, Mortgage Pass-Through Certificates, Series 2003-7             
|                   | 
|MALT 2003-8        |  | MASTR Alternative Loan Trust 2003-8, Mortgage Pass-Through Certificates, Series 2003-8             
|                   | 
|MALT 2003-9        |  | MASTR Alternative Loan Trust 2003-9, Mortgage Pass-Through Certificates, Series 2003-9             
|                   | 
|MALT 2004-1        |  | MASTR Alternative Loan Trust 2004-1, Mortgage Pass-Through Certificates, Series 2004-1             
|                   | 
|MALT 2004-10       |  | MASTR Alternative Loan Trust 2004-10, Mortgage Pass-Through Certificates, Series 2004-10           
|                   | 
|MALT 2004-11       |  | MASTR Alternative Loan Trust 2004-11, Mortgage Pass-Through Certificates, Series 2004-11           
|                   | 
|MALT 2004-12       |  | MASTR Alternative Loan Trust 2004-12, Mortgage Pass-Through Certificates, Series 2004-12           
|                   | 
|MALT 2004-13       |  | MASTR Alternative Loan Trust 2004-13, Mortgage Pass-Through Certificates, Series 2004-13           
|                   | 
|MALT 2004-2        |  | MASTR Alternative Loan Trust 2004-2, Mortgage Pass-Through Certificates, Series 2004-2             
|                   | 
|MALT 2004-3        |  | MASTR Alternative Loan Trust 2004-3, Mortgage Pass-Through Certificates, Series 2004-3             
|                   | 
|MALT 2004-4        |  | MASTR Alternative Loan Trust 2004-4, Mortgage Pass-Through Certificates, Series 2004-4             
|                   | 
|MALT 2004-5        |  | MASTR Alternative Loan Trust 2004-5, Mortgage Pass-Through Certificates, Series 2004-5             
|                   | 
|MALT 2004-6        |  | MASTR Alternative Loan Trust 2004-6, Mortgage Pass-Through Certificates, Series 2004-6             
|                   | 
|MALT 2004-7        |  | MASTR Alternative Loan Trust 2004-7, Mortgage Pass-Through Certificates, Series 2004-7             
|                   | 
|MALT 2004-8        |  | MASTR Alternative Loan Trust 2004-8, Mortgage Pass-Through Certificates, Series 2004-8             
|                   | 
|MALT 2004-9        |  | MASTR Alternative Loan Trust 2004-9, Mortgage Pass-Through Certificates, Series 2004-9             
|                   | 
|MALT 2005-1        |  | MASTR Alternative Loan Trust 2005-1, Mortgage Pass-Through Certificates, Series 2005-1             
|                   | 
|MALT 2005-2        |  | MASTR Alternative Loan Trust 2005-2, Mortgage Pass-Through Certificates, Series 2005-2             
|                   | 
|MALT 2005-3        |  | MASTR Alternative Loan Trust 2005-3, Mortgage Pass-Through Certificates, Series 2005-3             
|                   | 
|MALT 2005-4        |  | MASTR Alternative Loan Trust 2005-4, Mortgage Pass-Through Certificates, Series 2005-4             
|                   | 
|MALT 2005-5        |  | MASTR Alternative Loan Trust 2005-5, Mortgage Pass-Through Certificates, Series 2005-5             
|                   | 
|MALT 2005-6        |  | MASTR Alternative Loan Trust 2005-6, Mortgage Pass-Through Certificates, Series 2005-6             
|                   | 
|MALT 2006-1        |  | MASTR Alternative Loan Trust 2006-1, Mortgage Pass-Through Certificates, Series 2006-1             
|                   | 
|MALT 2006-2        |  | MASTR Alternative Loan Trust 2006-2, Mortgage Pass-Through Certificates, Series 2006-2             
|                   | 
|MALT 2006-3        |  | MASTR Alternative Loan Trust 2006-3, Mortgage Pass-Through Certificates, Series 2006-3             
|                   | 
|MALT 2007-1        |  | MASTR Alternative Loan Trust 2007-1, Mortgage Pass-Through Certificates, Series 2007-1             
|                   | 
|MALT 2007-HF1      |  | MASTR Alternative Loan Trust 2007-HF1, Mortgage Pass-Through Certificates, Series 2007-HF1         
|                   | 
|MANA 2007-A1       |  | Merrill Lynch Mortgage Investors, Inc., Mortgage Pass-Through Certificates, MANA Series 2007-A1    
|                   | 
|MANA 2007-A2       |  | Merrill Lynch Mortgage Investors, Inc., Mortgage Pass-Through Certificates, MANA Series 2007-A2    
|                   | 
|MANA 2007-A3       |  | Merrill Lynch Mortgage Investors, Inc., Mortgage Pass-Through Certificates, MANA Series 2007-A3    
|                   | 
|MANA 2007-AF1 (I)  |  | Merrill Lynch Mortgage Investors, Inc., Mortgage Pass-Through Certificates, MANA Series 2007-AF1-I 
|                   | 
|MANA 2007-AF1 (II) |  | Merrill Lynch Mortgage Investors, Inc., Mortgage Pass-Through Certificates, MANA Series 2007-AF1-II
|                   | 
|MANA 2007-F1       |  | Merrill Lynch Mortgage Investors, Inc., Mortgage Pass-Through Certificates, MANA Series 2007-F1    
|                   | 
|MANA 2007-OAR1     |  | Merrill Lynch Mortgage Investors, Inc., Mortgage Pass-Through Certificates, MANA Series 2007-OAR1  
|                   | 
|MANA 2007-OAR2     |  | Merrill Lynch Mortgage Investors, Inc., Mortgage Pass-Through Certificates, MANA Series 2007-OAR2  
|                   | 
|MANA 2007-OAR3     |  | Merrill Lynch Mortgage Investors, Inc., Mortgage Pass-Through Certificates, MANA Series 2007-OAR3  
|                   | 
|MANA 2007-OAR4     |  | Merrill Lynch Mortgage Investors, Inc., Mortgage Pass-Through Certificates, MANA Series 2007-OAR4  
|                   | 
|MANA 2007-OAR5     |  | Merrill Lynch Mortgage Investors, Inc., Mortgage Pass-Through Certificates, MANA Series 2007-OAR5  
|                   | 
|MARM 2002-3        |  | MASTR Adjustable Rate Mortgages Trust 2002-3, Mortgage Pass-Through Certificates, Series 2002-3    
|                   | 
|MARM 2003-1        |  | MASTR Adjustable Rate Mortgages Trust 2003-1, Mortgage Pass-Through Certificates, Series 2003-1    
|                   | 
|MARM 2003-2        |  | MASTR Adjustable Rate Mortgages Trust 2003-2, Mortgage Pass-Through Certificates, Series 2003-2    
|                   | 
|MARM 2003-3        |  | MASTR Adjustable Rate Mortgages Trust 2003-3, Mortgage Pass-Through Certificates, Series 2003-3    
|                   | 
|MARM 2003-4        |  | MASTR Adjustable Rate Mortgages Trust 2003-4, Mortgage Pass-Through Certificates, Series 2003-4    
|                   | 
|MARM 2003-5        |  | MASTR Adjustable Rate Mortgages Trust 2003-5, Mortgage Pass-Through Certificates, Series 2003-5    
|                   | 
|MARM 2003-6        |  | MASTR Adjustable Rate Mortgages Trust 2003-6, Mortgage Pass-Through Certificates, Series 2003-6    
|                   | 
|MARM 2003-7        |  | MASTR Adjustable Rate Mortgages Trust 2003-7, Mortgage Pass-Through Certificates, Series 2003-7    
|                   | 
|MARM 2004-1        |  | MASTR Adjustable Rate Mortgages Trust 2004-1, Mortgage Pass-Through Certificates, Series 2004-1    



A-18



---

|              |  |                                                                                                    
|------------- |  | ---------------------------------------------------------------------------------------------------
|              | 
|MARM 2004-10  |  | MASTR Adjustable Rate Mortgages Trust 2004-10, Mortgage Pass-Through Certificates, Series 2004-10  
|              | 
|MARM 2004-11  |  | MASTR Adjustable Rate Mortgages Trust 2004-11, Mortgage Pass-Through Certificates, Series 2004-11  
|              | 
|MARM 2004-12  |  | MASTR Adjustable Rate Mortgages Trust 2004-12, Mortgage Pass-Through Certificates, Series 2004-12  
|              | 
|MARM 2004-13  |  | MASTR Adjustable Rate Mortgages Trust 2004-13, Mortgage Pass-Through Certificates, Series 2004-13  
|              | 
|MARM 2004-14  |  | MASTR Adjustable Rate Mortgages Trust 2004-14, Mortgage Pass-Through Certificates, Series 2004-14  
|              | 
|MARM 2004-15  |  | MASTR Adjustable Rate Mortgages Trust 2004-15, Mortgage Pass-Through Certificates, Series 2004-15  
|              | 
|MARM 2004-2   |  | MASTR Adjustable Rate Mortgages Trust 2004-2, Mortgage Pass-Through Certificates, Series 2004-2    
|              | 
|MARM 2004-3   |  | MASTR Adjustable Rate Mortgages Trust 2004-3, Mortgage Pass-Through Certificates, Series 2004-3    
|              | 
|MARM 2004-4   |  | MASTR Adjustable Rate Mortgages Trust 2004-4, Mortgage Pass-Through Certificates, Series 2004-4    
|              | 
|MARM 2004-5   |  | MASTR Adjustable Rate Mortgages Trust 2004-5, Mortgage Pass-Through Certificates, Series 2004-5    
|              | 
|MARM 2004-6   |  | MASTR Adjustable Rate Mortgages Trust 2004-6, Mortgage Pass-Through Certificates, Series 2004-6    
|              | 
|MARM 2004-7   |  | MASTR Adjustable Rate Mortgages Trust 2004-7, Mortgage Pass-Through Certificates, Series 2004-7    
|              | 
|MARM 2004-8   |  | MASTR Adjustable Rate Mortgages Trust 2004-8, Mortgage Pass-Through Certificates, Series 2004-8    
|              | 
|MARM 2004-9   |  | MASTR Adjustable Rate Mortgages Trust 2004-9, Mortgage Pass-Through Certificates, Series 2004-9    
|              | 
|MARM 2005-1   |  | MASTR Adjustable Rate Mortgages Trust 2005-1, Mortgage Pass-Through Certificates, Series 2005-1    
|              | 
|MARM 2005-2   |  | MASTR Adjustable Rate Mortgages Trust 2005-2, Mortgage Pass-Through Certificates, Series 2005-2    
|              | 
|MARM 2005-3   |  | MASTR Adjustable Rate Mortgages Trust 2005-3, Mortgage Pass-Through Certificates, Series 2005-3    
|              | 
|MARM 2005-6   |  | MASTR Adjustable Rate Mortgages Trust 2005-6, Mortgage Pass-Through Certificates, Series 2005-6    
|              | 
|MARM 2005-7   |  | MASTR Adjustable Rate Mortgages Trust 2005-7, Mortgage Pass-Through Certificates, Series 2005-7    
|              | 
|MARM 2005-8   |  | MASTR Adjustable Rate Mortgages Trust 2005-8, Mortgage Pass-Through Certificates, Series 2005-8    
|              | 
|MARM 2006-2   |  | MASTR Adjustable Rate Mortgages Trust 2006-2, Mortgage Pass-Through Certificates, Series 2006-2    
|              | 
|MARM 2006-OA1 |  | MASTR Adjustable Rate Mortgages Trust 2006-OA1, Mortgage Pass-Through Certificates, Series 2006-OA1
|              | 
|MARM 2006-OA2 |  | MASTR Adjustable Rate Mortgages Trust 2006-OA2, Mortgage Pass-Through Certificates, Series 2006-OA2
|              | 
|MARM 2007-1   |  | MASTR Adjustable Rate Mortgages Trust 2007-1, Mortgage Pass-Through Certificates, Series 2007-1    
|              | 
|MARM 2007-2   |  | MASTR Adjustable Rate Mortgages Trust 2007-2, Mortgage Pass-Through Certificates, Series 2007-2    
|              | 
|MARM 2007-3   |  | MASTR Adjustable Rate Mortgages Trust 2007-3, Mortgage Pass-Through Certificates, Series 2007-3    
|              | 
|MARM 2007-HF1 |  | MASTR Adjustable Rate Mortgages Trust 2007-HF1, Mortgage Pass-Through Certificates, Series 2007-HF1
|              | 
|MARM 2007-HF2 |  | MASTR Adjustable Rate Mortgages Trust 2007-HF2, Mortgage Pass-Through Certificates, Series 2007-HF2
|              | 
|MASL 2005-1   |  | MASTR Second Lien Trust 2005-1, Mortgage Pass-Through Certificates, Series 2005-1                  
|              | 
|MASL 2006-1   |  | MASTR Second Lien Trust 2006-1, Mortgage Pass-Through Certificates, Series 2006-1                  
|              | 
|MASTR 2002-7  |  | MASTR Asset Securitization Trust 2002-7, Mortgage Pass-Through Certificates, Series 2002-7         
|              | 
|MASTR 2002-8  |  | MASTR Asset Securitization Trust 2002-8, Mortgage Pass-Through Certificates, Series 2002-8         
|              | 
|MASTR 2003-1  |  | MASTR Asset Securitization Trust 2003-1, Mortgage Pass-Through Certificates, Series 2003-1         
|              | 
|MASTR 2003-10 |  | MASTR Asset Securitization Trust 2003-10, Mortgage Pass-Through Certificates, Series 2003-10       
|              | 
|MASTR 2003-11 |  | MASTR Asset Securitization Trust 2003-11, Mortgage Pass-Through Certificates, Series 2003-11       
|              | 
|MASTR 2003-12 |  | MASTR Asset Securitization Trust 2003-12, Mortgage Pass-Through Certificates, Series 2003-12       
|              | 
|MASTR 2003-2  |  | MASTR Asset Securitization Trust 2003-2, Mortgage Pass-Through Certificates, Series 2003-2         
|              | 
|MASTR 2003-3  |  | MASTR Asset Securitization Trust 2003-3, Mortgage Pass-Through Certificates, Series 2003-3         
|              | 
|MASTR 2003-4  |  | MASTR Asset Securitization Trust 2003-4, Mortgage Pass-Through Certificates, Series 2003-4         
|              | 
|MASTR 2003-5  |  | MASTR Asset Securitization Trust 2003-5, Mortgage Pass-Through Certificates, Series 2003-5         
|              | 
|MASTR 2003-6  |  | MASTR Asset Securitization Trust 2003-6, Mortgage Pass-Through Certificates, Series 2003-6         
|              | 
|MASTR 2003-7  |  | MASTR Asset Securitization Trust 2003-7, Mortgage Pass-Through Certificates, Series 2003-7         
|              | 
|MASTR 2003-8  |  | MASTR Asset Securitization Trust 2003-8, Mortgage Pass-Through Certificates, Series 2003-8         
|              | 
|MASTR 2003-9  |  | MASTR Asset Securitization Trust 2003-9, Mortgage Pass-Through Certificates, Series 2003-9         
|              | 
|MASTR 2004-1  |  | MASTR Asset Securitization Trust 2004-1, Mortgage Pass-Through Certificates, Series 2004-1         
|              | 
|MASTR 2004-10 |  | MASTR Asset Securitization Trust 2004-10, Mortgage Pass-Through Certificates, Series 2004-10       
|              | 
|MASTR 2004-11 |  | MASTR Asset Securitization Trust 2004-11, Mortgage Pass-Through Certificates, Series 2004-11       
|              | 
|MASTR 2004-3  |  | MASTR Asset Securitization Trust 2004-3, Mortgage Pass-Through Certificates, Series 2004-3         
|              | 
|MASTR 2004-4  |  | MASTR Asset Securitization Trust 2004-4, Mortgage Pass-Through Certificates, Series 2004-4         
|              | 
|MASTR 2004-5  |  | MASTR Asset Securitization Trust 2004-5, Mortgage Pass-Through Certificates, Series 2004-5         
|              | 
|MASTR 2004-6  |  | MASTR Asset Securitization Trust 2004-6, Mortgage Pass-Through Certificates, Series 2004-6         



A-19



---

|               |  |                                                                                                 
|-------------- |  | ------------------------------------------------------------------------------------------------
|               | 
|MASTR 2004-8   |  | MASTR Asset Securitization Trust 2004-8, Mortgage Pass-Through Certificates, Series 2004-8      
|               | 
|MASTR 2004-9   |  | MASTR Asset Securitization Trust 2004-9, Mortgage Pass-Through Certificates, Series 2004-9      
|               | 
|MASTR 2005-1   |  | MASTR Asset Securitization Trust 2005-1, Mortgage Pass-Through Certificates, Series 2005-1      
|               | 
|MASTR 2005-2   |  | MASTR Asset Securitization Trust 2005-2, Mortgage Pass-Through Certificates, Series 2005-2      
|               | 
|MASTR 2006-1   |  | MASTR Asset Securitization Trust 2006-1, Mortgage Pass-Through Certificates, Series 2006-1      
|               | 
|MASTR 2006-2   |  | MASTR Asset Securitization Trust 2006-2, Mortgage Pass-Through Certificates, Series 2006-2      
|               | 
|MASTR 2006-3   |  | MASTR Asset Securitization Trust 2006-3, Mortgage Pass-Through Certificates, Series 2006-3      
|               | 
|MASTR 2007-1   |  | MASTR Asset Securitization Trust 2007-1, Mortgage Pass-Through Certificates, Series 2007-1      
|               | 
|MASTR 2007-2   |  | MASTR Asset Securitization Trust 2007-2, Mortgage Pass-Through Certificates, Series 2007-2      
|               | 
|MEGO96-1       |  | MEGO Mortgage FHA Title I Loan Trust 1996-1                                                     
|               | 
|MEGO96-2       |  | MEGO Mortgage FHA Title I Loan Trust 1996-2                                                     
|               | 
|MEGO97-1       |  | MEGO Mortgage Home Loan Owner Trust 1997-1 Home Loan Asset-Backed Securities Series 1997-1      
|               | 
|MEL1998-2      |  | Mellon Residential Funding Corporation, Mortgage Pass-Through Certificates, Series 1998-2       
|               | 
|MERCURY 1988-1 |  | RMSC Mercury 1988-01                                                                            
|               | 
|MERCURY 1988-2 |  | RMSC Mercury 1988-02                                                                            
|               | 
|ML 2002-A3     |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2002-A3  
|               | 
|MLCC 2005-2    |  | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-2 Mortgage Pass-Through Certificates    
|               | 
|MLCC 2005-3    |  | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 Mortgage Pass-Through Certificates    
|               | 
|MLCC 2006-2    |  | Merrill Lynch Mortgage Investors Trust Series MLCC 2006-2 Mortgage Pass-Through Certificates    
|               | 
|MLCC 2006-3    |  | Merrill Lynch Mortgage Investors Trust Series MLCC 2006-3 Mortgage Pass-Through Certificates    
|               | 
|MLCC 2007-1    |  | Merrill Lynch Mortgage Investors Trust Series MLCC 2007-1 Mortgage Pass-Through Certificates    
|               | 
|MLCC 2007-2    |  | Merrill Lynch Mortgage Investors Trust Series MLCC 2007-2 Mortgage Pass-Through Certificates    
|               | 
|MLCC 2007-3    |  | Merrill Lynch Mortgage Investors Trust Series MLCC 2007-3 Mortgage Pass-Through Certificates    
|               | 
|MLMBS 2007-1   |  | Merrill Lynch Mortgage-Backed Securities Trust, Series 2007-1                                   
|               | 
|MLMBS 2007-2   |  | Merrill Lynch Mortgage-Backed Securities Trust, Series 2007-2                                   
|               | 
|MLMBS 2007-3   |  | Merrill Lynch Mortgage-Backed Securities Trust, Series 2007-3                                   
|               | 
|MLMI 2003-A1   |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2003-A1  
|               | 
|MLMI 2003-A2   |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2003-A2  
|               | 
|MLMI 2003-A3   |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2003-A3  
|               | 
|MLMI 2003-A4   |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2003-A4  
|               | 
|MLMI 2003-A5   |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2003-A5  
|               | 
|MLMI 2003-A6   |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2003-A6  
|               | 
|MLMI 2004-A1   |  | Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates, Series 2004-A1  
|               | 
|MLMI 2004-A2   |  | Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates, Series 2004-A2  
|               | 
|MLMI 2004-A3   |  | Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates, Series 2004-A3  
|               | 
|MLMI 2004-A4   |  | Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates, Series 2004-A4  
|               | 
|MLMI 2005-A1   |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2005-A1  
|               | 
|MLMI 2005-A10  |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2005-A10 
|               | 
|MLMI 2005-A2   |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2005-A2  
|               | 
|MLMI 2005-A3   |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2005-A3  
|               | 
|MLMI 2005-A4   |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2005-A4  
|               | 
|MLMI 2005-A5   |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2005-A5  
|               | 
|MLMI 2005-A6   |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2005-A6  
|               | 
|MLMI 2005-A7   |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2005-A7  
|               | 
|MLMI 2005-A8   |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2005-A8  
|               | 
|MLMI 2005-A9   |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2005-A9  
|               | 
|MLMI 2005-NC1  |  | Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates, Series 2005-NC1 
|               | 
|MLMI 2005-SL1  |  | Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates, Series 2005-SL1 
|               | 
|MLMI 2005-SL2  |  | Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates, Series 2005-SL2 
|               | 
|MLMI 2005-WMC1 |  | Merrill Lynch Mortgage Investors Trust Mortgage Loan Asset-Backed Certificates, Series 2005-WMC1
|               | 
|MLMI 2006-A1   |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2006-A1  



A-20



---

|                    |  |                                                                                                              
|------------------- |  | -------------------------------------------------------------------------------------------------------------
|                    | 
|MLMI 2006-A2        |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2006-A2               
|                    | 
|MLMI 2006-A3        |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2006-A3               
|                    | 
|MLMI 2006-A4        |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2006-A4               
|                    | 
|MLMI 2006-AF1       |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2006-AF1              
|                    | 
|MLMI 2006-AF2 (I)   |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2006-AF2-I            
|                    | 
|MLMI 2006-AF2 (II)  |  | Merrill Lynch Mortgage Investors Inc., Mortgage Pass-Through Certificates, MLMI Series 2006-AF2-II           
|                    | 
|MORTGAGEIT 2004-1   |  | MortgageIT 2004-1, Mortgage-Backed Notes, Series 2004-1                                                      
|                    | 
|MORTGAGEIT 2004-2   |  | MortgageIT 2004-2, Mortgage-Backed Notes, Series 2004-2                                                      
|                    | 
|MORTGAGEIT 2005-1   |  | MortgageIT 2005-1, Mortgage-Backed Notes, Series 2005-1                                                      
|                    | 
|MORTGAGEIT 2005-2   |  | MortgageIT 2005-2, Mortgage-Backed Notes, Series 2005-2                                                      
|                    | 
|MORTGAGEIT 2005-3   |  | MortgageIT 2005-3, Mortgage-Backed Notes, Series 2005-3                                                      
|                    | 
|MORTGAGEIT 2005-4   |  | MortgageIT 2005-4, Mortgage-Backed Notes, Series 2005-4                                                      
|                    | 
|MORTGAGEIT 2005-5   |  | MortgageIT 2005-5, Mortgage-Backed Notes, Series 2005-5                                                      
|                    | 
|MORTGAGEIT 2005-AR1 |  | MortgageIT 2005-AR1, Mortgage-Backed Notes, Series 2005-AR1                                                  
|                    | 
|MORTGAGEIT 2006-1   |  | MortgageIT 2006-1, Mortgage-Backed Notes, Series 2006-1                                                      
|                    | 
|MORTGAGEIT 2007-1   |  | MortgageIT 2007-1, Mortgage-Backed Notes, Series 2007-1                                                      
|                    | 
|MORTGAGEIT 2007-2   |  | MortgageIT 2007-2, Mortgage-Backed Notes, Series 2007-2                                                      
|                    | 
|MRMSC9401           |  | RMSC 1994-01                                                                                                 
|                    | 
|MS 2002-WL1         |  | Morgan Stanley Dean Witter Capital I Inc. Trust 2002-WL1, Mortgage Pass-Through Certificates, Series 2002-WL1
|                    | 
|MSAC 2005-HE3       |  | Morgan Stanley ABS Capital I Inc. Trust 2005-HE3 Mortgage Pass-Through Certificates, Series 2005-HE3         
|                    | 
|MSAC 2006-HE8       |  | Morgan Stanley ABS Capital I Inc. Trust 2006-HE8 Mortgage Pass-Through Certificates, Series 2006-HE8         
|                    | 
|MSAC 2007-HE5       |  | Morgan Stanley ABS Capital I Inc. Trust 2007-HE5 Mortgage Pass-Through Certificates, Series 2007-HE5         
|                    | 
|MSAC 2007-HE6       |  | Morgan Stanley ABS Capital I Inc. Trust 2007-HE6 Mortgage Pass-Through Certificates, Series 2007-HE6         
|                    | 
|MSAC 2007-HE7       |  | Morgan Stanley ABS Capital I Inc. Trust 2007-HE7 Mortgage Pass-Through Certificates, Series 2007-HE7         
|                    | 
|MSAC 2007-NC2       |  | Morgan Stanley ABS Capital I Inc. Trust 2007-NC2 Mortgage Pass-Through Certificates, Series 2007-NC2         
|                    | 
|MSAC 2007-NC3       |  | Morgan Stanley ABS Capital I Inc. Trust 2007-NC3 Mortgage Pass-Through Certificates, Series 2007-NC3         
|                    | 
|MSAC 2007-NC4       |  | Morgan Stanley ABS Capital I Inc. Trust 2007-NC4 Mortgage Pass-Through Certificates, Series 2007-NC4         
|                    | 
|MSGF1996-1          |  | MSGF1996-1                                                                                                   
|                    | 
|MSHEL 2007-2        |  | Morgan Stanley Home Equity Loan Trust 2007-2 Mortgage Pass-Through Certificates, Series 2007-2               
|                    | 
|MSIX 2006-1         |  | Morgan Stanley IXIS Real Estate Capital Trust 2006-1 Mortgage Pass-Through Certificates, Series 2006-1       
|                    | 
|MSLT 2004-02        |  | MASTR Specialized Loan Trust 2004-02 Mortgage Pass-Through Certificates                                      
|                    | 
|MSLT 2005-01        |  | MASTR Specialized Loan Trust 2005-01 Mortgage Pass-Through Certificates                                      
|                    | 
|MSM 2004-1          |  | Morgan Stanley Mortgage Loan Trust 2004-1 Mortgage Pass-Through Certificates, Series 2004-1                  
|                    | 
|MSM 2004-10AR       |  | Morgan Stanley Mortgage Loan Trust 2004-10AR Mortgage Pass-Through Certificates, Series 2004-10AR            
|                    | 
|MSM 2004-11AR       |  | Morgan Stanley Mortgage Loan Trust 2004-11AR Mortgage Pass-Through Certificates, Series 2004-11AR            
|                    | 
|MSM 2004-2AR        |  | Morgan Stanley Mortgage Loan Trust 2004-2AR Mortgage Pass-Through Certificates, Series 2004-2AR              
|                    | 
|MSM 2004-3          |  | Morgan Stanley Mortgage Loan Trust 2004-3 Mortgage Pass-Through Certificates, Series 2004-3                  
|                    | 
|MSM 2004-4          |  | Morgan Stanley Mortgage Loan Trust 2004-4 Mortgage Pass-Through Certificates, Series 2004-4                  
|                    | 
|MSM 2004-5AR        |  | Morgan Stanley Mortgage Loan Trust 2004-5AR Mortgage Pass-Through Certificates, Series 2004-5AR              
|                    | 
|MSM 2004-6AR        |  | Morgan Stanley Mortgage Loan Trust 2004-6AR Mortgage Pass-Through Certificates, Series 2004-6AR              
|                    | 
|MSM 2004-7AR        |  | Morgan Stanley Mortgage Loan Trust 2004-7AR Mortgage Pass-Through Certificates, Series 2004-7AR              
|                    | 
|MSM 2004-8AR        |  | Morgan Stanley Mortgage Loan Trust 2004-8AR Mortgage Pass-Through Certificates, Series 2004-8AR              
|                    | 
|MSM 2004-9          |  | Morgan Stanley Mortgage Loan Trust 2004-9 Mortgage Pass-Through Certificates, Series 2004-9                  
|                    | 
|MSM 2005-1          |  | Morgan Stanley Mortgage Loan Trust 2005-1 Mortgage Pass-Through Certificates, Series 2005-1                  
|                    | 
|MSM 2005-10         |  | Morgan Stanley Mortgage Loan Trust 2005-10 Mortgage Pass-Through Certificates, Series 2005-10                
|                    | 
|MSM 2005-11AR       |  | Morgan Stanley Mortgage Loan Trust 2005-11AR Mortgage Pass-Through Certificates, Series 2005-11AR            
|                    | 
|MSM 2005-2AR        |  | Morgan Stanley Mortgage Loan Trust 2005-2AR Mortgage Pass-Through Certificates, Series 2005-2AR              



A-21



---

|              |  |                                                                                                    
|------------- |  | ---------------------------------------------------------------------------------------------------
|              | 
|MSM 2005-3AR  |  | Morgan Stanley Mortgage Loan Trust 2005-3AR Mortgage Pass-Through Certificates, Series 2005-3AR    
|              | 
|MSM 2005-4    |  | Morgan Stanley Mortgage Loan Trust 2005-4 Mortgage Pass-Through Certificates, Series 2005-4        
|              | 
|MSM 2005-5AR  |  | Morgan Stanley Mortgage Loan Trust 2005-5AR Mortgage Pass-Through Certificates, Series 2005-5AR    
|              | 
|MSM 2005-6AR  |  | Morgan Stanley Mortgage Loan Trust 2005-6AR Mortgage Pass-Through Certificates, Series 2005-6AR    
|              | 
|MSM 2005-7    |  | Morgan Stanley Mortgage Loan Trust 2005-7 Mortgage Pass-Through Certificates, Series 2005-7        
|              | 
|MSM 2005-9AR  |  | Morgan Stanley Mortgage Loan Trust 2005-9AR Mortgage Pass-Through Certificates, Series 2005-9AR    
|              | 
|MSM 2006-11   |  | Morgan Stanley Mortgage Loan Trust 2006-11 Mortgage Pass-Through Certificates, Series 2006-11      
|              | 
|MSM 2006-12XS |  | Morgan Stanley Mortgage Loan Trust 2006-12XS Mortgage Pass-Through Certificates, Series 2006-12XS  
|              | 
|MSM 2006-13AR |  | Morgan Stanley Mortgage Loan Trust 2006-13ARX Mortgage Pass-Through Certificates, Series 2006-13ARX
|              | 
|MSM 2006-15XS |  | Morgan Stanley Mortgage Loan Trust 2006-15XS Mortgage Pass-Through Certificates, Series 2006-15XS  
|              | 
|MSM 2006-16AX |  | Morgan Stanley Mortgage Loan Trust 2006-16AX Mortgage Pass-Through Certificates, Series 2006-16AX  
|              | 
|MSM 2006-17XS |  | Morgan Stanley Mortgage Loan Trust 2006-17XS Mortgage Pass-Through Certificates, Series 2006-17XS  
|              | 
|MSM 2006-1AR  |  | Morgan Stanley Mortgage Loan Trust 2006-1AR Mortgage Pass-Through Certificates, Series 2006-1AR    
|              | 
|MSM 2006-2    |  | Morgan Stanley Mortgage Loan Trust 2006-2 Mortgage Pass-Through Certificates, Series 2006-2        
|              | 
|MSM 2006-3AR  |  | Morgan Stanley Mortgage Loan Trust 2006-3AR Mortgage Pass-Through Certificates, Series 2006-3AR    
|              | 
|MSM 2006-5AR  |  | Morgan Stanley Mortgage Loan Trust 2006-5AR Mortgage Pass-Through Certificates, Series 2006-5AR    
|              | 
|MSM 2006-6AR  |  | Morgan Stanley Mortgage Loan Trust 2006-6AR Mortgage Pass-Through Certificates, Series 2006-6AR    
|              | 
|MSM 2006-7    |  | Morgan Stanley Mortgage Loan Trust 2006-7 Mortgage Pass-Through Certificates, Series 2006-7        
|              | 
|MSM 2006-8AR  |  | Morgan Stanley Mortgage Loan Trust 2006-8AR Mortgage Pass-Through Certificates, Series 2006-8AR    
|              | 
|MSM 2006-9AR  |  | Morgan Stanley Mortgage Loan Trust 2006-9AR Mortgage Pass-Through Certificates, Series 2006-9AR    
|              | 
|MSM 2007-10XS |  | Morgan Stanley Mortgage Loan Trust 2007-10XS Mortgage Pass-Through Certificates, Series 2007-10XS  
|              | 
|MSM 2007-11AR |  | Morgan Stanley Mortgage Loan Trust 2007-11AR Mortgage Pass-Through Certificates, Series 2007-11AR  
|              | 
|MSM 2007-12   |  | Morgan Stanley Mortgage Loan Trust 2007-12 Mortgage Pass-Through Certificates, Series 2007-12      
|              | 
|MSM 2007-13   |  | Morgan Stanley Mortgage Loan Trust 2007-13 Mortgage Pass-Through Certificates, Series 2007-13      
|              | 
|MSM 2007-14AR |  | Morgan Stanley Mortgage Loan Trust 2007-14AR Mortgage Pass-Through Certificates, Series 2007-14AR  
|              | 
|MSM 2007-15AR |  | Morgan Stanley Mortgage Loan Trust 2007-15AR Mortgage Pass-Through Certificates, Series 2007-15AR  
|              | 
|MSM 2007-1XS  |  | Morgan Stanley Mortgage Loan Trust 2007-1XS Mortgage Pass-Through Certificates, Series 2007-1XS    
|              | 
|MSM 2007-2AX  |  | Morgan Stanley Mortgage Loan Trust 2007-2AX Mortgage Pass-Through Certificates, Series 2007-2AX    
|              | 
|MSM 2007-3XS  |  | Morgan Stanley Mortgage Loan Trust 2007-3XS Mortgage Pass-Through Certificates, Series 2007-3XS    
|              | 
|MSM 2007-5AX  |  | Morgan Stanley Mortgage Loan Trust 2007-5AX Mortgage Pass-Through Certificates, Series 2007-5AX    
|              | 
|MSM 2007-6XS  |  | Morgan Stanley Mortgage Loan Trust 2007-6XS Mortgage Pass-Through Certificates, Series 2007-6XS    
|              | 
|MSM 2007-7AX  |  | Morgan Stanley Mortgage Loan Trust 2007-7AX Mortgage Pass-Through Certificates, Series 2007-7AX    
|              | 
|MSM 2007-8XS  |  | Morgan Stanley Mortgage Loan Trust 2007-8XS Mortgage Pass-Through Certificates, Series 2007-8XS    
|              | 
|MSMC 1996-1   |  | Morgan Stanley Capital 1996-01                                                                     
|              | 
|MSSTI 2007-1  |  | Morgan Stanley Structured Trust I 2007-1 Asset-Backed Certificates, Series 2007-1                  
|              | 
|MSSTR 2003-1  |  | MASTR Seasoned Securitization Trust 2003-1 Mortgage Pass-Through Certificates, Series 2003-1       
|              | 
|MSSTR 2004-1  |  | MASTR Seasoned Securitization Trust 2004-1 Mortgage Pass-Through Certificates, Series 2004-1       
|              | 
|MSSTR 2005-1  |  | MASTR Seasoned Securitization Trust 2005-1 Mortgage Pass-Through Certificates, Series 2005-1       
|              | 
|MSSTR 2005-2  |  | MASTR Seasoned Securitization Trust 2005-2 Mortgage Pass-Through Certificates, Series 2005-2       
|              | 
|NAAC 1998-HE1 |  | Norwest Asset Acceptance Corporation 1998-HE1 Asset-Backed Certificates, Series 1998-HE1           
|              | 
|NAAC 2005-AP2 |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2005-AP2            
|              | 
|NAAC 2005-AP3 |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2005-AP3            
|              | 
|NAAC 2005-AR3 |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2005-AR3            
|              | 
|NAAC 2005-AR4 |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2005-AR4            
|              | 
|NAAC 2005-AR5 |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2005-AR5            
|              | 
|NAAC 2005-AR6 |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2005-AR6            
|              | 
|NAAC 2005-S2  |  | Nomura Asset Acceptance Corporation Alternative Loan Trust, Series 2005-S2                         
|              | 
|NAAC 2005-S3  |  | Nomura Asset Acceptance Corporation Alternative Loan Trust, Series 2005-S3                         
|              | 
|NAAC 2005-S4  |  | Nomura Asset Acceptance Corporation Alternative Loan Trust, Series 2005-S4                         
|              | 
|NAAC 2005-WF1 |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2005-WF1            
|              | 
|NAAC 2006-AF1 |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2006-AF1            



A-22



---

|                     |  |                                                                                                            
|-------------------- |  | -----------------------------------------------------------------------------------------------------------
|                     | 
|NAAC 2006-AF2        |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2006-AF2                    
|                     | 
|NAAC 2006-AP1        |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2006-AP1                    
|                     | 
|NAAC 2006-AR1        |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2006-AR1                    
|                     | 
|NAAC 2006-AR2        |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2006-AR2                    
|                     | 
|NAAC 2006-AR3        |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2006-AR3                    
|                     | 
|NAAC 2006-AR4        |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2006-AR4                    
|                     | 
|NAAC 2006-WF1        |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2006-WF1                    
|                     | 
|NAAC 2007-1          |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2007-1                      
|                     | 
|NAAC 2007-2          |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2007-2                      
|                     | 
|NAAC 2007-3          |  | Nomura Asset Acceptance Corporation Mortgage Pass-Through Certificates, Series 2007-3                      
|                     | 
|NATIONSTAR 2007-FRE1 |  | Nationstar Funding LLC Home Equity Loan Trust 2007-FRE1                                                    
|                     | 
|NATIXIS 2007-HE2     |  | Natixis Real Estate Capital Trust 2007-HE2 Mortgage Pass-Through Certificates, Series 2007-HE2             
|                     | 
|NEWCASTLE 2007-1     |  | New Castle Mortgage Securities Trust 2007-1 Asset-Backed Notes, Series 2007-1                              
|                     | 
|NHEL 2005-FM1        |  | Nomura Home Equity Loan, Inc., Asset-Backed Certificates, Series 2005-FM1                                  
|                     | 
|NHEL 2005-HE1        |  | Nomura Home Equity Loan, Inc., Asset-Backed Certificates, Series 2005-HE1                                  
|                     | 
|NHEL 2006-AF1        |  | Nomura Home Equity Loan, Inc., Asset-Backed Certificates, Series 2006-AF1                                  
|                     | 
|NHEL 2006-FM1        |  | Nomura Home Equity Loan, Inc., Asset-Backed Certificates, Series 2006-FM1                                  
|                     | 
|NHEL 2006-FM2        |  | Nomura Home Equity Loan, Inc., Asset-Backed Certificates, Series 2006-FM2                                  
|                     | 
|NHEL 2006-HE1        |  | Nomura Home Equity Loan, Inc., Asset-Backed Certificates, Series 2006-HE1                                  
|                     | 
|NHEL 2006-HE2        |  | Nomura Home Equity Loan, Inc., Asset-Backed Certificates, Series 2006-HE2                                  
|                     | 
|NHEL 2006-HE3        |  | Nomura Home Equity Loan, Inc., Asset-Backed Certificates, Series 2006-HE3                                  
|                     | 
|NHEL 2006-WF1        |  | Nomura Home Equity Loan, Inc., Asset-Backed Certificates, Series 2006-WF1                                  
|                     | 
|NHEL 2007-1          |  | Nomura Home Equity Loan, Inc., Asset-Backed Certificates, Series 2007-1                                    
|                     | 
|NHEL 2007-2          |  | Nomura Home Equity Loan, Inc., Asset-Backed Certificates, Series 2007-2                                    
|                     | 
|NHEL 2007-3          |  | Nomura Home Equity Loan, Inc., Asset-Backed Certificates, Series 2007-3                                    
|                     | 
|NRPMT2013-1          |  | NRP Mortgage Trust 2013-1 Mortgage Pass-Through Certificates, Series 2013-1                                
|                     | 
|NY MORTGAGE 2005-1   |  | New York Mortgage Trust 2005-1 Mortgage-Backed Notes, Series 2005-1                                        
|                     | 
|NY MORTGAGE 2005-2   |  | New York Mortgage Trust 2005-2 Mortgage-Backed Notes, Series 2005-2                                        
|                     | 
|NY MORTGAGE 2005-3   |  | New York Mortgage Trust 2005-3 Mortgage-Backed Notes, Series 2005-3                                        
|                     | 
|NY MORTGAGE 2006-1   |  | New York Mortgage Trust 2006-1 Mortgage-Backed Pass-Through Certificates                                   
|                     | 
|OMAC 2005-1          |  | Opteum Mortgage Acceptance Corporation, Asset-Backed Pass-Through Certificates, Series 2005-1              
|                     | 
|OMAC 2005-2          |  | Opteum Mortgage Acceptance Corporation, Asset-Backed Pass-Through Certificates, Series 2005-2              
|                     | 
|OMAC 2005-3          |  | Opteum Mortgage Acceptance Corporation, Asset-Backed Pass-Through Certificates, Series 2005-3              
|                     | 
|OMAC 2005-4          |  | Opteum Mortgage Acceptance Corporation, Asset-Backed Pass-Through Certificates, Series 2005-4              
|                     | 
|OMAC 2005-5          |  | Opteum Mortgage Acceptance Corporation, Asset-Backed Pass-Through Certificates, Series 2005-5              
|                     | 
|OMAC 2006-1          |  | Opteum Mortgage Acceptance Corporation, Asset-Backed Pass-Through Certificates, Series 2006-1              
|                     | 
|OMAC 2006-2          |  | Opteum Mortgage Acceptance Corporation, Asset-Backed Pass-Through Certificates, Series 2006-2              
|                     | 
|ONSLOWBAY15-1        |  | Onslow Bay Mortgage Loan Trust 2015-1                                                                      
|                     | 
|OPTION ONE 2007-HL1  |  | Option One Mortgage Loan Trust 2007-HL1 Asset-Backed Certificates, Series 2007-HL1                         
|                     | 
|OWNIT 2005-1         |  | OWNIT Mortgage Loan Trust, Mortgage Loan Asset-Backed Certificates, Series 2005-1                          
|                     | 
|OWNIT 2005-2         |  | OWNIT Mortgage Loan Trust, Mortgage Loan Asset-Backed Certificates, Series 2005-2                          
|                     | 
|OWNIT 2005-3         |  | OWNIT Mortgage Loan Trust, Mortgage Loan Asset-Backed Certificates, Series 2005-3                          
|                     | 
|OWNIT 2005-4         |  | OWNIT Mortgage Loan Trust, Mortgage Loan Asset-Backed Certificates, Series 2005-4                          
|                     | 
|OWNIT 2005-5         |  | OWNIT Mortgage Loan Trust, Mortgage Loan Asset-Backed Certificates, Series 2005-5                          
|                     | 
|PC 2004-1            |  | Peoples Choice Home Loan Securities Trust Series 2004-1, Mortgage Pass-Through Certificates, Series 2004-1
|                     | 
|PC 2004-2            |  | Peoples Choice Home Loan Securities Trust Series 2004-2, Mortgage Pass-Through Certificates, Series 2004-2
|                     | 
|PC 2005-1            |  | Peoples Choice Home Loan Securities Trust Series 2005-1, Mortgage Pass-Through Certificates, Series 2005-1
|                     | 
|PC 2005-2            |  | Peoples Choice Home Loan Securities Trust Series 2005-2, Mortgage Pass-Through Certificates, Series 2005-2
|                     | 
|PC 2005-3            |  | Peoples Choice Home Loan Securities Trust Series 2005-3, Mortgage Pass-Through Certificates, Series 2005-3



A-23



---

|                   |  |                                                                                                                                                    
|------------------ |  | ---------------------------------------------------------------------------------------------------------------------------------------------------
|                   | 
|PC 2005-4          |  | Peoples Choice Home Loan Securities Trust Series 2005-4, Mortgage Pass-Through Certificates, Series 2005-4                                        
|                   | 
|PC 2006-1          |  | Peoples Financial Realty Mortgage Securities Trust Series 2006-1, Mortgage Pass-Through Certificates, Series 20061                               
|                   | 
|PF 2004-1          |  | Provident Funding Mortgage Loan Trust 2004-1 Provident Funding Mortgage Pass-Through Certificates, Series 2004-1                                   
|                   | 
|PF 2005-1          |  | Provident Funding Mortgage Loan Trust 2005-1 Provident Funding Mortgage Pass-Through Certificates, Series 2005-1                                   
|                   | 
|PF 2005-2          |  | Provident Funding Mortgage Loan Trust 2005-2 Provident Funding Mortgage Pass-Through Certificates, Series 2005-2                                   
|                   | 
|PHH 2008-CIM1      |  | PHH Mortgage Trust, Series 2008-CIM1 Mortgage-Backed Notes, Series 2008-CIM1                                                                       
|                   | 
|PHH 2008-CIM2      |  | PHH Mortgage Trust, Series 2008-CIM2 Mortgage-Backed Notes, Series 2008-CIM2                                                                       
|                   | 
|PHHAM 2007-1       |  | PHH Alternative Mortgage Trust, Series 2007-1, Mortgage Pass-Through Certificates, Series 2007-1                                                   
|                   | 
|PHHAM 2007-2       |  | PHH Alternative Mortgage Trust, Series 2007-2, Mortgage Pass-Through Certificates, Series 2007-2                                                   
|                   | 
|PHHAM 2007-3       |  | PHH Alternative Mortgage Trust, Series 2007-3, Mortgage Pass-Through Certificates, Series 2007-3                                                   
|                   | 
|PRIME 2003-1       |  | Prime Mortgage Pass-Through Certificates, Series 2003-1                                                                                            
|                   | 
|PRIME 2003-2       |  | Structured Asset Mortgage Investments II Inc., Prime Mortgage Trust, Mortgage Pass-Through Certificates, Series 2003-2                             
|                   | 
|PRIME 2003-3       |  | Structured Asset Mortgage Investments II Inc., Prime Mortgage Trust, Mortgage Pass-Through Certificates, Series 2003-3                             
|                   | 
|PRIME 2004-1       |  | Structured Asset Mortgage Investments II Inc., Prime Mortgage Trust, Mortgage Pass-Through Certificates, Series 2004-1                             
|                   | 
|PRIME 2004-2       |  | Structured Asset Mortgage Investments II Inc., Prime Mortgage Trust, Mortgage Pass-Through Certificates, Series 2004-2                             
|                   | 
|PRIME 2004-CL1     |  | Structured Asset Mortgage Investments II Inc., Prime Mortgage Trust, Mortgage Pass-Through Certificates, Series 2004-CL1                           
|                   | 
|PRIME 2004-CL2     |  | Structured Asset Mortgage Investments II Inc., Prime Mortgage Trust, Mortgage Pass-Through Certificates, Series 2004-CL2                           
|                   | 
|PRIME 2005-1       |  | Structured Asset Mortgage Investments II Inc. Prime Mortgage Trust, Mortgage Pass-Through Certs, Prime Mortgage Trust Re-REMIC Certs, Series
2005-1
|                   | 
|PRIME 2005-2       |  | Structured Asset Mortgage Investments II Inc., Prime Mortgage Trust, Certificates, Series 2005-2                                                   
|                   | 
|PRIME 2005-3       |  | Structured Asset Mortgage Investments II Inc., Prime Mortgage Trust, Certificates, Series 2005-3                                                   
|                   | 
|PRIME 2005-4       |  | Structured Asset Mortgage Investments II Inc., Prime Mortgage Trust, Certificates, Series 2005-4                                                   
|                   | 
|PRIME 2005-5       |  | Structured Asset Mortgage Investments II Inc., Prime Mortgage Trust, Certificates, Series 2005-5                                                   
|                   | 
|PRIME 2006-1       |  | Structured Asset Mortgage Investments II Inc., Prime Mortgage Trust, Certificates, Series 2006-1                                                   
|                   | 
|PRIME 2006-CL1     |  | Prime Mortgage Trust 2006-CL1, Mortgage Pass-Through Certificates, Series 2006-CL1                                                                 
|                   | 
|PSB 1997-3         |  | PSB Lending Home Loan Owner Trust 1997-3, PSB Lending Asset-Backed Securities, Series 1997-3                                                       
|                   | 
|PSB 1997-4         |  | PSB Lending Home Loan Owner Trust 1997-4, PSB Lending Asset-Backed Securities, Series 1997-4                                                       
|                   | 
|PWMAC1993-8        |  | PaineWebber Mortgage Acceptance Corporation IV, Mortgage Pass-Through Certificates Series 1993-8                                                   
|                   | 
|RBSGC 2005-A       |  | RBSGC Mortgage Loan Trust 2005-A, Mortgage Loan Pass-Through Certificates, Series 2005-A                                                           
|                   | 
|RBSGC 2007-B       |  | RBSGC Mortgage Loan Trust 2007-B, Mortgage Loan Pass-Through Certificates, Series 2007-B                                                           
|                   | 
|RCO2015-NQM1       |  | RCO 2015-NQM1 Trust Mortgage-Backed Notes, Series 2015-NQM1                                                                                        
|                   | 
|RENAISSANCE 2004-4 |  | Renaissance Mortgage Acceptance Corp., Home Equity Loan Asset-Backed Certificates, Series 2004-4                                                   
|                   | 
|RENAISSANCE 2005-1 |  | Renaissance Mortgage Acceptance Corp., Home Equity Loan Asset-Backed Certificates, Series 2005-1                                                   
|                   | 
|RENAISSANCE 2005-2 |  | Renaissance Mortgage Acceptance Corp., Home Equity Loan Asset-Backed Certificates, Series 2005-2                                                   
|                   | 
|RENAISSANCE 2005-3 |  | Renaissance Mortgage Acceptance Corp., Home Equity Loan Asset-Backed Certificates, Series 2005-3                                                   
|                   | 
|RENAISSANCE 2005-4 |  | Renaissance Mortgage Acceptance Corp., Home Equity Loan Asset-Backed Certificates, Series 2005-4                                                   
|                   | 
|RENAISSANCE 2006-1 |  | Renaissance Mortgage Acceptance Corp., Home Equity Loan Asset-Backed Certificates, Series 2006-1                                                   
|                   | 
|RENAISSANCE 2006-2 |  | Renaissance Mortgage Acceptance Corp., Home Equity Loan Asset-Backed Certificates, Series 2006-2                                                   
|                   | 
|RENAISSANCE 2006-3 |  | Renaissance Mortgage Acceptance Corp., Home Equity Loan Asset-Backed Certificates, Series 2006-3                                                   
|                   | 
|RENAISSANCE 2006-4 |  | Renaissance Mortgage Acceptance Corp., Home Equity Loan Asset-Backed Certificates, Series 2006-4                                                   
|                   | 
|RENAISSANCE 2007-1 |  | Renaissance Mortgage Acceptance Corp., Home Equity Loan Asset-Backed Certificates, Series 2007-1                                                   
|                   | 
|RENAISSANCE 2007-2 |  | Renaissance Mortgage Acceptance Corp., Home Equity Loan Asset-Backed Certificates, Series 2007-2                                                   
|                   | 
|RENAISSANCE 2007-3 |  | Renaissance Mortgage Acceptance Corp., Home Equity Loan Asset-Backed Certificates, Series 2007-3                                                   
|                   | 
|RMSC 1991-14       |  | Ryland Mortgage Securities Corporation Mortgage Participation Securities, Series 1991-14                                                           
|                   | 
|RMSC90-5B          |  | Ryland Mortgage Securities Corporation Mortgage Participation Securities, Series 1990-5                                                            



A-24



---

|                  |  |                                                                                                            
|----------------- |  | -----------------------------------------------------------------------------------------------------------
|                  | 
|RMSC91-15         |  | Ryland Mortgage Securities Corporation Mortgage Participation Securities, Series 1991-15                   
|                  | 
|RMSC91-16         |  | Ryland Mortgage Securities Corporation Mortgage Participation Securities, Series 1991-16                   
|                  | 
|RMSC91-17         |  | Ryland Mortgage Securities Corporation Mortgage Participation Securities, Series 1991-17                   
|                  | 
|RMSC91-19         |  | Ryland Mortgage Securities Corporation Mortgage Participation Securities, Series 1991-19                   
|                  | 
|RMSC92-4          |  | Ryland Mortgage Securities Corporation Mortgage Participation Securities, Series 1992-4                    
|                  | 
|SACO 2007-1       |  | SACO I Trust Mortgage-Backed Certificates, Series 2007-1                                                   
|                  | 
|SAFT 2013-1       |  | SAFT 2013-1                                                                                                
|                  | 
|SAIL 2004-7       |  | Structured Asset Investment Loan Trust Mortgage Pass-Through Certificates, Series 2004-7                   
|                  | 
|SAIL 2006-3       |  | Structured Asset Investment Loan Trust Mortgage Pass-Through Certificates, Series 2006-3                   
|                  | 
|SAM 1999-1        |  | Structured Asset Mortgage Investments Inc. Mortgage Pass-Through Certificates Series 1999-1                
|                  | 
|SAMI 2002-AR2     |  | Structured Asset Mortgage Investments Inc., Mortgage Pass-Through Certificates, Series 2002-AR2            
|                  | 
|SAMI 2002-AR3     |  | Structured Asset Mortgage Investments Inc., Mortgage Pass-Through Certificates, Series 2002-AR3            
|                  | 
|SAMI 2002-AR4     |  | Structured Asset Mortgage Investments Inc., Mortgage Pass-Through Certificates, Series 2002-AR4            
|                  | 
|SAMI 2002-AR5     |  | Structured Asset Mortgage Investments Inc., Mortgage Pass-Through Certificates, Series 2002-AR5            
|                  | 
|SAMI 2003-AR1     |  | Structured Asset Mortgage Investments Inc., Mortgage Pass-Through Certificates, Series 2003-AR1            
|                  | 
|SAMI 2003-AR2     |  | Structured Asset Mortgage Investments Inc., Mortgage Pass-Through Certificates, Series 2003-AR2            
|                  | 
|SAMI 2003-AR3     |  | Structured Asset Mortgage Investments Inc., Mortgage Pass-Through Certificates, Series 2003-AR3            
|                  | 
|SAMI 2003-AR4     |  | Structured Asset Mortgage Investments Inc., Mortgage Pass-Through Certificates, Series 2003-AR4            
|                  | 
|SAMI 2003-CL1     |  | Structured Asset Mortgage Investments Trust 2003-CL1 Mortgage Pass-Through Certificates, Series 2003-CL1   
|                  | 
|SAMI 2004-AR2     |  | Structured Asset Mortgage Investments II Trust 2004-AR2 Mortgage Pass-Through Certificates, Series 2004-AR2
|                  | 
|SAMI II 2004-AR1  |  | Structured Asset Mortgage Investments II Trust 2004-AR1 Mortgage Pass-Through Certificates, Series 2004-AR1
|                  | 
|SAMI II 2004-AR3  |  | Structured Asset Mortgage Investments II Trust 2004-AR3 Mortgage Pass-Through Certificates, Series 2004-AR3
|                  | 
|SAMI II 2004-AR4  |  | Structured Asset Mortgage Investments II Trust 2004-AR4 Mortgage Pass-Through Certificates, Series 2004-AR4
|                  | 
|SAMI II 2004-AR5  |  | Structured Asset Mortgage Investments II Trust 2004-AR5 Mortgage Pass-Through Certificates, Series 2004-AR5
|                  | 
|SAMI II 2004-AR-6 |  | Structured Asset Mortgage Investments II Trust 2004-AR6 Mortgage Pass-Through Certificates, Series 2004-AR6
|                  | 
|SAMI II 2004-AR7  |  | Structured Asset Mortgage Investments II Trust 2004-AR7 Mortgage Pass-Through Certificates, Series 2004-AR7
|                  | 
|SAMI II 2004-AR8  |  | Structured Asset Mortgage Investments II Trust 2004-AR8 Mortgage Pass-Through Certificates, Series 2004-AR8
|                  | 
|SAMI II 2005-AR1  |  | Structured Asset Mortgage Investments II Trust 2005-AR1 Mortgage Pass-Through Certificates, Series 2005-AR1
|                  | 
|SAMI II 2005-AR2  |  | Structured Asset Mortgage Investments II Trust 2005-AR2 Mortgage Pass-Through Certificates, Series 2005-AR2
|                  | 
|SAMI II 2005-AR3  |  | Structured Asset Mortgage Investments II Trust 2005-AR3 Mortgage Pass-Through Certificates, Series 2005-AR3
|                  | 
|SAMI II 2005-AR4  |  | Structured Asset Mortgage Investments II Trust 2005-AR4 Mortgage Pass-Through Certificates, Series 2005-AR4
|                  | 
|SAMI II 2005-AR5  |  | Structured Asset Mortgage Investments II Trust 2005-AR5 Mortgage Pass-Through Certificates, Series 2005-AR5
|                  | 
|SAMI II 2005-AR6  |  | Structured Asset Mortgage Investments II Trust 2005-AR6 Mortgage Pass-Through Certificates, Series 2005-AR6
|                  | 
|SAMI II 2005-AR7  |  | Structured Asset Mortgage Investments II Trust 2005-AR7 Mortgage Pass-Through Certificates, Series 2005-AR7
|                  | 
|SAMI II 2005-AR8  |  | Structured Asset Mortgage Investments II Trust 2005-AR8 Mortgage Pass-Through Certificates, Series 2005-AR8
|                  | 
|SAMI II 2006-AR1  |  | Structured Asset Mortgage Investments II Trust 2006-AR1 Mortgage Pass-Through Certificates, Series 2006-AR1
|                  | 
|SAMI II 2006-AR2  |  | Structured Asset Mortgage Investments II Trust 2006-AR2 Mortgage Pass-Through Certificates, Series 2006-AR2
|                  | 
|SAMI II 2006-AR3  |  | Structured Asset Mortgage Investments II Trust 2006-AR3 Mortgage Pass-Through Certificates, Series 2006-AR3
|                  | 
|SAMI II 2006-AR4  |  | Structured Asset Mortgage Investments II Trust 2006-AR4 Mortgage Pass-Through Certificates, Series 2006-AR4
|                  | 
|SAMI II 2006-AR5  |  | Structured Asset Mortgage Investments II Trust 2006-AR5 Mortgage Pass-Through Certificates, Series 2006-AR5
|                  | 
|SAMI II 2006-AR6  |  | Structured Asset Mortgage Investments II Trust 2006-AR6 Mortgage Pass-Through Certificates, Series 2006-AR6
|                  | 
|SAMI II 2006-AR7  |  | Structured Asset Mortgage Investments II Trust 2006-AR7 Mortgage Pass-Through Certificates, Series 2006-AR7
|                  | 
|SAMI II 2006-AR8  |  | Structured Asset Mortgage Investments II Trust 2006-AR8 Mortgage Pass-Through Certificates, Series 2006-AR8
|                  | 
|SAMI II 2007-AR1  |  | Structured Asset Mortgage Investments II Trust 2007-AR1 Mortgage Pass-Through Certificates, Series 2007-AR1
|                  | 
|SAMI II 2007-AR2  |  | Structured Asset Mortgage Investments II Trust 2007-AR2 Mortgage Pass-Through Certificates, Series 2007-AR2
|                  | 
|SAMI II 2007-AR3  |  | Structured Asset Mortgage Investments II Trust 2007-AR3 Mortgage Pass-Through Certificates, Series 2007-AR3
|                  | 
|SAMI II 2007-AR5  |  | Structured Asset Mortgage Investments II Trust 2007-AR5 Mortgage Pass-Through Certificates, Series 2007-AR5
|                  | 
|SAMI II 2007-AR6  |  | Structured Asset Mortgage Investments II Trust 2007-AR6 Mortgage Pass-Through Certificates, Series 2007-AR6
|                  | 
|SAMI II 2007-AR7  |  | Structured Asset Mortgage Investments II Trust 2007-AR7 Mortgage Pass-Through Certificates, Series 2007-AR7
|                  | 
|SASC 1995-2       |  | Structured Asset Securities Corporation Mortgage Pass-Through Certificates, Series 1995-2                  
|                  | 
|SASC 1996-4       |  | Structured Asset Securities Corporation Mortgage Pass-Through Certificates, Series 1996-4                  



A-25



---

|                |  |                                                                                                                
|--------------- |  | ---------------------------------------------------------------------------------------------------------------
|                | 
|SASC 1997-2     |  | Structured Asset Securities Corporation Mortgage Pass-Through Certificates, Series 1997-2                      
|                | 
|SASC 1998-11    |  | Structured Asset Securities Corporation Mortgage Pass-Through Certificates Series 1998-11                      
|                | 
|SASC 1998-2     |  | Structured Asset Securities Corporation Mortgage Pass-Through Certificates, Series 1998-2                      
|                | 
|SASC 1998-3     |  | Structured Asset Securities Corporation Mortgage Pass-Through Certificates, Series 1998-3                      
|                | 
|SASC 1998-6     |  | Structured Asset Securities Corporation Mortgage Pass-Through Certificates, Series 1998-6                      
|                | 
|SASC 1998-8     |  | Structured Asset Securities Corporation Mortgage Pass-Through Certificates, Series 1998-8                      
|                | 
|SASC 1999-SP1   |  | Structured Asset Securities Corporation Mortgage Pass-Through Certificates, Series 1999-SP1                    
|                | 
|SASCO 2002-9    |  | Structured Asset Securities Corporation Mortgage Loan Trust 2002-9 Mortgage-Backed Notes, Series 2002-9        
|                | 
|SASCO 2006-BC2  |  | Structured Asset Securities Corporation Mortgage Loan Trust Mortgage Pass-Through Certificates, Series 2006-BC2
|                | 
|SASCO 2006-BC3  |  | Structured Asset Securities Corporation Mortgage Loan Trust Mortgage Pass-Through Certificates, Series 2006-BC3
|                | 
|SASCO 2006-BC4  |  | Structured Asset Securities Corporation Mortgage Loan Trust Mortgage Pass-Through Certificates, Series 2006-BC4
|                | 
|SASCO 2006-BC5  |  | Structured Asset Securities Corporation Mortgage Loan Trust Mortgage Pass-Through Certificates, Series 2006-BC5
|                | 
|SASI 1993-7     |  | Structured Asset Sales Inc., Mortgage Pass-Through Certificates, Series 1993-7                                 
|                | 
|SASI93-6        |  | Structured Asset Sales Inc., Mortgage Pass-Through Certificates, Series 1993-6                                 
|                | 
|SBMS 2003-1     |  | Salomon Brothers Mortgage Securities VII, Inc., Mortgage Pass-Through Certificates, Series 2003-1              
|                | 
|SBMS 2003-HYB1  |  | Salomon Brothers Mortgage Securities VII, Inc., Mortgage Pass-Through Certificates, Series 2003-HYB1           
|                | 
|SBMSVII 1993-6A |  | Salomon Brothers Mortgage Securities VII, Inc., Asset-Backed Certificates, Series 1993-6A                      
|                | 
|SCOT2015-1      |  | Shellpoint Co-Originator Trust 2015-1                                                                          
|                | 
|SCOT2016-1      |  | Shellpoint Co-Originator Trust 2016-1 Mortgage Pass-Through Certificates, Series 2016-1                        
|                | 
|SCOT2017-1      |  | Shellpoint Co-Originator Trust 2017-1 Mortgage Pass-Through Certificates, Series 2017-1                        
|                | 
|SCOT2017-2      |  | Shellpoint Co-Originator Trust 2017-2 Mortgage Pass-Through Certificates, Series 2017-2                        
|                | 
|SEMT 2012-1     |  | Sequoia Mortgage Trust 2012-1 Mortgage Pass-Through Certificates, Series 2012-1                                
|                | 
|SEMT 2012-2     |  | Sequoia Mortgage Trust 2012-2 Mortgage Pass-Through Certificates, Series 2012-2                                
|                | 
|SEMT 2012-3     |  | Sequoia Mortgage Trust 2012-3 Mortgage Pass-Through Certificates, Series 2012-3                                
|                | 
|SEMT 2012-4     |  | Sequoia Mortgage Trust 2012-4 Mortgage Pass-Through Certificates, Series 2012-4                                
|                | 
|SEMT 2012-5     |  | Sequoia Mortgage Trust 2012-5 Mortgage Pass-Through Certificates, Series 2012-5                                
|                | 
|SEMT 2012-6     |  | Sequoia Mortgage Trust 2012-6 Mortgage Pass-Through Certificates, Series 2012-6                                
|                | 
|SEMT 2013-1     |  | Sequoia Mortgage Trust 2013-1 Mortgage Pass-Through Certificates, Series 2013-1                                
|                | 
|SEMT 2013-2     |  | Sequoia Mortgage Trust 2013-2 Mortgage Pass-Through Certificates, Series 2013-2                                
|                | 
|SEMT 2013-3     |  | Sequoia Mortgage Trust 2013-3 Mortgage Pass-Through Certificates, Series 2013-3                                
|                | 
|SEMT 2013-4     |  | Sequoia Mortgage Trust 2013-4 Mortgage Pass-Through Certificates, Series 2013-4                                
|                | 
|SEMT 2013-5     |  | Sequoia Mortgage Trust 2013-5                                                                                  
|                | 
|SEMT 2013-6     |  | Sequoia Mortgage Trust 2013-6 Mortgage Pass-Through Certificates, Series 2013-6                                
|                | 
|SEMT 2013-7     |  | Sequoia Mortgage Trust 2013-7 Mortgage Pass-Through Certificates, Series 2013-7                                
|                | 
|SEQUOIA 11      |  | Sequoia Mortgage Trust 11                                                                                      
|                | 
|SEQUOIA 2003-1  |  | Sequoia Mortgage Trust 2003-1                                                                                  
|                | 
|SEQUOIA 2003-2  |  | Sequoia Mortgage Trust 2003-2                                                                                  
|                | 
|SEQUOIA 2003-3  |  | Sequoia Mortgage Trust 2003-3                                                                                  
|                | 
|SEQUOIA 2003-5  |  | Sequoia Mortgage Trust 2003-5                                                                                  
|                | 
|SEQUOIA 2003-8  |  | Sequoia Mortgage Trust 2003-8                                                                                  
|                | 
|SEQUOIA 2004-1  |  | Sequoia Mortgage Trust 2004-01                                                                                 
|                | 
|SEQUOIA 2004-10 |  | Sequoia Mortgage Trust 2004-10                                                                                 
|                | 
|SEQUOIA 2004-11 |  | Sequoia Mortgage Trust 2004-11                                                                                 
|                | 
|SEQUOIA 2004-12 |  | Sequoia Mortgage Trust 2004-12                                                                                 
|                | 
|SEQUOIA 2004-3  |  | Sequoia Mortgage Trust 2004-03                                                                                 
|                | 
|SEQUOIA 2004-4  |  | Sequoia Mortgage Trust 2004-04                                                                                 
|                | 
|SEQUOIA 2004-5  |  | Sequoia Mortgage Trust 2004-05                                                                                 
|                | 
|SEQUOIA 2004-6  |  | Sequoia Mortgage Trust 2004-06                                                                                 
|                | 
|SEQUOIA 2004-7  |  | Sequoia Mortgage Trust 2004-07                                                                                 
|                | 
|SEQUOIA 2004-8  |  | Sequoia Mortgage Trust 2004-08                                                                                 



A-26



---

|                 |  |                                                                                                    
|---------------- |  | ---------------------------------------------------------------------------------------------------
|                 | 
|SEQUOIA 2004-9   |  | Sequoia Mortgage Trust 2004-09                                                                     
|                 | 
|SEQUOIA 2005-1   |  | Sequoia Mortgage Trust 2005-1                                                                      
|                 | 
|SEQUOIA 2005-2   |  | Sequoia Mortgage Trust 2005-2                                                                      
|                 | 
|SEQUOIA 2005-3   |  | Sequoia Mortgage Trust 2005-3                                                                      
|                 | 
|SEQUOIA 2005-4   |  | Sequoia Mortgage Trust 2005-4                                                                      
|                 | 
|SEQUOIA 2006-1   |  | Sequoia Mortgage Trust 2006-1                                                                      
|                 | 
|SEQUOIA 2007-1   |  | Sequoia Mortgage Trust 2007-1                                                                      
|                 | 
|SEQUOIA 2007-2   |  | Sequoia Mortgage Trust 2007-2                                                                      
|                 | 
|SEQUOIA 2007-3   |  | Sequoia Mortgage Trust 2007-3                                                                      
|                 | 
|SEQUOIA 2007-4   |  | Sequoia Mortgage Trust 2007-4                                                                      
|                 | 
|SEQUOIA 9        |  | Sequoia Mortgage Trust 9                                                                           
|                 | 
|SGMS 2005-OPT1   |  | SG Mortgage Securities Trust 2005-OPT1 Asset-Backed Certificates, Series 2005-OPT1                 
|                 | 
|SGMS 2006-FRE1   |  | SG Mortgage Securities Trust 2006-FRE1 Asset-Backed Certificates, Series 2006-FRE1                 
|                 | 
|SGMS 2006-FRE2   |  | SG Mortgage Securities Trust 2006-FRE2 Asset-Backed Certificates, Series 2006-FRE2                 
|                 | 
|SGMS 2006-OPT2   |  | SG Mortgage Securities Trust 2006-OPT2 Asset-Backed Certificates, Series 2006-OPT2                 
|                 | 
|SMSC 1992-1      |  | Saxon Mortgage Securities Corporation, Mortgage Participation Securities, Series 1992-1 Trust      
|                 | 
|SMSC 1992-2      |  | Saxon Mortgage Securities Corporation, Mortgage Participation Securities, Series 1992-2 Trust      
|                 | 
|SMSC 1992-3      |  | Saxon Mortgage Securities Corporation, Mortgage Participation Securities, Series 1992-3 Trust      
|                 | 
|SMSC 1992-4      |  | Saxon Mortgage Securities Corporation, Mortgage Participation Securities, Series 1992-4 Trust      
|                 | 
|SMSC 1992-6      |  | Saxon Mortgage Securities Corporation, Mortgage Participation Securities, Series 1992-6 Trust      
|                 | 
|SMSC 1994-2      |  | Saxon Mortgage Securities Corporation, Mortgage Participation Securities, Series 1994-2 Trust      
|                 | 
|STACS 2007-01    |  | SunTrust Acquisition Closed-End Seconds Trust, Series 2007-1 Asset-Backed Pass-Through Certificates
|                 | 
|STALT 2006-1F    |  | SunTrust Alternative Loan Trust 2006-1F Mortgage Pass-Through Certificates, Series 2006-1F         
|                 | 
|STARM 2007-1     |  | STARM Mortgage Loan Trust 2007-1 Mortgage Pass-Through Certificates, Series 2007-1                 
|                 | 
|STARM 2007-2     |  | STARM Mortgage Loan Trust 2007-2 Mortgage Pass-Through Certificates, Series 2007-2                 
|                 | 
|STARM 2007-3     |  | STARM Mortgage Loan Trust 2007-3 Mortgage Pass-Through Certificates, Series 2007-3                 
|                 | 
|STARM 2007-4     |  | STARM Mortgage Loan Trust 2007-4 Mortgage Pass-Through Certificates, Series 2007-4                 
|                 | 
|STARM 2007-S1    |  | STARM Mortgage Loan Trust 2007-S1 Mortgage Pass-Through Certificates, Series 2007-S1               
|                 | 
|SV 2006-02       |  | Soundview Home Loan Trust 2006-2 Asset-Backed Certificates, Series 2006-2                          
|                 | 
|SV 2006-03       |  | Soundview Home Loan Trust 2006-3 Asset-Backed Certificates, Series 2006-3                          
|                 | 
|SV 2006-EQ2      |  | Soundview Home Loan Trust 2006-EQ2 Asset-Backed Certificates, Series 2006- EQ2                     
|                 | 
|SV 2007-1        |  | Soundview Home Loan Trust 2007-1 Asset-Backed Certificates, Series 2007-1                          
|                 | 
|TBW 06-2         |  | TBW Mortgage-Backed Pass-Through Certificates, Series 2006-2                                       
|                 | 
|TBW 2006-1       |  | TBW Mortgage-Backed Pass-Through Certificates, Series 2006-1                                       
|                 | 
|TBW 2006-3       |  | TBW Mortgage-Backed Pass-Through Certificates, Series 2006-3                                       
|                 | 
|TBW 2006-4       |  | TBW Mortgage-Backed Pass-Through Certificates, Series 2006-4                                       
|                 | 
|TBW 2006-5       |  | TBW Mortgage-Backed Pass-Through Certificates, Series 2006-5                                       
|                 | 
|TBW 2006-6       |  | TBW Mortgage-Backed Pass-Through Certificates, Series 2006-6                                       
|                 | 
|TBW 2007-1       |  | TBW Mortgage-Backed Pass-Through Certificates, Series 2007-1                                       
|                 | 
|TBW 2007-2       |  | TBW Mortgage-Backed Pass-Through Certificates, Series 2007-2                                       
|                 | 
|TERWIN 2003-5SL  |  | Terwin Mortgage Trust Asset-Backed Certificates, Series TMTS 2003-5SL                              
|                 | 
|THORNBURG 2002-3 |  | Thornburg Mortgage Securities Trust 2002-3, Mortgage Loan Pass-Through Certificates, Series 2002-3 
|                 | 
|THORNBURG 2002-4 |  | Thornburg Mortgage Securities Trust 2002-4, Mortgage Loan Pass-Through Certificates, Series 2002-4 
|                 | 
|THORNBURG 2003-1 |  | Thornburg Mortgage Securities Trust 2003-1, Mortgage Loan Pass-Through Certificates, Series 2003-1 
|                 | 
|THORNBURG 2003-2 |  | Thornburg Mortgage Securities Trust 2003-2, Mortgage Loan Pass-Through Certificates, Series 2003-2 
|                 | 
|THORNBURG 2003-3 |  | Thornburg Mortgage Securities Trust 2003-3, Mortgage Loan Pass-Through Certificates, Series 2003-3 
|                 | 
|THORNBURG 2003-5 |  | Thornburg Mortgage Securities Trust 2003-5, Mortgage Loan Pass-Through Certificates, Series 2003-5 
|                 | 
|THORNBURG 2004-1 |  | Thornburg Mortgage Securities Trust 2004-1, Mortgage Loan Pass-Through Certificates, Series 2004-1 
|                 | 
|THORNBURG 2004-2 |  | Thornburg Mortgage Securities Trust 2004-2, Mortgage Loan Pass-Through Certificates, Series 2004-2 



A-27



---

|                 |  |                                                                                                                         
|---------------- |  | ------------------------------------------------------------------------------------------------------------------------
|                 | 
|THORNBURG 2004-3 |  | Thornburg Mortgage Securities Trust 2004-3, Mortgage Loan Pass-Through Certificates, Series 2004-3                      
|                 | 
|THORNBURG 2004-4 |  | Thornburg Mortgage Securities Trust 2004-4, Mortgage Loan Pass-Through Certificates, Series 2004-4                      
|                 | 
|THORNBURG 2005-1 |  | Thornburg Mortgage Securities Trust 2005-1, Mortgage Loan Pass-Through Certificates, Series 2005-1                      
|                 | 
|THORNBURG 2005-2 |  | Thornburg Mortgage Securities Trust 2005-2, Mortgage Loan Pass-Through Certificates, Series 2005-2                      
|                 | 
|THORNBURG 2005-3 |  | Thornburg Mortgage Securities Trust 2005-3, Mortgage Loan Pass-Through Certificates, Series 2005-3                      
|                 | 
|THORNBURG 2005-4 |  | Thornburg Mortgage Securities Trust 2005-4, Mortgage Loan Pass-Through Certificates, Series 2005-4                      
|                 | 
|THORNBURG 2006-1 |  | Thornburg Mortgage Securities Trust 2006-1, Mortgage Loan Pass-Through Certificates, Series 2006-1                      
|                 | 
|THORNBURG 2006-2 |  | Thornburg Mortgage Securities Trust 2006-2, Mortgage Loan Pass-Through Certificates, Series 2006-2                      
|                 | 
|THORNBURG 2006-3 |  | Thornburg Mortgage Securities Trust 2006-3, Mortgage Loan Pass-Through Certificates, Series 2006-3                      
|                 | 
|THORNBURG 2006-4 |  | Thornburg Mortgage Securities Trust 2006-4, Mortgage Loan Pass-Through Certificates, Series 2006-4                      
|                 | 
|THORNBURG 2006-5 |  | Thornburg Mortgage Securities Trust 2006-5, Mortgage Loan Pass-Through Certificates, Series 2006-5                      
|                 | 
|THORNBURG 2006-6 |  | Thornburg Mortgage Securities Trust 2006-6, Mortgage Loan Pass-Through Certificates, Series 2006-6                      
|                 | 
|THORNBURG 2007-1 |  | Thornburg Mortgage Securities Trust 2007-1, Mortgage-Backed Notes, Series 2007-1                                        
|                 | 
|THORNBURG 2007-2 |  | Thornburg Mortgage Securities Trust 2007-2, Mortgage-Backed Notes, Series 2007-2                                        
|                 | 
|THORNBURG 2007-3 |  | Thornburg Mortgage Securities Trust 2007-3, Mortgage-Backed Notes, Series 2007-3                                        
|                 | 
|THORNBURG 2007-4 |  | Thornburg Mortgage Securities Trust 2007-4, Mortgage Loan Pass-Through Certificates, Series 2007-4                      
|                 | 
|THORNBURG 2007-5 |  | Thornburg Mortgage Securities Trust 2007-5, Mortgage Loan Pass-Through Certificates, Series 2007-5                      
|                 | 
|THORNBURG 2008-1 |  | Thornburg Mortgage Securities Trust 2008-1, Mortgage Loan Pass-Through Certificates, Series 2008-1                      
|                 | 
|TMS 1988-1       |  | Travelers Mortgage Services, Inc., Mortgage Pass-Through Certificates, ARMs Series 1988-1, Adjustable Pass-Through Rate 
|                 | 
|TMS 1988-3       |  | Travelers Mortgage Services, Inc., Mortgage Pass-Through Certificates, ARMs Series 1988-3, Adjustable Pass-Through Rate 
|                 | 
|TMS 1988-4       |  | Travelers Mortgage Services, Inc., Mortgage Pass-Through Certificates, ARMs Series 1988-4, Adjustable Pass-Through Rate 
|                 | 
|TMS 1988-5       |  | Travelers Mortgage Services, Inc., Mortgage Pass-Through Certificates, Series 1988-5, Weighted Average Pass-Through Rate
|                 | 
|TMTS 2005-18ALT  |  | Terwin Mortgage Trust 2005-18ALT Asset-Backed Certificates, TMTS Series 2005-18ALT                                      
|                 | 
|WFALT 02-01      |  | Wells Fargo Alternative Loan 2002-1 Trust Mortgage Asset-Backed Pass-Through Certificates, Series 2002-1                
|                 | 
|WFALT 2003-1     |  | Wells Fargo Alternative Loan 2003-1 Trust Mortgage Asset-Backed Pass-Through Certificates, Series 2003-1                
|                 | 
|WFALT 2005-1     |  | Wells Fargo Alternative Loan 2005-1 Trust Mortgage Asset-Backed Pass-Through Certificates, Series 2005-1                
|                 | 
|WFALT 2005-2     |  | Wells Fargo Alternative Loan 2005-2 Trust Mortgage Asset-Backed Pass-Through Certificates, Series 2005-2                
|                 | 
|WFALT 2007-PA1   |  | Wells Fargo Alternative Loan 2007-PA1 Trust Mortgage Asset-Backed Pass-Through Certificates, Series 2007-PA1            
|                 | 
|WFALT 2007-PA2   |  | Wells Fargo Alternative Loan 2007-PA2 Trust Mortgage Asset-Backed Pass-Through Certificates, Series 2007-PA2            
|                 | 
|WFALT 2007-PA3   |  | Wells Fargo Alternative Loan 2007-PA3 Trust Mortgage Asset-Backed Pass-Through Certificates, Series 2007-PA3            
|                 | 
|WFALT 2007-PA4   |  | Wells Fargo Alternative Loan 2007-PA4 Trust Mortgage Asset-Backed Pass-Through Certificates, Series 2007-PA4            
|                 | 
|WFALT 2007-PA5   |  | Wells Fargo Alternative Loan 2007-PA5 Trust Mortgage Asset-Backed Pass-Through Certificates, Series 2007-PA5            
|                 | 
|WFALT 2007-PA6   |  | Wells Fargo Alternative Loan 2007-PA6 Trust Mortgage Asset-Backed Pass-Through Certificates, Series 2007-PA6            
|                 | 
|WFHET 2004-1     |  | Wells Fargo Home Equity Asset-Backed Securities 2004-1 Trust Home Equity Asset-Backed Certificates, Series 2004-1       
|                 | 
|WFHET 2004-2     |  | Wells Fargo Home Equity Asset-Backed Securities 2004-2 Trust Home Equity Asset-Backed Certificates, Series 2004-2       
|                 | 
|WFHET 2005-4     |  | Wells Fargo Home Equity Asset-Backed Securities 2005-4 Trust Home Equity Asset-Backed Certificates, Series 2005-4       
|                 | 
|WFHET 2006-1     |  | Wells Fargo Home Equity Asset-Backed Securities 2006-1 Trust Home Equity Asset-Backed Certificates, Series 2006-1       
|                 | 
|WFMBS 05-11      |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-11                             
|                 | 
|WFMBS 05-12      |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-12                             
|                 | 
|WFMBS 05-14      |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-14                             
|                 | 
|WFMBS 05-16      |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-16                             
|                 | 
|WFMBS 05-17      |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-17                             
|                 | 
|WFMBS 05-18      |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-18                             



A-28



---

|              |  |                                                                                              
|------------- |  | ---------------------------------------------------------------------------------------------
|              | 
|WFMBS 05-2    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-2   
|              | 
|WFMBS 05-3    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-3   
|              | 
|WFMBS 05-4    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-4   
|              | 
|WFMBS 05-6    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-6   
|              | 
|WFMBS 05-7    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-7   
|              | 
|WFMBS 05-8    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-8   
|              | 
|WFMBS 05-9    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-9   
|              | 
|WFMBS 05-AR1  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-AR1 
|              | 
|WFMBS 05-AR10 |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-AR10
|              | 
|WFMBS 05-AR11 |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-AR11
|              | 
|WFMBS 05-AR12 |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-AR12
|              | 
|WFMBS 05-AR13 |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-AR13
|              | 
|WFMBS 05-AR14 |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-AR14
|              | 
|WFMBS 05-AR15 |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-AR15
|              | 
|WFMBS 05-AR16 |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-AR16
|              | 
|WFMBS 05-AR2  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-AR2 
|              | 
|WFMBS 05-AR3  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-AR3 
|              | 
|WFMBS 05-AR4  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-AR4 
|              | 
|WFMBS 05-AR5  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-AR5 
|              | 
|WFMBS 05-AR6  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-AR6 
|              | 
|WFMBS 05-AR7  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-AR7 
|              | 
|WFMBS 05-AR8  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-AR8 
|              | 
|WFMBS 05-AR9  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2005-AR9 
|              | 
|WFMBS 06-AR1  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-AR1 
|              | 
|WFMBS 06-AR2  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-AR2 
|              | 
|WFMBS 06-AR3  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-AR3 
|              | 
|WFMBS 06-AR4  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-AR4 
|              | 
|WFMBS 06-AR5  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-AR5 
|              | 
|WFMBS 06-AR6  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-AR6 
|              | 
|WFMBS 06-AR7  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-AR7 
|              | 
|WFMBS 06-AR8  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-AR8 
|              | 
|WFMBS 2003-D  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2003-D   
|              | 
|WFMBS 2003-E  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2003-E   
|              | 
|WFMBS 2003-G  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2003-G   
|              | 
|WFMBS 2003-H  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2003-H   
|              | 
|WFMBS 2003-I  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2003-I   
|              | 
|WFMBS 2003-J  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2003-J   
|              | 
|WFMBS 2003-K  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2003-K   
|              | 
|WFMBS 2003-L  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2003-L   
|              | 
|WFMBS 2003-M  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2003-M   
|              | 
|WFMBS 2003-N  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2003-N   
|              | 
|WFMBS 2003-O  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2003-O   
|              | 
|WFMBS 2004-4  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-4   
|              | 
|WFMBS 2004-6  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-6   
|              | 
|WFMBS 2004-A  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-A   
|              | 
|WFMBS 2004-AA |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-AA  
|              | 
|WFMBS 2004-B  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-B   
|              | 
|WFMBS 2004-BB |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-BB  
|              | 
|WFMBS 2004-C  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-C   
|              | 
|WFMBS 2004-CC |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-CC  
|              | 
|WFMBS 2004-D  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-D   



A-29



---

|                |  |                                                                                              
|--------------- |  | ---------------------------------------------------------------------------------------------
|                | 
|WFMBS 2004-DD   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-DD  
|                | 
|WFMBS 2004-E    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-E   
|                | 
|WFMBS 2004-EE   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-EE  
|                | 
|WFMBS 2004-F    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-F   
|                | 
|WFMBS 2004-G    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-G   
|                | 
|WFMBS 2004-H    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-H   
|                | 
|WFMBS 2004-I    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-I   
|                | 
|WFMBS 2004-J    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-J   
|                | 
|WFMBS 2004-K    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-K   
|                | 
|WFMBS 2004-L    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-L   
|                | 
|WFMBS 2004-M    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-M   
|                | 
|WFMBS 2004-N    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-N   
|                | 
|WFMBS 2004-O    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-O   
|                | 
|WFMBS 2004-P    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-P   
|                | 
|WFMBS 2004-Q    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-Q   
|                | 
|WFMBS 2004-R    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-R   
|                | 
|WFMBS 2004-S    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-S   
|                | 
|WFMBS 2004-U    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-U   
|                | 
|WFMBS 2004-V    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-V   
|                | 
|WFMBS 2004-W    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-W   
|                | 
|WFMBS 2004-X    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-X   
|                | 
|WFMBS 2004-Y    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-Y   
|                | 
|WFMBS 2004-Z    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2004-Z   
|                | 
|WFMBS 2006-10   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-10  
|                | 
|WFMBS 2006-11   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-11  
|                | 
|WFMBS 2006-12   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-12  
|                | 
|WFMBS 2006-13   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-13  
|                | 
|WFMBS 2006-14   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-14  
|                | 
|WFMBS 2006-15   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-15  
|                | 
|WFMBS 2006-17   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-17  
|                | 
|WFMBS 2006-18   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-18  
|                | 
|WFMBS 2006-19   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-19  
|                | 
|WFMBS 2006-2    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-2   
|                | 
|WFMBS 2006-20   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-20  
|                | 
|WFMBS 2006-3    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-3   
|                | 
|WFMBS 2006-4    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-4   
|                | 
|WFMBS 2006-6    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-6   
|                | 
|WFMBS 2006-7    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-7   
|                | 
|WFMBS 2006-8    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-8   
|                | 
|WFMBS 2006-9    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-9   
|                | 
|WFMBS 2006-AR1  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-AR10
|                | 
|WFMBS 2006-AR11 |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-AR11
|                | 
|WFMBS 2006-AR12 |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates Series 2006-AR12 
|                | 
|WFMBS 2006-AR13 |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-AR13
|                | 
|WFMBS 2006-AR14 |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-AR14
|                | 
|WFMBS 2006-AR15 |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-AR15
|                | 
|WFMBS 2006-AR16 |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-AR16
|                | 
|WFMBS 2006-AR17 |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-AR17
|                | 
|WFMBS 2006-AR18 |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-AR18



A-30



---

|                |  |                                                                                                      
|--------------- |  | -----------------------------------------------------------------------------------------------------
|                | 
|WFMBS 2006-AR19 |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2006-AR19        
|                | 
|WFMBS 2007-1    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-1           
|                | 
|WFMBS 2007-10   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-10          
|                | 
|WFMBS 2007-11   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-11          
|                | 
|WFMBS 2007-12   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-12          
|                | 
|WFMBS 2007-13   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-13          
|                | 
|WFMBS 2007-14   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-14          
|                | 
|WFMBS 2007-15   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-15          
|                | 
|WFMBS 2007-16   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-16          
|                | 
|WFMBS 2007-17   |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-17          
|                | 
|WFMBS 2007-2    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-2           
|                | 
|WFMBS 2007-3    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-3           
|                | 
|WFMBS 2007-4    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-4           
|                | 
|WFMBS 2007-6    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-6           
|                | 
|WFMBS 2007-7    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-7           
|                | 
|WFMBS 2007-8    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-8           
|                | 
|WFMBS 2007-AR10 |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-AR10        
|                | 
|WFMBS 2007-AR3  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-AR3         
|                | 
|WFMBS 2007-AR4  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-AR4         
|                | 
|WFMBS 2007-AR5  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-AR5         
|                | 
|WFMBS 2007-AR6  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-AR6         
|                | 
|WFMBS 2007-AR7  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-AR7         
|                | 
|WFMBS 2007-AR8  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-AR8         
|                | 
|WFMBS 2007-AR9  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2007-AR9         
|                | 
|WFMBS 2008-1    |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2008-1           
|                | 
|WFMBS 2008-AR1  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2008-AR1         
|                | 
|WFMBS 2008-AR2  |  | Wells Fargo Asset Securities Corporation Mortgage Pass-Through Certificates, Series 2008-AR2         
|                | 
|WIN2014-1       |  | Winwater Mortgage Loan Trust 2014-1 Mortgage Pass-Through Certificates, Series 2014-1                
|                | 
|WIN20142        |  | Winwater Mortgage Loan Trust 2014-2 Mortgage Pass-Through Certificates, Series 2014-2                
|                | 
|WIN2015-1       |  | Winwater Mortgage Loan Trust 2015-1 Mortgage Pass-Through Certificates, Series 2015-1                
|                | 
|WIN2015-2       |  | Winwater Mortgage Loan Trust 2015-2 Mortgage Pass-Through Certificates, Series 2015-2                
|                | 
|WIN2015-3       |  | Winwater Mortgage Loan Trust 2015-3 Mortgage Pass-Through Certificates, Series 2015-3                
|                | 
|WIN2015-4       |  | Winwater Mortgage Loan Trust 2015-4 Mortgage Pass-Through Certificates, Series 2015-4                
|                | 
|WIN2015-5       |  | Winwater Mortgage Loan Trust 2015-5 Mortgage Pass-Through Certificates, Series 2015-5                
|                | 
|WIN2016-1       |  | Winwater Mortgage Loan Trust 2016-1 Mortgage Pass-Through Certificates, Series 2016-1                
|                | 
|WINW2014-3      |  | Winwater Mortgage Loan Trust 2014-3 Mortgage Pass-Through Certificates, Series 2014-3                
|                | 
|WMC 1989-1      |  | Ryland Mortgage Securities Corporation Mortgage Participation Securities, Weyerhaeuser Series 1989-1 
|                | 
|WMC 1989-1R     |  | Ryland Mortgage Securities Corporation Mortgage Participation Securities, Weyerhaeuser Series 1989-1R
|                | 
|WMLT 2005-B     |  | Wachovia Mortgage Loan Trust I, LLC, Mortgage Pass-Through Certificates, Series 2005-B               
|                | 
|ZUNI 2006-OA1   |  | Zuni Mortgage Loan Trust 2006-OA1 Mortgage Loan Pass-Through Certificates, Series 2006-OA1           



A-31