# EDGAR Filing Document

**Accession Number:** 0001541557
**File Stem:** 0001539497-25-002896
**Filing Date:** 2025-11
**Character Count:** 202233
**Document Hash:** 6a5658ad2b762c8c14ce776c681742d7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001539497-25-002896.hdr.sgml**: 20251112

**ACCESSION NUMBER**: 0001539497-25-002896

**CONFORMED SUBMISSION TYPE**: ABS-15G

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**ITEM INFORMATION**: Periodic Filing of Rule 15Ga-1 Representations and Warranties Disclosure

**FILED AS OF DATE**: 20251112

**DATE AS OF CHANGE**: 20251112

**ABS RULE**: RULE-15GA1

**PERIOD START**: 20250701

**ABS ASSET CLASS**: Residential mortgages - Other/Combined

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Morgan Stanley Mortgage Capital Holdings LLC
- **CENTRAL INDEX KEY:** 0001541557

**ORGANIZATION NAME:**
- **EIN:** 208734615
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1211

**FILING VALUES:**
- **FORM TYPE:** ABS-15G
- **SEC ACT:** Dodd Frank Act
- **SEC FILE NUMBER:** 025-00606
- **FILM NUMBER:** 251471254

**BUSINESS ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** (212) 762-7564

**MAIL ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

**UNITED STATES<br> SECURITIES AND EXCHANGE COMMISSION<br> Washington, D.C. 20549**

**FORM ABS-15G<br> ASSET-BACKED SECURITIZER<br> REPORT PURSUANT TO SECTION 15G OF<br> THE SECURITIES EXCHANGE ACT OF 1934**

Morgan Stanley Mortgage Capital Holdings LLC

Check the appropriate box to indicate the filing obligation to which this form is intended to satisfy:

☒ Rule 15Ga-1 under the Exchange Act (17 CFR 240.15Ga-1) for the reporting period July 1, 2025 to September 30, 2025

Date of Report (Date of earliest event reported): November 12, 2025

Commission File Number of securitizer: 025-00606

Central Index Key Number of securitizer: 0001541557

Amy Kim, Managing Director, Phone: (212) 537-1937

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Name and telephone number, including area code, of the person to<br> contact in connection with this filing.

Indicate by check mark whether the securitizer has no activity to report for the initial period pursuant to Rule 15Ga-1(c)(1) ☐

Indicate by check mark whether the securitizer has no activity to report for the quarterly period pursuant to Rule 15Ga-1(c)(2)(i) ☐

Indicate by check mark whether the securitizer has no activity to report for the annual period pursuant to Rule 15Ga-1(c)(2)(ii) ☐

☐ Rule 15Ga-2 under the Exchange Act (17 CFR 240.15Ga-2)

Central Index Key Number of depositor:____________________________

<br> ____________________________________________________<br> (Exact name of issuing entity as specified in its charter)

Central Index Key Number of issuing entity (if applicable):___________________________ <br> Central Index Key Number of underwriter (if applicable):________________________________

<br> ________________________________________________________<br> Name and telephone number, including area code, of the person to<br> contact in connection with this filing.

------

**INFORMATION TO BE INCLUDED IN THE REPORT**

**REPRESENTATION AND WARRANTY INFORMATION**

**Item 1.02 Periodic Filing of Rule 15Ga–1 Representations and Warranties Disclosure**

The disclosures required to be filed by Morgan Stanley Mortgage Capital Holdings LLC (the "Securitizer") by Rule 15Ga-1 (17 CFR 240.15Ga-1) according to the filing requirements of Rule 15Ga-1(c)(2) are included as Exhibit 99.1. See Exhibits.

**Exhibits**

99.1 The table required to be filed by the Securitizer by Rule 15Ga-1(c)(2) according to the filing requirements of Rule 15Ga-1(c)(2).

------

**SIGNATURES**

Pursuant to the requirements of the Securities Exchange Act of 1934, the reporting entity has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

Date: November 12, 2025

---

| | |
|:---|:---|
| MORGAN STANLEY MORTGAGE CAPITAL<br> HOLDINGS LLC (SECURITIZER) | MORGAN STANLEY MORTGAGE CAPITAL<br> HOLDINGS LLC (SECURITIZER) |
| By: | /s/ Jane Lam |
|  | Name: Jane Lam |
|  | Title: Vice President |

---

------

<u>Exhibit Index</u>

Exhibit 99.1 The table required to be filed by the Securitizer by Rule 15Ga-1(c)(2) according to the filing requirements of Rule 15Ga-1(c)(2).

## Exhibit 99.1

**Exhibit 99.1**

---

| | | | | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** | &nbsp;&nbsp;**<u>15Ga-1 Representations and Warranties Table (FN1)</u>** |
| &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* | &nbsp;&nbsp;*Asset Class: RMBS* |
| &nbsp;&nbsp;Name of Issuing Entity | &nbsp;&nbsp;Check if registered | &nbsp;&nbsp;Name of Originator (FN2) | &nbsp;&nbsp;Total Assets in ABS by Originator at time of securitization | &nbsp;&nbsp;Total Assets in ABS by Originator at time of securitization | &nbsp;&nbsp;Assets that Were Subject of Demand (FN3) | &nbsp;&nbsp;Assets that Were Subject of Demand (FN3) | &nbsp;&nbsp;Assets that Were Subject of Demand (FN3) | &nbsp;&nbsp;Assets that Were Repurchased or Replaced (FN4) | &nbsp;&nbsp;Assets that Were Repurchased or Replaced (FN4) | &nbsp;&nbsp;Assets that Were Repurchased or Replaced (FN4) | &nbsp;&nbsp;Assets Pending Repurchase or Replacement (within cure period) (FN5) | &nbsp;&nbsp;Assets Pending Repurchase or Replacement (within cure period) (FN5) | &nbsp;&nbsp;Assets Pending Repurchase or Replacement (within cure period) (FN5) | &nbsp;&nbsp;Demand in Dispute (FN6) | &nbsp;&nbsp;Demand in Dispute (FN6) | &nbsp;&nbsp;Demand in Dispute (FN6) | &nbsp;&nbsp;Demand Withdrawn (FN7) | &nbsp;&nbsp;Demand Withdrawn (FN7) | &nbsp;&nbsp;Demand Withdrawn (FN7) | &nbsp;&nbsp;Demand Rejected (FN8) | &nbsp;&nbsp;Demand Rejected (FN8) | &nbsp;&nbsp;Demand Rejected (FN8) |
|  |  |  | &nbsp;&nbsp; # | $&nbsp;&nbsp;% of prin. balance | &nbsp;&nbsp; # | &nbsp;&nbsp; $(FN9) | &nbsp;&nbsp;% of prin. balance (FN10) | &nbsp;&nbsp; # | &nbsp;&nbsp; $(FN9) | &nbsp;&nbsp;% of prin. balance (FN10) | &nbsp;&nbsp; # | &nbsp;&nbsp; $(FN9) | &nbsp;&nbsp;% of prin. balance (FN10) | &nbsp;&nbsp; # | &nbsp;&nbsp; $(FN9) | &nbsp;&nbsp;% of prin. balance (FN10) | &nbsp;&nbsp; # | &nbsp;&nbsp; $(FN9) | &nbsp;&nbsp;% of prin. balance (FN10) | &nbsp;&nbsp; # | &nbsp;&nbsp; $(FN9) | &nbsp;&nbsp;% of prin. balance (FN10) |
| &nbsp;&nbsp;(a) | &nbsp;&nbsp;(b) | &nbsp;&nbsp;(c) | &nbsp;&nbsp; (d) | &nbsp;&nbsp;(f) | &nbsp;&nbsp; (g) | &nbsp;&nbsp; (h) | &nbsp;&nbsp;(i) | &nbsp;&nbsp; (j) | &nbsp;&nbsp; (k) | &nbsp;&nbsp;(l) | &nbsp;&nbsp; (m) | &nbsp;&nbsp; (n) | &nbsp;&nbsp;(o) | &nbsp;&nbsp; (p) | &nbsp;&nbsp; (q) | &nbsp;&nbsp;(r) | &nbsp;&nbsp; (s) | &nbsp;&nbsp; (t) | &nbsp;&nbsp;(u) | &nbsp;&nbsp; (v) | &nbsp;&nbsp; (w) | &nbsp;&nbsp;(x) |
| &nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust 2004-3 (0001292211) | &nbsp;&nbsp;X | &nbsp;&nbsp;Nat City | &nbsp;&nbsp; 1958 | &nbsp;&nbsp;50.47% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Citicorp | &nbsp;&nbsp; 1686 | &nbsp;&nbsp;35.66% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $2169.11 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $2169.11 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Morgan Stanley Mortgage Capital Holdings (MSMCH) | &nbsp;&nbsp; 150 | &nbsp;&nbsp;3.69% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;MSDW CC - Conduit | &nbsp;&nbsp; 110 | &nbsp;&nbsp;2.69% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;WAMU - ALT A | &nbsp;&nbsp; 70 | &nbsp;&nbsp;4.71% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Cendant Conduit | &nbsp;&nbsp; 57 | &nbsp;&nbsp;0.77% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;US Bank - Conduit | &nbsp;&nbsp; 26 | &nbsp;&nbsp;0.50% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Nat City Conduit | &nbsp;&nbsp; 19 | &nbsp;&nbsp;0.34% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;WAMU-Conduit | &nbsp;&nbsp; 14 | &nbsp;&nbsp;0.96% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;American Home Mortgage | &nbsp;&nbsp; 8 | &nbsp;&nbsp;0.21% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 4098 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $2169.11 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $2169.11 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley ABS Capital I Trust 2005-HE4 (0001339262) | &nbsp;&nbsp;X | &nbsp;&nbsp;Decision One Mortgage Company LLC | &nbsp;&nbsp; 2720 | &nbsp;&nbsp;44.40% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;WMC Mortgage Corp | &nbsp;&nbsp; 2683 | &nbsp;&nbsp;48.92% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $95045.75 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $95045.75 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Accredited Home Lenders, Inc. | &nbsp;&nbsp; 288 | &nbsp;&nbsp;6.69% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 5691 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $95045.75 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $95045.75 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;IXIS Real Estate Capital Trust 2005-HE3 (0001337472) | &nbsp;&nbsp;X | &nbsp;&nbsp;Home Owners | &nbsp;&nbsp; 859 | &nbsp;&nbsp;11.93% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $224663.50 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $224663.50 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;New Century | &nbsp;&nbsp; 633 | &nbsp;&nbsp;16.39% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Chapel | &nbsp;&nbsp; 509 | &nbsp;&nbsp;14.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First NLC | &nbsp;&nbsp; 496 | &nbsp;&nbsp;11.04% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Banc | &nbsp;&nbsp; 343 | &nbsp;&nbsp;7.29% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Horizon | &nbsp;&nbsp; 296 | &nbsp;&nbsp;5.67% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lime Financial | &nbsp;&nbsp; 285 | &nbsp;&nbsp;8.81% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lenders Direct | &nbsp;&nbsp; 230 | &nbsp;&nbsp;4.42% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Master Financial | &nbsp;&nbsp; 149 | &nbsp;&nbsp;3.66% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Accredited | &nbsp;&nbsp; 139 | &nbsp;&nbsp;2.94% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Resmae | &nbsp;&nbsp; 130 | &nbsp;&nbsp;2.85% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Rose Mortgage | &nbsp;&nbsp; 108 | &nbsp;&nbsp;3.41% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Flex Point | &nbsp;&nbsp; 86 | &nbsp;&nbsp;2.40% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Encore | &nbsp;&nbsp; 73 | &nbsp;&nbsp;1.93% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Impac | &nbsp;&nbsp; 50 | &nbsp;&nbsp;1.54% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Platinum Capital | &nbsp;&nbsp; 43 | &nbsp;&nbsp;1.24% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;All State | &nbsp;&nbsp; 11 | &nbsp;&nbsp;0.33% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 4440 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $224663.50 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $224663.50 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust 2005-7 (0001342921) | &nbsp;&nbsp;X | &nbsp;&nbsp;Morgan Stanley Mortgage Capital Holdings (MSMCH) | &nbsp;&nbsp; 1314 | &nbsp;&nbsp;57.98% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $989704.60 | &nbsp;&nbsp;0.13% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $989704.60 | &nbsp;&nbsp;0.13% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mortgage IT, Inc. | &nbsp;&nbsp; 591 | &nbsp;&nbsp;18.58% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Morgan Stanley Credit Corporation (MSCC) | &nbsp;&nbsp; 99 | &nbsp;&nbsp;4.25% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First National Bank of Nevada | &nbsp;&nbsp; 63 | &nbsp;&nbsp;3.68% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Quicken Loans, Inc. | &nbsp;&nbsp; 63 | &nbsp;&nbsp;2.37% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lydian Private Bank | &nbsp;&nbsp; 55 | &nbsp;&nbsp;3.28% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;HSBC Mortgage Corporation (USA) | &nbsp;&nbsp; 45 | &nbsp;&nbsp;2.82% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Fifth Third Mortgage Company | &nbsp;&nbsp; 44 | &nbsp;&nbsp;0.77% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;The Hemisphere National Bank | &nbsp;&nbsp; 39 | &nbsp;&nbsp;2.25% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;PHH Mortgage Corporation | &nbsp;&nbsp; 27 | &nbsp;&nbsp;1.29% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;GreenPoint Mortgage Funding, Inc. | &nbsp;&nbsp; 19 | &nbsp;&nbsp;0.43% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Aegis Mortgage Corporation | &nbsp;&nbsp; 18 | &nbsp;&nbsp;0.74% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;American Home Mortgage Corp. | &nbsp;&nbsp; 16 | &nbsp;&nbsp;0.80% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;NetBank | &nbsp;&nbsp; 8 | &nbsp;&nbsp;0.47% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;SunTrust Mortgage, Inc. | &nbsp;&nbsp; 8 | &nbsp;&nbsp;0.31% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 2409 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $989704.60 | &nbsp;&nbsp;0.13% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $989704.60 | &nbsp;&nbsp;0.13% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;IXIS Real Estate Capital Trust 2005-HE4 (0001344952) | &nbsp;&nbsp;X | &nbsp;&nbsp;First Horizon | &nbsp;&nbsp; 1242 | &nbsp;&nbsp;21.56% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Fremont | &nbsp;&nbsp; 811 | &nbsp;&nbsp;18.67% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First NLC | &nbsp;&nbsp; 477 | &nbsp;&nbsp;12.41% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Encore | &nbsp;&nbsp; 392 | &nbsp;&nbsp;9.59% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Rose Mortgage | &nbsp;&nbsp; 300 | &nbsp;&nbsp;8.21% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Home Owners | &nbsp;&nbsp; 232 | &nbsp;&nbsp;2.77% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lime Financial | &nbsp;&nbsp; 229 | &nbsp;&nbsp;5.54% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lenders Direct | &nbsp;&nbsp; 217 | &nbsp;&nbsp;4.34% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $96931.31 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $96931.31 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Banc | &nbsp;&nbsp; 215 | &nbsp;&nbsp;4.84% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Chapel | &nbsp;&nbsp; 208 | &nbsp;&nbsp;4.99% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $40849.24 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $40849.24 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;New Century | &nbsp;&nbsp; 92 | &nbsp;&nbsp;2.63% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Master Financial | &nbsp;&nbsp; 83 | &nbsp;&nbsp;1.43% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Town and Country | &nbsp;&nbsp; 38 | &nbsp;&nbsp;1.07% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;All State | &nbsp;&nbsp; 29 | &nbsp;&nbsp;0.80% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Accredited | &nbsp;&nbsp; 17 | &nbsp;&nbsp;0.32% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Flex Point | &nbsp;&nbsp; 15 | &nbsp;&nbsp;0.31% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Impac | &nbsp;&nbsp; 14 | &nbsp;&nbsp;0.32% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Platinum Capital | &nbsp;&nbsp; 9 | &nbsp;&nbsp;0.20% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Resmae | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 4621 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $137780.55 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $137780.55 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust 2005-8SL (0001345790) | &nbsp;&nbsp;X | &nbsp;&nbsp;Fremont Investment and Loan, Inc. | &nbsp;&nbsp; 2853 | &nbsp;&nbsp;44.18% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $74807.27 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $74807.27 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;American Home Loan Corporation | &nbsp;&nbsp; 1888 | &nbsp;&nbsp;35.66% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Morgan Stanley Mortgage Capital Holdings (MSMCH) | &nbsp;&nbsp; 795 | &nbsp;&nbsp;14.39% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Aegis Mortgage Corpo | &nbsp;&nbsp; 401 | &nbsp;&nbsp;5.76% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 5937 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $74807.27 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $74807.27 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust 2005-9AR (0001345809) | &nbsp;&nbsp;X | &nbsp;&nbsp;Morgan Stanley Mortgage Capital Holdings (MSMCH) | &nbsp;&nbsp; 693 | &nbsp;&nbsp;47.17% | &nbsp;&nbsp; 21 | &nbsp;&nbsp; $10839207.45 | &nbsp;&nbsp;1.96% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 21 | &nbsp;&nbsp; $10839207.45 | &nbsp;&nbsp;1.96% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;FNBA Conduit | &nbsp;&nbsp; 407 | &nbsp;&nbsp;18.55% | &nbsp;&nbsp; 17 | &nbsp;&nbsp; $3661174.68 | &nbsp;&nbsp;0.66% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 17 | &nbsp;&nbsp; $3661174.68 | &nbsp;&nbsp;0.66% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mortgage IT | &nbsp;&nbsp; 173 | &nbsp;&nbsp;8.45% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wells Fargo (Conduit) | &nbsp;&nbsp; 166 | &nbsp;&nbsp;11.50% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;HSBC Mortgage Corp. | &nbsp;&nbsp; 114 | &nbsp;&nbsp;10.65% | &nbsp;&nbsp; 8 | &nbsp;&nbsp; $4824620.90 | &nbsp;&nbsp;0.87% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 8 | &nbsp;&nbsp; $4824620.90 | &nbsp;&nbsp;0.87% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;MILA Alt A | &nbsp;&nbsp; 60 | &nbsp;&nbsp;1.65% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Quicken Loans- Conduit | &nbsp;&nbsp; 19 | &nbsp;&nbsp;0.48% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Greenpoint Conduit | &nbsp;&nbsp; 18 | &nbsp;&nbsp;0.46% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wachovia Mortgage Corporation | &nbsp;&nbsp; 14 | &nbsp;&nbsp;0.74% | &nbsp;&nbsp; 4 | &nbsp;&nbsp; $711475.05 | &nbsp;&nbsp;0.12% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 4 | &nbsp;&nbsp; $711475.05 | &nbsp;&nbsp;0.12% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Nat City Conduit | &nbsp;&nbsp; 11 | &nbsp;&nbsp;0.35% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 1675 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 50 | &nbsp;&nbsp; $20036478.08 | &nbsp;&nbsp;3.61% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 50 | &nbsp;&nbsp; $20036478.08 | &nbsp;&nbsp;3.61% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;IXIS Real Estate Capital Trust 2006-HE1 (0001351047) | &nbsp;&nbsp;X | &nbsp;&nbsp;First NLC | &nbsp;&nbsp; 974 | &nbsp;&nbsp;21.29% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Chapel | &nbsp;&nbsp; 633 | &nbsp;&nbsp;14.75% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $300000.00 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $300000.00 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lenders Direct | &nbsp;&nbsp; 602 | &nbsp;&nbsp;13.23% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Encore | &nbsp;&nbsp; 435 | &nbsp;&nbsp;11.62% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Master Financial | &nbsp;&nbsp; 400 | &nbsp;&nbsp;7.31% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Horizon | &nbsp;&nbsp; 268 | &nbsp;&nbsp;4.24% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Rose Mortgage | &nbsp;&nbsp; 240 | &nbsp;&nbsp;5.78% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Town and Country | &nbsp;&nbsp; 213 | &nbsp;&nbsp;5.31% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Banc | &nbsp;&nbsp; 193 | &nbsp;&nbsp;3.87% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mandalay | &nbsp;&nbsp; 145 | &nbsp;&nbsp;4.13% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Fremont | &nbsp;&nbsp; 111 | &nbsp;&nbsp;1.98% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Flex Point | &nbsp;&nbsp; 106 | &nbsp;&nbsp;2.73% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lime Financial | &nbsp;&nbsp; 57 | &nbsp;&nbsp;1.18% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;All State | &nbsp;&nbsp; 50 | &nbsp;&nbsp;1.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;New Century | &nbsp;&nbsp; 45 | &nbsp;&nbsp;1.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Home Owners | &nbsp;&nbsp; 30 | &nbsp;&nbsp;0.40% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Platinum Capital | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 4504 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $300000.00 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $300000.00 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;IXIS Real Estate Capital Trust 2006-HE2 (0001360498) | &nbsp;&nbsp;X | &nbsp;&nbsp;Accredited | &nbsp;&nbsp; 744 | &nbsp;&nbsp;16.00% | &nbsp;&nbsp; 274 | &nbsp;&nbsp; $66621569.05 | &nbsp;&nbsp;7.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 274 | &nbsp;&nbsp; $66621569.05 | &nbsp;&nbsp;7.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;New Century | &nbsp;&nbsp; 693 | &nbsp;&nbsp;12.72% | &nbsp;&nbsp; 266 | &nbsp;&nbsp; $49222514.51 | &nbsp;&nbsp;5.28% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 266 | &nbsp;&nbsp; $49222514.51 | &nbsp;&nbsp;5.28% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First NLC | &nbsp;&nbsp; 691 | &nbsp;&nbsp;15.17% | &nbsp;&nbsp; 249 | &nbsp;&nbsp; $55407986.28 | &nbsp;&nbsp;5.95% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 249 | &nbsp;&nbsp; $55407986.28 | &nbsp;&nbsp;5.95% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Master Financial | &nbsp;&nbsp; 620 | &nbsp;&nbsp;11.79% | &nbsp;&nbsp; 328 | &nbsp;&nbsp; $59910318.48 | &nbsp;&nbsp;6.43% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 328 | &nbsp;&nbsp; $59910318.48 | &nbsp;&nbsp;6.43% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lenders Direct | &nbsp;&nbsp; 460 | &nbsp;&nbsp;9.54% | &nbsp;&nbsp; 218 | &nbsp;&nbsp; $45375233.94 | &nbsp;&nbsp;4.87% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 218 | &nbsp;&nbsp; $45375233.94 | &nbsp;&nbsp;4.87% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Encore | &nbsp;&nbsp; 439 | &nbsp;&nbsp;10.75% | &nbsp;&nbsp; 104 | &nbsp;&nbsp; $26453521.35 | &nbsp;&nbsp;2.84% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 104 | &nbsp;&nbsp; $26453521.35 | &nbsp;&nbsp;2.84% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Chapel | &nbsp;&nbsp; 375 | &nbsp;&nbsp;7.80% | &nbsp;&nbsp; 168 | &nbsp;&nbsp; $36279257.38 | &nbsp;&nbsp;3.89% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 168 | &nbsp;&nbsp; $36279257.38 | &nbsp;&nbsp;3.89% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Rose Mortgage | &nbsp;&nbsp; 220 | &nbsp;&nbsp;5.02% | &nbsp;&nbsp; 79 | &nbsp;&nbsp; $18468143.42 | &nbsp;&nbsp;1.98% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 79 | &nbsp;&nbsp; $18468143.42 | &nbsp;&nbsp;1.98% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Banc | &nbsp;&nbsp; 168 | &nbsp;&nbsp;2.90% | &nbsp;&nbsp; 75 | &nbsp;&nbsp; $13819343.40 | &nbsp;&nbsp;1.48% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 75 | &nbsp;&nbsp; $13819343.40 | &nbsp;&nbsp;1.48% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Funding America | &nbsp;&nbsp; 90 | &nbsp;&nbsp;1.37% | &nbsp;&nbsp; 28 | &nbsp;&nbsp; $4117461.09 | &nbsp;&nbsp;0.44% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 28 | &nbsp;&nbsp; $4117461.09 | &nbsp;&nbsp;0.44% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Horizon | &nbsp;&nbsp; 84 | &nbsp;&nbsp;1.26% | &nbsp;&nbsp; 16 | &nbsp;&nbsp; $2597005.60 | &nbsp;&nbsp;0.27% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 16 | &nbsp;&nbsp; $2597005.60 | &nbsp;&nbsp;0.27% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Town and Country | &nbsp;&nbsp; 55 | &nbsp;&nbsp;1.24% | &nbsp;&nbsp; 12 | &nbsp;&nbsp; $3391255.70 | &nbsp;&nbsp;0.36% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 12 | &nbsp;&nbsp; $3391255.70 | &nbsp;&nbsp;0.36% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Flex Point | &nbsp;&nbsp; 54 | &nbsp;&nbsp;1.27% | &nbsp;&nbsp; 12 | &nbsp;&nbsp; $2672576.85 | &nbsp;&nbsp;0.28% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 12 | &nbsp;&nbsp; $2672576.85 | &nbsp;&nbsp;0.28% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lime Financial | &nbsp;&nbsp; 51 | &nbsp;&nbsp;1.18% | &nbsp;&nbsp; 29 | &nbsp;&nbsp; $7895368.14 | &nbsp;&nbsp;0.84% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 29 | &nbsp;&nbsp; $7895368.14 | &nbsp;&nbsp;0.84% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Fremont | &nbsp;&nbsp; 50 | &nbsp;&nbsp;1.08% | &nbsp;&nbsp; 20 | &nbsp;&nbsp; $5245014.79 | &nbsp;&nbsp;0.56% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 20 | &nbsp;&nbsp; $5245014.79 | &nbsp;&nbsp;0.56% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mandalay | &nbsp;&nbsp; 32 | &nbsp;&nbsp;0.89% | &nbsp;&nbsp; 12 | &nbsp;&nbsp; $3494496.00 | &nbsp;&nbsp;0.37% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 12 | &nbsp;&nbsp; $3494496.00 | &nbsp;&nbsp;0.37% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 4826 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 1890 | &nbsp;&nbsp; $400971065.98 | &nbsp;&nbsp;42.99% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1890 | &nbsp;&nbsp; $400971065.98 | &nbsp;&nbsp;42.99% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley Home Equity Loan Trust 2006-3 (0001360918) | &nbsp;&nbsp;X | &nbsp;&nbsp;AIG Federal Savings Bank | &nbsp;&nbsp; 1716 | &nbsp;&nbsp;29.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Aegis Mortgage Corporation | &nbsp;&nbsp; 1553 | &nbsp;&nbsp;19.58% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Meritage Mortgage Corporation | &nbsp;&nbsp; 1465 | &nbsp;&nbsp;21.49% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $296718.80 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $296718.80 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;ResMAE Mortgage Corporation | &nbsp;&nbsp; 658 | &nbsp;&nbsp;11.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Accredited Home Lenders, Inc. | &nbsp;&nbsp; 493 | &nbsp;&nbsp;9.27% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lime Financial Services, Ltd. | &nbsp;&nbsp; 330 | &nbsp;&nbsp;4.95% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First NLC Financial Services, LLC | &nbsp;&nbsp; 263 | &nbsp;&nbsp;4.14% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;NC Capital Corporation | &nbsp;&nbsp; 42 | &nbsp;&nbsp;0.42% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 6520 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $296718.80 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $296718.80 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley ABS Capital I Trust 2006-HE3 (0001361992) | &nbsp;&nbsp;X | &nbsp;&nbsp;New Century | &nbsp;&nbsp; 4705 | &nbsp;&nbsp;41.34% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $380685.90 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $380685.90 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;WMC | &nbsp;&nbsp; 4016 | &nbsp;&nbsp;39.64% | &nbsp;&nbsp; 1873 | &nbsp;&nbsp; $407768775.60 | &nbsp;&nbsp;20.41% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1873 | &nbsp;&nbsp; $407768775.60 | &nbsp;&nbsp;20.41% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Decision One | &nbsp;&nbsp; 2444 | &nbsp;&nbsp;19.02% | &nbsp;&nbsp; 882 | &nbsp;&nbsp; $144222836.64 | &nbsp;&nbsp;7.21% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 882 | &nbsp;&nbsp; $144222836.64 | &nbsp;&nbsp;7.21% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 11165 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 2756 | &nbsp;&nbsp; $552372298.14 | &nbsp;&nbsp;27.63% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2756 | &nbsp;&nbsp; $552372298.14 | &nbsp;&nbsp;27.63% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley Home Equity Loan Trust 2006-2 (0001355690) | &nbsp;&nbsp;X | &nbsp;&nbsp;Wilmington Finance, Inc. | &nbsp;&nbsp; 2538 | &nbsp;&nbsp;45.58% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Accredited | &nbsp;&nbsp; 1209 | &nbsp;&nbsp;25.91% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $113840.00 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $113840.00 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Meritage | &nbsp;&nbsp; 1196 | &nbsp;&nbsp;19.21% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First NLC | &nbsp;&nbsp; 537 | &nbsp;&nbsp;8.96% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Countrywide | &nbsp;&nbsp; 16 | &nbsp;&nbsp;0.28% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Aames | &nbsp;&nbsp; 5 | &nbsp;&nbsp;0.06% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Acoustic | &nbsp;&nbsp; 1 | &nbsp;&nbsp;6.74E-05 | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 5502 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $113840.00 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $113840.00 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley ABS Capital I Trust 2006-HE4 (0001362555) | &nbsp;&nbsp;X | &nbsp;&nbsp;Decision One | &nbsp;&nbsp; 4960 | &nbsp;&nbsp;35.59% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;WMC | &nbsp;&nbsp; 4590 | &nbsp;&nbsp;42.17% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $398466.80 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $398466.80 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;New Century | &nbsp;&nbsp; 2598 | &nbsp;&nbsp;22.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Option One | &nbsp;&nbsp; 13 | &nbsp;&nbsp;0.10% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 12161 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $398466.80 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $398466.80 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley ABS Capital I Trust 2006-WMC2 (0001363693) | &nbsp;&nbsp;X | &nbsp;&nbsp;WMC Mortgage Corp. | &nbsp;&nbsp; 12898 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 396 | &nbsp;&nbsp; $89076419.69 | &nbsp;&nbsp;3.57% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 396 | &nbsp;&nbsp; $89076419.69 | &nbsp;&nbsp;3.57% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 12898 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 396 | &nbsp;&nbsp; $89076419.69 | &nbsp;&nbsp;3.57% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 396 | &nbsp;&nbsp; $89076419.69 | &nbsp;&nbsp;3.57% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley IXIS Real Estate Capital Trust 2006-1 (0001365336) | &nbsp;&nbsp;X | &nbsp;&nbsp;First NLC Financial Services, LLC | &nbsp;&nbsp; 1931 | &nbsp;&nbsp;27.12% | &nbsp;&nbsp; 939 | &nbsp;&nbsp; $169642874.06 | &nbsp;&nbsp;14.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 939 | &nbsp;&nbsp; $169642874.06 | &nbsp;&nbsp;14.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Meritage Mortgage Corporation | &nbsp;&nbsp; 1351 | &nbsp;&nbsp;17.68% | &nbsp;&nbsp; 674 | &nbsp;&nbsp; $120007727.83 | &nbsp;&nbsp;10.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 674 | &nbsp;&nbsp; $120007727.83 | &nbsp;&nbsp;10.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Accredited Home Lenders, Inc. | &nbsp;&nbsp; 990 | &nbsp;&nbsp;15.19% | &nbsp;&nbsp; 452 | &nbsp;&nbsp; $87445643.90 | &nbsp;&nbsp;7.29% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 452 | &nbsp;&nbsp; $87445643.90 | &nbsp;&nbsp;7.29% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wilmington Finance, Inc. | &nbsp;&nbsp; 918 | &nbsp;&nbsp;12.51% | &nbsp;&nbsp; 380 | &nbsp;&nbsp; $63415023.77 | &nbsp;&nbsp;5.29% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 380 | &nbsp;&nbsp; $63415023.77 | &nbsp;&nbsp;5.29% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Master Financial, Inc. | &nbsp;&nbsp; 418 | &nbsp;&nbsp;9.12% | &nbsp;&nbsp; 207 | &nbsp;&nbsp; $58273074.75 | &nbsp;&nbsp;4.86% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 207 | &nbsp;&nbsp; $58273074.75 | &nbsp;&nbsp;4.86% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;NC Capital Corporation | &nbsp;&nbsp; 209 | &nbsp;&nbsp;2.68% | &nbsp;&nbsp; 99 | &nbsp;&nbsp; $14666925.84 | &nbsp;&nbsp;1.22% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 99 | &nbsp;&nbsp; $14666925.84 | &nbsp;&nbsp;1.22% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lenders Direct Capital Corp | &nbsp;&nbsp; 180 | &nbsp;&nbsp;2.97% | &nbsp;&nbsp; 111 | &nbsp;&nbsp; $23029077.42 | &nbsp;&nbsp;1.92% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 111 | &nbsp;&nbsp; $23029077.42 | &nbsp;&nbsp;1.92% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Funding America, LLC | &nbsp;&nbsp; 166 | &nbsp;&nbsp;1.96% | &nbsp;&nbsp; 83 | &nbsp;&nbsp; $12975645.33 | &nbsp;&nbsp;1.08% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 83 | &nbsp;&nbsp; $12975645.33 | &nbsp;&nbsp;1.08% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Quick Loan Funding Inc. | &nbsp;&nbsp; 148 | &nbsp;&nbsp;3.07% | &nbsp;&nbsp; 42 | &nbsp;&nbsp; $11082225.64 | &nbsp;&nbsp;0.92% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 42 | &nbsp;&nbsp; $11082225.64 | &nbsp;&nbsp;0.92% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Bank Mortgage, Inc. | &nbsp;&nbsp; 134 | &nbsp;&nbsp;1.80% | &nbsp;&nbsp; 76 | &nbsp;&nbsp; $14318056.10 | &nbsp;&nbsp;1.19% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 76 | &nbsp;&nbsp; $14318056.10 | &nbsp;&nbsp;1.19% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Encore Credit Corp. | &nbsp;&nbsp; 83 | &nbsp;&nbsp;1.61% | &nbsp;&nbsp; 21 | &nbsp;&nbsp; $5838976.66 | &nbsp;&nbsp;0.48% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 21 | &nbsp;&nbsp; $5838976.66 | &nbsp;&nbsp;0.48% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Chapel Mortgage Corp. | &nbsp;&nbsp; 72 | &nbsp;&nbsp;1.39% | &nbsp;&nbsp; 36 | &nbsp;&nbsp; $8404380.01 | &nbsp;&nbsp;0.70% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 36 | &nbsp;&nbsp; $8404380.01 | &nbsp;&nbsp;0.70% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Rose Mortgage, Inc. | &nbsp;&nbsp; 70 | &nbsp;&nbsp;1.22% | &nbsp;&nbsp; 31 | &nbsp;&nbsp; $6248541.14 | &nbsp;&nbsp;0.52% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 31 | &nbsp;&nbsp; $6248541.14 | &nbsp;&nbsp;0.52% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lime Financial Services, Ltd. | &nbsp;&nbsp; 44 | &nbsp;&nbsp;0.69% | &nbsp;&nbsp; 25 | &nbsp;&nbsp; $4406256.79 | &nbsp;&nbsp;0.36% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 25 | &nbsp;&nbsp; $4406256.79 | &nbsp;&nbsp;0.36% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;FlexPoint Funding Corporation | &nbsp;&nbsp; 30 | &nbsp;&nbsp;0.51% | &nbsp;&nbsp; 4 | &nbsp;&nbsp; $1187707.20 | &nbsp;&nbsp;0.09% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 4 | &nbsp;&nbsp; $1187707.20 | &nbsp;&nbsp;0.09% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Decision One Mortgage Company, LLC | &nbsp;&nbsp; 11 | &nbsp;&nbsp;0.11% | &nbsp;&nbsp; 9 | &nbsp;&nbsp; $1019494.57 | &nbsp;&nbsp;0.08% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 9 | &nbsp;&nbsp; $1019494.57 | &nbsp;&nbsp;0.08% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Fremont Investment & Loan | &nbsp;&nbsp; 10 | &nbsp;&nbsp;0.11% | &nbsp;&nbsp; 5 | &nbsp;&nbsp; $931930.85 | &nbsp;&nbsp;0.07% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 5 | &nbsp;&nbsp; $931930.85 | &nbsp;&nbsp;0.07% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Horizon Home Loan Corp. | &nbsp;&nbsp; 8 | &nbsp;&nbsp;0.08% | &nbsp;&nbsp; 3 | &nbsp;&nbsp; $361928.18 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 3 | &nbsp;&nbsp; $361928.18 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mandalay Mortgage, LLC | &nbsp;&nbsp; 6 | &nbsp;&nbsp;0.13% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $441757.90 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $441757.90 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;WMC Mortgage Corp. | &nbsp;&nbsp; 3 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; 3 | &nbsp;&nbsp; $214893.34 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 3 | &nbsp;&nbsp; $214893.34 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Aegis Mortgage Corporation | &nbsp;&nbsp; 2 | &nbsp;&nbsp;8.93E-05 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $608.64 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $608.64 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Countrywide Home Loans, Inc. | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $148417.40 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $148417.40 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 6786 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 3204 | &nbsp;&nbsp; $604061167.32 | &nbsp;&nbsp;50.31% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 3204 | &nbsp;&nbsp; $604061167.32 | &nbsp;&nbsp;50.31% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;IXIS Real Estate Capital Trust 2006-HE3 (0001373780) | &nbsp;&nbsp;X | &nbsp;&nbsp;First NLC | &nbsp;&nbsp; 2055 | &nbsp;&nbsp;34.66% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $189775.00 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $189775.00 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;New Century | &nbsp;&nbsp; 695 | &nbsp;&nbsp;15.32% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Accredited | &nbsp;&nbsp; 686 | &nbsp;&nbsp;14.14% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Encore | &nbsp;&nbsp; 351 | &nbsp;&nbsp;8.76% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Master Financial | &nbsp;&nbsp; 336 | &nbsp;&nbsp;8.26% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Rose Mortgage | &nbsp;&nbsp; 247 | &nbsp;&nbsp;6.19% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Horizon | &nbsp;&nbsp; 205 | &nbsp;&nbsp;3.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lenders Direct | &nbsp;&nbsp; 110 | &nbsp;&nbsp;2.10% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Funding America | &nbsp;&nbsp; 79 | &nbsp;&nbsp;1.11% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Banc | &nbsp;&nbsp; 78 | &nbsp;&nbsp;1.34% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lime Financial | &nbsp;&nbsp; 53 | &nbsp;&nbsp;1.04% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Chapel | &nbsp;&nbsp; 51 | &nbsp;&nbsp;1.05% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Maxim | &nbsp;&nbsp; 48 | &nbsp;&nbsp;0.81% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mandalay | &nbsp;&nbsp; 39 | &nbsp;&nbsp;0.63% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Flex Point | &nbsp;&nbsp; 34 | &nbsp;&nbsp;0.76% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Quick Loan | &nbsp;&nbsp; 29 | &nbsp;&nbsp;0.69% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 5096 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $189775.00 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $189775.00 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley IXIS Real Estate Capital Trust 2006-2 (0001380001) | &nbsp;&nbsp;X | &nbsp;&nbsp;First NLC Financial Services, LLC | &nbsp;&nbsp; 2183 | &nbsp;&nbsp;27.20% | &nbsp;&nbsp; 1723 | &nbsp;&nbsp; $281024230.35 | &nbsp;&nbsp;23.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1723 | &nbsp;&nbsp; $281024230.35 | &nbsp;&nbsp;23.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Accredited Home Lenders, Inc. | &nbsp;&nbsp; 1564 | &nbsp;&nbsp;22.53% | &nbsp;&nbsp; 1115 | &nbsp;&nbsp; $210827394.46 | &nbsp;&nbsp;17.26% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1115 | &nbsp;&nbsp; $210827394.46 | &nbsp;&nbsp;17.26% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Master Financial, Inc. | &nbsp;&nbsp; 1187 | &nbsp;&nbsp;22.03% | &nbsp;&nbsp; 1167 | &nbsp;&nbsp; $273257925.94 | &nbsp;&nbsp;22.38% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1167 | &nbsp;&nbsp; $273257925.94 | &nbsp;&nbsp;22.38% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wilmington Finance, Inc. | &nbsp;&nbsp; 1148 | &nbsp;&nbsp;18.34% | &nbsp;&nbsp; 817 | &nbsp;&nbsp; $167147305.84 | &nbsp;&nbsp;13.69% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 817 | &nbsp;&nbsp; $167147305.84 | &nbsp;&nbsp;13.69% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Encore Credit Corp. | &nbsp;&nbsp; 148 | &nbsp;&nbsp;2.52% | &nbsp;&nbsp; 143 | &nbsp;&nbsp; $30378530.38 | &nbsp;&nbsp;2.48% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 143 | &nbsp;&nbsp; $30378530.38 | &nbsp;&nbsp;2.48% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;NC Capital Corporation | &nbsp;&nbsp; 141 | &nbsp;&nbsp;2.51% | &nbsp;&nbsp; 136 | &nbsp;&nbsp; $31234371.36 | &nbsp;&nbsp;2.55% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 136 | &nbsp;&nbsp; $31234371.36 | &nbsp;&nbsp;2.55% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lenders Direct Capital Corp | &nbsp;&nbsp; 76 | &nbsp;&nbsp;1.18% | &nbsp;&nbsp; 76 | &nbsp;&nbsp; $14997012.26 | &nbsp;&nbsp;1.22% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 76 | &nbsp;&nbsp; $14997012.26 | &nbsp;&nbsp;1.22% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Rose Mortgage, Inc. | &nbsp;&nbsp; 73 | &nbsp;&nbsp;1.14% | &nbsp;&nbsp; 69 | &nbsp;&nbsp; $13168792.31 | &nbsp;&nbsp;1.07% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 69 | &nbsp;&nbsp; $13168792.31 | &nbsp;&nbsp;1.07% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Funding America, LLC | &nbsp;&nbsp; 67 | &nbsp;&nbsp;0.79% | &nbsp;&nbsp; 67 | &nbsp;&nbsp; $9574143.24 | &nbsp;&nbsp;0.78% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 67 | &nbsp;&nbsp; $9574143.24 | &nbsp;&nbsp;0.78% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Horizon Home Loan Corp. | &nbsp;&nbsp; 53 | &nbsp;&nbsp;0.53% | &nbsp;&nbsp; 52 | &nbsp;&nbsp; $6530083.58 | &nbsp;&nbsp;0.53% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 52 | &nbsp;&nbsp; $6530083.58 | &nbsp;&nbsp;0.53% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Maxim Mortgage Corp. | &nbsp;&nbsp; 23 | &nbsp;&nbsp;0.24% | &nbsp;&nbsp; 23 | &nbsp;&nbsp; $2632375.35 | &nbsp;&nbsp;0.21% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 23 | &nbsp;&nbsp; $2632375.35 | &nbsp;&nbsp;0.21% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Bank Mortgage, Inc. | &nbsp;&nbsp; 23 | &nbsp;&nbsp;0.20% | &nbsp;&nbsp; 23 | &nbsp;&nbsp; $2388799.42 | &nbsp;&nbsp;0.19% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 23 | &nbsp;&nbsp; $2388799.42 | &nbsp;&nbsp;0.19% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mandalay Mortgage, LLC | &nbsp;&nbsp; 17 | &nbsp;&nbsp;0.27% | &nbsp;&nbsp; 17 | &nbsp;&nbsp; $3711142.50 | &nbsp;&nbsp;0.30% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 17 | &nbsp;&nbsp; $3711142.50 | &nbsp;&nbsp;0.30% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lime Financial Services, Ltd. | &nbsp;&nbsp; 17 | &nbsp;&nbsp;0.24% | &nbsp;&nbsp; 17 | &nbsp;&nbsp; $2937611.42 | &nbsp;&nbsp;0.24% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 17 | &nbsp;&nbsp; $2937611.42 | &nbsp;&nbsp;0.24% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Quick Loan Funding Inc. | &nbsp;&nbsp; 8 | &nbsp;&nbsp;0.13% | &nbsp;&nbsp; 7 | &nbsp;&nbsp; $1552740.65 | &nbsp;&nbsp;0.12% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 7 | &nbsp;&nbsp; $1552740.65 | &nbsp;&nbsp;0.12% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;FlexPoint Funding Corporation | &nbsp;&nbsp; 4 | &nbsp;&nbsp;0.08% | &nbsp;&nbsp; 7 | &nbsp;&nbsp; $1670673.50 | &nbsp;&nbsp;0.13% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 7 | &nbsp;&nbsp; $1670673.50 | &nbsp;&nbsp;0.13% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Meritage Mortgage Corporation | &nbsp;&nbsp; 3 | &nbsp;&nbsp;0.04% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $153161.30 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $153161.30 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Aames Capital Corporation | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $461520.30 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $461520.30 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Countrywide Home Loans, Inc. | &nbsp;&nbsp; 2 | &nbsp;&nbsp;2.95E-05 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $28237.93 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $28237.93 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;ResMAE Mortgage Corporation | &nbsp;&nbsp; 1 | &nbsp;&nbsp;7.61E-05 | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 6740 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 5463 | &nbsp;&nbsp; $1053676052.09 | &nbsp;&nbsp;86.20% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 5463 | &nbsp;&nbsp; $1053676052.09 | &nbsp;&nbsp;86.20% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley ABS Capital I Trust 2006-HE8 (0001380947) | &nbsp;&nbsp;X | &nbsp;&nbsp;NC Capital Corporation | &nbsp;&nbsp; 4720 | &nbsp;&nbsp;61.23% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $870200.00 | &nbsp;&nbsp;0.06% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $870200.00 | &nbsp;&nbsp;0.06% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Decision One Mortgage Company, LLC | &nbsp;&nbsp; 2358 | &nbsp;&nbsp;28.57% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;WMC Mortgage Corp | &nbsp;&nbsp; 777 | &nbsp;&nbsp;10.19% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 7855 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $870200.00 | &nbsp;&nbsp;0.06% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $870200.00 | &nbsp;&nbsp;0.06% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust 2006-17XS (0001382250) | &nbsp;&nbsp;X | &nbsp;&nbsp;Morgan Stanley Mortgage Capital Holdings (MSMCH) | &nbsp;&nbsp; 755 | &nbsp;&nbsp;44.71% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;American Home Mortgage Corp. | &nbsp;&nbsp; 462 | &nbsp;&nbsp;15.62% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;GreenPoint Mortgage Funding, Inc. | &nbsp;&nbsp; 413 | &nbsp;&nbsp;18.71% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $73250.80 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $73250.80 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wachovia Mortgage Corporation | &nbsp;&nbsp; 154 | &nbsp;&nbsp;7.83% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;IndyMac Bank, FSB | &nbsp;&nbsp; 146 | &nbsp;&nbsp;8.11% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First National Bank of Nevada | &nbsp;&nbsp; 66 | &nbsp;&nbsp;2.92% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;The Hemisphere National Bank | &nbsp;&nbsp; 32 | &nbsp;&nbsp;2.05% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mortgage IT, Inc. | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.05% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 2029 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $73250.80 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $73250.80 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley ABS Capital I Trust 2007-HE1 (0001385840) | &nbsp;&nbsp;X | &nbsp;&nbsp;NC Capital Corporation | &nbsp;&nbsp; 4946 | &nbsp;&nbsp;71.09% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $436800.00 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $436800.00 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Decision One Mortgage Company, LLC | &nbsp;&nbsp; 2078 | &nbsp;&nbsp;28.91% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $75942.77 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $75942.77 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 7024 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $512742.77 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $512742.77 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;IXIS Real Estate Capital Trust 2007-HE1 (0001385274) | &nbsp;&nbsp;X | &nbsp;&nbsp;First NLC | &nbsp;&nbsp; 1695 | &nbsp;&nbsp;36.61% | &nbsp;&nbsp; 923 | &nbsp;&nbsp; $157644020.05 | &nbsp;&nbsp;23.79% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 923 | &nbsp;&nbsp; $157644020.05 | &nbsp;&nbsp;23.79% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Master Financial | &nbsp;&nbsp; 602 | &nbsp;&nbsp;19.44% | &nbsp;&nbsp; 442 | &nbsp;&nbsp; $111979598.64 | &nbsp;&nbsp;16.90% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 442 | &nbsp;&nbsp; $111979598.64 | &nbsp;&nbsp;16.90% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lenders Direct | &nbsp;&nbsp; 337 | &nbsp;&nbsp;9.05% | &nbsp;&nbsp; 242 | &nbsp;&nbsp; $50816878.85 | &nbsp;&nbsp;7.67% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 242 | &nbsp;&nbsp; $50816878.85 | &nbsp;&nbsp;7.67% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Rose Mortgage | &nbsp;&nbsp; 317 | &nbsp;&nbsp;9.54% | &nbsp;&nbsp; 165 | &nbsp;&nbsp; $33736310.55 | &nbsp;&nbsp;5.09% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 165 | &nbsp;&nbsp; $33736310.55 | &nbsp;&nbsp;5.09% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Funding America | &nbsp;&nbsp; 278 | &nbsp;&nbsp;6.60% | &nbsp;&nbsp; 138 | &nbsp;&nbsp; $26354701.48 | &nbsp;&nbsp;3.97% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 138 | &nbsp;&nbsp; $26354701.48 | &nbsp;&nbsp;3.97% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;New Century | &nbsp;&nbsp; 188 | &nbsp;&nbsp;5.50% | &nbsp;&nbsp; 92 | &nbsp;&nbsp; $23683012.43 | &nbsp;&nbsp;3.57% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 92 | &nbsp;&nbsp; $23683012.43 | &nbsp;&nbsp;3.57% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Sebring Capital | &nbsp;&nbsp; 170 | &nbsp;&nbsp;3.05% | &nbsp;&nbsp; 90 | &nbsp;&nbsp; $11830969.05 | &nbsp;&nbsp;1.78% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 90 | &nbsp;&nbsp; $11830969.05 | &nbsp;&nbsp;1.78% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Accredited | &nbsp;&nbsp; 114 | &nbsp;&nbsp;2.44% | &nbsp;&nbsp; 49 | &nbsp;&nbsp; $8262986.92 | &nbsp;&nbsp;1.24% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 49 | &nbsp;&nbsp; $8262986.92 | &nbsp;&nbsp;1.24% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Maxim | &nbsp;&nbsp; 111 | &nbsp;&nbsp;2.78% | &nbsp;&nbsp; 66 | &nbsp;&nbsp; $13332256.63 | &nbsp;&nbsp;2.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 66 | &nbsp;&nbsp; $13332256.63 | &nbsp;&nbsp;2.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Horizon | &nbsp;&nbsp; 53 | &nbsp;&nbsp;1.04% | &nbsp;&nbsp; 18 | &nbsp;&nbsp; $3110533.37 | &nbsp;&nbsp;0.46% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 18 | &nbsp;&nbsp; $3110533.37 | &nbsp;&nbsp;0.46% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;CIT | &nbsp;&nbsp; 49 | &nbsp;&nbsp;1.06% | &nbsp;&nbsp; 23 | &nbsp;&nbsp; $4600532.28 | &nbsp;&nbsp;0.69% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 23 | &nbsp;&nbsp; $4600532.28 | &nbsp;&nbsp;0.69% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Platinum Capital | &nbsp;&nbsp; 24 | &nbsp;&nbsp;0.65% | &nbsp;&nbsp; 17 | &nbsp;&nbsp; $3659220.89 | &nbsp;&nbsp;0.55% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 17 | &nbsp;&nbsp; $3659220.89 | &nbsp;&nbsp;0.55% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lime Financial | &nbsp;&nbsp; 22 | &nbsp;&nbsp;0.48% | &nbsp;&nbsp; 13 | &nbsp;&nbsp; $2949410.83 | &nbsp;&nbsp;0.44% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 13 | &nbsp;&nbsp; $2949410.83 | &nbsp;&nbsp;0.44% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Quick Loan | &nbsp;&nbsp; 19 | &nbsp;&nbsp;0.49% | &nbsp;&nbsp; 7 | &nbsp;&nbsp; $1607729.38 | &nbsp;&nbsp;0.24% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 7 | &nbsp;&nbsp; $1607729.38 | &nbsp;&nbsp;0.24% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Banc | &nbsp;&nbsp; 18 | &nbsp;&nbsp;0.35% | &nbsp;&nbsp; 7 | &nbsp;&nbsp; $552985.52 | &nbsp;&nbsp;0.08% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 7 | &nbsp;&nbsp; $552985.52 | &nbsp;&nbsp;0.08% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Flex Point | &nbsp;&nbsp; 17 | &nbsp;&nbsp;0.51% | &nbsp;&nbsp; 9 | &nbsp;&nbsp; $1948903.45 | &nbsp;&nbsp;0.29% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 9 | &nbsp;&nbsp; $1948903.45 | &nbsp;&nbsp;0.29% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mandalay | &nbsp;&nbsp; 14 | &nbsp;&nbsp;0.42% | &nbsp;&nbsp; 8 | &nbsp;&nbsp; $1597257.05 | &nbsp;&nbsp;0.24% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 8 | &nbsp;&nbsp; $1597257.05 | &nbsp;&nbsp;0.24% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 4028 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 2309 | &nbsp;&nbsp; $457667307.37 | &nbsp;&nbsp;69.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2309 | &nbsp;&nbsp; $457667307.37 | &nbsp;&nbsp;69.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust 2007-1XS (0001386631) | &nbsp;&nbsp;X | &nbsp;&nbsp;Morgan Stanley Mortgage Capital Holdings (MSMCH) | &nbsp;&nbsp; 809 | &nbsp;&nbsp;49.44% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $148229.80 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $148229.80 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First National Bank of Nevada | &nbsp;&nbsp; 429 | &nbsp;&nbsp;17.85% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;American Home Mortgage Corp. | &nbsp;&nbsp; 214 | &nbsp;&nbsp;7.24% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;GreenPoint Mortgage Funding, Inc. | &nbsp;&nbsp; 149 | &nbsp;&nbsp;6.46% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;IndyMac Bank, FSB | &nbsp;&nbsp; 114 | &nbsp;&nbsp;6.82% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lydian Private Bank | &nbsp;&nbsp; 76 | &nbsp;&nbsp;6.45% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wachovia Mortgage Corporation | &nbsp;&nbsp; 64 | &nbsp;&nbsp;3.35% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wilmington Finance, Inc. | &nbsp;&nbsp; 45 | &nbsp;&nbsp;1.64% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mortgage IT, Inc. | &nbsp;&nbsp; 6 | &nbsp;&nbsp;0.32% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Sovereign Bank | &nbsp;&nbsp; 5 | &nbsp;&nbsp;0.24% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;PHH Mortgage Corporation | &nbsp;&nbsp; 5 | &nbsp;&nbsp;0.12% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Quicken Loans, Inc. | &nbsp;&nbsp; 3 | &nbsp;&nbsp;0.08% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 1919 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $148229.80 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $148229.80 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley ABS Capital I Trust 2007-HE2 (0001389136) | &nbsp;&nbsp;X | &nbsp;&nbsp;New Century | &nbsp;&nbsp; 3194 | &nbsp;&nbsp;45.92% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;WMC | &nbsp;&nbsp; 2423 | &nbsp;&nbsp;37.92% | &nbsp;&nbsp; 6 | &nbsp;&nbsp; $1301063.05 | &nbsp;&nbsp;0.11% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 6 | &nbsp;&nbsp; $1301063.05 | &nbsp;&nbsp;0.11% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Decision One | &nbsp;&nbsp; 1098 | &nbsp;&nbsp;16.16% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 6715 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 6 | &nbsp;&nbsp; $1301063.05 | &nbsp;&nbsp;0.11% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 6 | &nbsp;&nbsp; $1301063.05 | &nbsp;&nbsp;0.11% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley Home Equity Loan Trust 2007-1 (0001390108) | &nbsp;&nbsp;X | &nbsp;&nbsp;Accredited Home Lenders, Inc. | &nbsp;&nbsp; 1002 | &nbsp;&nbsp;27.36% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wilmington Finance, Inc. | &nbsp;&nbsp; 906 | &nbsp;&nbsp;25.35% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Fremont Investment & Loan | &nbsp;&nbsp; 832 | &nbsp;&nbsp;27.61% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $307798.70 | &nbsp;&nbsp;0.04% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $307798.70 | &nbsp;&nbsp;0.04% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First NLC Financial Services, LLC | &nbsp;&nbsp; 809 | &nbsp;&nbsp;19.60% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Meritage Mortgage Corporation | &nbsp;&nbsp; 3 | &nbsp;&nbsp;0.08% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 3552 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $307798.70 | &nbsp;&nbsp;0.04% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $307798.70 | &nbsp;&nbsp;0.04% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust 2007-3XS (0001390267) | &nbsp;&nbsp;X | &nbsp;&nbsp;Morgan Stanley Mortgage Capital Holdings (MSMCH) | &nbsp;&nbsp; 950 | &nbsp;&nbsp;57.14% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;FNBA Conduit | &nbsp;&nbsp; 471 | &nbsp;&nbsp;18.78% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;American Home Mortgage | &nbsp;&nbsp; 148 | &nbsp;&nbsp;5.90% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Virtual Bank Alt-A | &nbsp;&nbsp; 103 | &nbsp;&nbsp;9.76% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wilmington Finance, Inc. | &nbsp;&nbsp; 87 | &nbsp;&nbsp;2.83% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $112707.70 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $112707.70 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Greenpoint Conduit | &nbsp;&nbsp; 68 | &nbsp;&nbsp;2.91% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mortgage IT | &nbsp;&nbsp; 33 | &nbsp;&nbsp;1.31% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wachovia Mortgage Corporation | &nbsp;&nbsp; 24 | &nbsp;&nbsp;1.05% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;IndyMac Inc. | &nbsp;&nbsp; 3 | &nbsp;&nbsp;0.26% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Sovereign Bank | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.07% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 1888 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $112707.70 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $112707.70 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust 2007-5AX (0001390268) | &nbsp;&nbsp;X | &nbsp;&nbsp;Morgan Stanley Mortgage Capital Holdings (MSMCH) | &nbsp;&nbsp; 1167 | &nbsp;&nbsp;76.66% | &nbsp;&nbsp; 139 | &nbsp;&nbsp; $29460891.90 | &nbsp;&nbsp;5.38% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 139 | &nbsp;&nbsp; $29460891.90 | &nbsp;&nbsp;5.38% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wilmington Finance, Inc. | &nbsp;&nbsp; 167 | &nbsp;&nbsp;7.70% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wachovia Mortgage Corporation | &nbsp;&nbsp; 111 | &nbsp;&nbsp;5.88% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;IndyMac Inc. | &nbsp;&nbsp; 68 | &nbsp;&nbsp;2.84% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;New Century Capital Corp | &nbsp;&nbsp; 32 | &nbsp;&nbsp;1.64% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;American Home Mortgage | &nbsp;&nbsp; 28 | &nbsp;&nbsp;2.77% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Virtual Bank Alt-A | &nbsp;&nbsp; 15 | &nbsp;&nbsp;1.60% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;RBMG Conduit | &nbsp;&nbsp; 8 | &nbsp;&nbsp;0.38% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Quicken Loans- Conduit | &nbsp;&nbsp; 5 | &nbsp;&nbsp;0.34% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;FNBA Conduit | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.05% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mortgage IT | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.14% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 1604 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 139 | &nbsp;&nbsp; $29460891.90 | &nbsp;&nbsp;5.38% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 139 | &nbsp;&nbsp; $29460891.90 | &nbsp;&nbsp;5.38% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley ABS Capital I Trust 2007-HE3 (0001390482) | &nbsp;&nbsp;X | &nbsp;&nbsp;Fremont Investment & Loan | &nbsp;&nbsp; 3653 | &nbsp;&nbsp;76.46% | &nbsp;&nbsp; 7 | &nbsp;&nbsp; $1655054.95 | &nbsp;&nbsp;0.20% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 7 | &nbsp;&nbsp; $1655054.95 | &nbsp;&nbsp;0.20% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;NC Capital Corporation | &nbsp;&nbsp; 1408 | &nbsp;&nbsp;23.54% | &nbsp;&nbsp; 3 | &nbsp;&nbsp; $465917.84 | &nbsp;&nbsp;0.05% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 3 | &nbsp;&nbsp; $465917.84 | &nbsp;&nbsp;0.05% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 5061 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 10 | &nbsp;&nbsp; $2120972.79 | &nbsp;&nbsp;0.25% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 10 | &nbsp;&nbsp; $2120972.79 | &nbsp;&nbsp;0.25% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley Home Equity Loan Trust 2007-2 (0001393674) | &nbsp;&nbsp;X | &nbsp;&nbsp;First NLC Financial Services, LLC | &nbsp;&nbsp; 1824 | &nbsp;&nbsp;34.42% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $44108.64 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $44108.64 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wilmington Finance, Inc. | &nbsp;&nbsp; 1576 | &nbsp;&nbsp;35.40% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Accredited Home Lenders, Inc. | &nbsp;&nbsp; 1272 | &nbsp;&nbsp;30.18% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 4672 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $44108.64 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $44108.64 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley ABS Capital I Trust 2007-HE5 (0001395812) | &nbsp;&nbsp;X | &nbsp;&nbsp;WMC Mortgage Corp | &nbsp;&nbsp; 2927 | &nbsp;&nbsp;51.32% | &nbsp;&nbsp; 583 | &nbsp;&nbsp; $120215562.58 | &nbsp;&nbsp;11.34% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 583 | &nbsp;&nbsp; $120215562.58 | &nbsp;&nbsp;11.34% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Decision One Mortgage Corp. | &nbsp;&nbsp; 2891 | &nbsp;&nbsp;48.68% | &nbsp;&nbsp; 490 | &nbsp;&nbsp; $96130980.93 | &nbsp;&nbsp;9.07% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 490 | &nbsp;&nbsp; $96130980.93 | &nbsp;&nbsp;9.07% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 5818 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 1073 | &nbsp;&nbsp; $216346543.51 | &nbsp;&nbsp;20.41% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1073 | &nbsp;&nbsp; $216346543.51 | &nbsp;&nbsp;20.41% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Natixis Real Estate Capital Trust 2007-HE2 (0001396344) | &nbsp;&nbsp;X | &nbsp;&nbsp;Master Financial | &nbsp;&nbsp; 1788 | &nbsp;&nbsp;51.77% | &nbsp;&nbsp; 5 | &nbsp;&nbsp; $1429482.00 | &nbsp;&nbsp;0.17% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 5 | &nbsp;&nbsp; $1429482.00 | &nbsp;&nbsp;0.17% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First NLC | &nbsp;&nbsp; 1477 | &nbsp;&nbsp;28.44% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $57377.87 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $57377.87 | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Horizon | &nbsp;&nbsp; 288 | &nbsp;&nbsp;5.39% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lenders Direct | &nbsp;&nbsp; 192 | &nbsp;&nbsp;4.55% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;CIT | &nbsp;&nbsp; 178 | &nbsp;&nbsp;3.68% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $261250.00 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $261250.00 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Rose Mortgage | &nbsp;&nbsp; 84 | &nbsp;&nbsp;2.45% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Funding America | &nbsp;&nbsp; 53 | &nbsp;&nbsp;0.85% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $565184.00 | &nbsp;&nbsp;0.07% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $565184.00 | &nbsp;&nbsp;0.07% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Accredited | &nbsp;&nbsp; 52 | &nbsp;&nbsp;0.66% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Maxim | &nbsp;&nbsp; 38 | &nbsp;&nbsp;1.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Flex Point | &nbsp;&nbsp; 21 | &nbsp;&nbsp;0.53% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;New Century | &nbsp;&nbsp; 15 | &nbsp;&nbsp;0.29% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Platinum Capital | &nbsp;&nbsp; 7 | &nbsp;&nbsp;0.20% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lime Financial | &nbsp;&nbsp; 7 | &nbsp;&nbsp;0.14% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mandalay | &nbsp;&nbsp; 4 | &nbsp;&nbsp;0.04% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 4204 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 8 | &nbsp;&nbsp; $2313293.87 | &nbsp;&nbsp;0.27% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 8 | &nbsp;&nbsp; $2313293.87 | &nbsp;&nbsp;0.27% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley ABS Capital I Trust 2007-NC2 (0001396589) | &nbsp;&nbsp;X | &nbsp;&nbsp;New Century | &nbsp;&nbsp; 5657 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 2892 | &nbsp;&nbsp; $560437548.90 | &nbsp;&nbsp;57.67% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2892 | &nbsp;&nbsp; $560437548.90 | &nbsp;&nbsp;57.67% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 5657 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 2892 | &nbsp;&nbsp; $560437548.90 | &nbsp;&nbsp;57.67% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2892 | &nbsp;&nbsp; $560437548.90 | &nbsp;&nbsp;57.67% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley ABS Capital I Trust 2007-HE6 (0001399798) | &nbsp;&nbsp;X | &nbsp;&nbsp;WMC Mortgage Corp | &nbsp;&nbsp; 3399 | &nbsp;&nbsp;54.09% | &nbsp;&nbsp; 2060 | &nbsp;&nbsp; $398453805.50 | &nbsp;&nbsp;36.53% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2060 | &nbsp;&nbsp; $398453805.50 | &nbsp;&nbsp;36.53% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Decision One Mortgage Corp. | &nbsp;&nbsp; 2776 | &nbsp;&nbsp;45.91% | &nbsp;&nbsp; 1591 | &nbsp;&nbsp; $319403492.15 | &nbsp;&nbsp;29.28% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1591 | &nbsp;&nbsp; $319403492.15 | &nbsp;&nbsp;29.28% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 6175 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 3651 | &nbsp;&nbsp; $717857297.65 | &nbsp;&nbsp;65.81% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 3651 | &nbsp;&nbsp; $717857297.65 | &nbsp;&nbsp;65.81% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust 2007-8XS (0001401131) | &nbsp;&nbsp;X | &nbsp;&nbsp;Morgan Stanley Mortgage Capital Holdings (MSMCH) | &nbsp;&nbsp; 1311 | &nbsp;&nbsp;81.28% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wilmington Finance, Inc. | &nbsp;&nbsp; 166 | &nbsp;&nbsp;6.02% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $316746.60 | &nbsp;&nbsp;0.06% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $316746.60 | &nbsp;&nbsp;0.06% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Greenpoint Mortgage Funding, Inc. | &nbsp;&nbsp; 144 | &nbsp;&nbsp;3.32% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Fifth Third Mortgage Company | &nbsp;&nbsp; 56 | &nbsp;&nbsp;6.12% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;American Home Mortgage Corp. | &nbsp;&nbsp; 25 | &nbsp;&nbsp;0.96% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Republic Federal Bank, N.A. fka The Hemisphere National Bank | &nbsp;&nbsp; 19 | &nbsp;&nbsp;0.99% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mortgage IT, Inc. | &nbsp;&nbsp; 16 | &nbsp;&nbsp;0.59% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lydian Private Bank | &nbsp;&nbsp; 10 | &nbsp;&nbsp;0.66% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Sovereign Bank | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.07% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 1749 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $316746.60 | &nbsp;&nbsp;0.06% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $316746.60 | &nbsp;&nbsp;0.06% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust 2007-10XS (0001402376) | &nbsp;&nbsp;X | &nbsp;&nbsp;Morgan Stanley Mortgage Capital Holdings (MSMCH) | &nbsp;&nbsp; 1014 | &nbsp;&nbsp;76.17% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $786936.60 | &nbsp;&nbsp;0.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $786936.60 | &nbsp;&nbsp;0.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;FNBA Conduit | &nbsp;&nbsp; 218 | &nbsp;&nbsp;8.07% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $115431.10 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $115431.10 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wachovia Mortgage Corporation | &nbsp;&nbsp; 82 | &nbsp;&nbsp;4.21% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Greenpoint Conduit | &nbsp;&nbsp; 62 | &nbsp;&nbsp;5.47% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;MSDW CC - Conduit | &nbsp;&nbsp; 35 | &nbsp;&nbsp;2.05% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;US Bank - Conduit | &nbsp;&nbsp; 26 | &nbsp;&nbsp;3.21% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wilmington Finance, Inc. | &nbsp;&nbsp; 24 | &nbsp;&nbsp;0.82% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 1461 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 3 | &nbsp;&nbsp; $902367.70 | &nbsp;&nbsp;0.17% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 3 | &nbsp;&nbsp; $902367.70 | &nbsp;&nbsp;0.17% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust 2007-14AR (0001412590) | &nbsp;&nbsp;X | &nbsp;&nbsp;Morgan Stanley Mortgage Capital Holdings (MSMCH) | &nbsp;&nbsp; 671 | &nbsp;&nbsp;38.24% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $1260999.80 | &nbsp;&nbsp;0.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $1260999.80 | &nbsp;&nbsp;0.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Morgan Stanley Credit Corporation (MSCC) | &nbsp;&nbsp; 325 | &nbsp;&nbsp;27.45% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;American Home Mortgage Corp. | &nbsp;&nbsp; 236 | &nbsp;&nbsp;16.86% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;National City Mortgage Co. | &nbsp;&nbsp; 106 | &nbsp;&nbsp;9.20% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;IndyMac Bank, F.S.B. | &nbsp;&nbsp; 47 | &nbsp;&nbsp;1.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wachovia Mortgage Corporation | &nbsp;&nbsp; 33 | &nbsp;&nbsp;1.17% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First National Bank of Nevada | &nbsp;&nbsp; 31 | &nbsp;&nbsp;1.25% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Fifth Third Mortgage Company | &nbsp;&nbsp; 19 | &nbsp;&nbsp;1.63% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;US Bank, N.A. | &nbsp;&nbsp; 16 | &nbsp;&nbsp;0.88% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wells Fargo Bank N.A. | &nbsp;&nbsp; 16 | &nbsp;&nbsp;0.62% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;New Century Mortgage Corp | &nbsp;&nbsp; 13 | &nbsp;&nbsp;0.43% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Greenpoint Mortgage Funding, Inc. | &nbsp;&nbsp; 10 | &nbsp;&nbsp;0.67% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wilmington Finance, Inc. | &nbsp;&nbsp; 6 | &nbsp;&nbsp;0.14% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Quicken Loans, Inc. | &nbsp;&nbsp; 5 | &nbsp;&nbsp;0.23% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;NetBank | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.04% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Lydian Private Bank | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 1536 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $1260999.80 | &nbsp;&nbsp;0.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $1260999.80 | &nbsp;&nbsp;0.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
| &nbsp;&nbsp;Morgan Stanley ABS Capital I Trust 2007-SEA1 (144A) |  | &nbsp;&nbsp;Decision One Mortgage Company LLC | &nbsp;&nbsp; 1447 | &nbsp;&nbsp;40.59% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;WMC Mortgage Corp. | &nbsp;&nbsp; 481 | &nbsp;&nbsp;14.86% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Fieldstone Mortgage Company | &nbsp;&nbsp; 360 | &nbsp;&nbsp;9.52% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $105730.00 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 2 | &nbsp;&nbsp; $105730.00 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First NLC Financial Services, LLC | &nbsp;&nbsp; 289 | &nbsp;&nbsp;9.68% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Fremont Investment & Loan | &nbsp;&nbsp; 105 | &nbsp;&nbsp;3.73% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Bank of America, NA | &nbsp;&nbsp; 91 | &nbsp;&nbsp;3.61% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;National City Mortgage Co. | &nbsp;&nbsp; 57 | &nbsp;&nbsp;1.68% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Horizon Home Loan Corp. | &nbsp;&nbsp; 53 | &nbsp;&nbsp;1.44% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Ocean First | &nbsp;&nbsp; 48 | &nbsp;&nbsp;1.69% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;American Mortgage Network Inc. | &nbsp;&nbsp; 45 | &nbsp;&nbsp;1.85% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Saxon | &nbsp;&nbsp; 32 | &nbsp;&nbsp;0.71% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Aegis Mortgage Corporation | &nbsp;&nbsp; 26 | &nbsp;&nbsp;0.82% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Option One Mortgage Corporation | &nbsp;&nbsp; 25 | &nbsp;&nbsp;0.67% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Meritage | &nbsp;&nbsp; 23 | &nbsp;&nbsp;0.48% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wilmington Finance, Inc. | &nbsp;&nbsp; 19 | &nbsp;&nbsp;0.49% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Quicken | &nbsp;&nbsp; 19 | &nbsp;&nbsp;0.41% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;NC Capital Corporation | &nbsp;&nbsp; 14 | &nbsp;&nbsp;0.48% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First National Bank of Nevada | &nbsp;&nbsp; 10 | &nbsp;&nbsp;0.24% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Acoustic | &nbsp;&nbsp; 10 | &nbsp;&nbsp;0.13% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Aames Capital Corporation | &nbsp;&nbsp; 9 | &nbsp;&nbsp;0.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Realty Mortgage Corporation | &nbsp;&nbsp; 9 | &nbsp;&nbsp;0.21% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;MILA, Inc. | &nbsp;&nbsp; 7 | &nbsp;&nbsp;0.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Greenpoint | &nbsp;&nbsp; 7 | &nbsp;&nbsp;0.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Financial | &nbsp;&nbsp; 7 | &nbsp;&nbsp;0.14% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Redwood | &nbsp;&nbsp; 7 | &nbsp;&nbsp;0.38% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Ideal Mortgage Bankers, Ltd. | &nbsp;&nbsp; 7 | &nbsp;&nbsp;0.31% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Alliance Bancorp | &nbsp;&nbsp; 6 | &nbsp;&nbsp;0.34% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Metrocities Mortgage, Llc | &nbsp;&nbsp; 6 | &nbsp;&nbsp;0.70% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Alliance | &nbsp;&nbsp; 5 | &nbsp;&nbsp;0.23% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mortgage Store | &nbsp;&nbsp; 4 | &nbsp;&nbsp;0.13% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Montgomery Mortgage Capital Corporation | &nbsp;&nbsp; 4 | &nbsp;&nbsp;0.23% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First Preferred Mortgage Co. | &nbsp;&nbsp; 4 | &nbsp;&nbsp;0.07% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;First California Mortgage Compan | &nbsp;&nbsp; 4 | &nbsp;&nbsp;0.35% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Home Loan | &nbsp;&nbsp; 3 | &nbsp;&nbsp;0.10% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Sunset Mortgage Company, Lp | &nbsp;&nbsp; 3 | &nbsp;&nbsp;0.21% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;SBMC | &nbsp;&nbsp; 3 | &nbsp;&nbsp;0.19% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mortgage It | &nbsp;&nbsp; 3 | &nbsp;&nbsp;0.16% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Provident | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.16% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Freedom | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.16% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Weststar Mortgage, Inc. | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;SCME Mortgage | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.07% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Indymac Inc. | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.08% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Winstar Mortgage Partners, Inc. | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.08% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Southern Trust Mortgage | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.07% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Preferred Financial | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.06% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Southstar | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.06% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Silver State Financial Services | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.05% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Trident Mortgage | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.05% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Bay Capital | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Elite Funding Corporation | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.05% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;American Home Mortgage, Inc. | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.04% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Countrywide Home Loans, Inc. | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Goshen Community Bank An Indiana Corporation | &nbsp;&nbsp; 2 | &nbsp;&nbsp;0.04% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Homeowner Express Mortgage & Refinance | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.04% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Beacon Financial Group, Inc. | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wausau Mortgage Corporation | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Columbia Home Loans | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Atlantic Pacific Mortgage Corpor | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Americash | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;WR Starkey Mortgage, L.L.P. | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Opteum Financial Services | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Virtual Bank | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Towne Mortgage | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Amera Mtg. | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.03% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Monticello Bank | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.05% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Homeamerican Mortgage Corporation | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.05% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;George Mason Mtg. | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.04% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Sovereign Bank | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Plaza Home Mortgage | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Worldwide | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Consumer Mortgage Services | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Market Street Mortgage | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Direct Mortgage Corporation | &nbsp;&nbsp; 1 | &nbsp;&nbsp;8.99E-05 | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Cameron Financial | &nbsp;&nbsp; 1 | &nbsp;&nbsp;4.64E-05 | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Washington Mutual | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.05% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wells Fargo Bank, NA | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.06% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Dennys Corpo | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.06% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mega Capital | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.07% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Allied Mortgage | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.10% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Realty TX | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.10% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Sallie Mae Home Loans (Formerly, | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.09% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Bankerswest Funding Corporation | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.08% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Wachovia Mortgage Corporation | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.13% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;ComUnity Lending, Inc. | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Mortgage Capital | &nbsp;&nbsp; 1 | &nbsp;&nbsp;0.15% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Conduit Reprice - Small flow |  |  | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $81020.00 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $81020.00 | &nbsp;&nbsp;0.01% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Total | &nbsp;&nbsp; 3316 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 3 | &nbsp;&nbsp; $186750.00 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 3 | &nbsp;&nbsp; $186750.00 | &nbsp;&nbsp;0.02% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |
|  |  | &nbsp;&nbsp;Grand Total | &nbsp;&nbsp; 181332 | &nbsp;&nbsp;100.00% | &nbsp;&nbsp; 23879 | &nbsp;&nbsp; $4715257274.23 | &nbsp;&nbsp;14.28% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; 23879 | &nbsp;&nbsp; $4715257274.23 | &nbsp;&nbsp;14.28% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% | &nbsp;&nbsp; - | &nbsp;&nbsp; $- | &nbsp;&nbsp;0.00% |

---

FN1: This Form ABS-15G contains all applicable information in our records required to be reported on Form ABS-15G that we know and that is available to us without unreasonable effort or expense in connection with demands for repurchase or replacement of pool assets in Covered Transactions (as defined below) for breaches of representations or warranties. In connection with the preparation of Form ABS 15G, we undertook the following steps to gather the information required by Rule 15Ga-1: (i) identifying all asset-backed securities transactions in which we acted as a securitizer that were not the subject of a filing on Form ABS-15G by an affiliated securitizer ("Covered Transactions"), (ii) performing a diligent search of our records and the records of our affiliates that acted as securitizers in our transactions for all relevant information, (iii) reviewing appropriate documentation from all relevant transactions to determine the parties responsible for enforcing representations and warranties, and any other parties to the transaction who might have received repurchase requests (such parties, "Demand Entities"), and (iv) making written request of each Demand Entity to provide any information in its possession regarding requests or demands to repurchase any loans for a breach of a representation or warranty with respect to any relevant transaction that was not previously provided to us. We followed up written requests made of Demand Entities as we deemed appropriate. In addition, we requested information from trustees and other Demand Entities as to investor demands that occurred prior to July 22, 2010. It is possible that this disclosure does not contain information about all investor demands upon those parties made prior to July 22, 2010.

FN2: We identified the "originator" on the same basis that we would identify the originator for purposes of Regulation AB (Subpart 229.1100 – Asset-Backed Securities (Regulation AB), 17 C.F.R. §§229.1100-229.1125) for registered transactions.

FN3: Reflects aggregate numbers for all demand activity shown in this table.

FN4: Includes loans for which the repurchase price or replacement asset was received during the reporting period. The demand related to loans reported in this column may have been received prior to the reporting period covered by this Form ABS-15G.

FN5: Includes loans for which the securitizer is aware that the responsible party has agreed to repurchase or replace the loan but has not yet repurchased or replaced such loans. The demand related to loans reported in this column may have been received prior to the reporting period covered by this Form ABS-15G.

FN6: Includes demands received during and prior to the reporting period covered by this Form ABS-15G unless the loan falls into one of the other categories reflected on this chart or the demand was received prior to this reporting period and was finally resolved prior to this reporting period. If the securitizer is not the party responsible for repurchasing a loan subject to a demand, the loan is reflected in this column until the securitizer has been informed by the related trustee that the loan has been repurchased or replaced.

FN7: Includes loans for which the buyback demand was withdrawn by the party submitting the demand during the reporting period covered by this Form ABS-15G. The demand related to loans reported in this column may have been received prior to the reporting period covered by this Form ABS-15G.

FN8: Includes loans (i) for which a demand was received, a rebuttal was made and there was no response within 90 days of the rebuttal and (ii) for which the related obligor has repaid the loan in full, in each case during the reporting period covered by this Form ABS-15G. The demand related to loans reported in this column may have been received prior to the reporting period covered by this Form ABS-15G.

FN9: Principal balance was determined as of the earlier of (i) the principal balance reported in the September 2025 distribution date report and (ii) the principal balance on the distribution date immediately preceding the period for which the distribution date report reflected that the loan was removed from the pool. Liquidated loans reflect amounts received as borrower payments, insurance proceeds and all other liquidation proceeds. All of the balances and loan counts set forth in the exhibit are based on the securitizer's records and, in certain instances, may differ from balance and loan count information publicly available. The table below identifies the number of loans in a transaction for which the securitizer is unable to locate the current principal balance and accordingly, the original principal balance of such loans are used:<br>

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| | |
|:---|:---|
| **<u>Transaction</u>** | **<u>Number of Loans</u>** |
| Morgan Stanley ABS Capital I Trust 2007-NC3 (0001399508) | 7 |
| Morgan Stanley Mortgage Loan Trust 2007-4SL (0001389827) | 61 |
| Morgan Stanley Mortgage Loan Trust 2006-14SL (0001378354) | 32 |
| Morgan Stanley ABS Capital I Trust 2007-HE6 (0001399798) | 12 |
| Morgan Stanley Structured Trust I 2007-1 (0001404067) | 3 |
| Morgan Stanley IXIS Real Estate Capital Trust 2006-1 (0001365336) | 2 |
| Morgan Stanley IXIS Real Estate Capital Trust 2006-2 (0001380001) | 10 |
| Morgan Stanley Mortgage Loan Trust 2006-16AX (0001377602) | 1 |
| IXIS Real Estate Capital Trust 2005-HE3 (0001337472) | 4 |
| Natixis Real Estate Capital Trust 2007-HE2 (0001396344) | 4 |

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FN10: % of principal balance was calculated by using the principal balance as described in footnote 9 divided by the aggregate principal balance of the pool assets reported in the September 2025 distribution date report. Because the aggregate principal balance of the remaining pool assets may be less than the principal balance of the repurchase demands calculated as described in footnote 9, the percentage shown in this column may exceed 100%.