Document:

Exhibit
10.2

 

	
  

  	
   

  
	
  DEPARTMENT  OF THE TREASURY

  
	
  WASHINGTON, D.C. 20220

  
	
   

  
	
   

  

 

April 16, 2010

 

Mr. Robert Benmosche

President and Chief Executive Officer

American International Group, Inc.

70 Pine Street

New York, NY 10270

 

Re:                             Proposed Compensation Structures for Certain Executive
Officers and Most Highly Compensated Employees (“Covered Employees 26 –100”)

 

Dear
Mr. Benmosche:

 

Pursuant to the Department of the Treasury’s Interim Final Rule on
TARP Standards for Compensation and Corporate Governance (the “Rule”), the
Office of the Special Master has completed its review of your 2010 compensation
submission on behalf of employees who are either executive officers of American
International Group, Inc. (“AIG”) or one of AIG’s 100 most highly
compensated employees, excluding those employees subject to Section 30.10
of the Rule (“Covered Employees 26 – 100”). The Special Master’s
compensation reviews for Covered Employees 26 – 100 differ from the reviews of
AIG’s “Top 25” employees, which addressed individual “amounts payable” to those
employees, 31 C.F.R. § 30.16(a)(3)(i). For Covered Employees 26 – 100, the Rule does
not require individual payment determinations; instead, the Special Master must
determine only whether the proposed compensation structures “will or may result
in payments that are inconsistent with the purposes of Section 111 of EESA
or TARP, or are otherwise contrary to the public interest” (as applied to
Covered Employees 26 – 100 of AIG, the “Public Interest Standard”). Id. § 30.16(a)(3)(ii).

 

On December 11, 2009, the Special Master issued determinations
(the “2009 Determinations”) designed to ensure that 2009 compensation
structures for AIG’s 2009 Covered Employees 26 – 100 met the Public Interest
Standard. The 2009 Determinations were informed by a number of considerations,
including each of the principles articulated in the Rule. Id. § 30.16(b)(1). In particular, the
determinations emphasized allocating significant portions of compensation to
long-term structures tied to AIG’s overall value, using structures that are
performance-based and easily understood by shareholders, and protecting the
Company’s ability to remain a competitive enterprise and ultimately to repay
the its taxpayer assistance.

 

The Special Master has concluded that, for the reasons provided in the
2009 Determinations, the principles and requirements of those determinations
should generally continue to apply in 2010. Accordingly, the Special Master has
determined that the compensation structures described in Annex A,  which
reaffirm the compensation structures approved in 2009, are consistent with the
Public Interest Standard. AIG’s proposed compensation structures, with minor
modifications, are consistent with the Special Master’s prescriptions, which
require that:

 

·                  Compensation may be provided in three primary
components: cash salary, stock salary, and incentive compensation. The amounts
and conditions of the components for each Covered Employee will be determined
by AIG’s compensation committee.

 

 

·                  Compensation must be performance-based.
Fixed compensation should consist only of cash salaries and stock salaries at
levels sufficient to attract and retain employees and provide them a reasonable
level of liquidity. Cash salaries should not exceed $500,000 per year, except
in exceptional cases for good cause shown, as certified by the Company’s
independent compensation committee.

 

·                  Compensation must emphasize
long-term results. At least 50% of any incentive payment to a Covered Employee
must be delivered in long-term stock. In most cases, half of total pay —
whatever the overall mix of components for that individual — must not be transferable
for at least three years.

 

·                  Stock compensation must
constitute a significant portion of each Covered Employee’s compensation
structure. For employees who earn more than $500,000 in total cash, that
portion must be 55% at the minimum.

 

·                  Incentives may be paid
if—and only if—the payments are appropriate in light of AIG’s overall
circumstances and a particular Covered Employee achieves objective performance
metrics. Incentive payments must be subject to “clawback” if the performance
assessment resulting in the compensation is later discovered to be inaccurate.

 

·                  Incentive payments must be
payable over time and delivered in a mix of cash and stock, and the total value
of all incentive compensation payments cannot exceed a specified percentage of
the company’s eligible earnings, to be determined by the compensation
committee.

 

·                  The restrictions described
in the Special Master’s previous determinations pertaining to perquisites,
severance benefits, hedging transactions, tax “gross-ups” and supplemental
executive retirement plans shall continue to apply to Covered Employees 26 – 100.

 

The Special Master’s determinations are limited to the compensation
structures described in Annex A,  and shall not be relied upon with respect
to any other employee. The determinations have relied upon, and are qualified
in their entirety by, the accuracy of the materials submitted by AIG to the
Office of the Special Master, and the absence of any material misstatement or
omission in such materials. Pursuant to the Interim Final Rule, AIG may, within
30 days of the date hereof, request in writing that the Special Master
reconsider the determinations set forth in Annex A.  If the Company does not request
reconsideration within 30 days, these initial determinations will be treated as
final determinations. Id. §
30.16(c)(1).

 

 

	
   

  	
  Very
  truly yours,

  
	
   

  	
   

  
	
   

  	
  /s/ Kenneth R. Feinberg

  
	
   

  	
  Kenneth
  R. Feinberg

  
	
   

  	
  Office
  of the Special Master

  for TARP Executive Compensation

  
	
  Attachments

  	
   

  
	
  cc:

  	
  Jeffrey
  Hurd, Esq.

  	
   

  
	
   

  	
  Marc
  R. Trevino, Esq.

  	
   

  

 

2

 

ANNEX A

APPROVED 2010
COMPENSATION STRUCTURES

 

This Annex sets forth terms and conditions for the 2010 compensation
structures for AIG’s 2010 Covered Employees 26 –
100. (For the avoidance of doubt, if the compensation structure for
a Covered Employee fits within the $500,000 “safe harbor” exemption set forth
in Section 30.16(a)(3)(ii) of the Rule, the Special Master’s approval
is not required for that employee’s compensation structure.) Capitalized terms
used in this Annex have the meaning given to them in the preceding letter. To
the extent that AIG’s proposed structures do not meet the principles and
requirements of this Annex, AIG must make such modifications as are necessary
to comply with such principles and requirements.

 

1.              Primary Components of Compensation

 

·                Cash salary. Covered Employees should not
receive cash salaries payments in excess of $500,000, other than in exceptional
circumstances for good cause shown. Any such exceptions must be individually
certified to the Office of the Special Master by AIG’s compensation committee,
which is comprised solely of independent directors.

 

·                Stock salary. Stock salary must be
determined as a dollar amount through the date salary is earned, be accrued at
the same time or times as the salary would otherwise be paid in cash, and vest
immediately upon grant, with the number of shares or units based on the fair
market value on the date of grant. Whether a grant or payment that is labeled
stock salary is salary or a bonus for purposes of the Rule is determined
based on all the facts and circumstances.

 

·                Incentive compensation. Under any
incentive compensation structure, payments to a Covered Employee must be
conditioned upon achievement of objective performance criteria (other than
continued service), with such achievement to be assessed and certified by the
compensation committee. Performance criteria must be developed by the
compensation committee and may be reviewed by the Office of the Special Master.
The aggregate amount of incentives paid to Covered Employees for performance
achieved only in 2010 may not exceed a specified percentage of AIG’s eligible
earnings. The amount and calculation of such eligible earnings will be
determined by the compensation committee and may be reviewed by the Office of
the Special Master.

 

2.              Allocation Rules

 

·                Application of allocation rules.
The allocation rules apply to each Covered Employee’s 2010 “primary
compensation structure,” which is equal to the sum of the amounts potentially
payable to a Covered Employee (1) in 2010 cash salary, (2) in 2010
stock salary, or (3) under 2010 incentive plans. For purposes of these
determinations, 2010 incentive plans are plans for which incentives are earned (a) solely
with respect to 2010, and (b) under a multi-year incentive plan
established in 2010. Compliance with the allocation rules is to be
assessed based on a Covered Employee’s primary compensation structure as
designed and established in 2010, assuming both target level of achievement
under each incentive plan and maximum level of achievement under each incentive
plan.

 

·                Equity allocation.  For a Covered
Employee whose 2010 primary compensation structure includes more than $500,000
of cash compensation, at least 55% of his or her 2010 primary compensation
structure must be allocated to stock compensation. AIG may allocate less than
55% of a Covered Employee’s 2010 primary compensation structure to stock
compensation if the cash allocation of the employee’s primary compensation
structure does not exceed $500,000, provided that for such employee the
allocation in the employee’s 2010 primary compensation

 

A1

 

structure to stock compensation must constitute a
significant portion of the primary compensation structure.

 

·                Long-term allocation.  At least 50% of
each Covered Employee’s 2010 primary compensation structure must be allocated
to primary components of compensation that will not be paid or become
transferable prior to the third anniversary of grant. For a Covered Employee
whose 2010 primary compensation structure does not include more than $500,000
of cash compensation, the long-term allocation rule excludes cash salary.

 

3.              Additional Terms and Conditions

 

·                Payment of incentives.  No payment or
stock compensation grant under a 2010 incentive plan may be made prior to the
conclusion of the applicable performance period. Payment under each 2010
incentive plan must consist of at least 50% stock compensation; however, no
cash may be paid under an incentive plan to a Covered Employee unless either (1) 50%
of the target incentive amount under such plan has been first paid in the form
of stock compensation, or (2) at the time of such payment, the percentage
of compensation actually received in stock under such Covered Employee’s 2010
primary compensation structure equals or exceeds the percentage of stock
compensation required in such Covered Employee’s compensation structure.* The
stock compensation paid under a 2010 incentive plan may not be transferred or
otherwise redeemed prior to the third anniversary of grant, provided that any
performance period exceeding one year in an incentive plan may be counted
toward this three-year holding period. For a Covered Employee whose 2010
primary compensation structure includes more than $500,000 of cash
compensation, at least 50% of the amount payable in cash under each incentive
plan must be deferred at least one year after the date of the initial cash
payment under that plan.

 

·                Stock compensation generally.
For purposes of these determinations, “stock” compensation means the
securities referenced by the “basket” described in Part IV of the March 23,
2010, determinations for AIG’s “Top 25” executives, or, for purposes of “long-term
restricted stock” (as defined in the Rule) only, AIG common stock or common
stock units. No stock compensation paid to a Covered Employee may be redeemed
or become transferable prior to the first anniversary of the date on which such
stock compensation vests. Notwithstanding the requirements of the foregoing
sentence and the transferability restrictions otherwise applicable to any stock
compensation, (1) an amount of stock sufficient to cover an employee’s tax
withholding obligations may become immediately transferable to the extent
necessary to satisfy the employee’s obligations, and (2) to the extent
permitted by the Rule, stock may become immediately transferable upon an
employee’s death or separation from service resulting from disability, as defined
in the Company’s broad-based long-term disability plan.

 

*                 For example: E,
a Covered Employee, participates in an incentive program that meets the
structural requirements of this Annex, and has a target incentive payment of
$100. If E achieves the applicable performance criteria, E would be eligible
for a payment of $100, consisting of stock compensation of at least $50, and up
to $50 in cash. On the other hand, if E fails to fully meet the performance
criteria and as a result is eligible to receive $75 in incentive payments, the
amount of E’s incentive payable in cash will depend on whether E previously
received 2010 stock compensation, such as stock salary. If E had not received
other stock compensation, only $25 of the payment could be in cash because no
cash could be paid prior to the payment of 50% of the target payment — $50 in
this case — in stock compensation. If, however, E had received other stock
compensation, the amount of cash payable under the incentive plan could exceed
$25, but only to the extent the cash proportion of compensation actually paid
to E with respect to 2010 would not exceed the portion required to be allocated
to cash in E’s primary compensation structure.

 

A2

 

·                Clawbacks and hedging.  Any incentive
payment must be subject to “clawback” if the payment or the amount thereof was
based on materially inaccurate financial statements (which term includes, but
is not limited to, statements of earnings, revenues, or gains) or any other
materially inaccurate performance metric criteria, or if the Covered Employee
is terminated due to misconduct that occurred during the period the incentive
was earned. In addition, the compensation structure for each Covered Employee
must prohibit the employee from engaging in any derivative or similar
transaction with respect to AIG that would undermine the long-term performance
incentives created by the compensation structures set forth in this Annex.

 

·                Employees entering the “Top 25”.
If AIG reasonably concludes that a Covered Employee may become one of
the “Top 25” employees in 2011, the compensation structure for that Covered
Employee will be subject to the following additional terms and conditions to
assure compliance with pertinent statutory and regulatory requirements. Any
payment under a 2010 incentive plan that would be payable to the Covered
Employee in cash in the first quarter of 2011 consistent with the terms of this
Annex may be paid on or before December 31, 2010. In addition,
notwithstanding the other requirements of this Annex, any incentive
compensation for performance in 2010 may be paid to the Covered Employee in the
form of AIG common stock (but not stock units) that vests on or before December 31,
2010, provided that the transferability of such stock shall be consistent with
the structural principles of this Annex. Finally, notwithstanding the other
requirements of this Annex, up to one-third of the Covered Employee’s “annual
compensation” for 2010 may be paid in the form of “long-term restricted stock,”
as those terms are defined in the Rule.

 

·                Severance.  No 2010
compensation structure may establish the right to a “golden parachute” payment
(as defined in the Rule) or permit an increase in the amount of such a payment
under an already-existing arrangement.

 

4.              Other components of compensation

 

·                Tax gross-ups.  AIG is
prohibited from providing (formally or informally) tax gross-ups to any of the
Covered Employees, in the same manner as the gross-up prohibition applies to “Top
25” employees under the Rule.

 

·                Other compensation and perquisites.
No more than $25,000 in total other compensation and perquisites may be
provided to any Covered Employee, absent exceptional circumstances for good
cause shown, as defined by pertinent SEC regulations. Payments to Covered
Employees under expatriate arrangements, not to exceed $350,000 per employee
(excluding “tax equalization agreements” as defined in the Rule), are excluded
from the limitation in the foregoing sentence.

 

·                Supplemental executive retirement plans and non-qualified
deferred compensation plans.  No amounts may
be accrued under supplemental executive retirement plans, and no Company
contributions may be made to other “non-qualified deferred compensation” plans,
as defined by pertinent SEC regulations, for any Covered Employee for 2010. For
the avoidance of doubt, neither the foregoing limitation nor the corresponding
limitation in the 2009 Determinations (1) applies to employee-funded
elective deferral arrangements, or (2) precludes continuing recognition of
age and service credit for Company employees for the purposes of vesting in
previously accrued benefits under any plans referred to in this paragraph.

 

·                Qualified plans.  For the
avoidance of doubt, the Special Master has determined that participation by the
Covered Employees in broad-based, tax-qualified retirement and health and
welfare plans is consistent with the Public Interest Standard, and amounts
contributed to or payable under such plans are not counted against the $25,000
limit on other compensation and perquisites.

 

A3Exhibit
10.3

 

ASSET
PURCHASE AGREEMENT

among

THE
SELLERS PARTY HERETO

AIG
SECURITIES LENDING CORP.,

as AIG Agent

AMERICAN
INTERNATIONAL GROUP, INC.,

MAIDEN
LANE II LLC,

as Buyer

and

FEDERAL
RESERVE BANK OF NEW YORK,

as Controlling Party

Dated as of December 12,
2008

 

i

 

TABLE
OF CONTENTS

 

	
   

  	
  PAGE

  
	
   

  	
   

  
	
  ARTICLE 1

  	
   

  
	
  PURCHASE AND
  SALE OF RMBS POOL; LIMITED RECOURSE; ASSIGNMENTS

  	
   

  
	
   

  	
   

  
	
  Section 1.01. Purchase and Sale of RMBS Pool

  	
  2

  
	
  Section 1.02. Determination and Payment of the Cash Purchase
  Price

  	
  2

  
	
  Section 1.03. Payment and Priority of the Deferred Purchase Price

  	
  4

  
	
  Section 1.04. Treatment

  	
  7

  
	
  Section 1.05. Misallocated Assets

  	
  8

  
	
  Section 1.06. Delivery of RMBS Issues

  	
  8

  
	
  Section 1.07. Purchase Prices of RMBS Issues

  	
  9

  
	
   

  	
   

  
	
  ARTICLE 2

  	
   

  
	
  REPRESENTATIONS
  AND WARRANTIES OF EACH SELLER PARTY

  	
   

  
	
   

  	
   

  
	
  Section 2.01. Organization; Powers

  	
  10

  
	
  Section 2.02. Authorization; No Conflict

  	
  10

  
	
  Section 2.03. Enforceability

  	
  10

  
	
  Section 2.04. Governmental Approvals

  	
  10

  
	
  Section 2.05. Litigation; Compliance With Laws

  	
  11

  
	
  Section 2.06. Margin Regulations

  	
  11

  
	
  Section 2.07. Investment Company Act

  	
  11

  
	
  Section 2.08. Sanctioned Persons

  	
  11

  
	
  Section 2.09. Participation Percentage

  	
  12

  
	
  Section 2.10. Certain Information

  	
  12

  
	
  Section 2.11. Solvency

  	
  12

  
	
   

  	
   

  
	
  ARTICLE 3

  	
   

  
	
  REPRESENTATIONS
  AND WARRANTIES OF AIG

  	
   

  
	
   

  	
   

  
	
  Section 3.01. RMBS Issues

  	
  13

  
	
  Section 3.02. Litigation; Compliance With Laws

  	
  13

  
	
  Section 3.03. No Material Misstatements

  	
  13

  
	
  Section 3.04. Book Value of RMBS Pool

  	
  14

  
	
  Section 3.05. Reasonable Consideration

  	
  14

  
	
   

  	
   

  
	
  ARTICLE 4

  	
   

  
	
  REPRESENTATIONS
  AND WARRANTIES OF THE BUYER

  	
   

  
	
   

  	
   

  
	
  Section 4.01. Organization; Powers

  	
  14

  

 

ii

 

	
   

  	
  PAGE

  
	
   

  	
   

  
	
  Section 4.02. Authorization; No Conflict

  	
  14

  
	
  Section 4.03. Enforceability

  	
  14

  
	
   

  	
   

  
	
  ARTICLE 5

  	
   

  
	
  CONDITIONS TO
  SALE AND PURCHASE

  	
   

  
	
   

  	
   

  
	
  Section 5.01. Conditions to Sale by Each Seller of its Share of
  Each RMBS Issue

  	
  15

  
	
  Section 5.02. Conditions to Purchase of RMBS Pool by the Buyer

  	
  15

  
	
   

  	
   

  
	
  ARTICLE 6

  	
   

  
	
  MISCELLANEOUS

  	
   

  
	
   

  	
   

  
	
  Section 6.01. Waivers; Amendments

  	
  17

  
	
  Section 6.02. Notices; Electronic Communications

  	
  18

  
	
  Section 6.03. Binding Effect

  	
  19

  
	
  Section 6.04. Survival Of Agreement

  	
  19

  
	
  Section 6.05. Indemnity

  	
  19

  
	
  Section 6.06. Successors and Assigns

  	
  20

  
	
  Section 6.07. Counterparts

  	
  21

  
	
  Section 6.08. Severability

  	
  21

  
	
  Section 6.09. Integration

  	
  22

  
	
  Section 6.10. Applicable Law

  	
  22

  
	
  Section 6.11. Jurisdiction; Consent to Service of Process

  	
  22

  
	
  Section 6.12. Confidentiality

  	
  23

  
	
  Section 6.13. WAIVER OF JURY TRIAL

  	
  23

  
	
  Section 6.14. Limited Recourse

  	
  24

  
	
  Section 6.15. Certain Tax Matters

  	
  24

  
	
  Section 6.16. Headings

  	
  25

  
	
  Section 6.17. Further Assurances

  	
  25

  
	
  Section 6.18. Third Party Beneficiary

  	
  25

  
	
  Section 6.19. Role Of Investment Manager And Controlling Party

  	
  25

  
	
   

  	
   

  
	
  ARTICLE 7

  	
   

  
	
  DEFINITIONS

  	
   

  
	
   

  	
   

  
	
  Section 7.01. Certain Definitions

  	
  25

  
	
  Section 7.02. Other Definitional Provisions

  	
  30

  
	
  SCHEDULES

  	
   

  
	
   

  	
   

  
	
  Schedule A 

  	
  Designated RMBS Issues

  	
   

  
	
  Schedule B 

  	
  Sellers

  	
   

  
	
  Schedule C 

  	
  Notice Information

  	
   

  
	
  EXHIBIT

  	
   

  

 

iii

 

	
  Exhibit A 

  	
  Cash Purchase Price
  Adjustment Amount Certificate

  	
   

  
	
  Exhibit B 

  	
  Form of opinion of
  Sullivan & Cromwell LLP, New York counsel to each Seller and the AIG
  Agent

  	
   

  
	
  Exhibit C 

  	
  Form of opinion of
  Richards Layton & Finger, Delaware counsel to each Delaware Seller

  	
   

  
	
  Exhibit D 

  	
  Form of opinion of
  local insurance counsel to each Seller

  	
   

  
	
  Exhibit E 

  	
  Form of opinion of
  in-house counsel to each Seller

  	
   

  

 

iv

 

ASSET
PURCHASE AGREEMENT

 

This ASSET PURCHASE AGREEMENT (this “Agreement”) is entered into as of December         ,
2008 among American General Life Insurance
Company (“Seller 1”), American General Life and Accident Insurance Company (“Seller 2”), The United States Life Insurance Company in the City of New York (“Seller 3”), AIG Life Insurance Company (“Seller
4”), American International Life
Assurance Company of New York (“Seller
5”), American Life Insurance
Company (“Seller 6”), AIG Annuity Insurance Company (“Seller 7”), The Variable Annuity Life Insurance Company (“Seller 8”), SunAmerica Life Insurance Company (“Seller 9”), First SunAmerica
Life Insurance Company (“Seller 10”), AIG SunAmerica Life Assurance Company (“Seller 11”), AIG Securities Lending Corp., as agent of
the Sellers (the “AIG Agent”), American International Group, Inc. (“AIG”), Maiden
Lane II LLC, a Delaware limited liability company (the “Buyer”) and Federal Reserve Bank of New York in its capacity as
Controlling Party (the “Controlling Party”).
Each of Seller 1, Seller 2, Seller 3, Seller 4, Seller 5, Seller 6, Seller 7,
Seller 8, Seller 9, Seller 10, and Seller 11 are referred to herein as a “Seller” and such entities are collectively
referred to herein as the “Sellers.”
Each Seller and the AIG Agent are referred to herein as a “Seller Party” and such entities are
collectively referred to herein as the “Seller
Parties.” Seller Parties, the Buyer and the Controlling Party are
sometimes referred to herein collectively as the “Parties” or individually as a “Party.”

 

RECITALS

 

A. Each Seller
wishes to sell to the Buyer, effective as of the Closing Date, all of its Share
of each RMBS Issue.

 

B. The Buyer
proposes to purchase from each Seller such Seller’s Share of each RMBS Issue on
the Closing Date by payment to it of its Share of the Cash Purchase Price, the
Fixed Deferred Purchase Price and the Variable Deferred Purchase Price.

 

NOW, THEREFORE, in
consideration of the foregoing and the covenants and agreements set forth
below, the Parties hereto agree as follows:

 

 

ARTICLE 1

PURCHASE AND SALE OF RMBS POOL; LIMITED RECOURSE; ASSIGNMENTS

 

Section 1.01. Purchase and Sale of RMBS Pool. Subject
to the terms and conditions hereof, effective on the Closing Date, each Seller
shall sell, transfer, convey and deliver to the Buyer all of its right, title
and interest in and to its Share of each RMBS Issue and the Buyer hereby
accepts each Seller’s Share of each such RMBS Issue in exchange for such Seller’s
Share of the Cash Purchase Price and of the Deferred Purchase Price.
Immediately upon the sale by all Sellers to the Buyer of all of their Shares in
all of the RMBS Issues on the Closing Date, all Sellers shall instruct the AIG
Agent to, and the AIG Agent shall, deliver all RMBS Issues to the Collateral
Agent in accordance with Section 1.06 hereof.

 

Section 1.02. Determination and Payment of the Cash Purchase
Price.

 

(a) The Buyer shall
pay to each Seller on the Closing Date its Share of an amount equal to the Cash
Purchase Price (as adjusted for the estimated Cash Purchase Price Adjustment
Amount) by paying such amount to the Escrow Account to be released for purposes
only of payment to Federal Reserve Bank of New York, as counterparty, to close
out outstanding securities lending transactions later on the Closing Date.

 

(b) Within
30 days after the Closing Date, the AIG Agent shall deliver to the
Controlling Party a final Cash Purchase Price Adjustment Amount Certificate
describing the AIG Agent’s calculation of the final Cash Purchase Price
Adjustment Amount and such other information as shall permit the Controlling
Party to review such calculation. If the Controlling Party and the AIG Agent
agree on the amount of the final Cash Purchase Price Adjustment Amount and such
amount differs from the estimated Cash Purchase Price Adjustment Amount as of
the Closing Date, then within five Business Days after such agreement is
reached each Seller shall pay to the Buyer its Share of the amount by which the
final Cash Purchase Price Adjustment Amount exceeds the estimated Cash Purchase
Price Adjustment Amount or the Buyer shall pay to the AIG Agent for the account
of each Seller its Share of the amount by which the final Cash Purchase Price
Adjustment Amount is less than the estimated Cash Purchase Price Adjustment
Amount.

 

(c) If the AIG Agent
or the Controlling Party determines at any time after a determination of the
actual Cash Purchase Price Adjustment Amount is made and before the 90th day following
the Closing Date (and notifies the other party of the same within that same
90-day period) that such Cash Purchase Price Adjustment Amount must be revised
because of the discovery subsequent to such prior determination of relevant
facts, then the AIG Agent shall deliver to the Controlling Party a revised
final Cash Purchase Price Adjustment Amount Certificate describing the AIG
Agent’s calculation of the revised final Cash Purchase Price Adjustment Amount
and such other information as shall permit the Controlling Party to review such
calculation. Any further challenges to the Cash

 

2

 

Purchase Price Adjustment
that have not been raised by the AIG Agent or the Controlling Party within
90 days after the Closing Date will be deemed waived; provided that such 90-day period may be
extended by mutual agreement of the Parties in which case any further
challenges to the Cash Purchase Price Adjustment may be raised in accordance
with this Section within such other mutually-agreed period of time. If the
Controlling Party and the AIG Agent agree on the actual amount of the revised
final Cash Purchase Price Adjustment Amount and such amount differs from the
prior final Cash Purchase Price Adjustment Amount, then within five Business
Days after such agreement is reached each Seller shall pay to the Buyer its
Share of the amount by which the revised final Cash Purchase Price Adjustment
Amount exceeds the prior final Cash Purchase Price Adjustment Amount or the
Buyer shall pay to the AIG Agent for the account of each Seller its Share of
the amount by which the revised final Cash Purchase Price Adjustment Amount is
less than the prior final Cash Purchase Price Adjustment Amount.

 

(d) All calculations
and determinations made by the AIG Agent and the Controlling Party under this Section shall
be made in good faith and in a commercially reasonable manner and each such
Person shall provide each other such Person reasonable cooperation in
connection with the process of making such calculations and determinations. In
furtherance of the foregoing, the AIG Agent and each of the Sellers agrees to
provide access to its books and records relating to each RMBS Issue to the
Controlling Party and its designees during regular business hours to aid the
Controlling Party and its agents and advisors in their calculations and
determinations under this Section. The Cash Purchase Price Adjustment Amount
Certificates delivered pursuant to subsection (b) and (c) of this Section shall
be prepared on a basis consistent with the preparation of Exhibit A hereto
and shall be complete and correct as of the time when delivered by AIG Agent to
the Buyer.

 

(e) If the AIG Agent
and the Controlling Party are unable to reach an agreement on the Cash Purchase
Price Adjustment Amount or any other calculation or determination under Section 1.02(b) or
(c) above, they shall promptly thereafter cause independent accountants
(who shall not have any material relationship with the AIG Agent or any of its
Affiliates) of nationally recognized standing reasonably satisfactory to the
AIG Agent and the Controlling Party, promptly to review this Agreement and the
disputed items or amounts for the purpose of calculating the applicable Cash
Purchase Price Adjustment Amount. Such independent accountants shall deliver to
the AIG Agent and the Controlling Party, as promptly as practicable, a report
setting forth such calculation. Such report shall be final and binding upon the
AIG Agent, each Seller, the Buyer, the Senior Lender and the Controlling Party.
The cost of such review and report shall be borne by the Buyer.

 

(f) If on the
scheduled Closing Date any RMBS Issue is delivered to the Collateral Account in
anticipation of purchase by the Buyer but is not purchased in accordance with Section 1.02(a) by
1:30 pm, EST on such day, the Buyer will

 

3

 

instruct the Collateral
Agent to redeliver such RMBS Issues to the account of the AIG Agent for the
account of the Sellers.

 

Section 1.03. Payment and Priority of the Deferred Purchase Price.

 

(a) After the
Closing Date the Deferred Purchase Price shall be paid by the Buyer only in
accordance with the Waterfall. Each Seller shall be entitled to such Seller’s
Share of the Deferred Purchase Price. Interest on the Fixed Deferred Purchase
Price shall accrue during each Calculation Period on a daily basis on the
amount of the Fixed Deferred Purchase Price outstanding as of each day and at a
rate per annum equal to LIBOR in effect for such Calculation Period plus 3.00%;
provided that interest on the
Fixed Deferred Purchase Price shall accrue during the initial Calculation
Period at the rate of 4.635% per annum. Interest shall be calculated during any
Calculation Period on the basis of the actual days elapsed and the actual
number of days in the calendar year during which such Calculation Period
occurs. Interest on the Fixed Deferred Purchase Price shall be capitalized as
of the start of each Interest Capitalization Date by increasing the outstanding
amount of the Fixed Deferred Purchase Price by the amount of accrued but unpaid
interest on the Fixed Deferred Purchase Price as of such time and thereafter
deeming such accrued interest paid in full as of such time. Interest shall not
accrue on the Variable Deferred Purchase Price.

 

(b) All rights of
the Sellers to payment of the Deferred Purchase Price and any amounts owed by
the Buyer to the Seller Parties under any Transaction Document (other than
pursuant to Section 1.02 hereof) or otherwise (collectively, the “Junior Obligations”) are subordinate and
junior in right of payment to (i) the Obligations (excluding the
Contingent Interest) owing to the Senior Lender pursuant to the Credit
Agreement, including in respect of principal and interest on the Senior Loan
(excluding the Contingent Interest), and (ii) all other items above the
Fixed Deferred Purchase Price in the priority of payments set forth in the
Waterfall (the amounts in clauses (i) and (ii) being, collectively,
the “Senior Debt”) to the extent
and in the manner provided in the Credit Agreement and in the Security
Agreement.

 

(c) Unless and until
all Senior Debt shall have been paid in full in cash in accordance with its
terms, the Buyer shall not, directly or indirectly, make or agree to make:

 

(i) any payment (in
cash or property, by set-off or otherwise), direct or indirect, of or on
account of Junior Obligations (except for payments relating to the Cash
Purchase Price Adjustment Amount under Section 1.02(b) or (c) above)
and no such payment shall be accepted by any Seller Party; or

 

(ii) any purchase,
prepayment or other acquisition, direct or indirect, in respect of the Junior
Obligations, and no such payment shall be accepted by any Seller Party.

 

4

 

(d) Upon any payment
by the Buyer of any kind or character, whether in cash, property or securities,
to creditors upon any dissolution or winding up or total or partial liquidation
or reorganization of the Buyer, whether voluntary or involuntary or in
bankruptcy, insolvency, receivership or other statutory or common law
proceedings or arrangements, then and in any such event all principal and
interest and all other amounts due or that become due upon the Senior Debt
shall first be paid in full in cash before any Seller Party shall be entitled
to retain any amounts so paid in respect of the Junior Obligations and, upon
any such dissolution or winding up or liquidation or reorganization, any
payment of any kind or character, whether in cash, property or securities, to
which any Seller Party would be entitled, except as otherwise provided herein,
shall be paid by the Buyer or by any receiver, trustee in bankruptcy,
liquidating trustee, agent or other Person making such payment, or by any
Seller Party if received by them, to the Collateral Agent for distribution in
accordance with the Waterfall, to the extent necessary to pay all the Senior
Debt in full in cash, after giving effect to any concurrent payment to or for
any holder of the Senior Debt, before any payment is made to any Seller Party
on account of the Junior Obligations.

 

(e) Until the Senior
Debt shall have been paid in full in cash, each Seller Party irrevocably
authorizes and empowers (without imposing any obligation on) the Senior Lender
and its representatives, under the circumstances set forth in paragraph (c) above,
to demand, sue for, collect and receive every such payment described therein
and give acquittance therefor and to file claims and proofs of claims in any
statutory or nonstatutory proceeding. Each Seller Party shall execute and
deliver to the Senior Lender and its representatives all such further
instruments confirming the foregoing authorization, and all such powers of
attorney, proofs of claim, assignments of claim and other instruments, and
shall take all such other action as may be requested by the Senior Lender or
its representatives in order to enable the Senior Lender to enforce all of its
claims upon or in respect of the Junior Obligations.

 

(f) Until the Senior
Debt shall have been paid in full in cash, should any payment be collected or
received by any Seller Party or should any Seller Party acquire custody,
control or possession of all or any portion of the Collateral or the proceeds
thereof other than, in each case, pursuant to or in accordance with the terms
of this Agreement, any such Seller Party shall promptly (but in any event
within five Business Days) turn over the same to the Collateral Agent in the
form received (except for the endorsement or the assignment of any such Seller
Party when necessary) and, until so turned over, the same shall be held in
trust by any such Seller Party as the property of the Senior Lender.

 

(g) Each Seller
Party agrees that it will not at any time, without the prior written consent of
the Controlling Party, (i) commence or institute against the Buyer or join
with or facilitate any other Person in commencing or instituting against the
Buyer, any bankruptcy, reorganization, arrangement, readjustment of debt,
dissolution, receivership, insolvency or liquidation proceedings, or other
proceedings under any United States Federal or state, or other jurisdiction,

 

5

 

bankruptcy or similar law
or statute now or hereafter in effect in connection with any obligations
relating to this Agreement or any of the other Transaction Documents or (ii) participate
in any assignment for benefit of creditors, compositions, or arrangements with
respect to the Buyer’s debts. The agreements in this Section 1.03 shall
survive termination of this Agreement and payment in full of the Senior Debt.

 

(h) No Seller Party
shall have any right to demand payment of, or institute any proceedings in
respect of, the Junior Obligations, or exercise any remedies under this
Agreement or any of the Transaction Documents or request or instruct the
Controlling Party or the Collateral Agent to exercise any such remedies until
the Senior Debt is paid in full in cash.

 

(i) Application of
the foregoing provisions to the Junior Obligations, the subordination effected
thereby and the rights of the Senior Lender shall not be affected by (i) any
amendment of or addition or supplement to any Transaction Document or the
Senior Debt or any instrument or agreement relating thereto or providing
collateral security for any Senior Debt, (ii) any exercise or non-exercise
of any right, power or remedy under or in respect of any Transaction Document
or the Senior Debt or any instrument or agreement relating thereto, or any
release of any collateral securing the Senior Debt or (iii) any waiver,
consent, release, indulgence, extension, renewal, modification, delay or any
other action, inaction or omission in respect of any Transaction Document or
the Senior Debt or any instrument or agreement relating thereto or providing
collateral security for the Senior Debt, in each case whether or not any Seller
Party shall have had notice or knowledge of any of the foregoing.

 

(j) Each Seller
Party hereby waives notice of or proof of reliance by the Senior Lender upon
the provisions hereof, and the Senior Debt shall conclusively be deemed to have
been created, contracted, incurred or maintained in reliance upon the
provisions hereof.

 

(k) The Buyer hereby
waives diligence, presentment, demand, protest and notice of any kind
whatsoever. The non-exercise by any holder of Senior Debt, the Controlling
Party or the Collateral Agent of any of its rights hereunder or under any other
Transaction Document in any particular instance shall not constitute a waiver
thereof in that or any subsequent instance.

 

(l) The
subordination provisions contained herein are for the benefit of the holders of
Senior Debt and their respective successors and assigns and may not be
rescinded or cancelled or modified in any way without the prior written consent
of the Controlling Party.

 

(m) Notwithstanding
anything herein to the contrary, neither the Controlling Party nor any holder
of Senior Debt shall have any obligation to take the interests of any Seller
Party into consideration when making decisions

 

6

 

concerning the exercise
of any rights or remedies as against the Buyer or in respect of the Collateral.

 

(n) Notwithstanding
anything in this Section to the contrary, the Contingent Interest and the
Variable Deferred Purchase Price will rank pari
passu with each other and subordinate to the Senior Debt.

 

(o) In addition,
none of the foregoing provisions of this Section 1.03 is intended or will
be interpreted as requiring any Seller to return to the Buyer any amounts
received by it pursuant to the Waterfall.

 

Section 1.04. Treatment.

 

(a) It is the
intention of each Party that the sale, transfer, conveyance and delivery of the
RMBS Pool and each Seller’s Share thereof shall constitute a true sale and
absolute assignment, without recourse (except as specifically provided herein),
and not for security of RMBS Pool from the applicable Seller Party to the Buyer
and that neither any RMBS Issue nor the RMBS Pool nor any Seller’s Share
thereof be a part of any Seller’s property or estate for any purpose under any
state or federal law, including without limitation in the event of the
insolvency of any Seller, after the Closing Date. Although it is not the intent
of the Parties, if the sale, transfer, conveyance and delivery of any RMBS
Issue, the RMBS Pool or any Seller’s Share thereof contemplated by this
Agreement is deemed to be other than a true sale notwithstanding the express
intent of the Parties hereto, this Agreement shall be deemed to be a security
agreement that grants as of the date hereof a first priority security interest from
the relevant Seller to the Buyer, and the Buyer shall have all the rights,
powers and privileges of a secured party under the UCC. In such event, each
Seller agrees, at the Buyer’s expense, to take such action and execute and file
such documents as shall be necessary or requested by the Buyer in order to
fully realize the benefits of such secured party status, including, without
limitation, powers of attorney, financing statements, notices of lien or other
instruments or documents.

 

(b) In accordance
with Section 1.04(a), each Party will report the transfer, conveyance, and
delivery of the RMBS Pool, as applicable to such Party, contemplated hereunder
as an absolute sale in any general ledger or other accounting record and, as to
each Seller, the separate unconsolidated financial statements of such Seller.
In addition, the transfer, conveyance and delivery of the RMBS Pool (i) is
intended to constitute a sale of such assets and will be reported as such under
United States generally accepted accounting principles or statutory accounting
principles (or such recognized accounting principles applicable to the
respective reporting Party) and for United States federal income tax purposes
such that the RMBS Pool will no longer be included in any consolidated financial
statements in which any financial statements of any Seller are included and (ii) meet
all of the requirements for such accounting and tax treatment. Except as
described herein, neither the Sellers nor the AIG Agent now has or intends to
acquire any other direct or indirect ownership or other economic

 

7

 

interest in, or swap, cap
or other hedge or derivative instrument or other right or obligation with
respect to, any RMBS Issue or security backed thereby.

 

(c) Each of the
parties hereto hereby agrees that, with respect to any RMBS Issue or other
property, assets or rights purported to be transferred, in whole or in part, by
Seller 4 or Seller 6 (together, the “Delaware Sellers” and each a “Delaware
Seller”) pursuant to this Agreement, such transfer shall be deemed to
constitute a “securitization transaction” as the term is defined in the
Asset-Backed Securities Facilitation Act, 6 Del. C. §
2701A et seq.(the “Securitization
Act”). In addition, each of the Parties agrees that any transfer of
any RMBS Issue or other property, assets or rights, in whole or in part, by the
Delaware Sellers pursuant to this Agreement shall be subject to the provisions
of the Securitization Act, all of which are incorporated herein by reference.
For purposes of complying with the requirements of the Securitization Act, each
of the Parties hereby further agrees that:

 

(i) Any property,
assets or rights purported to be transferred, in whole or in part, by a Seller
Party pursuant to this Agreement shall be deemed to no longer be the property,
assets or rights of such Seller Party;

 

(ii) None of the
Delaware Sellers, their respective creditors or, in any insolvency proceeding
with respect to a Delaware Sellers or its property, a bankruptcy trustee,
receiver, debtor, debtor in possession or similar person, to the extent the
issue is governed by Delaware law, shall have any rights, legal or equitable,
whatsoever to reacquire (except pursuant to provision of this Agreement),
reclaim, recover, repudiate, disaffirm, redeem or recharacterize as property of
the Delaware Sellers any property, assets or rights purported to be
transferred, in whole or in part, by the Delaware Sellers pursuant to this
Agreement; and

 

(iii) In the event
of a bankruptcy, receivership or other insolvency proceeding with respect to a
Delaware Seller or its property, to the extent the issue is governed by
Delaware law, such property, assets and rights shall not be deemed to be part
of such Delaware Seller’s property, assets, rights or estate.

 

Section 1.05. Misallocated Assets. If, at any time or
from time to time (whether prior to or after the Closing Date), any Party
hereto shall receive or otherwise possess any asset that is allocated to any
other Person pursuant to this Agreement, such Party shall promptly transfer, or
cause to be transferred, such asset to the Person so entitled thereto. Prior to
any such transfer, the Person receiving or possessing such asset shall hold
such asset in trust for the other Person entitled to such asset.

 

Section 1.06. Delivery of RMBS Issues. In furtherance of
the assignment, transfer, conveyance and delivery of the RMBS Pool, (a) on
the Closing Date each Seller shall instruct the AIG Agent to, and the AIG Agent
shall, execute and

 

8

 

deliver such stock
powers, certificates of title, assignments of contracts and other instruments
of assignment, transfer and conveyance as and to the extent necessary to
evidence the sale, assignment, transfer, conveyance and delivery of all of the
Seller Parties’ right, title and interest in and to each RMBS Issue to the
Buyer and (b) on the Closing Date or as soon as reasonably practicable
thereafter (but, in any event, not later than 30 days following the date
of this Agreement), the AIG Agent shall use commercially reasonable efforts to
provide to the Collateral Agent the originals (or, if originals, are not held
by the AIG Agent, true and complete copies) and to the Investment Manager
electronic copies of all Related Instruments, if any, in its possession
relating to the RMBS Issues sold to the Buyer under this Agreement. Without
limiting the foregoing, the AIG Agent shall, prior to 10 a.m., New York
time, on the Closing Date, cause The Bank of New York Mellon, as custodian for
the RMBS Pool for the benefit of the AIG Agent, to (i) debit the RMBS
Issues to the AIG Agent’s account with The Bank of New York Mellon and credit
such RMBS Issues to the Collateral Account established under the Control
Agreement and (ii) confirm in writing to the Buyer, the Controlling Party
and the AIG Agent that all RMBS Issues have been so credited to the Collateral
Account; provided that, if any
RMBS Issues have not been so transferred by such time, the Cash Purchase Price
for such RMBS Issues, adjusted as provided in Section 1.02(a) hereof,
shall be subtracted from the Cash Purchase Price payable by the Buyer at the
Closing on the Closing Date. If less than all RMBS Issues are credited to the
Collateral Account as of the Closing Date, each Seller Party agrees to take all
further action that may be required to cause all RMBS Issues to be credited to
the Collateral Account promptly following the Closing Date and in no event
later than five Business Days after the Closing Date.

 

Section 1.07. Purchase Prices of RMBS Issues. Each of
the Parties hereto hereby acknowledges that: (a) the Investment Manager
provided certain mid-market pricing estimates of the RMBS Issues to the Parties
and advised them that they were as of October 31, 2008, that such
estimates do not purport to be current as of the Closing Date and are based on
projected cash flows relating to such RMBS Issues (based in turn on agreed upon
assumptions); (b) such estimates, like any estimates provided under or in
connection with the Transaction (including, without limitation, any estimates
of the market value for each RMBS Issue), are inherently uncertain, do not
purport to reflect prices at which transactions in any such RMBS Issues could
actually be effected (if any transactions could be effected) and do not
necessarily reflect discounts that would be reflected in actual market
transactions as a result of, among other things, the highly illiquid nature of
the RMBS Issues and related markets; and (c) the parties used such estimates
as the basis for their negotiation of the Purchase Price of the RMBS Issues.

 

ARTICLE 2

REPRESENTATIONS AND WARRANTIES OF EACH SELLER PARTY

 

Each Seller Party, as to
itself, represents and warrants to the Buyer that:

 

9

 

Section 2.01. Organization; Powers. Such Seller (a) is
duly organized, validly existing and in good standing under the laws of the
jurisdiction of its organization, (b) has all requisite power and
authority to (i) own its Share of each RMBS Issue, (ii) sell,
transfer, convey and deliver its Share of each RMBS Issue to the Buyer
hereunder and (iii) execute, deliver and perform its obligations under
each Transaction Document and each other agreement or instrument contemplated
thereby to which it is a party and (c) has authorized the Agent to
transfer its Share to the RMBS Pool to ML II and accept the Cash Purchase Price
proceeds on such Seller’s behalf as provided in this Agreement and the other
Transaction Documents.

 

The AIG Agent represents
and warrants to the Buyer that it (a) is duly organized, validly existing
and in good standing under the laws of the jurisdiction of its organization and
(b) has all requisite power and authority to (i) act as agent for
each Seller, (ii) sell, transfer, convey and deliver the RMBS Pool as
agent on behalf of the Sellers hereunder and (iii) execute, deliver and
perform its obligations under each Transaction Document and each other
agreement or instrument contemplated thereby to which it is or will be a party.

 

Section 2.02. Authorization; No Conflict. The
execution, delivery and performance of each Transaction Document (to which it
is a party) by such Seller Party (a) have been duly authorized by all
requisite corporate and, if required, stockholder action and (b) will not (i) result
in the violation by such Seller Party of (A) any provision of law,
statute, rule or regulation, or of the certificate or articles of
incorporation or other constitutive documents or bylaws of such Seller Party, (B) any
order of any Governmental Authority or (C) any provision of any indenture,
agreement or other instrument to which such Seller Party is a party or by which
it or any of its property is or may be bound, (ii) be in conflict with,
result in a breach of or constitute (alone or with notice or lapse of time or
both) a default under, or give rise to any right to accelerate or to require
the prepayment, repurchase or redemption of any obligation under any such
indenture, agreement or other instrument or (iii) result in the creation
or imposition of any Lien upon or with respect to any property or assets now
owned or hereafter acquired by such Seller Party.

 

Section 2.03. Enforceability. This Agreement has been
duly executed and delivered by such Seller Party and constitutes, and each
other Transaction Document to which it is a party, when executed and delivered
by such Seller Party, will constitute, a legal, valid and binding agreement of
such Seller Party enforceable against such Seller Party in accordance with its
terms, except that such enforceability may be limited by bankruptcy,
insolvency, or other similar laws of general applicability affecting the
enforcement of creditors’ rights generally and by the court’s discretion in
relation to equitable remedies.

 

Section 2.04. Governmental Approvals. No action,
consent or approval of, notice, registration or filing with, or any other
action by, any Governmental Authority is or will be required to be taken,
obtained or made by such Seller Party

 

10

 

in connection with the
Transactions except such as (i) have been made or obtained and are in full
force and effect and (ii) with respect to any Governmental Authority of
the United States or any state thereof, if the failure to take such action,
obtain such consent or approval or register to file with such Governmental
Authority could not reasonably be expected to have a Material Adverse Effect.

 

Section 2.05. Litigation; Compliance With Laws. Except
as set forth in AIG’s most recent Form 10-Q filed with the Securities and
Exchange Commission, there are no actions, suits or proceedings at law or in
equity or by or before any Governmental Authority or arbitrator now pending or,
to the knowledge of such Seller Party, threatened against or affecting such Seller
Party or any business, property or rights of any such Seller Party (i) that
involve any Transaction Document or the Transactions or (ii) as to which
there is a reasonable possibility of an adverse determination and that, if
adversely determined, could reasonably be expected, individually or in the
aggregate, to result in a Material Adverse Effect.

 

Section 2.06. Margin Regulations. No part of the
proceeds of such Seller’s Share of the Purchase Price will be used, whether
directly or indirectly, and whether immediately, incidentally or ultimately,
for any purpose that entails a violation of, or that is inconsistent with, the
provisions of the regulations of the Board of Governors of the Federal Reserve
System, including Regulation T, Regulation U or Regulation X.

 

Section 2.07. Investment Company Act. The AIG Agent
represents that it is not, and in the case of each Seller, such Seller
represents that it is not, and after application of the proceeds of its portion
of the Purchase Price will not be, required to register as an “investment
company” as such term is defined in the Investment Company Act of 1940, as
amended.

 

Section 2.08. Sanctioned Persons.

 

(a) Each Seller
Party represents that neither such Seller Party nor, to the knowledge of such
Seller Party, any director, officer, agent or Affiliate of such Seller Party is
a Person that is, or is owned or controlled by a Person that is, currently:

 

(i) the subject of
any U.S. sanctions administered by the Office of Foreign Assets Control of the
U.S. Treasury Department or other relevant non-U.S. sanctions authority
(collectively “Sanctions”) or

 

(ii) located,
organized or resident in a country or territory that is the subject of
Sanctions (including, without limitation, Burma/Myanmar, Cuba, Iran, North
Korea, Sudan and Syria).

 

(b) Each Seller
Party represents and covenants that such Seller Party will not, directly or
indirectly, use the proceeds of its Share of the Cash Purchase

 

11

 

Price or the Deferred
Purchase Price of the RMBS Pool, or otherwise make available such proceeds to
any Person, for the purposes of financing any activities or business of or with
any Person or in any country or territory that, at the time of such financing,
is the subject of Sanctions.

 

Section 2.09. Participation Percentage. Such Seller
agrees that the Participation Percentage set forth opposite its name in the
definition thereof is its Participation Percentage.

 

Section 2.10. Certain Information. The exact legal name
of such Seller and jurisdiction of organization of such Seller is set forth on
Schedule B and such information is correct and complete.

 

Section 2.11. Solvency. (a) As of the date hereof
and immediately after the Closing, (i) the consolidated fair value of the
assets of such Seller, at a fair valuation, do and will exceed such Seller’s
consolidated debts and liabilities, subordinated, contingent or otherwise; (ii) the
consolidated present fair saleable value of the property of such Seller is and
will be greater than the amount that will be required to pay the probable
amount of such Seller’s consolidated debts and other liabilities, subordinated,
contingent or otherwise, as such debts and other liabilities become absolute
and matured; (iii) such Seller is and will be able to pay its consolidated
debts and liabilities, subordinated, contingent or otherwise, as such debts and
liabilities become absolute and matured and (iv) such Seller does not have
and will not have unreasonably small capital with which to conduct the business
in which such Seller is engaged as such business is now conducted and is
proposed to be conducted after the Closing.

 

(b) With respect to
each Seller which is a regulated insurance company, as of the date hereof and
immediately after the Closing: (a) such Seller’s assets exceeded and will
exceed its liabilities as measured in accordance with statutory accounting
principals permitted or prescribed by such Seller’s primary regulator; (b) net
realizable value of the property of such Seller is and will be greater than the
amount that will be required to pay the probable amount of such Seller’s debts
and other liabilities, subordinate, contingent or otherwise, as such debts and
other liabilities become absolute and matured; (c) such Seller is and will
be able to pay its liabilities, subordinated, continent or otherwise, as such
liabilities become absolute and matured; and (d) such Seller has and will
have capital in excess of company action levels (or, in the case of Seller 6,
its equivalent).

 

(c) In any proceeding
involving, or determining, any of the matters set forth in subsection (a) of
this Section, if and to the extent that the laws of the State of New York other
than the insurance laws are applicable, the provisions of subsection (a) and
not subsection (b) shall be applicable. In any proceeding involving, or
determining, any of the matters set forth in subsection (b) of this
Section, if and to the extent insurance laws are applicable, the provisions of
subsection (b) and not subsection (a) shall be applicable.

 

12

 

ARTICLE 3

REPRESENTATIONS AND WARRANTIES OF AIG

 

AIG represents to the
Buyer that:

 

Section 3.01. RMBS Issues. (a) Each Seller has good
and marketable title to its Share of each of the RMBS Issues and has full right
to sell and assign its Share of each RMBS Issue to the Buyer free and clear of
any Lien or impediment to sale, or any other adverse claim (as defined in Article 8
of the NYUCC), and has full right and authority to sell and assign its Share of
each RMBS Issue pursuant to this Agreement. On the Closing Date, upon the sale,
conveyance and delivery to the Buyer of all of such Seller’s right, title and
interest in and to its Share of each RMBS Issue in accordance with Section 1.06
hereof and on payment of the Cash Purchase Price by the Buyer to the Sellers,
the Buyer shall have good and marketable title to 100% of all of the right,
title and interest in each RMBS Issue free and clear of all Liens and any other
adverse claims other than by or on behalf of the Buyer and will be a bona fide
holder for value with respect to each RMBS Issue.

 

(b) Each RMBS Issue
is in the custody of or maintained on the books of the Depository Trust
Company.

 

Section 3.02. Litigation; Compliance With Laws. Except
as set forth in AIG’s most recent Form 10-Q filed with the Securities and
Exchange Commission, there are no actions, suits or proceedings at law or in
equity or by or before any Governmental Authority or arbitrator now pending or,
to the knowledge of AIG, threatened against or affecting AIG or any business,
property or rights of AIG (i) that involve any RMBS Issue or (ii) as
to which there is a reasonable possibility of an adverse determination and
that, if adversely determined, could reasonably be expected, individually or in
the aggregate, to result in a Material Adverse Effect.

 

Section 3.03. No Material Misstatements. No
information, report, certificate, financial statement, exhibit or schedule
furnished by AIG or by the Seller Parties to the Buyer in connection with the
negotiation of any Transaction Document or in connection with the acquisition
of any RMBS Issue, when taken as a whole, contained any material misstatement
of fact or omitted to state any material fact necessary to make the statements
therein, in the light of the circumstances under which they were made, not
misleading; provided that to the
extent any such information, report, certificate, financial statement, exhibit
or schedule was based upon or constitutes a forecast or projection, AIG represents
only that it or the Seller Parties, as the case may be, acted in good faith and
utilized assumptions reasonable at the time made (based upon accounting
principles consistent with the historical audited financial statements of AIG
or such Seller Party, as the case may be) and exercised due care in the
preparation of such information, report, certificate, financial statement,
exhibit or schedule.

 

13

 

Section 3.04. Book Value of RMBS Pool. The AIG Agent’s October 31,
2008 valuation of the RMBS Pool, as previously provided to Buyer, was prepared
applying the same policies, processes and procedures that are used for
valuations performed for use in AIG’s quarter-end financial statements in
accordance with FASB Statement No. 115 Accounting
for Certain Investments in Debt and Equity Securities and FASB
Statement No. 157 Fair Value
Measurement.

 

Section 3.05. Reasonable Consideration. Prior to
entering into this Agreement, AIG Agent explored various means of monetizing
the RMBS Pool on behalf of the Sellers. These efforts included, among other
things, internal analysis and retaining and consulting with BlackRock Financial
Management, Inc. (“BlackRock”)
and Morgan Stanley & Co. Incorporated to assist the AIG Agent in
determining available options for disposing of the RMBS Pool. Based upon (a) the
foregoing efforts, (b) the AIG Agent’s valuation of the RMBS Pool for
purposes of AIG’s third quarter financial statements and also as of October 31,
2008, (c) the AIG Agent’s assessment of market conditions and pricing
provided by third-party pricing services and (d) the valuations determined
by Blackrock in consultation with the Controlling Person and Buyer, the Seller
Parties concluded that the Purchase Price was reasonable consideration for the
RMBS Pool.

 

ARTICLE 4

REPRESENTATIONS AND WARRANTIES OF THE BUYER

 

The Buyer represents to
each Seller Party as of the date hereof that:

 

Section 4.01. Organization; Powers. The Buyer (i) is
duly organized and validly existing under the laws of the State of Delaware, (ii) is
in good standing under the laws of such state and (iii) has full power and
authority to execute, deliver and perform its obligations under this Agreement
and each of the other Transaction Documents to which it will be a party.

 

Section 4.02. Authorization; No Conflict. The Buyer’s
execution, delivery, and performance of this Agreement and the other
Transaction Documents to which it is a party have not resulted, and will not
result, in a breach or violation of any provision of (i) the Buyer’s
organizational documents, (ii) any statute, law, writ, order, rule or
regulation of any governmental authority applicable to the Buyer, (iii) any
judgment, injunction, decree order or determination applicable to the Buyer or (iv) any
contract, indenture, mortgage, loan agreement, note, lease or other instrument
by which the Buyer may be bound or to which any of the assets of the Buyer are
subject.

 

Section 4.03. Enforceability. This Agreement and each
other Transaction Document to which the Buyer is a party (i) has been duly
authorized, executed and delivered by the Buyer and (ii) constitutes the
legal, valid, and binding

 

14

 

obligation of the Buyer,
enforceable against the Buyer in accordance with its terms, except that such
enforceability may be limited by bankruptcy, insolvency, or other similar laws
of general applicability affecting the enforcement of creditors’ rights
generally and by the court’s discretion in relation to equitable remedies. No
notice to, registration with, consent or approval of, or any other action by,
any relevant Governmental Authority or other Person is or will be required for
the Buyer to execute, deliver and perform its obligations under this Agreement
or any other Transaction Document except such as have been obtained and are in
full force and effect.

 

ARTICLE 5

CONDITIONS TO SALE AND PURCHASE

 

Section 5.01. Conditions to Sale by Each Seller of its Share of
Each RMBS Issue. Each Seller’s obligation to sell, transfer, convey
and deliver its Share of the RMBS Pool to the Buyer on the Closing Date shall
be subject to the conditions that (a) the Buyer’s representations and
warranties set forth in Article 4 hereof are true and correct on the
Closing Date as if made on and as of the Closing Date, (b) such Seller
shall have received a counterpart of this Agreement duly executed on behalf of
the Buyer and (c) such Seller shall have received payment of its Share of
the Cash Purchase Price for the RMBS Pool from the Buyer.

 

Section 5.02. Conditions to Purchase of RMBS Pool by the Buyer. The
Buyer’s obligation to purchase all of the Sellers’ Shares of the RMBS Pool and
to pay the Cash Purchase Price on the Closing Date are subject to satisfaction
of the following conditions precedent on the Closing Date:

 

(a) The Buyer shall
have received executed legal opinions dated the Closing Date and addressed to,
and in form satisfactory to, the Buyer and the Controlling Party and covering
such other matters incident to the Transactions as any the Buyer or the
Controlling Party shall have reasonably requested from:

 

(i) Sullivan &
Cromwell LLP, New York counsel to each Seller and the AIG Agent, in
substantially the form of Exhibit B hereto;

 

(ii) Richards Layton &
Finger, Delaware counsel to each Delaware Seller in substantially the form of Exhibit C
hereto;

 

(iii) local
insurance counsel to each Seller in substantially the form of Exhibit D
hereto; and

 

(iv) in-house
counsel for each Seller in substantially the form of Exhibit E hereto.

 

15

 

(b) All legal
matters incident to this Agreement, the purchase and sale of each Seller’s
Share of the RMBS Pool hereunder and the other Transaction Documents shall be
satisfactory to the Buyer.

 

(c) The Buyer shall
have received (i) a copy of the certificate or articles of incorporation,
formation or organization (as applicable), including all amendments thereto, of
each Seller Party, certified as of a recent date by the Secretary of State of the
state of its organization, and a certificate as to the good standing of each
Seller Party, as of a recent date, from such Secretary of State; (ii) a
certificate of the Secretary or Assistant Secretary of each Seller Party dated
the Closing Date and certifying (A) that attached thereto is a true and
complete copy of the bylaws, operating agreement, partnership agreement or
other applicable constitutive document of such Seller Party as in effect on the
Closing Date and at all times since a date prior to the date of the resolutions
described in clause (B) below, (B) that attached thereto is a true
and complete copy of resolutions duly adopted by the Board of Directors or
equivalent body of such Seller Party authorizing the execution, delivery and
performance of the Transaction Documents to which such Seller Party is a Party
and that such resolutions have not been modified, rescinded or amended and are
in full force and effect, (C) that the certificate or articles of
incorporation, formation or organization (as applicable) of such Seller Party
have not been amended since the date of the last amendment thereto furnished
pursuant to clause (i) above and (D) as to the incumbency and
specimen signature of each officer executing any Transaction Document or any
other document delivered in connection herewith on behalf of such Seller Party;
(iii) a certificate of another officer as to the incumbency and specimen
signature of the Secretary or Assistant Secretary executing the certificate
pursuant to clause (ii) above; and (iv) such other documents as the
Buyer may reasonably request.

 

(d) The Buyer shall
be satisfied in its sole discretion with the collateral (including the value of
such collateral) securing the obligations of the Obligors with respect to the
RMBS Issues.

 

(e) The Buyer shall
have received the results of a search of the Uniform Commercial Code filings
(or equivalent filings) made with respect to each Seller Party in the states
(or other jurisdictions) of formation of such Seller Parties as indicated on Schedule B
hereto and no Liens on or with respect to any RMBS Issue or any Seller’s Share
of any RMBS Issue shall be indicated by such search.

 

(f) All requisite
Governmental Authorities and third parties shall have approved or consented to
the Transactions to the extent required, all applicable appeal periods shall
have expired and there shall not be any pending or threatened litigation,
governmental, administrative or judicial action that could reasonably be
expected to restrain, prevent or impose burdensome conditions on the
Transactions.

 

(g) The
representations and warranties of each of the Seller Parties set forth in Article 2
hereof and of AIG set forth in Article 3 hereof and in each other

 

16

 

Transaction Document to
which a Seller Party or AIG is a party shall be true and correct on and as of
the Closing Date with the same effect as though made on and as of such date,
except to the extent such representations and warranties expressly relate to an
earlier date.

 

(h) At the time of
and immediately after the Closing, no Default (as defined in the Credit
Agreement dated as of September 22, 2008 between AIG, as Borrower, and
Federal Reserve Bank of New York, as Lender) shall have occurred and be
continuing.

 

(i) If the
Collateral Agent shall have advised the Buyer in writing prior to noon, EST, on
the Closing Date that not all RMBS Issues have been delivered to the Collateral
Account, the Buyer shall be satisfied, in its sole discretion, with the number
of RMBS Issues so delivered.

 

(j) The Buyer shall
have received a copy of the true sale and non-consolidation signed legal
opinions delivered to each Seller or its accountants.

 

(k) The Buyer shall
have received counterparts of this Agreement duly executed by each Party other
than the Buyer.

 

(l) Agreements
terminating the Sec Lending Program upon closing out the last of the
transactions then outstanding thereunder, in form and substance satisfactory to
the Buyer, shall have been executed and delivered by all the parties thereto
other than Federal Reserve Bank of New York.

 

(m) Each of the
conditions precedent set forth in Section 6.01 of the Credit Agreement
shall have been satisfied.

 

ARTICLE 6

MISCELLANEOUS

 

Section 6.01. Waivers; Amendments.

 

(a) No failure or delay
of the Buyer in exercising any power or right hereunder or under any other
Transaction Document shall operate as a waiver thereof, nor shall any single or
partial exercise of any such right or power, or any abandonment or
discontinuance of steps to enforce such a right or power, preclude any other or
further exercise thereof or the exercise of any other right or power. The
rights and remedies of the Buyer hereunder and under the other Transaction
Documents are cumulative and are not exclusive of any rights or remedies that
it would otherwise have. No waiver of any provision of this Agreement or any
other Transaction Document or consent to any departure by any Seller Party
shall in any event be effective unless the same shall be permitted by paragraph
(b) below, and then such waiver or consent shall be effective only in the
specific instance and for the purpose for which given. No notice or demand

 

17

 

on any Seller Party in
any case shall entitle any Seller Party to any other or further notice or
demand in similar or other circumstances.

 

(b) The Buyer may,
with the consent of the Controlling Party (and shall, if directed by the
Controlling Party), from time to time, (i) enter into written amendments,
supplements or modifications hereto and to the other Transaction Documents for
the purpose of adding any provisions to this Agreement or the other Transaction
Documents or changing in any manner the rights of the Controlling Party or the
Buyer hereunder or thereunder or (ii) waive any of the requirements of
this Agreement or the other Transaction Documents or any Event of Default and
its consequences; provided that
no such waiver and no such amendment, supplement or modification shall, without
the written consent of each AIG Entity directly affected thereby, (A) reduce
the Purchase Price, (B) reduce the rate at which interest accrues
hereunder on the Fixed Deferred Purchase Price, (C) amend the Waterfall in
a way that is material and adverse to the Sellers or (D) amend any term or
provision of this Agreement or any other Transaction Document in a way that is
material and adverse to such AIG Entity. Any such waiver and any such
amendment, supplement or modification shall be binding upon the Buyer, the
Controlling Party and each AIG Entity. No waiver of any Event of Default shall
extend to any subsequent or other Event of Default or impair any right
consequent thereon. Neither this Agreement nor any provision hereof may be
waived, amended or modified except in accordance with the provisions of this
Section, and any purported amendment, supplement or modification not complying
with the terms of this Section shall be null and void.

 

Section 6.02. Notices; Electronic Communications.

 

(a) Except in the
case of notices and other communications expressly permitted to be given by
telephone, notices and other communications provided for herein shall be in
writing and shall be delivered by hand or overnight courier service, mailed by
certified or registered mail or sent by fax or e-mail, and all notices and
other communications expressly permitted hereunder to be given by telephone
shall be made, to the applicable address, fax number, e-mail address or
telephone number specified for the applicable Party in Schedule C.

 

(b) All notices and
other communications given to any Party hereto in accordance with the
provisions of this Agreement shall be deemed to have been given on the date of
receipt if delivered by hand or overnight courier service or sent by fax or
email or on the date five Business Days after dispatch by certified or
registered mail if mailed, in each case delivered, sent or mailed (properly
addressed) to such Party as provided in this Section or in accordance with
the latest unrevoked direction from such Party given in accordance with this
Section. As agreed to among the Parties from time to time, notices and other
communications may also be delivered by e-mail to the e-mail address of a
representative of the applicable Party provided from time to time by such
Party.

 

18

 

(c) The Buyer hereby
agrees that it shall cause the Administrative Agent to provide to AIG on behalf
of the Sellers copies of all notices and reports (other than those by or from
the Investment Manager) delivered to the Buyer or the holders of the Senior
Loan pursuant to the Transaction Documents to the extent such notices and
reports have not been delivered to AIG or the Sellers pursuant to the other
Transaction Documents. AIG shall provide to the Sellers copies of all notices
and reports delivered to AIG pursuant to the Transaction Documents to the
extent such notices and reports have not been delivered to the Sellers pursuant
to the other Transaction Documents.

 

Section 6.03. Binding Effect. This Agreement shall
become effective when it shall have been executed by each Party and a fully
executed counterpart hereof is delivered to the Buyer and, on behalf of each
Seller Party, to the AIG Agent.

 

Section 6.04. Survival Of Agreement. All covenants,
agreements, representations and warranties made by each Seller Party herein and
in the certificates or other instruments prepared or delivered in connection
with or pursuant to this Agreement or any other Transaction Document shall be
considered to have been relied upon by the Buyer and shall survive the Closing,
regardless of any investigation made by the Buyer or on its behalf, and shall
continue in full force and effect as long as any RMBS Issue is outstanding and
unpaid. Notwithstanding anything to the contrary herein, the provisions of Section 6.05
and Section 6.14 shall remain operative and in full force and effect
regardless of the expiration of the term of this Agreement, the consummation of
the Transactions, the Disposition, repayment, prepayment or collection of the
last RMBS Issue, the invalidity or unenforceability of any term or provision of
this Agreement or any other Transaction Document or any investigation made by
or on behalf of the Buyer.

 

Section 6.05. Indemnity. (a) Each Seller Party
severally agrees to indemnify the Buyer, the Controlling Party and each of
their respective Related Parties (each such party being called an “Indemnitee”) against, and to hold each
Indemnitee harmless from, any and all losses, claims, damages, liabilities and
related expenses, including reasonable counsel fees, charges and disbursements,
incurred by or asserted against any Indemnitee arising out of, in any way
connected with or as a result of any claim, litigation, investigation or
proceeding relating to such Seller having made a representation or warranty
herein or in any other Transaction Document that is incorrect in any respect at
the time made or deemed made, whether or not any Indemnitee is a Party thereto
(and regardless of whether such matter is initiated by a third Party or by any
Seller Party or any of their respective Affiliates), provided that no Seller Party shall have any obligation
under this subsection to any such Indemnitee if the representation or warranty
alleged to be incorrect is determined by a final and unappealable decision of a
court not to have been incorrect.

 

19

 

(b) The indemnities
in clause (a) of this Section shall not, as to any Indemnitee, be
available to the extent that such losses, claims, damages, liabilities or
related expenses are determined by a court of competent jurisdiction by final
and nonappealable judgment to have resulted primarily from the bad faith, gross
negligence, fraudulent actions or willful misconduct of such Indemnitee;
provided that the Seller Parties shall not be obligated to pay, indemnify or
hold harmless any Indemnitee if such Indemnitee (i) does not provide
reasonably prompt notice to the Seller Parties (with a copy to the Controlling
Party) of any claim for which indemnification is sought or (ii) admits any
liability or incurs any significant expenses after receiving actual written notice
of the claim (which is sufficiently specific to give reasonable notice of the
existence of the claims and the expenses of such legal proceedings), or agrees
to any settlement without the prior written consent of the Seller Parties. The
Seller Parties may, in their sole discretion and at their expense, control the
defense of the claim including designating counsel for the Indemnitees and
controlling all negotiations, litigation, arbitration, settlements, compromises
and appeals of any claim.

 

(c) To the extent
permitted by applicable law, no Party, and no Person benefitting from the
indemnity provided herein, shall assert, and each Party waives and the Seller
Parties shall have no obligation with respect to, any claim against any other
party, on any theory of liability, for special, indirect, consequential or
punitive damages (as opposed to direct or actual damages) arising out of, in
connection with, or as a result of, this Agreement or any agreement or
instrument contemplated hereby, the Transactions, the Senior Loan, or the use
of the proceeds thereof.

 

(d) Notwithstanding
any provision in this Agreement or any other Transaction Document, the Seller
Parties shall have no liability to the Buyer with respect to the collectibility
of any amounts under the RMBS Pool, the Obligor of any RMBS Issue, the default
by any Obligor on any obligation of such Obligor with respect to the applicable
RMBS Issue, or the failure of any Obligor to make any payment pursuant to the
applicable RMBS Issue and its Related Instruments.

 

Section 6.06. Successors and Assigns.

 

(a) The provisions
of this Agreement shall be binding upon and inure to the benefit of the Parties
hereto and their respective successors and assigns permitted by this Section.
Any assignment or transfer by a Party of rights or obligations under this
Agreement that does not comply with this Section shall be null and void.

 

(b) No Party may
assign, delegate or otherwise transfer any of its rights or obligations under
this Agreement without the consent of the Controlling Party and each other
Party hereto, other than in accordance with this Section.

 

(c) The Buyer may
transfer or assign its rights and obligations under this Agreement, in whole or
from time to time in part, to (i) one or more of its

 

20

 

Affiliates at any time
and (ii) after the Closing Date, to any Person; provided that no such transfer or assignment by the Buyer
will relieve the Buyer of its obligations hereunder or enlarge, alter or change
any obligation of any other party hereto or due to the Buyer; provided further that no such transfer or
assignment shall be permitted unless the Buyer first obtains an opinion
(reasonably satisfactory to the Controlling Party) of nationally recognized tax
counsel that such transfer or assignment will not (I) result in the income
from the RMBS Pool becoming subject to corporate income tax in such a manner
that it would reduce the amounts of Deferred Purchase Price available for
payment to the Sellers or (II) cause losses realized by the Sellers from
the sale of any RMBS Issue hereunder that were deferred by the Sellers under
section 267(f) of the Code, if any, to be disallowed pursuant to Section 267(a) of
the Code. The Buyer agrees to provide a copy of any such opinion to the Sellers
at least 3 Business Days prior to such assignment or transfer (if such prior
delivery is reasonably practicable under the circumstances, and if not, as soon
as such delivery is reasonably practicable) copying such notice and opinion to
Tax Director, American International Group, Inc., 70 Pine Street, New
York, New York, 10270. AIG and the Sellers shall provide the Buyer and its tax
counsel any information reasonably requested for the purpose of counsel’s
rendering the required opinion.

 

(d) Each Seller may
sell, assign or otherwise transfer (including through participation) all, but
not less than all, of its Share of the Deferred Purchase Price to (i) AIG
if it is at the time a “qualified purchaser” (as defined in Section 2(a)(51)(A) of
the Investment Company Act of 1940, as amended) or (ii) any other Person
with the consent of the Controlling Party. Any assigning Seller shall promptly
notify the Controlling Party, any other Seller, the Senior Lender, the
Investment Manager, the Collateral Agent, the Administrator and the Buyer of
such assignment and the date of effectiveness of such assignment. From and
after the date of such notice of assignment, AIG or such other Person shall be
a party hereto and have the rights and obligations of the assigning Seller
under this Agreement and the other Transaction Documents, and the assigning
Seller shall be released from its obligations under this Agreement (to the
extent of the interest so assigned) and such Seller shall cease to be a Party
hereto but shall continue to be subject to the obligations set forth in Section 6.05.

 

Section 6.07. Counterparts. This Agreement may be
executed in counterparts (and by different Parties hereto on different
counterparts), each of which shall constitute an original but all of which when
taken together shall constitute a single contract, and shall become effective
when the condition described in Section 6.03 is satisfied. Delivery of an
executed signature page to this Agreement by facsimile transmission shall
be as effective as delivery of a manually signed counterpart of this Agreement.

 

Section 6.08. Severability. If any one or more of the
provisions contained in this Agreement or in any other Transaction Document
should be held invalid, illegal or unenforceable in any respect, then, to the
extent permitted by applicable law, the validity, legality and enforceability
of the remaining provisions contained

 

21

 

herein and therein shall
not in any way be affected or impaired thereby (it being understood that the
invalidity of a particular provision in a particular jurisdiction shall not in
and of itself affect the validity of such provision in any other jurisdiction).
The Parties shall endeavor in good-faith negotiations to replace the invalid,
illegal or unenforceable provisions with valid provisions, the economic effect
of which comes as close as possible to that of the invalid, illegal or
unenforceable provisions.

 

Section 6.09. Integration. This Agreement and the other Transaction
Documents represent the entire agreement of the Parties with respect to the
subject matter hereof and thereof, and there are no promises, undertakings,
representations or warranties by the Borrower, any Seller Party or the
Controlling Party relative to the subject matter hereof not expressly set forth
or referred to herein or in the other Transaction Documents.

 

Section 6.10. Applicable Law. THIS AGREEMENT AND THE
OTHER TRANSACTION DOCUMENTS SHALL BE CONSTRUED IN ACCORDANCE WITH AND GOVERNED
BY THE LAWS OF THE STATE OF NEW YORK; provided, however, that any sale,
transfer, assignment or other conveyance of any RMBS Issue or other property,
assets or rights by a Delaware Seller to the Buyer pursuant to this Agreement
shall be governed by and construed in accordance with the laws of the state of
Delaware, including the Securitization Act, without reference to its conflict
of law provisions, and the effectiveness and nature of any such sale, transfer,
assignment or other conveyance shall be determined in accordance with such
laws.

 

Section 6.11. Jurisdiction; Consent to Service of Process. (a) Each
Party hereby irrevocably and unconditionally submits, for itself and its
property, to the exclusive jurisdiction of any New York State court or federal
court of the United States of America sitting in New York City, and any
appellate court from any thereof, in any action or proceeding arising out of or
relating to this Agreement or the other Transaction Documents, or for
recognition or enforcement of any judgment, and each of the Parties hereto
hereby irrevocably and unconditionally agrees that all claims in respect of any
such action or proceeding may be heard and determined in such New York State
or, to the extent permitted by law, in such federal court. Each Party agrees
that a final judgment in any such action or proceeding shall be conclusive and
may be enforced in other jurisdictions by suit on the judgment or in any other
manner provided by law.

 

(b) Each Party
hereby irrevocably and unconditionally waives, to the fullest extent it may
legally and effectively do so, any objection that it may now or hereafter have
to the laying of venue of any suit, action or proceeding arising out of or
relating to this Agreement or the other Transaction Documents in any New York
State or federal court. Each Party hereby irrevocably waives, to the fullest
extent permitted by law, the defense of an inconvenient forum to the
maintenance of such action or proceeding in any such court.

 

22

 

(c) Each Party to
this Agreement irrevocably consents to service of process in the manner
provided for notices in Section 6.02. Nothing in this Agreement will
affect the right of any Party to this Agreement to serve process in any other
manner permitted by law.

 

Section 6.12. Confidentiality. AIG and each Seller
Party agrees to keep confidential all non public information, including,
without limitation, the Transaction Documents, and other related documents
provided to it by any Party pursuant to or in connection with the Transaction
Documents; provided that nothing
herein shall prevent AIG or any Seller Party (or its Related Parties who are
provided such information pursuant to clause (a) below) from disclosing
any such information (a) to its Related Parties who have a need to know
such information (it being understood that the Persons to whom such disclosure
is made will be informed of the confidential nature of such information and
instructed to keep such information confidential), (b) upon the request or
demand of any regulatory authority, any tax authority or the National
Association of Insurance Commissioners, (c) to the extent required by
applicable laws or regulations or by any subpoena or similar legal process, (d) in
connection with the exercise of any remedies hereunder or under the other
Transaction Documents or any suit, action or proceeding relating to the
enforcement of its rights hereunder or thereunder, (e) with the consent of
the Controlling Party, (f) to the extent such information becomes publicly
available other than as a result of a breach of this Section or (g) to
any prospective buyers of such Seller Party or prospective providers of
financing for such buyers and their agents and representatives if such buyer or
financing provider and their agents and representatives agree to be bound by
the provisions of this Section with respect to such information; provided, further, that prior to any
disclosure of information pursuant to clause (b) or (c) of the
proviso above, AIG or such Seller Party shall notify the Buyer, if legally
permitted to do so, of any proposed disclosure as far in advance of such
disclosure as practicable and, upon the Buyer’s or the Controlling Party’s
request, take all reasonable actions to ensure that any information disclosed
is accorded confidential treatment, or if such notice to the Buyer and the
Controlling Party is prohibited by law, inform the relevant court or regulatory
authority of the Buyer’s and the Controlling Party’s interest in the disclosed
information and request that such court, regulatory authority inform the Buyer
and the Controlling Party of the disclosure.

 

Section 6.13. WAIVER OF JURY TRIAL. EACH PARTY HERETO
HEREBY WAIVES, TO THE FULLEST EXTENT PERMITTED BY APPLICABLE LAW, ANY RIGHT IT MAY HAVE
TO A TRIAL BY JURY IN RESPECT OF ANY LITIGATION DIRECTLY OR INDIRECTLY ARISING
OUT OF, UNDER OR IN CONNECTION WITH THIS AGREEMENT OR ANY OF THE OTHER
TRANSACTION DOCUMENTS. EACH PARTY HERETO (A) CERTIFIES THAT NO
REPRESENTATIVE, AGENT OR ATTORNEY OF ANY OTHER PARTY HAS REPRESENTED, EXPRESSLY
OR OTHERWISE, THAT SUCH OTHER PARTY WOULD NOT, IN THE

 

23

 

EVENT OF LITIGATION, SEEK
TO ENFORCE THE FOREGOING WAIVER AND (B) ACKNOWLEDGES THAT IT AND THE OTHER
PARTIES HERETO HAVE BEEN INDUCED TO ENTER INTO THIS AGREEMENT AND THE OTHER
TRANSACTION DOCUMENTS, AS APPLICABLE, BY, AMONG OTHER THINGS, THE MUTUAL
WAIVERS AND CERTIFICATIONS IN THIS SECTION.

 

Section 6.14. Limited Recourse. Notwithstanding
anything to the contrary contained in this Agreement and the other Transaction
Documents, the obligations of the Buyer under this Agreement and all other
Transaction Documents are solely the obligations of the Buyer and shall be
payable solely to the extent of funds received by and available to the Buyer in
accordance with the Waterfall. Whether or not any portion of the Purchase Price
or any other amount remains outstanding at the time, all obligations of the
Buyer with respect to the Purchase Price and such other amounts shall be
terminated and extinguished on the date on which all of the assets of the Buyer
have been fully liquidated and disposed of and all proceeds thereof have been
distributed in accordance with the Waterfall. No recourse shall be had for the
payment of any amount owing in respect of any obligation of, or claim against,
the Buyer arising out of or based upon this Agreement or any other Transaction
Document against any holder of a Membership Interest, employee, officer or
Affiliate thereof and, except as specifically provided herein and in the other
Transaction Documents, no recourse shall be had for the payment of any amount
owing in respect of any obligation of, or claim against, the Buyer arising out
of or based upon this Agreement against the Collateral Agent, the
Administrator, the Investment Manager or any holder of the Membership Interests
of the Buyer or any Related Party of any thereof; provided that the foregoing shall not relieve any such
person or entity from any liability they might otherwise have as a result of
willful misconduct, gross negligence or fraudulent actions taken or omissions
by them. The provisions of this Section shall survive the termination or
expiration of this Agreement and payment in full of all of the Purchase Price.

 

Section 6.15. Certain Tax Matters. It is the intention
of the Parties that for U.S. federal income tax purposes: (a) the Senior
Loan shall be treated as the sole equity interest in the Buyer; (b) the
proceeds realized by the Sellers of the RMBS Pool shall be the sum of (i) the
Cash Purchase Price, (ii) the Fixed Deferred Purchase Price (other than
any interest thereon) and (iii) the Variable Deferred Purchase Price
(other than any interest imputed thereon for federal income tax purposes); (c) the
Buyer shall be treated as the owner of the RMBS Pool; and (d) the Buyer
shall be treated as an entity disregarded from its owner. The terms of this
Agreement and the other Transaction Documents shall be interpreted consistently
with this intention, and the Parties agree to not take any position for U.S.
federal income tax purposes (in a filing or otherwise) contrary to this
intention. For the avoidance of doubt, each Party agrees that it shall not make
an election to treat the Buyer as an association taxable as a corporation for
federal income tax purposes.

 

24

 

Section 6.16. Headings. Article and Section headings
used herein are for convenience of reference only, are not part of this
Agreement and are not to affect the construction of, or to be taken into
consideration in interpreting, this Agreement.

 

Section 6.17. Further Assurances. Each of the Seller
Parties and the Buyer agrees to execute any and all further documents,
financing statements, agreements and instruments, and take all further action
(including filing Uniform Commercial Code and other financing statements) that
may be required under applicable law, or that the Buyer or any of the Seller
Parties may reasonably request, in order to effectuate the transactions contemplated
by this Agreement; provided that no party shall be required to incur any costs
or liabilities in connection therewith.

 

Section 6.18. Third Party Beneficiary. The Senior
Lender is an express third party beneficiary of Sections 1.03 and 6.06(d) hereof.
The Investment Manager is an express third party beneficiary of
Sections 1.06, 1.07, 3.05, 3.06, 6.06(d), 6.14 and 6.19 hereof. The
Collateral Agent is an express third party beneficiary of Sections 1.01,
1.03, 1.06, 6.06(d) and 6.14 hereof.

 

Section 6.19. Role Of Investment Manager And Controlling Party. Each
party hereby accepts the role and powers of the Investment Manager described in
the Credit Agreement and the other Transaction Documents and understands that
the Investment Manager will be solely the agent of the Controlling Party. In
addition, the Controlling Party has ultimate authority with respect to all
decisions regarding the management of the Collateral (which it may delegate, in
whole or in part, to the Investment Manager or otherwise), including decisions
as to when to dispose of Collateral. In exercising such control, the
Controlling Party and its agents, including the Investment Manager, shall have
no duty to maximize returns on the Collateral or to take into account the
interests of any AIG Entity or the Senior Lender or any other Secured Party.

 

ARTICLE 7

DEFINITIONS

 

Section 7.01. Certain Definitions. Capitalized terms
used herein and not defined herein shall have the meanings ascribed to such
terms in the Credit Agreement dated as of the date hereof (the “Credit Agreement”) among the Buyer, as
Borrower, Federal Reserve Bank of New York, as the Senior Lender and the
Controlling Party, and the Collateral Agent. The following capitalized terms
used herein shall have the following meanings:

 

“Accrual Rate” means one month LIBOR as of October 29,
2008, which was 3.1175%, plus 1.0%.

 

25

 

“Affiliate” means, when used with respect to
a specified Person, another Person that directly, or indirectly through one or
more intermediaries, Controls or is Controlled by or is under common Control
with the Person specified. For the avoidance of doubt, none of the Buyer, any
Federal Reserve Bank nor the United States Treasury shall be deemed to be an “Affiliate”
of any AIG Entity for purposes of any Transaction Document. “Control” means the possession, directly or
indirectly, of the power to direct or cause the direction of the management or
policies of a Person, whether through the ownership of voting securities, by
contract or otherwise, and the terms “Controlling”
and “Controlled” shall have
meanings correlative thereto.

 

“AIG” means American International Group, Inc.

 

“AIG Agent” has the meaning set forth in the
introductory paragraph of this Agreement.

 

“AIG Entity” has the meaning set forth in
the Credit Agreement.

 

“Buyer” has the meaning set forth in the
introductory paragraph to this Agreement.

 

“Calculation Period” has the meaning set
forth in the Credit Agreement.

 

“Cash Purchase Price” means an amount equal
to (i) the Designated Purchase Price plus
(ii) interest from and including the Designation Date to but
excluding the Closing Date on the Designated Purchase Price at the Accrual Rate
as set forth in column G of Schedule A hereto minus (iii) the Cash Purchase Price Adjustment Amount.

 

“Cash Purchase Price Adjustment Amount”
means an amount equal to (i) interest and other yield payments received by
or on behalf of any Seller on each RMBS Issue (except payments due prior to the
Designation Date and not included in the determination of the Designated
Purchase Price of such RMBS Issue) on or after the Designation Date set forth
in column J of Schedule A hereto (as may be revised by the Cash Purchase
Price Adjustment Amount Certificate in accordance with Sections 1.02 (b) and
(c)) plus (ii) all net sale
proceeds, if any, and payments of principal received by or on behalf of any
Seller in respect of each RMBS Issue on or after the Designation Date (except
payments due prior to the Designation Date and not included in the
determination of the Designated Purchase Price of such RMBS Issue) set forth in
column I of Schedule A hereto (as may be revised by the Cash Purchase
Price Adjustment Amount Certificate in accordance with Sections 1.02 (b) and
(c)) plus (iii) interest at
the Accrual Rate on each amount referred to in clauses (i) and (ii) above
from and including the date as of which such amount is credited to the account
of the AIG Agent or a Seller as set forth in column H of Schedule A hereto
to but excluding the Closing Date as set forth in column L of Schedule A
hereto (as may be revised by the

 

26

 

Cash Purchase Price
Adjustment Amount Certificate in accordance with Sections 1.02 (b) and
(c)).

 

“Cash Purchase Price Adjustment Amount Certificate”
means a certificate of the AIG Agent in substantially the form of Exhibit A
hereto delivered pursuant to Section 1.02 (b) or (c) hereof.

 

“Closing” means the consummation of the
Transactions scheduled to occur on the Closing Date upon satisfaction of the
conditions precedent set forth in Article 5 hereof and in Section 4.01
of the Credit Agreement.

 

“Closing Date” has the meaning set forth in
the Credit Agreement.

 

“Collateral Account” has the meaning set
forth in the Security Agreement.

 

“Collateral Agent” has the meaning set forth
in the Security Agreement.

 

“Controlling Party” has the meaning set
forth in the Credit Agreement.

 

“Deferred Purchase Price” means the Fixed
Deferred Purchase Price and the Variable Deferred Purchase Price.

 

“Designated Purchase Price” means the sum of
the amounts set forth opposite the Designated RMBS Issues in column F of
Schedule A hereto, which amounts were determined as of the Designation
Date and include accrued and unpaid interest and other yield payments (but not
overdue interest and other equivalent yield payments) through but excluding the
Designation Date as set forth in column E of Schedule A hereto.

 

“Designated RMBS Issue” means an RMBS Issue
listed on Schedule A attached hereto that is owned by the AIG Agent for
the benefit of the Sellers on the Designation Date.

 

“Designation Date” means October 31,
2008.

 

“Disposition” means, with respect to any
RMBS Issue or any right therein or thereunder, any sale, assignment,
conveyance, transfer or other disposition thereof. The terms “Dispose” and “Disposed of” have correlative meanings.

 

“Financial Officer” of any Person means the
chief financial officer, principal accounting officer, treasurer or controller
of such Person.

 

“Fixed Deferred Purchase Price” means, with
respect to all of the Sellers, an amount equal to one billion dollars
($1,000,000,000) plus interest thereon and, with respect to any Seller, such
Seller’s Share of the Fixed Deferred Purchase Price.

 

27

 

“Governmental Authority” means any federal,
state, local, municipal or foreign court or governmental agency, authority,
instrumentality or regulatory body, including any board of insurance, insurance
department or insurance commissioner.

 

“Junior Obligations” has the meaning set
forth in Section 1.03(b).

 

“LIBOR” has the meaning set forth in the
Credit Agreement.

 

“Lien” means any mortgage, pledge,
hypothecation, assignment, deposit arrangement, encumbrance, lien (statutory or
other), charge or other security interest or any preference, priority or other
security agreement or preferential arrangement of any kind or nature whatsoever
(including any conditional sale or other title retention agreement and any
capital lease having substantially the same economic effect as any of the
foregoing).

 

“Material Adverse Effect” means (a) a
material impairment of the totality of the rights and remedies of, or benefits
available to the Buyer, the Senior Lender or the Collateral Agent under the
Transaction Documents taken as a whole or (b) a material adverse effect on
the value of the RMBS Pool.

 

“NYUCC” means the UCC as in effect from time
to time in the State of New York.

 

“Obligor” means the issuer or the guarantor
or both of any RMBS Issue, as the context requires.

 

“Participation Percentage” means, with
respect to each Seller, the percentage set forth below for that Seller:

 

	
   

  	
   

  	
  Participation

  	
   

  
	
  Seller

  	
   

  	
  Percentage

  	
   

  
	
  Seller
  1: American General Life Insurance Company

  	
   

  	
  17.65

  	
  %

  
	
  Seller
  2: American General Life and Accident Insurance Company

  	
   

  	
  4.41

  	
  %

  
	
  Seller
  3: The United States Life Insurance Company in the City of New York

  	
   

  	
  1.76

  	
  %

  
	
  Seller
  4: AIG Life Insurance Company

  	
   

  	
  3.91

  	
  %

  
	
  Seller
  5: American International Life Assurance Company of New York

  	
   

  	
  3.46

  	
  %

  
	
  Seller
  6: American Life Insurance Company

  	
   

  	
  2.13

  	
  %

  
	
  Seller
  7: AIG Annuity Insurance Company

  	
   

  	
  34.79

  	
  %

  
	
  Seller
  8: The Variable Annuity Life Insurance Company

  	
   

  	
  17.38

  	
  %

  
	
  Seller
  9: SunAmerica Life Insurance Company

  	
   

  	
  9.85

  	
  %

  

 

28

 

	
   

  	
   

  	
  Participation

  	
   

  
	
  Seller

  	
   

  	
  Percentage

  	
   

  
	
  Seller
  10: First SunAmerica Life Insurance Company

  	
   

  	
  3.17

  	
  %

  
	
  Seller
  11: AIG SunAmerica Life Assurance Company

  	
   

  	
  1.49

  	
  %

  

 

“Party” has the meaning set forth in the
preamble to this Agreement.

 

“Person” means any natural person,
corporation, business trust, joint venture, association, company, limited
liability company, partnership, Governmental Authority or other entity.

 

“Purchase Price” means, with respect to all
of the Sellers, the sum of the Cash Purchase Price, the Fixed Deferred Purchase
Price and the Variable Deferred Purchase Price and, with respect to any Seller,
such Seller’s Share of the Purchase Price.

 

“Related Instruments” means any
participation, pooling, servicing or other agreement, document or instrument
pursuant to which an RMBS Issue has been created, pooled, securitized, issued,
sold, serviced, enhanced, insured or guaranteed and each other agreement,
document, indenture and instrument that governs or affects the terms of, or
secures the obligations represented by, such RMBS Issue or of which the holders
of such RMBS Issue are the beneficiaries.

 

“Related Parties” means, with respect to any
specified Person, such Person’s Affiliates and the respective directors,
officers, employees, agents, attorneys, accountants, and other advisors, and
controlling persons of such Person and such Person’s Affiliates. For the
avoidance of doubt, none of the Buyer, any Federal Reserve Bank nor the United
States Treasury shall be deemed to be a “Related Party” of any AIG Entity for
purposes of any Transaction Document.

 

“RMBS Issue” means the securities of a
single issue of residential mortgage-backed securities listed on
Schedule A attached hereto that is owned by the AIG Agent for the benefit
of the Sellers immediately prior to the Closing, together with all right, title
and interest in and to all Related Instruments.

 

“RMBS Pool” means the RMBS Issues
collectively.

 

“S&P” means Standard & Poor’s.

 

“Sanctions” has the meaning set forth in Section 2.08

 

“Security Interest” has the meaning set
forth in the Security Agreement.

 

“Security Agreement” means the Security
Agreement dated as of the date hereof among the Buyer, as borrower, the Federal
Reserve Bank of New York, as

 

29

 

the Senior Lender and the
Controlling Party, and The Bank of New York Mellon, as Collateral Agent.

 

“Seller” and “Sellers” have the respective meanings set forth in the
introductory paragraph to this Agreement.

 

“Seller Parties” has the meaning set forth
in the introductory paragraph of this Agreement.

 

“Senior Debt” has the meaning set forth in Section 1.03(b).

 

“Senior Lender” has the meaning set forth in
the Credit Agreement.

 

“Share” means, with respect to any Seller,
such Seller’s ownership interest in an RMBS Issue, RMBS Pool, Cash Purchase
Price or Deferred Purchase Price in the amount of its Participation Percentage
thereof.

 

“Transaction Documents” has the meaning set
forth in the Credit Agreement.

 

“Transactions” means the transactions
contemplated by the Transaction Documents.

 

“UCC” means the Uniform Commercial Code as
in effect from time to time in any applicable state.

 

“Variable Deferred Purchase Price” means,
with respect to all of the Sellers, 1/6th of the net cash proceeds from the RMBS Pool
plus cash on hand with the Buyer after payment in full of the Senior Loan plus
accrued interest thereon and the Fixed Deferred Purchase Price plus accrued
interest thereon and, with respect to any Seller, such Seller’s Share of the
Variable Deferred Purchase Price.

 

“Waterfall” means the order of payments set
forth in Section 5(b) of the Security Agreement.

 

Section 7.02. Other Definitional Provisions. (a) As
used herein and in any certificate or other document made or delivered pursuant
hereto or thereto, (i) accounting terms shall have the respective meanings
given to them under GAAP, (ii) the words “include”, “includes” and “including”
shall be deemed to be followed by the phrase “without limitation”, (iii) the
word “incur” shall be construed to mean incur, create, issue, assume, become
liable in respect of or suffer to exist (and the words “incurred” and “incurrence”
shall have correlative meanings), (iv) the words “asset” and “property”
shall be construed to have the same meaning and effect and to refer to any and
all tangible and intangible assets and properties, including cash, capital
stock, securities, revenues, accounts, leasehold interests and contract rights,
and (v) references to agreements or other contractual obligations shall,
unless otherwise specified, be deemed to refer to

 

30

 

such agreements or
contractual obligations as amended, supplemented, restated or otherwise
modified from time to time, or any successor or replacement agreement which may
be entered into from time to time.

 

(b) The words “hereof”,
“herein” and “hereunder” and words of similar import, when used in this
Agreement, shall refer to this Agreement as a whole and not to any particular
provision of this Agreement, and Section, Schedule and Exhibit references
are to this Agreement unless otherwise specified.

 

(c) The meanings
given to terms defined herein shall be equally applicable to both the singular
and plural forms of such terms.

 

[signature
pages follow]

 

31

 

IN WITNESS WHEREOF, each
of the Parties has caused this Asset Purchase Agreement to be executed on its
behalf by its officers thereunto duly authorized on the day and year first
above written.

 

	
  MAIDEN LANE II LLC,

  by the Federal Reserve Bank of New York,

  as its sole Managing Member

  	
   

  	
  FEDERAL RESERVE BANK OF
  NEW

  YORK, as Controlling Party

  
	
   

  	
   

  	
   

  
	
  By:

  	
  /s/ Helen Mucciolo

  	
   

  	
   

  	
  By:

  	
  /s/ Helen Mucciolo

  
	
   

  	
  Name:

  	
  Helen Mucciolo

  	
   

  	
   

  	
   

  	
  Name:

  	
  Helen Mucciolo

  
	
   

  	
  Title:

  	
  Senior Vice President

  	
   

  	
   

  	
   

  	
  Title:

  	
  Senior Vice President

  
	
   

  	
   

  	
   

  
	
  AMERICAN INTERNATIONAL
  GROUP,

  INC.

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
  By:

  	
  /s/ David L. Herzog

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
  Name:

  	
  David L. Herzog

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
  Title:

  	
  Executive Vice
  President and

  Chief Financial Officer

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
  AMERICAN GENERAL LIFE 

  INSURANCE COMPANY

  	
   

  	
  AMERICAN GENERAL LIFE
  AND

  ACCIDENT

  INSURANCE COMPANY

  
	
   

  	
   

  	
   

  
	
  By:

  	
  /s/ Mary Jane B. Fortin

  	
   

  	
   

  	
  By:

  	
  /s/ Mary Jane B. Fortin

  
	
   

  	
  Name:

  	
  Mary Jane B. Fortin

  	
   

  	
   

  	
   

  	
  Name:

  	
  Mary Jane B. Fortin

  
	
   

  	
  Title:

  	
  Executive Vice
  President and

  Chief Financial Officer

  	
   

  	
   

  	
   

  	
  Title:

  	
  Executive Vice
  President

  
	
   

  	
   

  	
   

  
	
  AMERICAN GENERAL LIFE

  INSURANCE COMPANY

  	
   

  	
  AMERICAN GENERAL LIFE
  AND

  ACCIDENT

  INSURANCE COMPANY

  
	
   

  	
   

  	
   

  
	
  By:

  	
  /s/ Kyle L. Jennings

  	
   

  	
   

  	
  By:

  	
  /s/ Kyle L. Jennings

  
	
   

  	
  Name:

  	
  Kyle L. Jennings

  	
   

  	
   

  	
   

  	
  Name:

  	
  Kyle L. Jennings

  
	
   

  	
  Title:

  	
  Executive Vice
  President, 

  General Counsel and Secretary

  	
   

  	
   

  	
   

  	
  Title:

  	
  Executive Vice
  President, 

  General Counsel and Secretary

  

 

 

	
  THE UNITED STATES LIFE
  INSURANCE

  COMPANY IN THE CITY OF NEW 

  YORK

  	
   

  	
  THE UNITED STATES LIFE
  INSURANCE

  COMPANY IN THE CITY OF NEW

  YORK

  
	
   

  	
   

  	
   

  
	
  By:

  	
  /s/ Mary Jane B. Fortin

  	
   

  	
   

  	
  By:

  	
  /s/ Kyle L. Jennings

  
	
   

  	
  Name:

  	
  Mary Jane B. Fortin 

  	
   

  	
   

  	
   

  	
  Name:

  	
  Kyle L. Jennings

  
	
   

  	
  Title:

  	
  Executive Vice
  President and 

  Chief Financial Officer 

  	
   

  	
   

  	
   

  	
  Title:

  	
  Executive Vice
  President,

  General Counsel and Secretary

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
  AIG LIFE INSURANCE
  COMPANY

  	
   

  	
  AMERICAN INTERNATIONAL
  LIFE

  ASSURANCE

  COMPANY OF NEW YORK

  
	
   

  	
   

  	
   

  
	
  By:

  	
  /s/ Mary Jane B. Fortin

  	
   

  	
   

  	
  By:

  	
  /s/ Mary Jane B. Fortin

  
	
   

  	
  Name:

  	
  Mary Jane B. Fortin 

  	
   

  	
   

  	
   

  	
  Name:

  	
  Mary Jane B. Fortin

  
	
   

  	
  Title:

  	
  Executive Vice
  President and 

  Chief Financial Officer 

  	
   

  	
   

  	
   

  	
  Title:

  	
  Executive Vice
  President and

  Chief Financial Officer

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  AIG LIFE INSURANCE
  COMPANY

  	
   

  	
  AMERICAN INTERNATIONAL
  LIFE

  ASSURANCE COMPANY OF NEW

  YORK

  
	
   

  	
   

  	
   

  
	
  By:

  	
  /s/ Kyle L. Jennings

  	
   

  	
   

  	
  By:

  	
  /s/ Kyle L. Jennings

  
	
   

  	
  Name:

  	
  Kyle L. Jennings 

  	
   

  	
   

  	
   

  	
  Name:

  	
  Kyle L. Jennings

  
	
   

  	
  Title:

  	
  Executive Vice
  President,

  General Counsel and Secretary 

  	
   

  	
   

  	
   

  	
  Title:

  	
  Executive Vice
  President,

  General Counsel and Secretary

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  AMERICAN LIFE INSURANCE

  COMPANY

  	
   

  	
  AIG ANNUITY INSURANCE 

  COMPANY

  
	
   

  	
   

  	
   

  
	
  By:

  	
  /s/ Dennis R. Vigneau

  	
   

  	
   

  	
  By:

  	
  /s/ N. Scott Gillis

  
	
   

  	
  Name:

  	
  Dennis R. Vigneau 

  	
   

  	
   

  	
   

  	
  Name:

  	
  N. Scott Gillis

  
	
   

  	
  Title:

  	
  Chief Financial Officer

  	
   

  	
   

  	
   

  	
  Title:

  	
  Senior Vice President 

  Chief Financial Officer

  

 

 

	
  THE VARIABLE ANNUITY
  LIFE

  INSURANCE 

  COMPANY

  	
   

  	
  SUNAMERICA LIFE
  INSURANCE

  COMPANY

  
	
   

  	
   

  	
   

  
	
  By:

  	
  /s/ N. Scott Gillis

  	
   

  	
   

  	
  By:

  	
  /s/ N. Scott Gillis

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
  Name:

  	
  N. Scott Gillis 

  	
   

  	
   

  	
   

  	
  Name:

  	
  N. Scott Gillis

  
	
   

  	
  Title:

  	
  Senior Vice President 

  Chief Financial Officer 

  	
   

  	
   

  	
   

  	
  Title:

  	
  Senior Vice President

  Chief Financial Officer

  
	
   

  	
   

  	
   

  
	
  FIRST SUNAMERICA LIFE
  INSURANCE

  COMPANY

  	
   

  	
  AIG SUNAMERICA LIFE
  ASSURANCE 

  COMPANY

  
	
   

  	
   

  	
   

  
	
  By:

  	
  /s/ N. Scott Gillis 

  	
   

  	
   

  	
  By:

  	
  /s/ N. Scott Gillis

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
  Name:

  	
  N. Scott Gillis

  	
   

  	
   

  	
   

  	
  Name:

  	
  N. Scott Gillis

  
	
   

  	
  Title:

  	
  Senior Vice President 

  Chief Financial Officer 

  	
   

  	
   

  	
   

  	
  Title:

  	
  Senior Vice President

  Chief Financial Officer

  
	
   

  	
   

  	
   

  
	
  AIG SECURITIES LENDING
  CORP., as

  AIG Agent

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
  By:

  	
  /s/ Michael F. Thorp

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
  Name:

  	
  Michael F. Thorp

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
  Title:

  	
  Vice President

  	
   

  	
   

  	
   

  	
   

  	
   

  

 

 

Schedule A
to

Asset Purchase Agreement

 

DESIGNATED
RMBS POOL

 

[Attached]

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  IMPAC SECD ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254TPX6

  	
   

  	
  2004-3 CL 1A4

  	
   

  	
  349,409.99

  	
   

  	
  262,057.49

  	
   

  	
  142.04

  	
   

  	
  262,199.54

  	
   

  	
  1,259.54

  	
   

  	
  11/25/2008

  	
   

  	
  4,176.01

  	
   

  	
  1,029.83

  	
   

  	
  5,205.83

  	
   

  	
  10.12

  	
   

  
	
   

  	
   

  	
  ACE SECS CORP 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  004421US0

  	
   

  	
  NC1 CL A-2C

  	
   

  	
  64,406,000.00

  	
   

  	
  52,001,404.40

  	
   

  	
  24,751.58

  	
   

  	
  52,026,155.98

  	
   

  	
  249,920.65

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  179,448.98

  	
   

  	
  179,448.98

  	
   

  	
  348.92

  	
   

  
	
   

  	
   

  	
  ACE SECS CORP 05-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  004427CA6

  	
   

  	
  AG1 CL A-2C

  	
   

  	
  20,850,622.31

  	
   

  	
  19,251,379.58

  	
   

  	
  8,175.18

  	
   

  	
  19,259,554.76

  	
   

  	
  92,518.09

  	
   

  	
  11/25/2008

  	
   

  	
  2,428,915.29

  	
   

  	
  59,270.07

  	
   

  	
  2,488,185.36

  	
   

  	
  4,837.97

  	
   

  
	
   

  	
   

  	
  ACE SECS CORP 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  00442EAH8

  	
   

  	
  NC3 CL A-2D

  	
   

  	
  44,745,000.00

  	
   

  	
  17,168,656.50

  	
   

  	
  17,195.75

  	
   

  	
  17,185,852.25

  	
   

  	
  82,556.54

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  124,669.20

  	
   

  	
  124,669.20

  	
   

  	
  242.40

  	
   

  
	
   

  	
   

  	
  ACE SECS CORP 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  00442PAF7

  	
   

  	
  OP1 CL A-2D

  	
   

  	
  42,758,000.00

  	
   

  	
  17,603,468.60

  	
   

  	
  16,622.17

  	
   

  	
  17,620,090.77

  	
   

  	
  84,642.51

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  120,510.75

  	
   

  	
  120,510.75

  	
   

  	
  234.32

  	
   

  
	
   

  	
   

  	
  ACE SECS H E 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  00442UAC3

  	
   

  	
  ASAP2 CL A-2B

  	
   

  	
  14,000,000.00

  	
   

  	
  7,550,200.00

  	
   

  	
  5,333.61

  	
   

  	
  7,555,533.61

  	
   

  	
  36,294.89

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  38,668.68

  	
   

  	
  38,668.68

  	
   

  	
  75.19

  	
   

  
	
   

  	
   

  	
  ACE SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  00442UAD1

  	
   

  	
  2007-ASP2 CL A2C

  	
   

  	
  11,000,000.00

  	
   

  	
  3,790,600.00

  	
   

  	
  4,251.81

  	
   

  	
  3,794,851.81

  	
   

  	
  18,229.52

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  30,825.59

  	
   

  	
  30,825.59

  	
   

  	
  59.94

  	
   

  
	
   

  	
   

  	
  ADJUSTABLE RT MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  007036JF4

  	
   

  	
  05-3 8-A-3-2

  	
   

  	
  8,130,000.00

  	
   

  	
  6,090,183.00

  	
   

  	
  3,232.80

  	
   

  	
  6,093,415.80

  	
   

  	
  29,271.25

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  23,437.83

  	
   

  	
  23,437.83

  	
   

  	
  45.57

  	
   

  
	
   

  	
   

  	
  ADJUSTABLE RT MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  007036KP0

  	
   

  	
  05-4 7-A-3-2

  	
   

  	
  8,480,000.00

  	
   

  	
  6,592,352.00

  	
   

  	
  3,362.56

  	
   

  	
  6,595,714.56

  	
   

  	
  31,684.16

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  24,378.53

  	
   

  	
  24,378.53

  	
   

  	
  47.40

  	
   

  
	
   

  	
   

  	
  ADJUSTABLE RATE

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  007036QU3

  	
   

  	
  MTG 05-8 7A31

  	
   

  	
  23,611,631.80

  	
   

  	
  20,339,059.63

  	
   

  	
  9,179.02

  	
   

  	
  20,348,238.65

  	
   

  	
  97,747.85

  	
   

  	
  11/25/2008

  	
   

  	
  532,444.72

  	
   

  	
  66,547.91

  	
   

  	
  598,992.63

  	
   

  	
  1,164.67

  	
   

  
	
   

  	
   

  	
  ADJUSTABLE RATE

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  007036QV1

  	
   

  	
  MTG 05-8 7A32

  	
   

  	
  13,250,000.00

  	
   

  	
  7,389,525.00

  	
   

  	
  5,386.49

  	
   

  	
  7,394,911.49

  	
   

  	
  35,523.31

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  39,052.07

  	
   

  	
  39,052.07

  	
   

  	
  75.93

  	
   

  
	
   

  	
   

  	
  ADJUSTABLE RATE

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  007036UQ7

  	
   

  	
  05-11 CL 5A1

  	
   

  	
  20,458,035.89

  	
   

  	
  15,012,106.74

  	
   

  	
  8,021.25

  	
   

  	
  15,020,127.99

  	
   

  	
  72,152.94

  	
   

  	
  11/25/2008

  	
   

  	
  368,831.82

  	
   

  	
  58,154.10

  	
   

  	
  426,985.91

  	
   

  	
  830.22

  	
   

  
	
   

  	
   

  	
  ADJUSTABLE RATE

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  007037BH6

  	
   

  	
  07-1 CL 5A22

  	
   

  	
  11,156,000.00

  	
   

  	
  2,064,975.60

  	
   

  	
  4,324.50

  	
   

  	
  2,069,300.10

  	
   

  	
  9,940.40

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  31,352.62

  	
   

  	
  31,352.62

  	
   

  	
  60.96

  	
   

  
	
   

  	
   

  	
  ALTERNATIVE LN
  06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  02146YAD8

  	
   

  	
  OA9 CL 2A1B

  	
   

  	
  4,151,706.96

  	
   

  	
  1,992,819.34

  	
   

  	
  5,680.05

  	
   

  	
  1,998,499.39

  	
   

  	
  9,600.29

  	
   

  	
  11/20/2008

  	
   

  	
  12,145.87

  	
   

  	
  16,007.43

  	
   

  	
  28,153.30

  	
   

  	
  70.84

  	
   

  
	
   

  	
   

  	
  ALTERNATIVE LN TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  02147CAF0

  	
   

  	
  2006-OA8 2A3

  	
   

  	
  33,750,000.00

  	
   

  	
  15,734,250.00

  	
   

  	
  12,932.81

  	
   

  	
  15,747,182.81

  	
   

  	
  75,645.53

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  93,762.89

  	
   

  	
  93,762.89

  	
   

  	
  182.31

  	
   

  
	
   

  	
   

  	
  ALTERNATIVE LN TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  02147DAB7

  	
   

  	
  06 OA11 A-1B

  	
   

  	
  214,332,679.30

  	
   

  	
  98,593,032.48

  	
   

  	
  82,131.09

  	
   

  	
  98,675,163.57

  	
   

  	
  474,010.82

  	
   

  	
  11/25/2008

  	
   

  	
  996,080.58

  	
   

  	
  595,450.42

  	
   

  	
  1,591,530.99

  	
   

  	
  3,094.53

  	
   

  
	
   

  	
   

  	
  ALTERNATIVE LN
  07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  02150KAX7

  	
   

  	
  OH1 CL A-1-B

  	
   

  	
  17,000,000.00

  	
   

  	
  7,342,300.00

  	
   

  	
  6,533.19

  	
   

  	
  7,348,833.19

  	
   

  	
  35,301.96

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  47,365.66

  	
   

  	
  47,365.66

  	
   

  	
  92.10

  	
   

  
	
   

  	
   

  	
  ALTERNATIVE LN TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  02150KAY5

  	
   

  	
  07-OH1 CL A1

  	
   

  	
  11,203,000.00

  	
   

  	
  2,625,983.20

  	
   

  	
  4,392.51

  	
   

  	
  2,630,375.71

  	
   

  	
  12,635.67

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  31,845.69

  	
   

  	
  31,845.69

  	
   

  	
  61.92

  	
   

  
	
   

  	
   

  	
  ALTERNATIVE LN TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  02150KBB4

  	
   

  	
  07-OH1 CL A2

  	
   

  	
  7,000,000.00

  	
   

  	
  2,280,600.00

  	
   

  	
  2,729.03

  	
   

  	
  2,283,329.03

  	
   

  	
  10,968.54

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  19,785.45

  	
   

  	
  19,785.45

  	
   

  	
  38.47

  	
   

  
	
   

  	
   

  	
  ALTERNATIVE LN
  07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  02150KBC2

  	
   

  	
  OH1 CL A2C

  	
   

  	
  4,949,000.00

  	
   

  	
  773,528.70

  	
   

  	
  1,962.42

  	
   

  	
  775,491.12

  	
   

  	
  3,725.27

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  14,227.52

  	
   

  	
  14,227.52

  	
   

  	
  27.66

  	
   

  
	
   

  	
   

  	
  AMERICAN HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  026932AA1

  	
   

  	
  MTG 2007-1 GA-1A

  	
   

  	
  266,279,314.60

  	
   

  	
  158,143,284.94

  	
   

  	
  101,149.16

  	
   

  	
  158,244,434.10

  	
   

  	
  760,166.70

  	
   

  	
  11/25/2008

  	
   

  	
  357,776.61

  	
   

  	
  733,331.39

  	
   

  	
  1,091,108.00

  	
   

  	
  2,121.52

  	
   

  
	
   

  	
   

  	
  AMERICAN MTG 07-1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  026932AB9

  	
   

  	
  CL A1B

  	
   

  	
  5,600,000.00

  	
   

  	
  1,285,200.00

  	
   

  	
  2,214.33

  	
   

  	
  1,287,414.33

  	
   

  	
  6,184.42

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  16,053.92

  	
   

  	
  16,053.92

  	
   

  	
  31.21

  	
   

  
	
   

  	
   

  	
  ASSET BKD SEC HM

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  04541GVJ8

  	
   

  	
  EQ 06-HE1 A3

  	
   

  	
  24,763,946.00

  	
   

  	
  20,209,856.33

  	
   

  	
  9,516.92

  	
   

  	
  20,219,373.25

  	
   

  	
  97,128.81

  	
   

  	
  11/25/2008

  	
   

  	
  501,731.23

  	
   

  	
  68,997.68

  	
   

  	
  570,728.91

  	
   

  	
  1,109.71

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  ASET BACKED SECS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  04541GWE8

  	
   

  	
  2006-HE2 A3

  	
   

  	
  4,769,352.77

  	
   

  	
  3,900,853.63

  	
   

  	
  1,827.59

  	
   

  	
  3,902,681.22

  	
   

  	
  18,747.50

  	
   

  	
  11/25/2008

  	
   

  	
  119,505.81

  	
   

  	
  13,250.02

  	
   

  	
  132,755.83

  	
   

  	
  258.13

  	
   

  
	
   

  	
   

  	
  ASSET BACKED 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  04544QAE7

  	
   

  	
  HE7 CL A-5

  	
   

  	
  22,500,000.00

  	
   

  	
  6,093,000.00

  	
   

  	
  8,696.88

  	
   

  	
  6,101,696.88

  	
   

  	
  29,311.03

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  63,052.34

  	
   

  	
  63,052.34

  	
   

  	
  122.60

  	
   

  
	
   

  	
   

  	
  BCAP LLC TR
  07-AA1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  05530PAB8

  	
   

  	
  P/T CL 1A2

  	
   

  	
  30,000,000.00

  	
   

  	
  11,655,000.00

  	
   

  	
  11,395.83

  	
   

  	
  11,666,395.83

  	
   

  	
  56,042.45

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  82,619.79

  	
   

  	
  82,619.79

  	
   

  	
  160.64

  	
   

  
	
   

  	
   

  	
  BCAP LLC TR
  07-AA1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  05530PAC6

  	
   

  	
  CL 1A3

  	
   

  	
  102,579,000.00

  	
   

  	
  50,171,388.90

  	
   

  	
  39,991.56

  	
   

  	
  50,211,380.46

  	
   

  	
  241,202.92

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  289,938.83

  	
   

  	
  289,938.83

  	
   

  	
  563.75

  	
   

  
	
   

  	
   

  	
  BNC MTG LN TR SER

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  05569QAC8

  	
   

  	
  07-2 CL A3

  	
   

  	
  89,897,000.00

  	
   

  	
  39,761,443.10

  	
   

  	
  34,847.57

  	
   

  	
  39,796,290.67

  	
   

  	
  191,171.43

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  252,644.91

  	
   

  	
  252,644.91

  	
   

  	
  491.24

  	
   

  
	
   

  	
   

  	
  BANC AMER FDG 06

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  058933AA0

  	
   

  	
  D CL 1-A-1

  	
   

  	
  114,744,541.00

  	
   

  	
  76,832,944.65

  	
   

  	
  155,933.05

  	
   

  	
  76,988,877.70

  	
   

  	
  369,835.32

  	
   

  	
  11/20/2008

  	
   

  	
  2,135,215.11

  	
   

  	
  439,447.65

  	
   

  	
  2,574,662.75

  	
   

  	
  6,478.50

  	
   

  
	
   

  	
   

  	
  BANC AMER FDG 06

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  058933AB8

  	
   

  	
  D 1-A-2

  	
   

  	
  99,554,000.00

  	
   

  	
  26,750,159.80

  	
   

  	
  138,635.86

  	
   

  	
  26,888,795.66

  	
   

  	
  129,167.05

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  390,701.07

  	
   

  	
  390,701.07

  	
   

  	
  983.10

  	
   

  
	
   

  	
   

  	
  BANC AMER FDG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  05946XQY2

  	
   

  	
  CORP 05-A 5-A-1

  	
   

  	
  8,259,057.60

  	
   

  	
  6,238,892.11

  	
   

  	
  11,551.78

  	
   

  	
  6,250,443.89

  	
   

  	
  30,025.57

  	
   

  	
  11/20/2008

  	
   

  	
  88,098.86

  	
   

  	
  32,555.02

  	
   

  	
  120,653.89

  	
   

  	
  303.60

  	
   

  
	
   

  	
   

  	
  BANC AMER FDG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  05946XQZ9

  	
   

  	
  CORP 05-A 5-A-2

  	
   

  	
  3,749,808.60

  	
   

  	
  3,075,593.01

  	
   

  	
  5,256.24

  	
   

  	
  3,080,849.26

  	
   

  	
  14,799.63

  	
   

  	
  11/20/2008

  	
   

  	
  4,626.75

  	
   

  	
  14,813.05

  	
   

  	
  19,439.81

  	
   

  	
  48.92

  	
   

  
	
   

  	
   

  	
  BANC AMER FDG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  05946XRH8

  	
   

  	
  CORP 05-A 5M1

  	
   

  	
  4,612,000.00

  	
   

  	
  1,162,224.00

  	
   

  	
  6,662.10

  	
   

  	
  1,168,886.10

  	
   

  	
  5,615.04

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  18,775.00

  	
   

  	
  18,775.00

  	
   

  	
  47.24

  	
   

  
	
   

  	
   

  	
  BANC AMER FDG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  05946XRY1

  	
   

  	
  CORP 05-B 3A1B

  	
   

  	
  32,000,000.00

  	
   

  	
  23,334,400.00

  	
   

  	
  44,855.56

  	
   

  	
  23,379,255.56

  	
   

  	
  112,308.10

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  126,411.10

  	
   

  	
  126,411.10

  	
   

  	
  318.08

  	
   

  
	
   

  	
   

  	
  BANC AMER FDG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  05950MAD2

  	
   

  	
  2006 G P/T 2-A-3

  	
   

  	
  220,999,000.00

  	
   

  	
  139,715,567.80

  	
   

  	
  300,328.43

  	
   

  	
  140,015,896.23

  	
   

  	
  672,601.36

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  846,369.18

  	
   

  	
  846,369.18

  	
   

  	
  2,129.68

  	
   

  
	
   

  	
   

  	
  BANC AMER FDG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  05950MAE0

  	
   

  	
  2006 G 2-A-4

  	
   

  	
  144,814,000.00

  	
   

  	
  71,422,264.80

  	
   

  	
  202,106.04

  	
   

  	
  71,624,370.84

  	
   

  	
  344,065.57

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  569,564.20

  	
   

  	
  569,564.20

  	
   

  	
  1,433.17

  	
   

  
	
   

  	
   

  	
  BANC AMER FDG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  05952DAQ1

  	
   

  	
  2007- A 2A4

  	
   

  	
  33,003,000.00

  	
   

  	
  16,224,274.80

  	
   

  	
  44,748.86

  	
   

  	
  16,269,023.66

  	
   

  	
  78,152.32

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  126,110.44

  	
   

  	
  126,110.44

  	
   

  	
  317.33

  	
   

  
	
   

  	
   

  	
  BANC AMER FDG 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  05952GAD3

  	
   

  	
  D CL 1-A-4

  	
   

  	
  37,072,000.00

  	
   

  	
  17,520,227.20

  	
   

  	
  51,058.96

  	
   

  	
  17,571,286.16

  	
   

  	
  84,408.07

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  143,893.42

  	
   

  	
  143,893.42

  	
   

  	
  362.07

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS ALT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073868AA9

  	
   

  	
  06-6 CL 1A1

  	
   

  	
  106,519,702.00

  	
   

  	
  58,585,836.10

  	
   

  	
  40,462.69

  	
   

  	
  58,626,298.79

  	
   

  	
  281,626.08

  	
   

  	
  11/25/2008

  	
   

  	
  2,674,653.99

  	
   

  	
  293,354.52

  	
   

  	
  2,968,008.51

  	
   

  	
  5,770.92

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS ALT
  A

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07386HA92

  	
   

  	
  2006-1 I1A1

  	
   

  	
  31,959,938.49

  	
   

  	
  21,643,270.35

  	
   

  	
  12,424.43

  	
   

  	
  21,655,694.77

  	
   

  	
  104,028.54

  	
   

  	
  11/25/2008

  	
   

  	
  584,558.61

  	
   

  	
  90,077.09

  	
   

  	
  674,635.70

  	
   

  	
  1,311.74

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS ALT
  A

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07386HH46

  	
   

  	
  06-2 I-1A-1

  	
   

  	
  64,450,190.80

  	
   

  	
  43,671,449.29

  	
   

  	
  24,911.79

  	
   

  	
  43,696,361.08

  	
   

  	
  209,906.39

  	
   

  	
  11/25/2008

  	
   

  	
  673,684.41

  	
   

  	
  180,610.47

  	
   

  	
  854,294.88

  	
   

  	
  1,661.07

  	
   

  
	
   

  	
   

  	
  BEAR STREANS ALT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07386HK26

  	
   

  	
  2006-3 I-A-1

  	
   

  	
  81,188,583.92

  	
   

  	
  55,053,978.76

  	
   

  	
  31,111.01

  	
   

  	
  55,085,089.77

  	
   

  	
  264,615.00

  	
   

  	
  11/25/2008

  	
   

  	
  1,577,973.46

  	
   

  	
  225,554.86

  	
   

  	
  1,803,528.32

  	
   

  	
  3,506.74

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS ALT
  A

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07386HNQ0

  	
   

  	
  04-12 IA1

  	
   

  	
  28,520,083.00

  	
   

  	
  19,964,058.10

  	
   

  	
  11,435.76

  	
   

  	
  19,975,493.86

  	
   

  	
  95,957.28

  	
   

  	
  11/25/2008

  	
   

  	
  649,853.39

  	
   

  	
  82,909.27

  	
   

  	
  732,762.66

  	
   

  	
  1,424.77

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS ALT
  A

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07386HSP7

  	
   

  	
  05-4 IA1

  	
   

  	
  27,827,620.91

  	
   

  	
  20,052,583.63

  	
   

  	
  10,756.15

  	
   

  	
  20,063,339.78

  	
   

  	
  96,379.27

  	
   

  	
  11/25/2008

  	
   

  	
  698,719.84

  	
   

  	
  77,982.08

  	
   

  	
  776,701.92

  	
   

  	
  1,510.20

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS ALT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07386HUA7

  	
   

  	
  05-E CL I-A-3

  	
   

  	
  78,888,493.44

  	
   

  	
  57,943,598.43

  	
   

  	
  31,018.52

  	
   

  	
  57,974,616.95

  	
   

  	
  278,495.57

  	
   

  	
  11/25/2008

  	
   

  	
  1,151,076.80

  	
   

  	
  224,884.25

  	
   

  	
  1,375,961.05

  	
   

  	
  2,675.38

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS ALT
  A

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07386HVG3

  	
   

  	
  05-7

  	
   

  	
  109,200,196.70

  	
   

  	
  75,959,656.82

  	
   

  	
  42,815.58

  	
   

  	
  76,002,472.40

  	
   

  	
  365,096.88

  	
   

  	
  11/25/2008

  	
   

  	
  1,642,659.36

  	
   

  	
  310,412.94

  	
   

  	
  1,953,072.30

  	
   

  	
  3,797.50

  	
   

  

 

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS ALT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07386HYW5

  	
   

  	
  2005-10 I1A11

  	
   

  	
  56,838,255.67

  	
   

  	
  33,051,445.67

  	
   

  	
  22,159.03

  	
   

  	
  33,073,604.70

  	
   

  	
  158,877.33

  	
   

  	
  11/25/2008

  	
   

  	
  1,551,658.16

  	
   

  	
  160,652.94

  	
   

  	
  1,712,311.10

  	
   

  	
  3,329.37

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07386RAB5

  	
   

  	
  HE4 CL 1-A-2

  	
   

  	
  62,309,000.00

  	
   

  	
  34,805,807.40

  	
   

  	
  23,876.46

  	
   

  	
  34,829,683.86

  	
   

  	
  167,313.09

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  173,104.36

  	
   

  	
  173,104.36

  	
   

  	
  336.58

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07386RAC3

  	
   

  	
  HE4 CL 1-A-3

  	
   

  	
  63,813,000.00

  	
   

  	
  22,296,262.20

  	
   

  	
  24,949.11

  	
   

  	
  22,321,211.31

  	
   

  	
  107,225.52

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  180,881.05

  	
   

  	
  180,881.05

  	
   

  	
  351.70

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS ALT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07386XAA4

  	
   

  	
  07-1 CL 1A1

  	
   

  	
  49,390,192.02

  	
   

  	
  27,139,910.51

  	
   

  	
  18,761.41

  	
   

  	
  27,158,671.93

  	
   

  	
  130,463.47

  	
   

  	
  11/25/2008

  	
   

  	
  1,575,988.20

  	
   

  	
  136,020.25

  	
   

  	
  1,712,008.45

  	
   

  	
  3,328.79

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS ALT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073871AA3

  	
   

  	
  06 4 I1A1

  	
   

  	
  68,655,206.67

  	
   

  	
  46,424,650.75

  	
   

  	
  26,079.44

  	
   

  	
  46,450,730.19

  	
   

  	
  223,137.70

  	
   

  	
  11/25/2008

  	
   

  	
  2,048,949.33

  	
   

  	
  189,075.96

  	
   

  	
  2,238,025.29

  	
   

  	
  4,351.56

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS ALT
  A

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073871AE5

  	
   

  	
  06-4 I-3A-1

  	
   

  	
  87,941,956.46

  	
   

  	
  56,960,005.20

  	
   

  	
  33,405.73

  	
   

  	
  56,993,410.93

  	
   

  	
  273,782.10

  	
   

  	
  11/25/2008

  	
   

  	
  1,422,317.00

  	
   

  	
  242,191.54

  	
   

  	
  1,664,508.54

  	
   

  	
  3,236.43

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS ALT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073875AA4

  	
   

  	
  06-7 CL 1A1

  	
   

  	
  102,680,570.90

  	
   

  	
  65,633,420.92

  	
   

  	
  39,118.45

  	
   

  	
  65,672,539.36

  	
   

  	
  315,474.46

  	
   

  	
  11/25/2008

  	
   

  	
  2,103,943.23

  	
   

  	
  283,608.73

  	
   

  	
  2,387,551.96

  	
   

  	
  4,642.30

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS ALT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07387QAA8

  	
   

  	
  06-8 CL 1A1

  	
   

  	
  9,360,688.31

  	
   

  	
  6,077,894.92

  	
   

  	
  3,555.76

  	
   

  	
  6,081,450.68

  	
   

  	
  29,213.77

  	
   

  	
  11/25/2008

  	
   

  	
  92,294.63

  	
   

  	
  25,779.27

  	
   

  	
  118,073.90

  	
   

  	
  229.58

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS ALT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07387RAA6

  	
   

  	
  07-3 CL 1-A-1

  	
   

  	
  193,843,860.00

  	
   

  	
  106,614,123.00

  	
   

  	
  74,710.65

  	
   

  	
  106,688,833.65

  	
   

  	
  512,506.48

  	
   

  	
  11/25/2008

  	
   

  	
  2,010,186.23

  	
   

  	
  541,652.24

  	
   

  	
  2,551,838.47

  	
   

  	
  4,961.73

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS ABS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07387UFE6

  	
   

  	
  2006-IM1 A-2

  	
   

  	
  34,443,229.81

  	
   

  	
  26,283,628.67

  	
   

  	
  13,236.72

  	
   

  	
  26,296,865.39

  	
   

  	
  126,323.57

  	
   

  	
  11/25/2008

  	
   

  	
  945,185.26

  	
   

  	
  95,966.26

  	
   

  	
  1,041,151.53

  	
   

  	
  2,024.39

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07387UFW6

  	
   

  	
  ASSET 2006-IM1 A3

  	
   

  	
  36,391,000.00

  	
   

  	
  11,270,292.70

  	
   

  	
  14,308.74

  	
   

  	
  11,284,601.44

  	
   

  	
  54,208.40

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  103,738.36

  	
   

  	
  103,738.36

  	
   

  	
  201.71

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07387UFY2

  	
   

  	
  ASSET 06-IM1 A5

  	
   

  	
  75,078,498.72

  	
   

  	
  56,391,460.39

  	
   

  	
  28,853.08

  	
   

  	
  56,420,313.47

  	
   

  	
  271,029.08

  	
   

  	
  11/25/2008

  	
   

  	
  1,996,679.61

  	
   

  	
  209,184.86

  	
   

  	
  2,205,864.47

  	
   

  	
  4,289.03

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07401UAB9

  	
   

  	
  2007-SV1 A2 144A

  	
   

  	
  152,192,000.00

  	
   

  	
  52,825,843.20

  	
   

  	
  60,517.46

  	
   

  	
  52,886,360.66

  	
   

  	
  254,052.86

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  438,751.57

  	
   

  	
  438,751.57

  	
   

  	
  853.10

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07401UAU7

  	
   

  	
  2007-SV1 A-3 144A

  	
   

  	
  20,949,815.31

  	
   

  	
  8,608,279.11

  	
   

  	
  8,167.52

  	
   

  	
  8,616,446.63

  	
   

  	
  41,391.26

  	
   

  	
  11/25/2008

  	
   

  	
  398,977.98

  	
   

  	
  59,214.51

  	
   

  	
  458,192.49

  	
   

  	
  890.90

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07401WAA7

  	
   

  	
  SECOND 07-1 CL 1A

  	
   

  	
  34,139,664.96

  	
   

  	
  22,935,026.92

  	
   

  	
  13,082.13

  	
   

  	
  22,948,109.05

  	
   

  	
  110,236.98

  	
   

  	
  11/25/2008

  	
   

  	
  1,692,487.53

  	
   

  	
  94,845.44

  	
   

  	
  1,787,332.98

  	
   

  	
  3,475.25

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07401WAP4

  	
   

  	
  SECOND 2007-1 2A

  	
   

  	
  69,742,314.59

  	
   

  	
  38,358,273.02

  	
   

  	
  26,957.34

  	
   

  	
  38,385,230.37

  	
   

  	
  184,393.05

  	
   

  	
  11/25/2008

  	
   

  	
  2,404,210.51

  	
   

  	
  195,440.73

  	
   

  	
  2,599,651.24

  	
   

  	
  5,054.70

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07401WBA6

  	
   

  	
  SECOND 2007-1 3A1

  	
   

  	
  97,624,301.88

  	
   

  	
  50,764,636.98

  	
   

  	
  37,734.50

  	
   

  	
  50,802,371.48

  	
   

  	
  244,041.89

  	
   

  	
  11/25/2008

  	
   

  	
  4,258,910.71

  	
   

  	
  274,570.94

  	
   

  	
  4,533,481.65

  	
   

  	
  8,814.79

  	
   

  
	
   

  	
   

  	
  C BASS TR
  2005-CB4

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12489WLX0

  	
   

  	
  CL AV-2

  	
   

  	
  5,562,985.85

  	
   

  	
  5,326,558.95

  	
   

  	
  2,168.79

  	
   

  	
  5,328,727.74

  	
   

  	
  25,597.88

  	
   

  	
  11/25/2008

  	
   

  	
  856,313.47

  	
   

  	
  15,723.75

  	
   

  	
  872,037.22

  	
   

  	
  1,695.57

  	
   

  
	
   

  	
   

  	
  C BASS MTG LN 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  1248RHAC1

  	
   

  	
  CB6 CL A-3

  	
   

  	
  24,179,000.00

  	
   

  	
  7,923,458.30

  	
   

  	
  9,345.86

  	
   

  	
  7,932,804.16

  	
   

  	
  38,107.21

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  67,757.45

  	
   

  	
  67,757.45

  	
   

  	
  131.75

  	
   

  
	
   

  	
   

  	
  CWABS INC 2005-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126670FC7

  	
   

  	
  IM2 CL A4

  	
   

  	
  11,000,000.00

  	
   

  	
  4,335,100.00

  	
   

  	
  4,410.69

  	
   

  	
  4,339,510.69

  	
   

  	
  20,845.92

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  31,977.53

  	
   

  	
  31,977.53

  	
   

  	
  62.18

  	
   

  
	
   

  	
   

  	
  CWABS INC 05-IM3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126670JD1

  	
   

  	
  A-3

  	
   

  	
  149,023,831.30

  	
   

  	
  102,647,615.00

  	
   

  	
  58,098.60

  	
   

  	
  102,705,713.60

  	
   

  	
  493,372.57

  	
   

  	
  11/25/2008

  	
   

  	
  4,437,920.93

  	
   

  	
  421,214.83

  	
   

  	
  4,859,135.76

  	
   

  	
  9,447.98

  	
   

  
	
   

  	
   

  	
  CWABS INC 2006-4

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126670WT1

  	
   

  	
  CL 2 A2

  	
   

  	
  11,882,779.92

  	
   

  	
  9,860,330.78

  	
   

  	
  4,540.21

  	
   

  	
  9,864,870.99

  	
   

  	
  47,388.37

  	
   

  	
  11/25/2008

  	
   

  	
  362,157.40

  	
   

  	
  32,916.54

  	
   

  	
  395,073.94

  	
   

  	
  768.17

  	
   

  
	
   

  	
   

  	
  CWABS INC 05-IM1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  1266733W0

  	
   

  	
  CL A2

  	
   

  	
  63,760,559.78

  	
   

  	
  53,871,296.96

  	
   

  	
  25,070.30

  	
   

  	
  53,896,367.26

  	
   

  	
  258,904.67

  	
   

  	
  11/25/2008

  	
   

  	
  2,225,786.37

  	
   

  	
  181,759.66

  	
   

  	
  2,407,546.03

  	
   

  	
  4,681.17

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  CWALT INC 04-J5 CL

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12667FNG6

  	
   

  	
  2-A-3

  	
   

  	
  12,058,374.51

  	
   

  	
  9,733,519.90

  	
   

  	
  5,036.05

  	
   

  	
  9,738,555.95

  	
   

  	
  46,781.59

  	
   

  	
  11/25/2008

  	
   

  	
  316,166.86

  	
   

  	
  36,511.33

  	
   

  	
  352,678.19

  	
   

  	
  685.74

  	
   

  
	
   

  	
   

  	
  CWALT INC 2005-44

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12667G3U5

  	
   

  	
  CL 2-A-2B

  	
   

  	
  7,482,091.49

  	
   

  	
  2,902,303.29

  	
   

  	
  3,108.19

  	
   

  	
  2,905,411.47

  	
   

  	
  13,956.87

  	
   

  	
  11/25/2008

  	
   

  	
  54,874.10

  	
   

  	
  22,534.35

  	
   

  	
  77,408.45

  	
   

  	
  150.51

  	
   

  
	
   

  	
   

  	
  CWALT INC 2005-41

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12667GS20

  	
   

  	
  CL 2A2

  	
   

  	
  4,593,129.35

  	
   

  	
  1,515,732.69

  	
   

  	
  1,836.61

  	
   

  	
  1,517,569.30

  	
   

  	
  7,290.02

  	
   

  	
  11/25/2008

  	
   

  	
  48,223.62

  	
   

  	
  13,315.45

  	
   

  	
  61,539.07

  	
   

  	
  119.66

  	
   

  
	
   

  	
   

  	
  CWHEQ INC 2005-L

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126685BA3

  	
   

  	
  CL A1

  	
   

  	
  1,609,484.29

  	
   

  	
  883,445.93

  	
   

  	
  3,438.93

  	
   

  	
  886,884.86

  	
   

  	
  4,260.37

  	
   

  	
  11/17/2008

  	
   

  	
  399.63

  	
   

  	
  6,238.59

  	
   

  	
  6,638.22

  	
   

  	
  18.98

  	
   

  
	
   

  	
   

  	
  CWALT INC 2005-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12668A4S1

  	
   

  	
  AR1 CL 2A3

  	
   

  	
  81,275,000.00

  	
   

  	
  50,366,117.50

  	
   

  	
  32,589.02

  	
   

  	
  50,398,706.52

  	
   

  	
  242,102.79

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  236,270.38

  	
   

  	
  236,270.38

  	
   

  	
  459.40

  	
   

  
	
   

  	
   

  	
  CWALT ALT SER 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12668PAC6

  	
   

  	
  OA17 CL 1A1C

  	
   

  	
  50,162,000.00

  	
   

  	
  27,679,391.60

  	
   

  	
  68,474.61

  	
   

  	
  27,747,866.21

  	
   

  	
  133,293.81

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  192,951.90

  	
   

  	
  192,951.90

  	
   

  	
  485.52

  	
   

  
	
   

  	
   

  	
  CWALT ALT SER 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12668PAD4

  	
   

  	
  OA17 CL 1A1D

  	
   

  	
  14,093,000.00

  	
   

  	
  3,447,147.80

  	
   

  	
  19,668.54

  	
   

  	
  3,466,816.34

  	
   

  	
  16,653.72

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  55,423.21

  	
   

  	
  55,423.21

  	
   

  	
  139.46

  	
   

  
	
   

  	
   

  	
  CWMBS INC 2006-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126694A40

  	
   

  	
  OA1 CL 2A2

  	
   

  	
  7,075,845.24

  	
   

  	
  2,094,450.19

  	
   

  	
  9,918.47

  	
   

  	
  2,104,368.66

  	
   

  	
  10,108.86

  	
   

  	
  11/20/2008

  	
   

  	
  45,585.94

  	
   

  	
  27,861.98

  	
   

  	
  73,447.91

  	
   

  	
  184.81

  	
   

  
	
   

  	
   

  	
  CWMBS INC 05-7 2-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12669GNP2

  	
   

  	
  A-1

  	
   

  	
  1,647,892.76

  	
   

  	
  1,048,059.80

  	
   

  	
  980.15

  	
   

  	
  1,049,039.95

  	
   

  	
  5,039.33

  	
   

  	
  11/25/2008

  	
   

  	
  5,113.36

  	
   

  	
  5,064.12

  	
   

  	
  10,177.49

  	
   

  	
  19.79

  	
   

  
	
   

  	
   

  	
  CWMBS INC 05-1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12669GRQ6

  	
   

  	
  CWHL P/T 2-A-1

  	
   

  	
  8,934,642.72

  	
   

  	
  5,094,533.28

  	
   

  	
  3,522.98

  	
   

  	
  5,098,056.26

  	
   

  	
  24,489.79

  	
   

  	
  11/25/2008

  	
   

  	
  60,058.45

  	
   

  	
  25,541.60

  	
   

  	
  85,600.05

  	
   

  	
  166.44

  	
   

  
	
   

  	
   

  	
  CWABS ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12669QAC3

  	
   

  	
  BACKED CTFS TR

  	
   

  	
  11,358,000.00

  	
   

  	
  7,764,328.80

  	
   

  	
  4,339.70

  	
   

  	
  7,768,668.50

  	
   

  	
  37,318.74

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  31,462.84

  	
   

  	
  31,462.84

  	
   

  	
  61.18

  	
   

  
	
   

  	
   

  	
  CWABS ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12669QAD1

  	
   

  	
  BACKED CTFS TR

  	
   

  	
  47,554,000.00

  	
   

  	
  21,004,601.80

  	
   

  	
  18,486.62

  	
   

  	
  21,023,088.42

  	
   

  	
  100,989.66

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  134,027.98

  	
   

  	
  134,027.98

  	
   

  	
  260.60

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12669WAF3

  	
   

  	
  07-8 CTF 2-A-4

  	
   

  	
  24,027,000.00

  	
   

  	
  7,198,489.20

  	
   

  	
  9,393.89

  	
   

  	
  7,207,883.09

  	
   

  	
  34,624.87

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  68,105.70

  	
   

  	
  68,105.70

  	
   

  	
  132.42

  	
   

  
	
   

  	
   

  	
  CWHEQ REVOLVING

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12670HAB2

  	
   

  	
  07-S3 CL A-2

  	
   

  	
  186,657,706.20

  	
   

  	
  78,396,236.60

  	
   

  	
  72,770.58

  	
   

  	
  78,469,007.18

  	
   

  	
  376,945.49

  	
   

  	
  11/25/2008

  	
   

  	
  1,364,565.41

  	
   

  	
  527,586.71

  	
   

  	
  1,892,152.13

  	
   

  	
  3,679.05

  	
   

  
	
   

  	
   

  	
  CHASEFLEX TR SER

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  16165YAB8

  	
   

  	
  07-M1 CL 1A2

  	
   

  	
  36,000,000.00

  	
   

  	
  18,000,000.00

  	
   

  	
  20,932.50

  	
   

  	
  18,020,932.50

  	
   

  	
  86,568.05

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  108,151.24

  	
   

  	
  108,151.24

  	
   

  	
  210.29

  	
   

  
	
   

  	
   

  	
  CITIGROUP HELOC

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  172978AD0

  	
   

  	
  TR 06 NCB1 2A3

  	
   

  	
  27,500,000.00

  	
   

  	
  11,000,000.00

  	
   

  	
  58,055.56

  	
   

  	
  11,058,055.56

  	
   

  	
  53,120.13

  	
   

  	
  11/17/2008

  	
   

  	
  0.00

  	
   

  	
  107,669.22

  	
   

  	
  107,669.22

  	
   

  	
  307.87

  	
   

  
	
   

  	
   

  	
  CITIGROUP MTG 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  17309SAD2

  	
   

  	
  WFH4 CL A4

  	
   

  	
  31,400,000.00

  	
   

  	
  12,528,600.00

  	
   

  	
  12,136.97

  	
   

  	
  12,540,736.97

  	
   

  	
  60,242.57

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  87,993.05

  	
   

  	
  87,993.05

  	
   

  	
  171.09

  	
   

  
	
   

  	
   

  	
  CITIGROUP MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  17310RAB5

  	
   

  	
  06 AR9 CL 1A2

  	
   

  	
  20,000,000.00

  	
   

  	
  9,662,000.00

  	
   

  	
  7,619.44

  	
   

  	
  9,669,619.44

  	
   

  	
  46,450.43

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  55,240.97

  	
   

  	
  55,240.97

  	
   

  	
  107.41

  	
   

  
	
   

  	
   

  	
  CITIGROUP MTG SER

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  17311XAB1

  	
   

  	
  07-AMC2 A3B

  	
   

  	
  170,788,000.00

  	
   

  	
  60,680,976.40

  	
   

  	
  65,255.25

  	
   

  	
  60,746,231.65

  	
   

  	
  291,809.71

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  473,100.55

  	
   

  	
  473,100.55

  	
   

  	
  919.88

  	
   

  
	
   

  	
   

  	
  CITIGROUP MTG 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  17312TAJ2

  	
   

  	
  AHL2 CL A-3B

  	
   

  	
  48,000,000.00

  	
   

  	
  18,600,000.00

  	
   

  	
  18,446.67

  	
   

  	
  18,618,446.67

  	
   

  	
  89,438.36

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  133,738.33

  	
   

  	
  133,738.33

  	
   

  	
  260.04

  	
   

  
	
   

  	
   

  	
  CITIGROUP MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  17313BAD3

  	
   

  	
  07-AMC4 A2C

  	
   

  	
  36,285,000.00

  	
   

  	
  18,146,128.50

  	
   

  	
  13,823.58

  	
   

  	
  18,159,952.08

  	
   

  	
  87,235.87

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  100,198.38

  	
   

  	
  100,198.38

  	
   

  	
  194.82

  	
   

  
	
   

  	
   

  	
  CITIGROUP MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  17313CAB5

  	
   

  	
  07-WFHE3 A-2

  	
   

  	
  125,723,000.00

  	
   

  	
  65,526,827.60

  	
   

  	
  47,757.28

  	
   

  	
  65,574,584.88

  	
   

  	
  315,003.91

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  346,240.27

  	
   

  	
  346,240.27

  	
   

  	
  673.22

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  23242FAC0

  	
   

  	
  06-16 2A2

  	
   

  	
  112,662,000.00

  	
   

  	
  57,728,008.80

  	
   

  	
  42,670.73

  	
   

  	
  57,770,679.53

  	
   

  	
  277,515.90

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  309,362.81

  	
   

  	
  309,362.81

  	
   

  	
  601.52

  	
   

  

 

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  CWALT ALT LN TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  23242GAC8

  	
   

  	
  06-OA16 A-1C

  	
   

  	
  160,300,000.00

  	
   

  	
  98,408,170.00

  	
   

  	
  61,426.07

  	
   

  	
  98,469,596.07

  	
   

  	
  473,023.32

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  445,339.00

  	
   

  	
  445,339.00

  	
   

  	
  865.91

  	
   

  
	
   

  	
   

  	
  CWALT ALT LN TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  23242GAD6

  	
   

  	
  06-OA16 A 1-D

  	
   

  	
  38,000,000.00

  	
   

  	
  11,856,000.00

  	
   

  	
  14,941.39

  	
   

  	
  11,870,941.39

  	
   

  	
  57,025.03

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  108,325.07

  	
   

  	
  108,325.07

  	
   

  	
  210.62

  	
   

  
	
   

  	
   

  	
  CWALT ALT SER 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  23242GAR5

  	
   

  	
  OA16 CL M9

  	
   

  	
  51,732,000.00

  	
   

  	
  25,369,372.80

  	
   

  	
  20,168.30

  	
   

  	
  25,389,541.10

  	
   

  	
  121,965.01

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  146,220.14

  	
   

  	
  146,220.14

  	
   

  	
  284.31

  	
   

  
	
   

  	
   

  	
  CWALT ALT 06-0C8

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  232434AD2

  	
   

  	
  2-A-2B

  	
   

  	
  200,000,000.00

  	
   

  	
  100,000,000.00

  	
   

  	
  76,194.44

  	
   

  	
  100,076,194.44

  	
   

  	
  480,741.02

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  552,409.72

  	
   

  	
  552,409.72

  	
   

  	
  1,074.09

  	
   

  
	
   

  	
   

  	
  CWALT ALT LN TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  23243AAB2

  	
   

  	
  2006 OA12 A-1B

  	
   

  	
  89,209,000.00

  	
   

  	
  49,457,469.60

  	
   

  	
  121,776.48

  	
   

  	
  49,579,246.08

  	
   

  	
  238,166.30

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  342,651.44

  	
   

  	
  342,651.44

  	
   

  	
  862.20

  	
   

  
	
   

  	
   

  	
  CWALT ALT 2006-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  23243AAC0

  	
   

  	
  OA12 A-1C

  	
   

  	
  10,000,000.00

  	
   

  	
  1,665,000.00

  	
   

  	
  13,925.69

  	
   

  	
  1,678,925.69

  	
   

  	
  8,065.14

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  39,183.75

  	
   

  	
  39,183.75

  	
   

  	
  98.60

  	
   

  
	
   

  	
   

  	
  CWALT ALT 06-OC7

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  23243VAC4

  	
   

  	
  P/T 2-A-2

  	
   

  	
  10,500,000.00

  	
   

  	
  7,561,050.00

  	
   

  	
  4,000.21

  	
   

  	
  7,565,050.21

  	
   

  	
  36,340.61

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  29,001.51

  	
   

  	
  29,001.51

  	
   

  	
  56.39

  	
   

  
	
   

  	
   

  	
  CWALT ALT P/T 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  23244JAC0

  	
   

  	
  OC11 CL 2A2A

  	
   

  	
  24,000,000.00

  	
   

  	
  16,029,600.00

  	
   

  	
  9,143.33

  	
   

  	
  16,038,743.33

  	
   

  	
  77,046.11

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  66,289.17

  	
   

  	
  66,289.17

  	
   

  	
  128.89

  	
   

  
	
   

  	
   

  	
  DEUTSCHE ALT A 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  25150MAC0

  	
   

  	
  RAMP1 CL A2

  	
   

  	
  87,099,000.00

  	
   

  	
  68,799,500.10

  	
   

  	
  32,988.75

  	
   

  	
  68,832,488.85

  	
   

  	
  330,654.07

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  239,168.41

  	
   

  	
  239,168.41

  	
   

  	
  465.03

  	
   

  
	
   

  	
   

  	
  DEUTSCHE ALT A

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  25150MAD8

  	
   

  	
  2007 RAMP1 A3

  	
   

  	
  40,896,000.00

  	
   

  	
  18,816,249.60

  	
   

  	
  15,898.32

  	
   

  	
  18,832,147.92

  	
   

  	
  90,464.93

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  115,262.82

  	
   

  	
  115,262.82

  	
   

  	
  224.11

  	
   

  
	
   

  	
   

  	
  DEUTSCHE ALT A 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  25150RAD7

  	
   

  	
  AR6 CL A4

  	
   

  	
  99,400,000.00

  	
   

  	
  62,005,720.00

  	
   

  	
  37,868.64

  	
   

  	
  62,043,588.64

  	
   

  	
  298,041.89

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  274,547.63

  	
   

  	
  274,547.63

  	
   

  	
  533.82

  	
   

  
	
   

  	
   

  	
  DEUTSCHE ATL AT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  25150VAC0

  	
   

  	
  2007-AR3 1A3

  	
   

  	
  45,223,089.89

  	
   

  	
  26,301,749.08

  	
   

  	
  17,278.99

  	
   

  	
  26,319,028.07

  	
   

  	
  126,430.03

  	
   

  	
  11/25/2008

  	
   

  	
  621,189.45

  	
   

  	
  125,272.67

  	
   

  	
  746,462.12

  	
   

  	
  1,451.40

  	
   

  
	
   

  	
   

  	
  DEUTSCHE ALT A

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  25150VAD8

  	
   

  	
  2007-AR3 1A4

  	
   

  	
  30,489,000.00

  	
   

  	
  9,146,700.00

  	
   

  	
  12,123.61

  	
   

  	
  9,158,823.61

  	
   

  	
  43,996.70

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  87,896.19

  	
   

  	
  87,896.19

  	
   

  	
  170.90

  	
   

  
	
   

  	
   

  	
  DEUTSCHE ALT A

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  25150VAL0

  	
   

  	
  SECS 07-AR3 2A4

  	
   

  	
  96,270,000.00

  	
   

  	
  26,917,092.00

  	
   

  	
  38,601.60

  	
   

  	
  26,955,693.60

  	
   

  	
  129,488.41

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  279,861.57

  	
   

  	
  279,861.57

  	
   

  	
  544.16

  	
   

  
	
   

  	
   

  	
  DEUTSCHE ALT A

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  25150VBA3

  	
   

  	
  2007-AR3 2A2B

  	
   

  	
  139,340,000.00

  	
   

  	
  85,652,298.00

  	
   

  	
  54,168.43

  	
   

  	
  85,706,466.43

  	
   

  	
  411,712.44

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  392,721.08

  	
   

  	
  392,721.08

  	
   

  	
  763.60

  	
   

  
	
   

  	
   

  	
  DEUTSCHE ALT A

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  251510NC3

  	
   

  	
  SECS 06-AF1 IA4

  	
   

  	
  125,388,000.00

  	
   

  	
  47,145,888.00

  	
   

  	
  49,580.51

  	
   

  	
  47,195,468.51

  	
   

  	
  226,715.23

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  359,458.66

  	
   

  	
  359,458.66

  	
   

  	
  698.92

  	
   

  
	
   

  	
   

  	
  DEUTSCHE ALT A

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  25151AAE1

  	
   

  	
  2006 AR3 A-5

  	
   

  	
  127,901,000.00

  	
   

  	
  54,997,430.00

  	
   

  	
  48,726.73

  	
   

  	
  55,046,156.73

  	
   

  	
  264,427.98

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  353,268.78

  	
   

  	
  353,268.78

  	
   

  	
  686.89

  	
   

  
	
   

  	
   

  	
  DEUTSCHE ALT A 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  25151TAD2

  	
   

  	
  BAR1 CL A4

  	
   

  	
  73,020,000.00

  	
   

  	
  19,357,602.00

  	
   

  	
  28,386.53

  	
   

  	
  19,385,988.53

  	
   

  	
  93,125.44

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  205,802.30

  	
   

  	
  205,802.30

  	
   

  	
  400.16

  	
   

  
	
   

  	
   

  	
  DEUTSCHE ALT A 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  25151UAD9

  	
   

  	
  AR2 CL A4

  	
   

  	
  11,889,223.50

  	
   

  	
  8,318,889.68

  	
   

  	
  4,483.23

  	
   

  	
  8,323,372.91

  	
   

  	
  39,983.40

  	
   

  	
  11/25/2008

  	
   

  	
  144,744.34

  	
   

  	
  32,503.40

  	
   

  	
  177,247.74

  	
   

  	
  344.64

  	
   

  
	
   

  	
   

  	
  DEUTSCHE ALT A 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  25151UAE7

  	
   

  	
  AR2 CL A5

  	
   

  	
  9,436,000.00

  	
   

  	
  2,406,180.00

  	
   

  	
  3,610.58

  	
   

  	
  2,409,790.58

  	
   

  	
  11,576.03

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  26,176.71

  	
   

  	
  26,176.71

  	
   

  	
  50.90

  	
   

  
	
   

  	
   

  	
  DEUTSCHE ALT A 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  25151UAF4

  	
   

  	
  AR2 CL A6

  	
   

  	
  5,548,267.97

  	
   

  	
  2,437,908.95

  	
   

  	
  2,101.41

  	
   

  	
  2,440,010.35

  	
   

  	
  11,721.20

  	
   

  	
  11/25/2008

  	
   

  	
  67,549.05

  	
   

  	
  15,235.20

  	
   

  	
  82,784.24

  	
   

  	
  160.96

  	
   

  
	
   

  	
   

  	
  DEUTSCHE ALT A 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  25151UAG2

  	
   

  	
  AR2 CL A7

  	
   

  	
  4,309,000.00

  	
   

  	
  296,028.30

  	
   

  	
  1,664.59

  	
   

  	
  297,692.89

  	
   

  	
  1,430.04

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  12,066.55

  	
   

  	
  12,066.55

  	
   

  	
  23.46

  	
   

  
	
   

  	
   

  	
  DEUTSCHE ALT A 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  25151YAB5

  	
   

  	
  1 CL 1-A2

  	
   

  	
  20,000,000.00

  	
   

  	
  14,138,000.00

  	
   

  	
  7,597.22

  	
   

  	
  14,145,597.22

  	
   

  	
  67,951.91

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  55,079.86

  	
   

  	
  55,079.86

  	
   

  	
  107.10

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  DEUTSCHE ALT A 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  25151YAC3

  	
   

  	
  1 CL 1-A-3A

  	
   

  	
  139,392,000.00

  	
   

  	
  68,762,073.60

  	
   

  	
  53,724.00

  	
   

  	
  68,815,797.60

  	
   

  	
  330,573.89

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  389,499.00

  	
   

  	
  389,499.00

  	
   

  	
  757.33

  	
   

  
	
   

  	
   

  	
  FBR SEC TR 2005-1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  30246QAB9

  	
   

  	
  BKD NT A-2

  	
   

  	
  32,203,104.87

  	
   

  	
  20,603,546.50

  	
   

  	
  9,338.90

  	
   

  	
  20,612,885.40

  	
   

  	
  99,019.15

  	
   

  	
  11/28/2008

  	
   

  	
  299,992.10

  	
   

  	
  96,501.97

  	
   

  	
  396,494.07

  	
   

  	
  634.89

  	
   

  
	
   

  	
   

  	
  FIELDSTONE MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  316599AE9

  	
   

  	
  SER 06-3 CL 2A4

  	
   

  	
  15,000,000.00

  	
   

  	
  3,895,500.00

  	
   

  	
  5,831.25

  	
   

  	
  3,901,331.25

  	
   

  	
  18,741.02

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  42,276.56

  	
   

  	
  42,276.56

  	
   

  	
  82.20

  	
   

  
	
   

  	
   

  	
  FIELDSTONE MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  31659TDR3

  	
   

  	
  05-2 CL 2-A-2

  	
   

  	
  54,693,016.59

  	
   

  	
  49,272,938.65

  	
   

  	
  21,261.91

  	
   

  	
  49,294,200.56

  	
   

  	
  236,797.02

  	
   

  	
  11/25/2008

  	
   

  	
  5,889,440.43

  	
   

  	
  154,148.85

  	
   

  	
  6,043,589.28

  	
   

  	
  11,751.00

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  320275AE0

  	
   

  	
  FF16 CL 2A4

  	
   

  	
  28,000,000.00

  	
   

  	
  9,366,000.00

  	
   

  	
  10,791.67

  	
   

  	
  9,376,791.67

  	
   

  	
  45,043.76

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  78,239.58

  	
   

  	
  78,239.58

  	
   

  	
  152.13

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32027EAF8

  	
   

  	
  FF5 CL 2A4

  	
   

  	
  25,000,000.00

  	
   

  	
  7,087,500.00

  	
   

  	
  9,718.75

  	
   

  	
  7,097,218.75

  	
   

  	
  34,093.26

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  70,460.94

  	
   

  	
  70,460.94

  	
   

  	
  137.00

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN 05-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32027NVU2

  	
   

  	
  FF9 CL A-3

  	
   

  	
  58,813,053.04

  	
   

  	
  48,044,383.03

  	
   

  	
  23,124.97

  	
   

  	
  48,067,507.99

  	
   

  	
  230,904.29

  	
   

  	
  11/25/2008

  	
   

  	
  3,248,194.71

  	
   

  	
  167,656.00

  	
   

  	
  3,415,850.72

  	
   

  	
  6,641.69

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32027NZL8

  	
   

  	
  FFH1 CL A-4

  	
   

  	
  7,500,000.00

  	
   

  	
  5,194,500.00

  	
   

  	
  2,965.63

  	
   

  	
  5,197,465.63

  	
   

  	
  24,967.33

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  21,500.78

  	
   

  	
  21,500.78

  	
   

  	
  41.81

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32029GAD6

  	
   

  	
  FF2 CL A2C

  	
   

  	
  202,099,000.00

  	
   

  	
  73,927,814.20

  	
   

  	
  76,545.00

  	
   

  	
  74,004,359.20

  	
   

  	
  355,498.44

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  554,951.22

  	
   

  	
  554,951.22

  	
   

  	
  1,079.03

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32029GAE4

  	
   

  	
  FF2 CL A2D

  	
   

  	
  65,214,000.00

  	
   

  	
  24,050,923.20

  	
   

  	
  25,207.02

  	
   

  	
  24,076,130.22

  	
   

  	
  115,655.71

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  182,750.91

  	
   

  	
  182,750.91

  	
   

  	
  355.34

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN 07

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32029HAB8

  	
   

  	
  FFC CL A2A

  	
   

  	
  80,881,533.00

  	
   

  	
  44,484,843.15

  	
   

  	
  30,633.88

  	
   

  	
  44,515,477.03

  	
   

  	
  213,841.22

  	
   

  	
  11/25/2008

  	
   

  	
  3,072,638.47

  	
   

  	
  222,095.64

  	
   

  	
  3,294,734.10

  	
   

  	
  6,406.20

  	
   

  
	
   

  	
   

  	
  FIRST REP MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  336161AT1

  	
   

  	
  2000-FRB2 B1

  	
   

  	
  608,345.54

  	
   

  	
  517,397.88

  	
   

  	
  1,415.42

  	
   

  	
  518,813.30

  	
   

  	
  2,492.25

  	
   

  	
  11/17/2008

  	
   

  	
  543.70

  	
   

  	
  2,934.63

  	
   

  	
  3,478.33

  	
   

  	
  9.95

  	
   

  
	
   

  	
   

  	
  GSAMP TR 2006 HE8

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  3622M8AD8

  	
   

  	
  P/T CL A2C

  	
   

  	
  85,335,000.00

  	
   

  	
  40,687,728.00

  	
   

  	
  32,510.26

  	
   

  	
  40,720,238.26

  	
   

  	
  195,609.84

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  235,688.89

  	
   

  	
  235,688.89

  	
   

  	
  458.27

  	
   

  
	
   

  	
   

  	
  GSAMP TR 2007 NC1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  3622MGAD0

  	
   

  	
  P/T CL A2C

  	
   

  	
  136,365,000.00

  	
   

  	
  54,777,820.50

  	
   

  	
  51,648.24

  	
   

  	
  54,829,468.74

  	
   

  	
  263,387.06

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  374,449.77

  	
   

  	
  374,449.77

  	
   

  	
  728.07

  	
   

  
	
   

  	
   

  	
  GSAMP TR 2007 NC1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  3622MGAE8

  	
   

  	
  P/T CL A-2D

  	
   

  	
  79,824,000.00

  	
   

  	
  20,299,243.20

  	
   

  	
  30,942.89

  	
   

  	
  20,330,186.09

  	
   

  	
  97,661.13

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  224,335.93

  	
   

  	
  224,335.93

  	
   

  	
  436.19

  	
   

  
	
   

  	
   

  	
  GSR MTG LN TR 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  3622NAAD2

  	
   

  	
  OA1 CL 2A2

  	
   

  	
  74,739,000.00

  	
   

  	
  38,079,520.50

  	
   

  	
  29,054.79

  	
   

  	
  38,108,575.29

  	
   

  	
  183,064.07

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  210,647.20

  	
   

  	
  210,647.20

  	
   

  	
  409.58

  	
   

  
	
   

  	
   

  	
  GS MTG SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  362334AU8

  	
   

  	
  06-FF3 CL A2B

  	
   

  	
  79,739,451.58

  	
   

  	
  59,142,751.24

  	
   

  	
  30,644.31

  	
   

  	
  59,173,395.55

  	
   

  	
  284,254.20

  	
   

  	
  11/25/2008

  	
   

  	
  3,917,955.54

  	
   

  	
  222,171.28

  	
   

  	
  4,140,126.81

  	
   

  	
  8,049.96

  	
   

  
	
   

  	
   

  	
  GS MTG SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  362341D89

  	
   

  	
  2005-15 2A3

  	
   

  	
  114,715,000.00

  	
   

  	
  50,910,517.00

  	
   

  	
  45,997.53

  	
   

  	
  50,956,514.53

  	
   

  	
  244,782.36

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  333,482.08

  	
   

  	
  333,482.08

  	
   

  	
  648.41

  	
   

  
	
   

  	
   

  	
  GS MTG SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  362341L49

  	
   

  	
  2005-WMC3 A2B

  	
   

  	
  14,569,049.60

  	
   

  	
  11,870,861.61

  	
   

  	
  5,663.72

  	
   

  	
  11,876,525.33

  	
   

  	
  57,051.86

  	
   

  	
  11/25/2008

  	
   

  	
  704,292.84

  	
   

  	
  41,020.54

  	
   

  	
  745,313.38

  	
   

  	
  1,449.17

  	
   

  
	
   

  	
   

  	
  GS MTG 2005-FF8 CL

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  362341QP7

  	
   

  	
  A2C

  	
   

  	
  9,043,696.30

  	
   

  	
  8,468,517.22

  	
   

  	
  3,545.88

  	
   

  	
  8,472,063.10

  	
   

  	
  40,697.67

  	
   

  	
  11/25/2008

  	
   

  	
  1,205,434.47

  	
   

  	
  25,707.65

  	
   

  	
  1,231,142.12

  	
   

  	
  2,393.80

  	
   

  
	
   

  	
   

  	
  GS MTG SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  362341YD5

  	
   

  	
  2005-F11 A2C

  	
   

  	
  15,279,654.60

  	
   

  	
  13,771,552.69

  	
   

  	
  5,939.97

  	
   

  	
  13,777,492.65

  	
   

  	
  66,183.63

  	
   

  	
  11/25/2008

  	
   

  	
  1,351,454.58

  	
   

  	
  43,064.75

  	
   

  	
  1,394,519.33

  	
   

  	
  2,711.47

  	
   

  
	
   

  	
   

  	
  GSAA HM EQ TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  362381AS4

  	
   

  	
  2006 12 A-2-A

  	
   

  	
  35,021,000.00

  	
   

  	
  16,701,514.90

  	
   

  	
  13,264.20

  	
   

  	
  16,714,779.10

  	
   

  	
  80,293.62

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  96,165.46

  	
   

  	
  96,165.46

  	
   

  	
  186.98

  	
   

  
	
   

  	
   

  	
  GSAMP TR 2006 HE3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  36244KAD7

  	
   

  	
  P/T A-2C

  	
   

  	
  51,980,000.00

  	
   

  	
  33,651,852.00

  	
   

  	
  19,745.18

  	
   

  	
  33,671,597.18

  	
   

  	
  161,749.93

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  142,670.34

  	
   

  	
  142,670.34

  	
   

  	
  277.40

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  GE WMC MTG SECS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  367910AC0

  	
   

  	
  05-1 CL A2B

  	
   

  	
  12,534,018.00

  	
   

  	
  12,081,539.95

  	
   

  	
  4,872.60

  	
   

  	
  12,086,412.55

  	
   

  	
  58,060.10

  	
   

  	
  11/25/2008

  	
   

  	
  2,463,580.35

  	
   

  	
  35,326.35

  	
   

  	
  2,498,906.70

  	
   

  	
  4,858.81

  	
   

  
	
   

  	
   

  	
  GREENPOINT MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  39538AAC0

  	
   

  	
  06-AR5 CL 1A2A1

  	
   

  	
  34,500,000.00

  	
   

  	
  19,430,400.00

  	
   

  	
  13,143.54

  	
   

  	
  19,443,543.54

  	
   

  	
  93,401.92

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  95,290.68

  	
   

  	
  95,290.68

  	
   

  	
  185.28

  	
   

  
	
   

  	
   

  	
  GREENPOINT MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  39538AAG1

  	
   

  	
  06-AR5 CL A3A1

  	
   

  	
  60,000,000.00

  	
   

  	
  17,502,000.00

  	
   

  	
  23,191.67

  	
   

  	
  17,525,191.67

  	
   

  	
  84,186.64

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  168,139.58

  	
   

  	
  168,139.58

  	
   

  	
  326.93

  	
   

  
	
   

  	
   

  	
  GREENPOINT MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  39538BAB0

  	
   

  	
  2003-AR6 1-A2A1

  	
   

  	
  34,517,589.43

  	
   

  	
  18,908,735.49

  	
   

  	
  13,150.24

  	
   

  	
  18,921,885.73

  	
   

  	
  90,896.01

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  95,339.26

  	
   

  	
  95,339.26

  	
   

  	
  185.38

  	
   

  
	
   

  	
   

  	
  GREENPOINT MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  39538BAC8

  	
   

  	
  06-AR6 CL A2A2

  	
   

  	
  24,171,000.00

  	
   

  	
  13,226,371.20

  	
   

  	
  9,154.77

  	
   

  	
  13,235,525.97

  	
   

  	
  63,580.16

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  66,372.05

  	
   

  	
  66,372.05

  	
   

  	
  129.05

  	
   

  
	
   

  	
   

  	
  GREENPOINT MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  39538BAE4

  	
   

  	
  2006-AR6 1-A3A

  	
   

  	
  58,029,570.63

  	
   

  	
  17,031,678.98

  	
   

  	
  22,430.04

  	
   

  	
  17,054,109.02

  	
   

  	
  81,923.68

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  162,617.80

  	
   

  	
  162,617.80

  	
   

  	
  316.19

  	
   

  
	
   

  	
   

  	
  GREENPOINT MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  39538CAC6

  	
   

  	
  2006-AR7 1A2A1

  	
   

  	
  34,500,000.00

  	
   

  	
  18,033,150.00

  	
   

  	
  13,162.71

  	
   

  	
  18,046,312.71

  	
   

  	
  86,689.97

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  95,429.63

  	
   

  	
  95,429.63

  	
   

  	
  185.55

  	
   

  
	
   

  	
   

  	
  GREENPOINT MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  39538CAD4

  	
   

  	
  06-AR7 CL 1A22

  	
   

  	
  46,758,000.00

  	
   

  	
  24,258,050.40

  	
   

  	
  17,709.59

  	
   

  	
  24,275,759.99

  	
   

  	
  116,614.68

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  128,394.55

  	
   

  	
  128,394.55

  	
   

  	
  249.65

  	
   

  
	
   

  	
   

  	
  GREENPOINT MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  39538CAE2

  	
   

  	
  06-AR7 1-A3A1

  	
   

  	
  60,000,000.00

  	
   

  	
  16,080,000.00

  	
   

  	
  23,225.00

  	
   

  	
  16,103,225.00

  	
   

  	
  77,355.87

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  168,381.25

  	
   

  	
  168,381.25

  	
   

  	
  327.40

  	
   

  
	
   

  	
   

  	
  GREENPOINT MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  39538WBM9

  	
   

  	
  2005-HY1 1-A1B

  	
   

  	
  14,259,249.85

  	
   

  	
  4,494,515.55

  	
   

  	
  5,733.41

  	
   

  	
  4,500,248.96

  	
   

  	
  21,618.07

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  41,567.20

  	
   

  	
  41,567.20

  	
   

  	
  80.82

  	
   

  
	
   

  	
   

  	
  GREENPOINT MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  39539FAC8

  	
   

  	
  2006-AR4 A2-A

  	
   

  	
  36,992,000.00

  	
   

  	
  23,053,414.40

  	
   

  	
  14,072.37

  	
   

  	
  23,067,486.77

  	
   

  	
  110,810.44

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  102,024.71

  	
   

  	
  102,024.71

  	
   

  	
  198.37

  	
   

  
	
   

  	
   

  	
  GREENPOINT MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  39539FAE4

  	
   

  	
  2006-AR4 A3-3

  	
   

  	
  190,914,000.00

  	
   

  	
  60,958,840.20

  	
   

  	
  73,687.50

  	
   

  	
  61,032,527.70

  	
   

  	
  293,185.00

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  534,234.38

  	
   

  	
  534,234.38

  	
   

  	
  1,038.75

  	
   

  
	
   

  	
   

  	
  GREENPOINT MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  39539HAC4

  	
   

  	
  06-AR8 CL 1A2A

  	
   

  	
  30,008,033.92

  	
   

  	
  17,137,588.17

  	
   

  	
  11,465.57

  	
   

  	
  17,149,053.74

  	
   

  	
  82,379.77

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  83,125.38

  	
   

  	
  83,125.38

  	
   

  	
  161.63

  	
   

  
	
   

  	
   

  	
  GREENPOINT MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  39539HAD2

  	
   

  	
  06-AR8 CL 1A3A

  	
   

  	
  180,048,203.50

  	
   

  	
  55,922,972.01

  	
   

  	
  69,793.69

  	
   

  	
  55,992,765.69

  	
   

  	
  268,975.25

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  506,004.22

  	
   

  	
  506,004.22

  	
   

  	
  983.86

  	
   

  
	
   

  	
   

  	
  HSI ASSET 2005-NC1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430HAD0

  	
   

  	
  CL II A2

  	
   

  	
  9,652,411.53

  	
   

  	
  8,914,967.29

  	
   

  	
  3,763.10

  	
   

  	
  8,918,730.39

  	
   

  	
  42,843.35

  	
   

  	
  11/25/2008

  	
   

  	
  802,424.56

  	
   

  	
  27,282.48

  	
   

  	
  829,707.03

  	
   

  	
  1,613.26

  	
   

  
	
   

  	
   

  	
  HSI SECUR 05-NC2

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430HBC1

  	
   

  	
  CL 2-A-3

  	
   

  	
  14,097,676.00

  	
   

  	
  13,144,673.10

  	
   

  	
  5,511.80

  	
   

  	
  13,150,184.90

  	
   

  	
  63,170.20

  	
   

  	
  11/25/2008

  	
   

  	
  1,559,281.16

  	
   

  	
  39,960.55

  	
   

  	
  1,599,241.71

  	
   

  	
  3,109.53

  	
   

  
	
   

  	
   

  	
  HSI ASSET SECURE

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430HBP2

  	
   

  	
  05-NC2 CL 1A

  	
   

  	
  15,886,405.39

  	
   

  	
  14,553,535.98

  	
   

  	
  6,211.14

  	
   

  	
  14,559,747.12

  	
   

  	
  69,941.39

  	
   

  	
  11/25/2008

  	
   

  	
  543,221.25

  	
   

  	
  45,030.79

  	
   

  	
  588,252.04

  	
   

  	
  1,143.78

  	
   

  
	
   

  	
   

  	
  HSI ASSET SECURE

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430HCA4

  	
   

  	
  2005-OPT1 M1

  	
   

  	
  33,491,000.00

  	
   

  	
  7,826,846.70

  	
   

  	
  13,689.45

  	
   

  	
  7,840,536.15

  	
   

  	
  37,663.98

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  99,248.49

  	
   

  	
  99,248.49

  	
   

  	
  192.98

  	
   

  
	
   

  	
   

  	
  HSI ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
  SECURITIZATION

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430HDD7

  	
   

  	
  CORP

  	
   

  	
  8,000,000.00

  	
   

  	
  3,607,200.00

  	
   

  	
  3,163.33

  	
   

  	
  3,610,363.33

  	
   

  	
  17,343.28

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  22,932.33

  	
   

  	
  22,932.33

  	
   

  	
  44.59

  	
   

  
	
   

  	
   

  	
  HSI ASSET SECURE

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430HER5

  	
   

  	
  2006-NC1 2A

  	
   

  	
  26,261,933.84

  	
   

  	
  20,103,510.35

  	
   

  	
  10,150.97

  	
   

  	
  20,113,661.32

  	
   

  	
  96,621.00

  	
   

  	
  11/25/2008

  	
   

  	
  837,890.19

  	
   

  	
  72,985.54

  	
   

  	
  910,875.73

  	
   

  	
  1,771.08

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431FAA9

  	
   

  	
  USA 07-1 A-S

  	
   

  	
  28,563,652.04

  	
   

  	
  18,220,753.64

  	
   

  	
  39,078.65

  	
   

  	
  18,259,832.28

  	
   

  	
  87,715.67

  	
   

  	
  11/20/2008

  	
   

  	
  459,305.07

  	
   

  	
  110,130.73

  	
   

  	
  569,435.80

  	
   

  	
  1,432.84

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431FAB7

  	
   

  	
  LN TR 07-1 AM

  	
   

  	
  17,852,282.30

  	
   

  	
  11,405,823.16

  	
   

  	
  24,642.35

  	
   

  	
  11,430,465.51

  	
   

  	
  54,909.10

  	
   

  	
  11/20/2008

  	
   

  	
  287,065.67

  	
   

  	
  69,446.62

  	
   

  	
  356,512.29

  	
   

  	
  897.07

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431FAF8

  	
   

  	
  07-1 CL A-2V

  	
   

  	
  14,350,000.00

  	
   

  	
  10,522,855.00

  	
   

  	
  19,544.90

  	
   

  	
  10,542,399.90

  	
   

  	
  50,643.05

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  55,081.08

  	
   

  	
  55,081.08

  	
   

  	
  138.60

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431FAH4

  	
   

  	
  07-1 CL A-3V

  	
   

  	
  17,100,000.00

  	
   

  	
  9,232,290.00

  	
   

  	
  23,603.94

  	
   

  	
  9,255,893.94

  	
   

  	
  44,463.00

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  66,520.19

  	
   

  	
  66,520.19

  	
   

  	
  167.38

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431FAJ0

  	
   

  	
  07-1 CL A-4

  	
   

  	
  24,300,000.00

  	
   

  	
  13,396,590.00

  	
   

  	
  34,433.44

  	
   

  	
  13,431,023.44

  	
   

  	
  64,519.28

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  97,039.69

  	
   

  	
  97,039.69

  	
   

  	
  244.18

  	
   

  
	
   

  	
   

  	
  HSI ASSET SECUR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431JAD5

  	
   

  	
  07-OPT1 CL 2A3

  	
   

  	
  28,466,000.00

  	
   

  	
  10,976,489.60

  	
   

  	
  10,781.50

  	
   

  	
  10,987,271.10

  	
   

  	
  52,780.10

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  78,165.86

  	
   

  	
  78,165.86

  	
   

  	
  151.98

  	
   

  
	
   

  	
   

  	
  HSI ASSET SECUR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431JAF0

  	
   

  	
  07-OPT1 CL M1

  	
   

  	
  17,396,000.00

  	
   

  	
  1,297,741.60

  	
   

  	
  6,743.37

  	
   

  	
  1,304,484.97

  	
   

  	
  6,266.42

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  48,889.40

  	
   

  	
  48,889.40

  	
   

  	
  95.06

  	
   

  
	
   

  	
   

  	
  HSI ASSET SECUR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431JAG8

  	
   

  	
  07-OPT1 CL M2

  	
   

  	
  6,000,000.00

  	
   

  	
  627,000.00

  	
   

  	
  2,352.50

  	
   

  	
  629,352.50

  	
   

  	
  3,023.25

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  17,055.63

  	
   

  	
  17,055.63

  	
   

  	
  33.16

  	
   

  
	
   

  	
   

  	
  HSI ASSET SECUR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431RAD7

  	
   

  	
  07-WF1 CL 2A3

  	
   

  	
  58,647,000.00

  	
   

  	
  30,549,222.30

  	
   

  	
  22,342.88

  	
   

  	
  30,571,565.18

  	
   

  	
  146,858.16

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  161,903.60

  	
   

  	
  161,903.60

  	
   

  	
  314.80

  	
   

  
	
   

  	
   

  	
  HOME EQUITY MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43708DAA4

  	
   

  	
  07-1 CL A

  	
   

  	
  68,653,737.23

  	
   

  	
  44,034,507.06

  	
   

  	
  26,002.60

  	
   

  	
  44,060,509.66

  	
   

  	
  211,655.67

  	
   

  	
  11/25/2008

  	
   

  	
  2,972,762.17

  	
   

  	
  188,518.88

  	
   

  	
  3,161,281.05

  	
   

  	
  6,146.72

  	
   

  
	
   

  	
   

  	
  HOME EQUITY MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43709XAF8

  	
   

  	
  06-E CL 2A-4

  	
   

  	
  30,000,000.00

  	
   

  	
  8,058,000.00

  	
   

  	
  11,562.50

  	
   

  	
  8,069,562.50

  	
   

  	
  38,764.16

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  83,828.12

  	
   

  	
  83,828.12

  	
   

  	
  162.99

  	
   

  
	
   

  	
   

  	
  HOME EQUITY LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43710XAC2

  	
   

  	
  07-FRE1 2-AV-2

  	
   

  	
  22,355,000.00

  	
   

  	
  11,528,473.50

  	
   

  	
  8,491.80

  	
   

  	
  11,536,965.30

  	
   

  	
  55,420.70

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  61,565.51

  	
   

  	
  61,565.51

  	
   

  	
  119.71

  	
   

  
	
   

  	
   

  	
  HOME EQUITY LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43710XAD0

  	
   

  	
  07-FRE1 2-AV-3

  	
   

  	
  33,800,000.00

  	
   

  	
  13,695,760.00

  	
   

  	
  13,102.19

  	
   

  	
  13,708,862.19

  	
   

  	
  65,853.95

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  94,990.91

  	
   

  	
  94,990.91

  	
   

  	
  184.70

  	
   

  
	
   

  	
   

  	
  HOMEBANC MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43739EAB3

  	
   

  	
  2004-1 CL II-A

  	
   

  	
  27,888,892.26

  	
   

  	
  17,570,002.12

  	
   

  	
  19,144.56

  	
   

  	
  17,589,146.69

  	
   

  	
  84,493.86

  	
   

  	
  11/25/2008

  	
   

  	
  301,954.60

  	
   

  	
  95,722.81

  	
   

  	
  397,677.42

  	
   

  	
  773.23

  	
   

  
	
   

  	
   

  	
  HOMEBANC MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43739EAJ6

  	
   

  	
  2004-2 A-1

  	
   

  	
  49,590,638.34

  	
   

  	
  33,746,429.39

  	
   

  	
  19,994.67

  	
   

  	
  33,766,424.06

  	
   

  	
  162,205.46

  	
   

  	
  11/25/2008

  	
   

  	
  818,652.29

  	
   

  	
  144,961.36

  	
   

  	
  963,613.65

  	
   

  	
  1,873.63

  	
   

  
	
   

  	
   

  	
  HOMEBANC MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43739EAP2

  	
   

  	
  2005-1 A-1

  	
   

  	
  120,098,539.70

  	
   

  	
  70,161,566.89

  	
   

  	
  46,821.75

  	
   

  	
  70,208,388.64

  	
   

  	
  337,263.55

  	
   

  	
  11/25/2008

  	
   

  	
  1,418,958.97

  	
   

  	
  339,457.69

  	
   

  	
  1,758,416.66

  	
   

  	
  3,419.02

  	
   

  
	
   

  	
   

  	
  HOMEBANC MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43739EAQ0

  	
   

  	
  2005-1 A-2

  	
   

  	
  24,200,729.40

  	
   

  	
  8,775,184.48

  	
   

  	
  9,596.26

  	
   

  	
  8,784,780.74

  	
   

  	
  42,199.89

  	
   

  	
  11/25/2008

  	
   

  	
  285,930.55

  	
   

  	
  69,572.90

  	
   

  	
  355,503.45

  	
   

  	
  691.23

  	
   

  
	
   

  	
   

  	
  HOMEBANC MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43739EAZ0

  	
   

  	
  05-2 CL A-1

  	
   

  	
  6,103,285.75

  	
   

  	
  1,490,422.38

  	
   

  	
  2,352.31

  	
   

  	
  1,492,774.69

  	
   

  	
  7,170.92

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  17,054.24

  	
   

  	
  17,054.24

  	
   

  	
  33.16

  	
   

  
	
   

  	
   

  	
  HOMEBANC MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43739EBJ5

  	
   

  	
  05-3 MTG A-1

  	
   

  	
  124,448,294.20

  	
   

  	
  72,180,010.64

  	
   

  	
  48,379.27

  	
   

  	
  72,228,389.91

  	
   

  	
  346,967.13

  	
   

  	
  11/25/2008

  	
   

  	
  1,184,317.55

  	
   

  	
  350,749.74

  	
   

  	
  1,535,067.29

  	
   

  	
  2,984.75

  	
   

  
	
   

  	
   

  	
  HOMEBANC MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43739EBS5

  	
   

  	
  05-4 P/T CL A1

  	
   

  	
  98,027,384.42

  	
   

  	
  68,619,169.09

  	
   

  	
  38,434.90

  	
   

  	
  68,657,604.00

  	
   

  	
  329,813.97

  	
   

  	
  11/25/2008

  	
   

  	
  992,551.51

  	
   

  	
  278,653.05

  	
   

  	
  1,271,204.56

  	
   

  	
  2,471.70

  	
   

  
	
   

  	
   

  	
  HOMEBANC MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43739ECB1

  	
   

  	
  2005-5 CL A1

  	
   

  	
  191,954,046.00

  	
   

  	
  119,510,589.04

  	
   

  	
  75,048.70

  	
   

  	
  119,585,637.74

  	
   

  	
  574,459.51

  	
   

  	
  11/25/2008

  	
   

  	
  1,358,856.02

  	
   

  	
  544,103.08

  	
   

  	
  1,902,959.09

  	
   

  	
  3,700.07

  	
   

  
	
   

  	
   

  	
  HOMEBANC MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43739ECD7

  	
   

  	
  2005-5 CL M1

  	
   

  	
  13,009,400.00

  	
   

  	
  1,738,055.84

  	
   

  	
  5,418.78

  	
   

  	
  1,743,474.62

  	
   

  	
  8,375.22

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  39,286.13

  	
   

  	
  39,286.13

  	
   

  	
  76.39

  	
   

  
	
   

  	
   

  	
  HOMEBANC MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43739ECE5

  	
   

  	
  2005-5 CL M2

  	
   

  	
  9,506,800.00

  	
   

  	
  1,164,583.00

  	
   

  	
  3,991.54

  	
   

  	
  1,168,574.54

  	
   

  	
  5,613.54

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  28,938.63

  	
   

  	
  28,938.63

  	
   

  	
  56.27

  	
   

  
	
   

  	
   

  	
  HOMEBANC MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43739HAA8

  	
   

  	
  06 2 P/T A-1

  	
   

  	
  13,268,477.92

  	
   

  	
  7,961,086.75

  	
   

  	
  5,069.66

  	
   

  	
  7,966,156.42

  	
   

  	
  38,267.42

  	
   

  	
  11/25/2008

  	
   

  	
  196,651.49

  	
   

  	
  36,755.07

  	
   

  	
  233,406.55

  	
   

  	
  453.83

  	
   

  
	
   

  	
   

  	
  IXIS REAL ESTATE 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45073DAC2

  	
   

  	
  HE1 CL A3

  	
   

  	
  45,000,000.00

  	
   

  	
  16,641,000.00

  	
   

  	
  17,093.75

  	
   

  	
  16,658,093.75

  	
   

  	
  80,021.32

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  123,764.94

  	
   

  	
  123,764.94

  	
   

  	
  240.65

  	
   

  
	
   

  	
   

  	
  IXIS REAL ESTATE 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45073DAD0

  	
   

  	
  HE1 CL A4

  	
   

  	
  46,000,000.00

  	
   

  	
  17,121,200.00

  	
   

  	
  17,831.39

  	
   

  	
  17,139,031.39

  	
   

  	
  82,331.62

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  129,105.71

  	
   

  	
  129,105.71

  	
   

  	
  251.03

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  IMPAC CMB TR 03-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254NFY8

  	
   

  	
  11 CL 1-A-1

  	
   

  	
  5,407,749.31

  	
   

  	
  4,321,332.47

  	
   

  	
  2,414.71

  	
   

  	
  4,323,747.18

  	
   

  	
  20,770.20

  	
   

  	
  11/25/2008

  	
   

  	
  316,764.25

  	
   

  	
  17,506.65

  	
   

  	
  334,270.90

  	
   

  	
  649.95

  	
   

  
	
   

  	
   

  	
  IMPAC CMB TR 04-4

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254NHT7

  	
   

  	
  1 A2

  	
   

  	
  18,622,548.00

  	
   

  	
  14,093,544.33

  	
   

  	
  8,025.80

  	
   

  	
  14,101,570.13

  	
   

  	
  67,740.42

  	
   

  	
  11/25/2008

  	
   

  	
  146,361.14

  	
   

  	
  58,127.71

  	
   

  	
  204,488.85

  	
   

  	
  397.60

  	
   

  
	
   

  	
   

  	
  IMPAC CMB TR 04-5

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254NJH1

  	
   

  	
  1 A2

  	
   

  	
  34,708,564.00

  	
   

  	
  24,795,798.12

  	
   

  	
  13,917.17

  	
   

  	
  24,809,715.29

  	
   

  	
  119,179.67

  	
   

  	
  11/25/2008

  	
   

  	
  402,370.87

  	
   

  	
  100,899.48

  	
   

  	
  503,270.35

  	
   

  	
  978.55

  	
   

  
	
   

  	
   

  	
  IMPAC TR CMB 04-7

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254NKF3

  	
   

  	
  1-A-1

  	
   

  	
  26,768,116.04

  	
   

  	
  19,273,043.55

  	
   

  	
  11,893.22

  	
   

  	
  19,284,936.77

  	
   

  	
  92,640.02

  	
   

  	
  11/25/2008

  	
   

  	
  274,835.79

  	
   

  	
  86,196.63

  	
   

  	
  361,032.42

  	
   

  	
  701.98

  	
   

  
	
   

  	
   

  	
  IMPAC CMB TR 04-B

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254NKQ9

  	
   

  	
  COLL CL A-1

  	
   

  	
  13,470,875.60

  	
   

  	
  9,430,960.01

  	
   

  	
  5,955.25

  	
   

  	
  9,436,915.26

  	
   

  	
  45,332.58

  	
   

  	
  11/25/2008

  	
   

  	
  166,224.29

  	
   

  	
  43,175.56

  	
   

  	
  209,399.85

  	
   

  	
  407.15

  	
   

  
	
   

  	
   

  	
  IMPAC CMB TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254NKS5

  	
   

  	
  2001-8 CL 2-A-2

  	
   

  	
  9,985,702.00

  	
   

  	
  6,191,135.24

  	
   

  	
  4,458.89

  	
   

  	
  6,195,594.13

  	
   

  	
  29,762.09

  	
   

  	
  11/25/2008

  	
   

  	
  206,223.06

  	
   

  	
  32,326.98

  	
   

  	
  238,550.04

  	
   

  	
  463.83

  	
   

  
	
   

  	
   

  	
  IMPAC CMB TR 04-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254NLL9

  	
   

  	
  10 COLL 2A

  	
   

  	
  1,070,584.25

  	
   

  	
  721,573.78

  	
   

  	
  463.77

  	
   

  	
  722,037.56

  	
   

  	
  3,468.49

  	
   

  	
  11/25/2008

  	
   

  	
  10,564.28

  	
   

  	
  3,361.84

  	
   

  	
  13,926.11

  	
   

  	
  27.08

  	
   

  
	
   

  	
   

  	
  IMPAC CMB TR 04-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254NMB0

  	
   

  	
  11 COLL CL 2A1

  	
   

  	
  32,774,173.29

  	
   

  	
  20,319,987.44

  	
   

  	
  14,270.42

  	
   

  	
  20,334,257.86

  	
   

  	
  97,680.69

  	
   

  	
  11/25/2008

  	
   

  	
  237,406.44

  	
   

  	
  103,460.56

  	
   

  	
  340,867.00

  	
   

  	
  662.77

  	
   

  
	
   

  	
   

  	
  IMPAC CMB TR 05-1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254NML8

  	
   

  	
  1-A-1

  	
   

  	
  18,754,484.00

  	
   

  	
  10,817,586.37

  	
   

  	
  7,332.48

  	
   

  	
  10,824,918.85

  	
   

  	
  52,000.20

  	
   

  	
  11/25/2008

  	
   

  	
  148,830.37

  	
   

  	
  53,160.50

  	
   

  	
  201,990.86

  	
   

  	
  392.75

  	
   

  
	
   

  	
   

  	
  IMPAC CMB TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254NMP9

  	
   

  	
  2005-1 CL 2-A-2

  	
   

  	
  10,041,060.92

  	
   

  	
  5,905,147.93

  	
   

  	
  3,981.56

  	
   

  	
  5,909,129.49

  	
   

  	
  28,385.98

  	
   

  	
  11/25/2008

  	
   

  	
  210,952.48

  	
   

  	
  28,866.31

  	
   

  	
  239,818.79

  	
   

  	
  466.30

  	
   

  
	
   

  	
   

  	
  IMPAC CMB TR 05-2

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254NMY0

  	
   

  	
  B2 CL 1-A-1

  	
   

  	
  52,906,250.90

  	
   

  	
  28,283,681.73

  	
   

  	
  20,684.87

  	
   

  	
  28,304,366.61

  	
   

  	
  135,967.10

  	
   

  	
  11/25/2008

  	
   

  	
  520,601.95

  	
   

  	
  149,965.34

  	
   

  	
  670,567.28

  	
   

  	
  1,303.83

  	
   

  
	
   

  	
   

  	
  IMPAC CMB TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254NNQ6

  	
   

  	
  2005-3 COLL A-2

  	
   

  	
  8,436,469.19

  	
   

  	
  4,808,787.44

  	
   

  	
  3,335.92

  	
   

  	
  4,812,123.36

  	
   

  	
  23,116.24

  	
   

  	
  11/25/2008

  	
   

  	
  77,945.46

  	
   

  	
  24,185.42

  	
   

  	
  102,130.88

  	
   

  	
  198.58

  	
   

  
	
   

  	
   

  	
  IMPAC CMB TR 05-4

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254NPA9

  	
   

  	
  COLL 1-A-1A

  	
   

  	
  47,604,979.94

  	
   

  	
  28,672,479.42

  	
   

  	
  18,665.12

  	
   

  	
  28,691,144.54

  	
   

  	
  137,825.09

  	
   

  	
  11/25/2008

  	
   

  	
  677,120.11

  	
   

  	
  135,202.64

  	
   

  	
  812,322.75

  	
   

  	
  1,579.46

  	
   

  
	
   

  	
   

  	
  IMPAC CMB TR 05-6

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254NQG5

  	
   

  	
  CTF 1-A-1

  	
   

  	
  10,920,656.83

  	
   

  	
  6,349,269.88

  	
   

  	
  4,257.54

  	
   

  	
  6,353,527.42

  	
   

  	
  30,520.76

  	
   

  	
  11/25/2008

  	
   

  	
  218,307.52

  	
   

  	
  30,867.16

  	
   

  	
  249,174.68

  	
   

  	
  484.49

  	
   

  
	
   

  	
   

  	
  IMPAC CMB TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254NRG4

  	
   

  	
  2005-8 CL 1A

  	
   

  	
  108,333,580.40

  	
   

  	
  71,500,163.06

  	
   

  	
  42,355.42

  	
   

  	
  71,542,518.48

  	
   

  	
  343,672.37

  	
   

  	
  11/25/2008

  	
   

  	
  1,636,283.29

  	
   

  	
  307,048.16

  	
   

  	
  1,943,331.45

  	
   

  	
  3,778.57

  	
   

  
	
   

  	
   

  	
  IMPAC SECS ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254TRU0

  	
   

  	
  05-1 CL 5A3

  	
   

  	
  23,960,909.20

  	
   

  	
  21,679,830.64

  	
   

  	
  9,421.30

  	
   

  	
  21,689,251.94

  	
   

  	
  104,189.74

  	
   

  	
  11/25/2008

  	
   

  	
  476,590.30

  	
   

  	
  68,304.40

  	
   

  	
  544,894.70

  	
   

  	
  1,059.48

  	
   

  
	
   

  	
   

  	
  IMPAC CMB TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  452550AA4

  	
   

  	
  2007-A CL A 144A

  	
   

  	
  144,772,079.60

  	
   

  	
  81,738,316.14

  	
   

  	
  56,441.00

  	
   

  	
  81,794,757.15

  	
   

  	
  392,921.56

  	
   

  	
  11/25/2008

  	
   

  	
  2,525,112.94

  	
   

  	
  409,197.27

  	
   

  	
  2,934,310.21

  	
   

  	
  5,705.40

  	
   

  
	
   

  	
   

  	
  IMPAC MTG P/T SER

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  452559AB3

  	
   

  	
  07-1 CL A2

  	
   

  	
  200,000,000.00

  	
   

  	
  69,780,000.00

  	
   

  	
  75,972.22

  	
   

  	
  69,855,972.22

  	
   

  	
  335,570.63

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  550,798.61

  	
   

  	
  550,798.61

  	
   

  	
  1,070.96

  	
   

  
	
   

  	
   

  	
  IMPAC MTG P/T SER

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  452559AC1

  	
   

  	
  07-1 CL A3

  	
   

  	
  97,972,000.00

  	
   

  	
  47,986,685.60

  	
   

  	
  38,086.62

  	
   

  	
  48,024,772.22

  	
   

  	
  230,699.00

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  276,127.96

  	
   

  	
  276,127.96

  	
   

  	
  536.90

  	
   

  
	
   

  	
   

  	
  IMPAC SECD ASSETS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45255RAX5

  	
   

  	
  06-3 CL A6

  	
   

  	
  190,000,000.00

  	
   

  	
  45,600,000.00

  	
   

  	
  73,018.06

  	
   

  	
  45,673,018.06

  	
   

  	
  219,401.76

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  529,380.91

  	
   

  	
  529,380.91

  	
   

  	
  1,029.31

  	
   

  
	
   

  	
   

  	
  IMPAC SECD ASSETS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45255RAZ0

  	
   

  	
  06-3 CL A7

  	
   

  	
  32,378,000.00

  	
   

  	
  10,438,667.20

  	
   

  	
  12,694.87

  	
   

  	
  10,451,362.07

  	
   

  	
  50,205.73

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  92,037.84

  	
   

  	
  92,037.84

  	
   

  	
  178.96

  	
   

  
	
   

  	
   

  	
  IMPAC SECD ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  452570AA2

  	
   

  	
  07-2 CL 1A1A

  	
   

  	
  8,041,681.01

  	
   

  	
  6,688,266.10

  	
   

  	
  3,010.05

  	
   

  	
  6,691,276.14

  	
   

  	
  32,143.22

  	
   

  	
  11/25/2008

  	
   

  	
  179,537.39

  	
   

  	
  21,822.83

  	
   

  	
  201,360.22

  	
   

  	
  391.52

  	
   

  
	
   

  	
   

  	
  IMPAC SECD ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  452570AB0

  	
   

  	
  07-2 CL 1-A1

  	
   

  	
  188,015,314.40

  	
   

  	
  90,510,572.35

  	
   

  	
  73,299.86

  	
   

  	
  90,583,872.21

  	
   

  	
  435,142.28

  	
   

  	
  11/25/2008

  	
   

  	
  78,998.30

  	
   

  	
  531,423.98

  	
   

  	
  610,422.28

  	
   

  	
  1,186.89

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  IMPAC SECD TR 07-2

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  452570AC8

  	
   

  	
  CL 1-A1-C

  	
   

  	
  91,882,831.73

  	
   

  	
  44,792,880.47

  	
   

  	
  37,148.74

  	
   

  	
  44,830,029.21

  	
   

  	
  215,352.25

  	
   

  	
  11/25/2008

  	
   

  	
  38,606.36

  	
   

  	
  269,328.36

  	
   

  	
  307,934.72

  	
   

  	
  598.74

  	
   

  
	
   

  	
   

  	
  IMPAC SECD ASSETS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45257BAD2

  	
   

  	
  06-4 CL A2C

  	
   

  	
  56,131,000.00

  	
   

  	
  29,339,673.70

  	
   

  	
  21,945.66

  	
   

  	
  29,361,619.36

  	
   

  	
  141,045.88

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  159,106.05

  	
   

  	
  159,106.05

  	
   

  	
  309.36

  	
   

  
	
   

  	
   

  	
  IMPAC SECD ASSETS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45257EAB0

  	
   

  	
  06-5 CL 1A1B

  	
   

  	
  175,592,000.00

  	
   

  	
  119,964,454.40

  	
   

  	
  67,480.98

  	
   

  	
  120,031,935.38

  	
   

  	
  576,603.41

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  489,237.11

  	
   

  	
  489,237.11

  	
   

  	
  951.26

  	
   

  
	
   

  	
   

  	
  IMPAC SECD P/T 06-5

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45257EAC8

  	
   

  	
  CL 1A1C

  	
   

  	
  18,816,000.00

  	
   

  	
  6,585,600.00

  	
   

  	
  7,377.44

  	
   

  	
  6,592,977.44

  	
   

  	
  31,671.02

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  53,486.44

  	
   

  	
  53,486.44

  	
   

  	
  104.00

  	
   

  
	
   

  	
   

  	
  IMPAC SECD ASSETS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45257VAB2

  	
   

  	
  TR 07-3 1A1B

  	
   

  	
  100,641,000.00

  	
   

  	
  49,716,654.00

  	
   

  	
  39,124.19

  	
   

  	
  49,755,778.19

  	
   

  	
  239,014.32

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  283,650.37

  	
   

  	
  283,650.37

  	
   

  	
  551.52

  	
   

  
	
   

  	
   

  	
  INDYMAC MBS INC

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45660LW96

  	
   

  	
  2005-AR31 5A1

  	
   

  	
  62,338,255.86

  	
   

  	
  31,811,211.97

  	
   

  	
  24,580.32

  	
   

  	
  31,835,792.29

  	
   

  	
  152,931.19

  	
   

  	
  11/25/2008

  	
   

  	
  340,834.73

  	
   

  	
  178,207.33

  	
   

  	
  519,042.06

  	
   

  	
  1,009.21

  	
   

  
	
   

  	
   

  	
  INDYMAC INDX 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45661LAB4

  	
   

  	
  AR27 P/T I-A-2

  	
   

  	
  173,002,000.00

  	
   

  	
  100,739,064.60

  	
   

  	
  65,908.96

  	
   

  	
  100,804,973.56

  	
   

  	
  484,241.89

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  477,839.93

  	
   

  	
  477,839.93

  	
   

  	
  929.10

  	
   

  
	
   

  	
   

  	
  INDYMAC INDX 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45661LAC2

  	
   

  	
  AR27 P/T I-A-3

  	
   

  	
  12,425,000.00

  	
   

  	
  6,463,485.00

  	
   

  	
  4,871.64

  	
   

  	
  6,468,356.64

  	
   

  	
  31,072.37

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  35,319.36

  	
   

  	
  35,319.36

  	
   

  	
  68.67

  	
   

  
	
   

  	
   

  	
  INDYMAC RESI 07-L1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45668QAA8

  	
   

  	
  CL A1

  	
   

  	
  67,563,672.78

  	
   

  	
  50,510,601.77

  	
   

  	
  25,739.88

  	
   

  	
  50,536,341.65

  	
   

  	
  242,763.95

  	
   

  	
  11/25/2008

  	
   

  	
  1,276,727.20

  	
   

  	
  186,614.15

  	
   

  	
  1,463,341.35

  	
   

  	
  2,845.28

  	
   

  
	
   

  	
   

  	
  INDTMAC INDX MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45668RAB4

  	
   

  	
  07-FLX2 A-1B

  	
   

  	
  66,656,238.07

  	
   

  	
  43,919,795.26

  	
   

  	
  25,171.99

  	
   

  	
  43,944,967.25

  	
   

  	
  211,100.64

  	
   

  	
  11/25/2008

  	
   

  	
  147,957.71

  	
   

  	
  118,077.84

  	
   

  	
  266,035.55

  	
   

  	
  517.27

  	
   

  
	
   

  	
   

  	
  INDYMAC INDX 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45668RAC2

  	
   

  	
  FLX2 CL A1C

  	
   

  	
  17,171,480.85

  	
   

  	
  6,288,196.29

  	
   

  	
  6,580.02

  	
   

  	
  6,294,776.30

  	
   

  	
  30,238.53

  	
   

  	
  11/25/2008

  	
   

  	
  -16,595.16

  	
   

  	
  47,705.12

  	
   

  	
  31,109.96

  	
   

  	
  60.49

  	
   

  
	
   

  	
   

  	
  INDYMAC INDX MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45668WAB3

  	
   

  	
  07-FLX1 CL A2

  	
   

  	
  15,000,000.00

  	
   

  	
  8,433,000.00

  	
   

  	
  5,731.25

  	
   

  	
  8,438,731.25

  	
   

  	
  40,537.56

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  41,551.56

  	
   

  	
  41,551.56

  	
   

  	
  80.79

  	
   

  
	
   

  	
   

  	
  INDYMAC INDX MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45668WAC1

  	
   

  	
  07-FLX1 CL A3

  	
   

  	
  46,890,000.00

  	
   

  	
  19,618,776.00

  	
   

  	
  18,280.59

  	
   

  	
  19,637,056.59

  	
   

  	
  94,331.51

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  132,534.26

  	
   

  	
  132,534.26

  	
   

  	
  257.70

  	
   

  
	
   

  	
   

  	
  IXIS REAL ESTATE

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  46602UAC2

  	
   

  	
  CAP 06-HE3 A3

  	
   

  	
  150,000,000.00

  	
   

  	
  64,680,000.00

  	
   

  	
  56,812.50

  	
   

  	
  64,736,812.50

  	
   

  	
  310,979.46

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  411,675.00

  	
   

  	
  411,675.00

  	
   

  	
  800.45

  	
   

  
	
   

  	
   

  	
  J P MORGAN ALT LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  466287AC3

  	
   

  	
  2007-A1 1A3A

  	
   

  	
  11,025,000.00

  	
   

  	
  6,275,430.00

  	
   

  	
  4,175.72

  	
   

  	
  6,279,605.72

  	
   

  	
  30,165.66

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  32,351.02

  	
   

  	
  32,351.02

  	
   

  	
  62.90

  	
   

  
	
   

  	
   

  	
  J P MORGAN MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  46628TAD3

  	
   

  	
  06-WMC2 CL A4

  	
   

  	
  70,305,000.00

  	
   

  	
  32,994,136.50

  	
   

  	
  26,628.02

  	
   

  	
  33,020,764.52

  	
   

  	
  158,623.50

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  192,858.46

  	
   

  	
  192,858.46

  	
   

  	
  374.99

  	
   

  
	
   

  	
   

  	
  J P MORGAN MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  46629QAW6

  	
   

  	
  ACQ 06-CH2 AV5

  	
   

  	
  66,197,000.00

  	
   

  	
  19,111,073.90

  	
   

  	
  25,513.43

  	
   

  	
  19,136,587.33

  	
   

  	
  91,927.38

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  184,934.24

  	
   

  	
  184,934.24

  	
   

  	
  359.58

  	
   

  
	
   

  	
   

  	
  J P MORGAN MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  46629TAE0

  	
   

  	
  06-CH1 CL A5

  	
   

  	
  20,000,000.00

  	
   

  	
  7,400,000.00

  	
   

  	
  7,752.78

  	
   

  	
  7,407,752.78

  	
   

  	
  35,584.99

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  56,129.76

  	
   

  	
  56,129.76

  	
   

  	
  109.14

  	
   

  
	
   

  	
   

  	
  J P MORGAN MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  46631KAD7

  	
   

  	
  07-CH5 CL A-4

  	
   

  	
  40,000,000.00

  	
   

  	
  22,800,000.00

  	
   

  	
  15,194.44

  	
   

  	
  22,815,194.44

  	
   

  	
  109,598.49

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  110,159.72

  	
   

  	
  110,159.72

  	
   

  	
  214.19

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525161AH8

  	
   

  	
  GP4 3-2A2

  	
   

  	
  81,618,141.69

  	
   

  	
  50,554,276.96

  	
   

  	
  31,003.56

  	
   

  	
  50,585,280.52

  	
   

  	
  242,999.04

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  224,775.80

  	
   

  	
  224,775.80

  	
   

  	
  437.05

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525161AK1

  	
   

  	
  GP4 P/T 3A3A

  	
   

  	
  125,917,804.80

  	
   

  	
  38,530,848.27

  	
   

  	
  48,530.82

  	
   

  	
  38,579,379.09

  	
   

  	
  185,325.69

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  351,848.45

  	
   

  	
  351,848.45

  	
   

  	
  684.13

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 05-8

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525221DT1

  	
   

  	
  CTF 1A3

  	
   

  	
  47,274,000.00

  	
   

  	
  27,716,746.20

  	
   

  	
  18,955.56

  	
   

  	
  27,735,701.76

  	
   

  	
  133,235.38

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  137,427.82

  	
   

  	
  137,427.82

  	
   

  	
  267.21

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 05-8

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525221DU8

  	
   

  	
  CTF 1A4

  	
   

  	
  12,229,762.39

  	
   

  	
  7,945,676.62

  	
   

  	
  4,835.85

  	
   

  	
  7,950,512.48

  	
   

  	
  38,192.27

  	
   

  	
  11/25/2008

  	
   

  	
  282,860.54

  	
   

  	
  35,059.93

  	
   

  	
  317,920.47

  	
   

  	
  618.16

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525221FP7

  	
   

  	
  2005-10 CL IA3

  	
   

  	
  29,823,522.70

  	
   

  	
  27,461,499.70

  	
   

  	
  11,627.03

  	
   

  	
  27,473,126.73

  	
   

  	
  131,974.03

  	
   

  	
  11/25/2008

  	
   

  	
  1,294,169.19

  	
   

  	
  84,295.98

  	
   

  	
  1,378,465.17

  	
   

  	
  2,680.25

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525221FQ5

  	
   

  	
  2005-10 CL IA4

  	
   

  	
  27,252,000.00

  	
   

  	
  15,427,357.20

  	
   

  	
  10,927.30

  	
   

  	
  15,438,284.50

  	
   

  	
  74,161.66

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  79,222.89

  	
   

  	
  79,222.89

  	
   

  	
  154.04

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR SER

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525228AH5

  	
   

  	
  2006 GP3

  	
   

  	
  43,580,727.54

  	
   

  	
  29,355,978.07

  	
   

  	
  16,554.62

  	
   

  	
  29,372,532.69

  	
   

  	
  141,098.30

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  120,021.02

  	
   

  	
  120,021.02

  	
   

  	
  233.37

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 06

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525228AK8

  	
   

  	
  GP3 CL 3A3A

  	
   

  	
  75,244,756.02

  	
   

  	
  25,613,314.95

  	
   

  	
  29,000.58

  	
   

  	
  25,642,315.53

  	
   

  	
  123,179.27

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  210,254.23

  	
   

  	
  210,254.23

  	
   

  	
  408.81

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52522HAE2

  	
   

  	
  8 P/T 2-A3

  	
   

  	
  59,148,184.20

  	
   

  	
  36,760,596.48

  	
   

  	
  22,468.09

  	
   

  	
  36,783,064.58

  	
   

  	
  176,696.65

  	
   

  	
  11/25/2008

  	
   

  	
  1,592,125.67

  	
   

  	
  162,893.70

  	
   

  	
  1,755,019.37

  	
   

  	
  3,412.42

  	
   

  
	
   

  	
   

  	
  LEHMAN XS 2006 8

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52522HAF9

  	
   

  	
  P/T 2-A4A

  	
   

  	
  16,479,000.00

  	
   

  	
  4,943,700.00

  	
   

  	
  6,442.83

  	
   

  	
  4,950,142.83

  	
   

  	
  23,779.25

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  46,710.53

  	
   

  	
  46,710.53

  	
   

  	
  90.82

  	
   

  
	
   

  	
   

  	
  LEHMAN XS 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52522RAB6

  	
   

  	
  GP1 A2-A

  	
   

  	
  63,066,581.21

  	
   

  	
  49,860,439.10

  	
   

  	
  24,026.62

  	
   

  	
  49,884,465.72

  	
   

  	
  239,632.50

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  174,192.96

  	
   

  	
  174,192.96

  	
   

  	
  338.70

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52523MAB6

  	
   

  	
  15 CL A2

  	
   

  	
  40,051,000.00

  	
   

  	
  23,249,605.50

  	
   

  	
  15,258.32

  	
   

  	
  23,264,863.82

  	
   

  	
  111,758.59

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  110,622.82

  	
   

  	
  110,622.82

  	
   

  	
  215.09

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52523MAC4

  	
   

  	
  15 CL A3

  	
   

  	
  40,000,000.00

  	
   

  	
  11,936,000.00

  	
   

  	
  15,683.33

  	
   

  	
  11,951,683.33

  	
   

  	
  57,412.90

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  113,704.16

  	
   

  	
  113,704.16

  	
   

  	
  221.08

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52523QAC5

  	
   

  	
  20 P/T CL A3

  	
   

  	
  71,981,000.00

  	
   

  	
  19,190,134.60

  	
   

  	
  27,982.61

  	
   

  	
  19,218,117.21

  	
   

  	
  92,319.03

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  202,873.99

  	
   

  	
  202,873.99

  	
   

  	
  394.46

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 2007

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525241AD7

  	
   

  	
  1 P/T CL 1A4

  	
   

  	
  36,228,000.00

  	
   

  	
  7,397,757.60

  	
   

  	
  14,043.38

  	
   

  	
  7,411,800.98

  	
   

  	
  35,604.44

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  101,814.52

  	
   

  	
  101,814.52

  	
   

  	
  197.97

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52524TAB0

  	
   

  	
  8H P/T CL A2

  	
   

  	
  214,441,000.00

  	
   

  	
  110,351,338.60

  	
   

  	
  83,602.21

  	
   

  	
  110,434,940.81

  	
   

  	
  530,501.85

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  606,115.99

  	
   

  	
  606,115.99

  	
   

  	
  1,178.52

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52524TAC8

  	
   

  	
  8H P/T CL A3

  	
   

  	
  94,535,000.00

  	
   

  	
  30,875,131.00

  	
   

  	
  37,380.71

  	
   

  	
  30,912,511.71

  	
   

  	
  148,495.98

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  271,010.20

  	
   

  	
  271,010.20

  	
   

  	
  526.95

  	
   

  
	
   

  	
   

  	
  LONG BEACH MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  542512AD0

  	
   

  	
  06-11 CL 2A3

  	
   

  	
  105,000,000.00

  	
   

  	
  34,293,000.00

  	
   

  	
  40,002.08

  	
   

  	
  34,333,002.08

  	
   

  	
  164,927.16

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  290,015.10

  	
   

  	
  290,015.10

  	
   

  	
  563.90

  	
   

  
	
   

  	
   

  	
  LONG BEACH 05-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  542514MW1

  	
   

  	
  WL2 CL III-A1

  	
   

  	
  2,550,565.12

  	
   

  	
  2,416,660.45

  	
   

  	
  974.53

  	
   

  	
  2,417,634.98

  	
   

  	
  11,613.71

  	
   

  	
  11/25/2008

  	
   

  	
  343,580.84

  	
   

  	
  7,065.33

  	
   

  	
  350,646.17

  	
   

  	
  681.79

  	
   

  
	
   

  	
   

  	
  MASTR ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  55275RAE2

  	
   

  	
  06-NC3 CL A-5

  	
   

  	
  52,105,000.00

  	
   

  	
  13,839,088.00

  	
   

  	
  20,082.14

  	
   

  	
  13,859,170.14

  	
   

  	
  66,575.99

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  145,595.48

  	
   

  	
  145,595.48

  	
   

  	
  283.09

  	
   

  
	
   

  	
   

  	
  MASTR ADJ RT MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  576433RJ7

  	
   

  	
  04-9

  	
   

  	
  9,059,473.48

  	
   

  	
  8,631,866.33

  	
   

  	
  3,783.59

  	
   

  	
  8,635,649.92

  	
   

  	
  41,483.50

  	
   

  	
  11/25/2008

  	
   

  	
  192,208.43

  	
   

  	
  27,431.02

  	
   

  	
  219,639.45

  	
   

  	
  427.06

  	
   

  
	
   

  	
   

  	
  MASTR ADJ RT MTGS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  576433RP3

  	
   

  	
  TR 2004-9

  	
   

  	
  25,939.76

  	
   

  	
  25,319.80

  	
   

  	
  10.49

  	
   

  	
  25,330.29

  	
   

  	
  121.68

  	
   

  	
  11/25/2008

  	
   

  	
  1,696.35

  	
   

  	
  76.04

  	
   

  	
  1,772.38

  	
   

  	
  3.45

  	
   

  
	
   

  	
   

  	
  MASTR ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  57645EAC4

  	
   

  	
  2006-AM3 A-3

  	
   

  	
  30,000,000.00

  	
   

  	
  20,235,000.00

  	
   

  	
  11,429.17

  	
   

  	
  20,246,429.17

  	
   

  	
  97,258.78

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  82,861.46

  	
   

  	
  82,861.46

  	
   

  	
  161.11

  	
   

  
	
   

  	
   

  	
  MERRILL LYNCH MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  5899292T4

  	
   

  	
  2003-F CL B1

  	
   

  	
  1,092,672.81

  	
   

  	
  208,809.77

  	
   

  	
  702.73

  	
   

  	
  209,512.50

  	
   

  	
  1,006.45

  	
   

  	
  11/25/2008

  	
   

  	
  4,573.24

  	
   

  	
  3,513.63

  	
   

  	
  8,086.86

  	
   

  	
  15.72

  	
   

  
	
   

  	
   

  	
  MERRILL LYNCH MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  59020UPA7

  	
   

  	
  INVS 04-G A2

  	
   

  	
  2,039,026.41

  	
   

  	
  1,141,039.18

  	
   

  	
  1,182.64

  	
   

  	
  1,142,221.81

  	
   

  	
  5,486.95

  	
   

  	
  11/25/2008

  	
   

  	
  11,129.78

  	
   

  	
  5,913.18

  	
   

  	
  17,042.96

  	
   

  	
  33.14

  	
   

  
	
   

  	
   

  	
  MERRILL LYNCH 05-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  59020UZH1

  	
   

  	
  A6 CTF 2-A-2

  	
   

  	
  57,552,602.91

  	
   

  	
  46,646,384.66

  	
   

  	
  22,629.36

  	
   

  	
  46,669,014.02

  	
   

  	
  224,186.28

  	
   

  	
  11/25/2008

  	
   

  	
  1,789,667.12

  	
   

  	
  164,062.89

  	
   

  	
  1,953,730.01

  	
   

  	
  3,798.78

  	
   

  
	
   

  	
   

  	
  MERRILL LYNCH ALT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  59023MAC4

  	
   

  	
  07-A1 CL A2B

  	
   

  	
  21,912,000.00

  	
   

  	
  11,569,536.00

  	
   

  	
  8,299.17

  	
   

  	
  11,577,835.17

  	
   

  	
  55,617.03

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  60,168.98

  	
   

  	
  60,168.98

  	
   

  	
  116.99

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  MERRILL LYNCH 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  59024VAG4

  	
   

  	
  2 CL A-2C

  	
   

  	
  54,210,000.00

  	
   

  	
  22,573,044.00

  	
   

  	
  20,712.74

  	
   

  	
  22,593,756.74

  	
   

  	
  108,534.76

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  150,167.35

  	
   

  	
  150,167.35

  	
   

  	
  291.98

  	
   

  
	
   

  	
   

  	
  MERRILL LYNCH 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  59025CAD2

  	
   

  	
  4 CL 2-A3

  	
   

  	
  61,548,000.00

  	
   

  	
  25,093,119.60

  	
   

  	
  23,379.69

  	
   

  	
  25,116,499.29

  	
   

  	
  120,653.38

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  169,502.76

  	
   

  	
  169,502.76

  	
   

  	
  329.58

  	
   

  
	
   

  	
   

  	
  MERRILL LYNCH ALT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  59025EAV8

  	
   

  	
  07-OAR4 A1

  	
   

  	
  107,428,610.40

  	
   

  	
  61,524,365.18

  	
   

  	
  41,882.24

  	
   

  	
  61,566,247.41

  	
   

  	
  295,748.86

  	
   

  	
  11/25/2008

  	
   

  	
  935,338.26

  	
   

  	
  303,646.22

  	
   

  	
  1,238,984.49

  	
   

  	
  2,409.05

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61744CVG8

  	
   

  	
  ABS 2005-4 A2B

  	
   

  	
  13,426,394.70

  	
   

  	
  12,694,656.19

  	
   

  	
  5,189.67

  	
   

  	
  12,699,845.86

  	
   

  	
  61,006.88

  	
   

  	
  11/25/2008

  	
   

  	
  1,612,792.81

  	
   

  	
  37,625.14

  	
   

  	
  1,650,417.95

  	
   

  	
  3,209.03

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61744CXL5

  	
   

  	
  ABS 06-WMC1 A2B

  	
   

  	
  37,132,077.50

  	
   

  	
  34,005,556.57

  	
   

  	
  14,270.06

  	
   

  	
  34,019,826.64

  	
   

  	
  163,422.74

  	
   

  	
  11/25/2008

  	
   

  	
  1,431,562.57

  	
   

  	
  103,372.22

  	
   

  	
  1,534,934.79

  	
   

  	
  2,984.49

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61746REV9

  	
   

  	
  ABS 04-HE1 A4

  	
   

  	
  939,550.20

  	
   

  	
  592,292.45

  	
   

  	
  378.82

  	
   

  	
  592,671.27

  	
   

  	
  2,847.04

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  2,746.46

  	
   

  	
  2,746.46

  	
   

  	
  5.34

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61748JAD9

  	
   

  	
  MTG 06 9AR A-4

  	
   

  	
  14,000,000.00

  	
   

  	
  8,864,800.00

  	
   

  	
  5,318.06

  	
   

  	
  8,870,118.06

  	
   

  	
  42,609.83

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  38,555.90

  	
   

  	
  38,555.90

  	
   

  	
  74.97

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61751TAC3

  	
   

  	
  07-2AX CL 2A2

  	
   

  	
  35,000,000.00

  	
   

  	
  17,685,500.00

  	
   

  	
  13,295.14

  	
   

  	
  17,698,795.14

  	
   

  	
  85,020.59

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  96,389.76

  	
   

  	
  96,389.76

  	
   

  	
  187.42

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61751TAD1

  	
   

  	
  07-2AX CL 2A3

  	
   

  	
  12,000,000.00

  	
   

  	
  6,088,800.00

  	
   

  	
  4,665.00

  	
   

  	
  6,093,465.00

  	
   

  	
  29,271.48

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  33,821.25

  	
   

  	
  33,821.25

  	
   

  	
  65.76

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61753KAC0

  	
   

  	
  07-HE5 CL A-2B

  	
   

  	
  29,500,000.00

  	
   

  	
  19,933,150.00

  	
   

  	
  11,271.46

  	
   

  	
  19,944,421.46

  	
   

  	
  95,808.01

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  81,690.27

  	
   

  	
  81,690.27

  	
   

  	
  158.84

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61753KAD8

  	
   

  	
  07-HE5 CL A2C

  	
   

  	
  77,000,000.00

  	
   

  	
  33,964,700.00

  	
   

  	
  30,019.31

  	
   

  	
  33,994,719.31

  	
   

  	
  163,302.13

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  217,565.91

  	
   

  	
  217,565.91

  	
   

  	
  423.03

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61755CAC6

  	
   

  	
  07-HE6 CL A-3

  	
   

  	
  68,000,000.00

  	
   

  	
  30,205,600.00

  	
   

  	
  25,981.67

  	
   

  	
  30,231,581.67

  	
   

  	
  145,224.96

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  188,230.87

  	
   

  	
  188,230.87

  	
   

  	
  365.99

  	
   

  
	
   

  	
   

  	
  MORTGAGE IT TR 05-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61913PAP7

  	
   

  	
  1 CL 1-A-1

  	
   

  	
  55,584,974.20

  	
   

  	
  33,350,984.52

  	
   

  	
  33,154.12

  	
   

  	
  33,384,138.64

  	
   

  	
  160,369.06

  	
   

  	
  11/25/2008

  	
   

  	
  1,158,812.47

  	
   

  	
  165,770.60

  	
   

  	
  1,324,583.08

  	
   

  	
  2,575.49

  	
   

  
	
   

  	
   

  	
  MORTGAGEIT TR 05-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61915RAB2

  	
   

  	
  2 MTG CL 1A2

  	
   

  	
  10,769,382.00

  	
   

  	
  5,675,464.31

  	
   

  	
  6,441.44

  	
   

  	
  5,681,905.75

  	
   

  	
  27,294.45

  	
   

  	
  11/25/2008

  	
   

  	
  133,276.59

  	
   

  	
  32,207.18

  	
   

  	
  165,483.78

  	
   

  	
  321.76

  	
   

  
	
   

  	
   

  	
  MORTGAGEIT TR 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61915YAD3

  	
   

  	
  1 CL 2-A-1-3

  	
   

  	
  68,643,103.64

  	
   

  	
  42,991,175.81

  	
   

  	
  26,379.93

  	
   

  	
  43,017,555.74

  	
   

  	
  206,645.58

  	
   

  	
  11/25/2008

  	
   

  	
  1,194,361.20

  	
   

  	
  191,254.46

  	
   

  	
  1,385,615.66

  	
   

  	
  2,694.16

  	
   

  
	
   

  	
   

  	
  MORTGAGEIT TR 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61915YAE1

  	
   

  	
  1 CL 2-A-1-4

  	
   

  	
  18,000,000.00

  	
   

  	
  4,928,400.00

  	
   

  	
  7,077.50

  	
   

  	
  4,935,477.50

  	
   

  	
  23,708.80

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  51,311.88

  	
   

  	
  51,311.88

  	
   

  	
  99.77

  	
   

  
	
   

  	
   

  	
  NATIONSTAR H E 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  63860KAD4

  	
   

  	
  C CL 2-AV-3

  	
   

  	
  10,000,000.00

  	
   

  	
  4,742,000.00

  	
   

  	
  3,820.83

  	
   

  	
  4,745,820.83

  	
   

  	
  22,797.74

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  27,701.04

  	
   

  	
  27,701.04

  	
   

  	
  53.86

  	
   

  
	
   

  	
   

  	
  NATIONSTAR H E 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  63860KAE2

  	
   

  	
  C CL 2-AV-4

  	
   

  	
  42,306,000.00

  	
   

  	
  15,441,690.00

  	
   

  	
  16,493.46

  	
   

  	
  15,458,183.46

  	
   

  	
  74,257.25

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  119,577.61

  	
   

  	
  119,577.61

  	
   

  	
  232.50

  	
   

  
	
   

  	
   

  	
  NEWCASTLE MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  65106AAL7

  	
   

  	
  SECS 06-1 CL A-3

  	
   

  	
  150,000,000.00

  	
   

  	
  111,000,000.00

  	
   

  	
  57,312.50

  	
   

  	
  111,057,312.50

  	
   

  	
  533,491.56

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  415,515.60

  	
   

  	
  415,515.60

  	
   

  	
  807.92

  	
   

  
	
   

  	
   

  	
  NEWCASTLE MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  65106AAM5

  	
   

  	
  SECS 06-1 CL A-4

  	
   

  	
  106,279,000.00

  	
   

  	
  60,759,704.30

  	
   

  	
  41,788.31

  	
   

  	
  60,801,492.61

  	
   

  	
  292,075.17

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  302,965.29

  	
   

  	
  302,965.29

  	
   

  	
  589.08

  	
   

  
	
   

  	
   

  	
  NOMURA ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  65535VNA2

  	
   

  	
  CORP 05-AR4 VA1

  	
   

  	
  9,376,940.80

  	
   

  	
  8,441,122.11

  	
   

  	
  3,645.29

  	
   

  	
  8,444,767.39

  	
   

  	
  40,566.55

  	
   

  	
  11/25/2008

  	
   

  	
  788,578.22

  	
   

  	
  26,428.32

  	
   

  	
  815,006.54

  	
   

  	
  1,584.68

  	
   

  
	
   

  	
   

  	
  NOMURA ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  65535VNB0

  	
   

  	
  ACCEP 05-AR4 VA2

  	
   

  	
  7,879,000.00

  	
   

  	
  4,108,110.60

  	
   

  	
  3,203.03

  	
   

  	
  4,111,313.63

  	
   

  	
  19,749.72

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  23,221.98

  	
   

  	
  23,221.98

  	
   

  	
  45.15

  	
   

  
	
   

  	
   

  	
  NOMURA ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  65535VPY8

  	
   

  	
  ACCEP 05AR5 IIIA3

  	
   

  	
  23,969,000.00

  	
   

  	
  14,726,553.60

  	
   

  	
  9,744.06

  	
   

  	
  14,736,297.66

  	
   

  	
  70,789.49

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  70,644.47

  	
   

  	
  70,644.47

  	
   

  	
  137.36

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  NOMURA ASSET 05-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  65535VQH4

  	
   

  	
  AR5 CL 111-A-2

  	
   

  	
  25,919,838.11

  	
   

  	
  23,628,524.42

  	
   

  	
  10,047.54

  	
   

  	
  23,638,571.96

  	
   

  	
  113,553.79

  	
   

  	
  11/25/2008

  	
   

  	
  1,192,851.74

  	
   

  	
  72,844.65

  	
   

  	
  1,265,696.39

  	
   

  	
  2,460.99

  	
   

  
	
   

  	
   

  	
  NOMURA ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  65535VRK6

  	
   

  	
  ACCEP 2005-A4A1

  	
   

  	
  57,312,057.26

  	
   

  	
  33,493,166.26

  	
   

  	
  22,407.42

  	
   

  	
  33,515,573.69

  	
   

  	
  161,000.44

  	
   

  	
  11/25/2008

  	
   

  	
  1,874,158.68

  	
   

  	
  162,453.81

  	
   

  	
  2,036,612.49

  	
   

  	
  3,959.94

  	
   

  
	
   

  	
   

  	
  NOMURA ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  65535VSF6

  	
   

  	
  ACCEP 06-AR1 VA1

  	
   

  	
  64,319,136.62

  	
   

  	
  46,483,440.04

  	
   

  	
  25,218.46

  	
   

  	
  46,508,658.50

  	
   

  	
  223,415.97

  	
   

  	
  11/25/2008

  	
   

  	
  1,587,677.96

  	
   

  	
  182,833.84

  	
   

  	
  1,770,511.80

  	
   

  	
  3,442.54

  	
   

  
	
   

  	
   

  	
  NOVASTAR MTG FDG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  66988RAD9

  	
   

  	
  TR 2006-6 2 A3

  	
   

  	
  30,000,000.00

  	
   

  	
  10,527,000.00

  	
   

  	
  11,429.17

  	
   

  	
  10,538,429.17

  	
   

  	
  50,623.98

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  82,861.46

  	
   

  	
  82,861.46

  	
   

  	
  161.11

  	
   

  
	
   

  	
   

  	
  NOVASTAR MTG FDG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  66988RAE7

  	
   

  	
  06-6 CL A2D

  	
   

  	
  45,475,000.00

  	
   

  	
  16,020,842.50

  	
   

  	
  17,526.82

  	
   

  	
  16,038,369.32

  	
   

  	
  77,044.32

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  127,069.47

  	
   

  	
  127,069.47

  	
   

  	
  247.07

  	
   

  
	
   

  	
   

  	
  OPTEUM MTG ACCEP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68383NAT0

  	
   

  	
  CORP 05-2 AI3

  	
   

  	
  10,000,000.00

  	
   

  	
  5,500,000.00

  	
   

  	
  3,976.39

  	
   

  	
  5,503,976.39

  	
   

  	
  26,439.73

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  28,828.82

  	
   

  	
  28,828.82

  	
   

  	
  56.05

  	
   

  
	
   

  	
   

  	
  OPTEUM MTG ACCEP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68383NBL6

  	
   

  	
  05-3 CL A-1B

  	
   

  	
  7,590,296.28

  	
   

  	
  6,527,654.80

  	
   

  	
  2,967.60

  	
   

  	
  6,530,622.40

  	
   

  	
  31,371.48

  	
   

  	
  11/25/2008

  	
   

  	
  181,867.47

  	
   

  	
  21,515.06

  	
   

  	
  203,382.54

  	
   

  	
  395.45

  	
   

  
	
   

  	
   

  	
  OPTEUM MTG ACCEP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68383NCC5

  	
   

  	
  05-4 CL 1-A1B

  	
   

  	
  68,915,219.05

  	
   

  	
  51,858,702.34

  	
   

  	
  27,097.08

  	
   

  	
  51,885,799.42

  	
   

  	
  249,246.41

  	
   

  	
  11/25/2008

  	
   

  	
  2,097,804.30

  	
   

  	
  196,453.84

  	
   

  	
  2,294,258.13

  	
   

  	
  4,460.90

  	
   

  
	
   

  	
   

  	
  OPTEUM MTG ACCEP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68383NCD3

  	
   

  	
  05-4 CL 1-A1C

  	
   

  	
  47,190,000.00

  	
   

  	
  19,579,131.00

  	
   

  	
  19,236.48

  	
   

  	
  19,598,367.48

  	
   

  	
  94,145.66

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  139,464.47

  	
   

  	
  139,464.47

  	
   

  	
  271.17

  	
   

  
	
   

  	
   

  	
  OPTEUM MTG ACCEP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68383NCX9

  	
   

  	
  2005-5 1A1C

  	
   

  	
  35,000,000.00

  	
   

  	
  25,704,000.00

  	
   

  	
  13,645.14

  	
   

  	
  25,717,645.14

  	
   

  	
  123,541.14

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  98,927.26

  	
   

  	
  98,927.26

  	
   

  	
  192.35

  	
   

  
	
   

  	
   

  	
  OPTEUM MTG ACCEP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68383NCY7

  	
   

  	
  2005-5 1A1D

  	
   

  	
  41,107,000.00

  	
   

  	
  16,685,331.30

  	
   

  	
  16,619.79

  	
   

  	
  16,701,951.09

  	
   

  	
  80,232.00

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  120,493.47

  	
   

  	
  120,493.47

  	
   

  	
  234.28

  	
   

  
	
   

  	
   

  	
  OPTEUM MTG ACCEP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68384CAB2

  	
   

  	
  2006 2 A1B

  	
   

  	
  124,269,000.00

  	
   

  	
  55,921,050.00

  	
   

  	
  47,204.96

  	
   

  	
  55,968,254.96

  	
   

  	
  268,857.50

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  342,235.96

  	
   

  	
  342,235.96

  	
   

  	
  665.44

  	
   

  
	
   

  	
   

  	
  OPTEUM MTG 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68384CAC0

  	
   

  	
  2 P/T A1C

  	
   

  	
  50,000,000.00

  	
   

  	
  27,220,000.00

  	
   

  	
  19,604.17

  	
   

  	
  27,239,604.17

  	
   

  	
  130,852.25

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  142,130.21

  	
   

  	
  142,130.21

  	
   

  	
  276.35

  	
   

  
	
   

  	
   

  	
  OPTION ONE MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68389BAP8

  	
   

  	
  06-3 CL 2A4

  	
   

  	
  30,000,000.00

  	
   

  	
  9,786,000.00

  	
   

  	
  11,595.83

  	
   

  	
  9,797,595.83

  	
   

  	
  47,065.20

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  84,069.79

  	
   

  	
  84,069.79

  	
   

  	
  163.46

  	
   

  
	
   

  	
   

  	
  OPTION ONE MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68389FJF2

  	
   

  	
  TR 05-4 A3

  	
   

  	
  23,285,581.50

  	
   

  	
  20,160,656.46

  	
   

  	
  9,104.02

  	
   

  	
  20,169,760.48

  	
   

  	
  96,890.49

  	
   

  	
  11/25/2008

  	
   

  	
  956,029.10

  	
   

  	
  66,004.11

  	
   

  	
  1,022,033.21

  	
   

  	
  1,987.22

  	
   

  
	
   

  	
   

  	
  OPTION ONE MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68402YAD8

  	
   

  	
  07-CP1 CL 2A3

  	
   

  	
  10,190,000.00

  	
   

  	
  2,891,922.00

  	
   

  	
  3,927.40

  	
   

  	
  2,895,849.40

  	
   

  	
  13,910.94

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  28,473.62

  	
   

  	
  28,473.62

  	
   

  	
  55.36

  	
   

  
	
   

  	
   

  	
  OPTION ONE MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68403KAC9

  	
   

  	
  07-6 CL 2A3

  	
   

  	
  10,000,000.00

  	
   

  	
  3,617,000.00

  	
   

  	
  3,820.83

  	
   

  	
  3,620,820.83

  	
   

  	
  17,393.52

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  27,701.04

  	
   

  	
  27,701.04

  	
   

  	
  53.86

  	
   

  
	
   

  	
   

  	
  OPTION ONE MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68403KAD7

  	
   

  	
  07-6 CL 2A4

  	
   

  	
  14,451,000.00

  	
   

  	
  4,114,199.70

  	
   

  	
  5,633.88

  	
   

  	
  4,119,833.58

  	
   

  	
  19,790.65

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  40,845.65

  	
   

  	
  40,845.65

  	
   

  	
  79.42

  	
   

  
	
   

  	
   

  	
  PHH ALTERNATIVE

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  69337BAA2

  	
   

  	
  07-1 CL 1A1

  	
   

  	
  171,008,798.30

  	
   

  	
  107,222,516.53

  	
   

  	
  64,959.59

  	
   

  	
  107,287,476.13

  	
   

  	
  515,382.21

  	
   

  	
  11/25/2008

  	
   

  	
  1,671,637.07

  	
   

  	
  470,957.05

  	
   

  	
  2,142,594.12

  	
   

  	
  4,166.01

  	
   

  
	
   

  	
   

  	
  PHH ALTERNATIVE

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  69337BAB0

  	
   

  	
  07-1 CL 1A2

  	
   

  	
  58,737,000.00

  	
   

  	
  28,798,751.10

  	
   

  	
  22,899.27

  	
   

  	
  28,821,650.37

  	
   

  	
  138,452.00

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  166,019.72

  	
   

  	
  166,019.72

  	
   

  	
  322.80

  	
   

  
	
   

  	
   

  	
  PHH ALT 2007 2 I-A-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  69337HAA9

  	
   

  	
  1

  	
   

  	
  10,784,455.48

  	
   

  	
  8,731,095.16

  	
   

  	
  4,036.68

  	
   

  	
  8,735,131.84

  	
   

  	
  41,961.39

  	
   

  	
  11/25/2008

  	
   

  	
  84,675.13

  	
   

  	
  29,265.94

  	
   

  	
  113,941.07

  	
   

  	
  221.54

  	
   

  
	
   

  	
   

  	
  PHH ALTERNATIVE

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  69337MAA8

  	
   

  	
  SER 07-3 CL A1

  	
   

  	
  17,424,372.48

  	
   

  	
  14,519,729.59

  	
   

  	
  6,522.04

  	
   

  	
  14,526,251.63

  	
   

  	
  69,780.48

  	
   

  	
  11/25/2008

  	
   

  	
  276,400.20

  	
   

  	
  47,284.79

  	
   

  	
  323,684.99

  	
   

  	
  629.36

  	
   

  
	
   

  	
   

  	
  PHH

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
  ALTERNATIVEMTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  69337MAB6

  	
   

  	
  07-3 CL A2

  	
   

  	
  79,013,000.00

  	
   

  	
  46,530,755.70

  	
   

  	
  30,277.34

  	
   

  	
  46,561,033.04

  	
   

  	
  223,667.56

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  219,510.73

  	
   

  	
  219,510.73

  	
   

  	
  426.81

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  POPULAR ABS INC

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  73316PGT1

  	
   

  	
  2005-5 CL AV2B

  	
   

  	
  6,587,835.62

  	
   

  	
  6,333,545.17

  	
   

  	
  2,575.66

  	
   

  	
  6,336,120.83

  	
   

  	
  30,437.14

  	
   

  	
  11/25/2008

  	
   

  	
  967,250.73

  	
   

  	
  18,673.54

  	
   

  	
  985,924.27

  	
   

  	
  1,917.01

  	
   

  
	
   

  	
   

  	
  POPULAR ABS MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  73316TAC6

  	
   

  	
  P/T 06-E CL A3

  	
   

  	
  11,867,000.00

  	
   

  	
  5,200,119.40

  	
   

  	
  4,573.74

  	
   

  	
  5,204,693.14

  	
   

  	
  25,002.04

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  33,159.61

  	
   

  	
  33,159.61

  	
   

  	
  64.47

  	
   

  
	
   

  	
   

  	
  PUMA GLOBAL TR S1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  74588VAA4

  	
   

  	
  A 144A

  	
   

  	
  1,529,505.76

  	
   

  	
  1,290,306.35

  	
   

  	
  10,332.77

  	
   

  	
  1,300,639.12

  	
   

  	
  6,247.95

  	
   

  	
  11/10/2008

  	
   

  	
  253,379.65

  	
   

  	
  11,608.40

  	
   

  	
  264,988.05

  	
   

  	
  969.86

  	
   

  
	
   

  	
   

  	
  RAAC SER 2006-SP2

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  74919PAC3

  	
   

  	
  CL A-3

  	
   

  	
  20,337,000.00

  	
   

  	
  11,370,416.70

  	
   

  	
  7,973.80

  	
   

  	
  11,378,390.50

  	
   

  	
  54,658.94

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  57,810.04

  	
   

  	
  57,810.04

  	
   

  	
  112.40

  	
   

  
	
   

  	
   

  	
  RAAC SER 06-SP4 CL

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  74919VAB2

  	
   

  	
  A2

  	
   

  	
  20,724,000.00

  	
   

  	
  13,543,134.00

  	
   

  	
  7,895.27

  	
   

  	
  13,551,029.27

  	
   

  	
  65,095.76

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  57,240.70

  	
   

  	
  57,240.70

  	
   

  	
  111.30

  	
   

  
	
   

  	
   

  	
  RAAC SER 06-SP4 CL

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  74919VAC0

  	
   

  	
  A3

  	
   

  	
  22,545,000.00

  	
   

  	
  9,969,399.00

  	
   

  	
  8,789.42

  	
   

  	
  9,978,188.42

  	
   

  	
  47,932.72

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  63,723.28

  	
   

  	
  63,723.28

  	
   

  	
  123.90

  	
   

  
	
   

  	
   

  	
  RASC SER 2007 KS1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  74924SAC0

  	
   

  	
  CL A3

  	
   

  	
  35,455,000.00

  	
   

  	
  20,627,719.00

  	
   

  	
  13,428.58

  	
   

  	
  20,641,147.58

  	
   

  	
  99,154.91

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  97,357.21

  	
   

  	
  97,357.21

  	
   

  	
  189.30

  	
   

  
	
   

  	
   

  	
  RASC SER 07-KS3 TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  74924YAC7

  	
   

  	
  AB CTF AI3

  	
   

  	
  118,000,000.00

  	
   

  	
  47,695,600.00

  	
   

  	
  46,003.61

  	
   

  	
  47,741,603.61

  	
   

  	
  229,338.73

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  333,526.18

  	
   

  	
  333,526.18

  	
   

  	
  648.50

  	
   

  
	
   

  	
   

  	
  RALI SER 2006-QO5

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  75114HAD9

  	
   

  	
  CL 2A1

  	
   

  	
  56,136,299.80

  	
   

  	
  29,752,238.89

  	
   

  	
  21,511.12

  	
   

  	
  29,773,750.01

  	
   

  	
  143,025.65

  	
   

  	
  11/25/2008

  	
   

  	
  668,401.31

  	
   

  	
  155,955.61

  	
   

  	
  824,356.92

  	
   

  	
  1,602.86

  	
   

  
	
   

  	
   

  	
  RALI SER 2006 QO5

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  75114HAE7

  	
   

  	
  CL 2A2

  	
   

  	
  19,246,731.36

  	
   

  	
  7,850,741.72

  	
   

  	
  7,460.78

  	
   

  	
  7,858,202.50

  	
   

  	
  37,748.84

  	
   

  	
  11/25/2008

  	
   

  	
  229,166.17

  	
   

  	
  54,090.67

  	
   

  	
  283,256.83

  	
   

  	
  550.76

  	
   

  
	
   

  	
   

  	
  RALI SER 2006-QO8

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  75115FAD2

  	
   

  	
  CL I-A3A

  	
   

  	
  186,877,369.80

  	
   

  	
  58,081,486.53

  	
   

  	
  71,818.01

  	
   

  	
  58,153,304.55

  	
   

  	
  279,353.94

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  520,680.58

  	
   

  	
  520,680.58

  	
   

  	
  1,012.40

  	
   

  
	
   

  	
   

  	
  RAMP SER 2007-RS2

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  75157DAB0

  	
   

  	
  P/T CL A2

  	
   

  	
  55,000,000.00

  	
   

  	
  21,477,500.00

  	
   

  	
  21,625.69

  	
   

  	
  21,499,125.69

  	
   

  	
  103,276.43

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  156,786.28

  	
   

  	
  156,786.28

  	
   

  	
  304.85

  	
   

  
	
   

  	
   

  	
  RASC SER 06-KS9 P/T

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  75406YAC1

  	
   

  	
  CL AI3

  	
   

  	
  45,000,000.00

  	
   

  	
  21,915,000.00

  	
   

  	
  17,093.75

  	
   

  	
  21,932,093.75

  	
   

  	
  105,356.30

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  123,929.69

  	
   

  	
  123,929.69

  	
   

  	
  240.97

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASST

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76112BE30

  	
   

  	
  05-SP2 CL AI2

  	
   

  	
  6,631,935.65

  	
   

  	
  6,416,397.74

  	
   

  	
  2,615.01

  	
   

  	
  6,419,012.75

  	
   

  	
  30,835.33

  	
   

  	
  11/25/2008

  	
   

  	
  954,482.32

  	
   

  	
  18,958.82

  	
   

  	
  973,441.14

  	
   

  	
  1,892.73

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASST

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76112BH29

  	
   

  	
  05-EFC5 CL A2

  	
   

  	
  7,036,788.80

  	
   

  	
  6,615,285.15

  	
   

  	
  2,759.01

  	
   

  	
  6,618,044.16

  	
   

  	
  31,791.43

  	
   

  	
  11/25/2008

  	
   

  	
  360,118.85

  	
   

  	
  20,002.81

  	
   

  	
  380,121.65

  	
   

  	
  739.10

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76112BLD0

  	
   

  	
  05-RS3 AIA3

  	
   

  	
  2,000,000.00

  	
   

  	
  1,535,800.00

  	
   

  	
  790.83

  	
   

  	
  1,536,590.83

  	
   

  	
  7,381.40

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  5,733.54

  	
   

  	
  5,733.54

  	
   

  	
  11.15

  	
   

  
	
   

  	
   

  	
  RESMAE MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76116RAE1

  	
   

  	
  2006-1 CL A-2C

  	
   

  	
  20,944,000.00

  	
   

  	
  9,975,627.20

  	
   

  	
  8,048.90

  	
   

  	
  9,983,676.10

  	
   

  	
  47,959.08

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  58,354.49

  	
   

  	
  58,354.49

  	
   

  	
  113.46

  	
   

  
	
   

  	
   

  	
  SECURITIZED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  81377CAC2

  	
   

  	
  06-NC3 A2C

  	
   

  	
  15,949,000.00

  	
   

  	
  5,615,642.90

  	
   

  	
  6,200.17

  	
   

  	
  5,621,843.07

  	
   

  	
  27,005.93

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  44,951.26

  	
   

  	
  44,951.26

  	
   

  	
  87.40

  	
   

  
	
   

  	
   

  	
  SECURITIZED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  81379EAB8

  	
   

  	
  07-BR5 A2B

  	
   

  	
  169,142,000.00

  	
   

  	
  73,492,199.00

  	
   

  	
  64,626.34

  	
   

  	
  73,556,825.34

  	
   

  	
  353,348.60

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  468,540.96

  	
   

  	
  468,540.96

  	
   

  	
  911.02

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83611MKY3

  	
   

  	
  LN TR 2006-1 A4

  	
   

  	
  14,076,000.00

  	
   

  	
  9,043,830.00

  	
   

  	
  5,565.89

  	
   

  	
  9,049,395.89

  	
   

  	
  43,471.04

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  40,352.67

  	
   

  	
  40,352.67

  	
   

  	
  78.46

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83611MPJ1

  	
   

  	
  LN 06-OPT3 2A4

  	
   

  	
  15,000,000.00

  	
   

  	
  6,946,500.00

  	
   

  	
  5,847.92

  	
   

  	
  6,952,347.92

  	
   

  	
  33,397.34

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  42,397.39

  	
   

  	
  42,397.39

  	
   

  	
  82.44

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83611XAC8

  	
   

  	
  06-EQ2 CL A3

  	
   

  	
  105,017,000.00

  	
   

  	
  44,527,208.00

  	
   

  	
  39,891.87

  	
   

  	
  44,567,099.87

  	
   

  	
  214,089.21

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  289,216.09

  	
   

  	
  289,216.09

  	
   

  	
  562.34

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83612KAD3

  	
   

  	
  07-OPT3 CL 2A3

  	
   

  	
  34,671,000.00

  	
   

  	
  15,647,022.30

  	
   

  	
  13,247.21

  	
   

  	
  15,660,269.51

  	
   

  	
  75,228.02

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  96,042.28

  	
   

  	
  96,042.28

  	
   

  	
  186.74

  	
   

  

 

 

	
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  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83612LAU3

  	
   

  	
  LN 06-WF1 CL A4

  	
   

  	
  100,000,000.00

  	
   

  	
  28,480,000.00

  	
   

  	
  39,319.44

  	
   

  	
  28,519,319.44

  	
   

  	
  136,999.68

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  285,065.97

  	
   

  	
  285,065.97

  	
   

  	
  554.28

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83612PAC4

  	
   

  	
  LN 07-1 CL 2A2

  	
   

  	
  13,560,000.00

  	
   

  	
  7,458,000.00

  	
   

  	
  5,105.72

  	
   

  	
  7,463,105.72

  	
   

  	
  35,850.89

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  37,016.44

  	
   

  	
  37,016.44

  	
   

  	
  71.97

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83612PAD2

  	
   

  	
  07-1 CL 2A3

  	
   

  	
  39,370,000.00

  	
   

  	
  13,818,870.00

  	
   

  	
  14,998.88

  	
   

  	
  13,833,868.88

  	
   

  	
  66,454.45

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  108,741.85

  	
   

  	
  108,741.85

  	
   

  	
  211.43

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83612PAE0

  	
   

  	
  07-1 CL 2A4

  	
   

  	
  29,764,000.00

  	
   

  	
  8,539,291.60

  	
   

  	
  11,603.83

  	
   

  	
  8,550,895.43

  	
   

  	
  41,076.36

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  84,127.74

  	
   

  	
  84,127.74

  	
   

  	
  163.58

  	
   

  
	
  84751NAF1

  	
   

  	
  SURF 2006-BC5 A2E

  	
   

  	
  18,463,000.00

  	
   

  	
  4,983,163.70

  	
   

  	
  7,115.95

  	
   

  	
  4,990,279.65

  	
   

  	
  23,972.06

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  51,590.62

  	
   

  	
  51,590.62

  	
   

  	
  100.31

  	
   

  
	
   

  	
   

  	
  SPECIALTY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
  UNDERWRITING 05-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  84751PFC8

  	
   

  	
  HB1

  	
   

  	
  6,052,692.34

  	
   

  	
  5,868,085.22

  	
   

  	
  2,346.26

  	
   

  	
  5,870,431.48

  	
   

  	
  28,200.09

  	
   

  	
  11/25/2008

  	
   

  	
  405,438.62

  	
   

  	
  17,010.35

  	
   

  	
  422,448.97

  	
   

  	
  821.40

  	
   

  
	
   

  	
   

  	
  SPECIALTY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
  UNDERWRIT 05-AB3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  84751PJG5

  	
   

  	
  A2C

  	
   

  	
  20,841,000.00

  	
   

  	
  10,280,865.30

  	
   

  	
  8,379.82

  	
   

  	
  10,289,245.12

  	
   

  	
  49,426.96

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  60,753.68

  	
   

  	
  60,753.68

  	
   

  	
  118.13

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  863576EF7

  	
   

  	
  2006-GEL1 A2

  	
   

  	
  38,411,000.00

  	
   

  	
  24,041,444.90

  	
   

  	
  15,401.74

  	
   

  	
  24,056,846.64

  	
   

  	
  115,563.08

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  111,662.64

  	
   

  	
  111,662.64

  	
   

  	
  217.11

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  863576FF6

  	
   

  	
  2006-WF1 A4

  	
   

  	
  11,932,484.33

  	
   

  	
  10,708,211.44

  	
   

  	
  4,545.95

  	
   

  	
  10,712,757.38

  	
   

  	
  51,461.41

  	
   

  	
  11/25/2008

  	
   

  	
  605,934.30

  	
   

  	
  32,958.10

  	
   

  	
  638,892.40

  	
   

  	
  1,242.25

  	
   

  
	
   

  	
   

  	
  STRUCTURED ADJ RT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  863579MH8

  	
   

  	
  05-6VS A-2

  	
   

  	
  2,033,511.12

  	
   

  	
  2,014,192.76

  	
   

  	
  792.79

  	
   

  	
  2,014,985.55

  	
   

  	
  9,679.49

  	
   

  	
  11/25/2008

  	
   

  	
  1,375,421.61

  	
   

  	
  5,747.71

  	
   

  	
  1,381,169.32

  	
   

  	
  2,685.51

  	
   

  
	
   

  	
   

  	
  STRUCTURED ADJ RT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  863579NY0

  	
   

  	
  MTG 05-8XS

  	
   

  	
  47,513,426.09

  	
   

  	
  41,175,135.05

  	
   

  	
  18,682.02

  	
   

  	
  41,193,817.06

  	
   

  	
  197,884.80

  	
   

  	
  11/25/2008

  	
   

  	
  1,628,067.90

  	
   

  	
  135,444.63

  	
   

  	
  1,763,512.53

  	
   

  	
  3,428.93

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358ESY3

  	
   

  	
  05-5 CL A3

  	
   

  	
  9,209,028.00

  	
   

  	
  8,064,345.82

  	
   

  	
  3,569.78

  	
   

  	
  8,067,915.60

  	
   

  	
  38,756.25

  	
   

  	
  11/25/2008

  	
   

  	
  381,715.83

  	
   

  	
  25,880.89

  	
   

  	
  407,596.71

  	
   

  	
  792.52

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86359BWS6

  	
   

  	
  SECS 04-08 B1

  	
   

  	
  45,667,446.13

  	
   

  	
  5,069,086.52

  	
   

  	
  19,833.63

  	
   

  	
  5,088,920.15

  	
   

  	
  24,445.90

  	
   

  	
  11/25/2008

  	
   

  	
  429,889.49

  	
   

  	
  145,771.12

  	
   

  	
  575,660.61

  	
   

  	
  1,119.30

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86359DLJ4

  	
   

  	
  05-WF3 CL A2

  	
   

  	
  11,778,613.20

  	
   

  	
  11,257,998.50

  	
   

  	
  4,565.85

  	
   

  	
  11,262,564.35

  	
   

  	
  54,102.54

  	
   

  	
  11/25/2008

  	
   

  	
  438,432.35

  	
   

  	
  33,007.96

  	
   

  	
  471,440.32

  	
   

  	
  916.66

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86359DVC8

  	
   

  	
  2005-OPT1 A2

  	
   

  	
  92,702,361.92

  	
   

  	
  68,803,693.02

  	
   

  	
  35,729.04

  	
   

  	
  68,839,422.05

  	
   

  	
  330,687.37

  	
   

  	
  11/25/2008

  	
   

  	
  4,306,745.68

  	
   

  	
  259,035.51

  	
   

  	
  4,565,781.18

  	
   

  	
  8,877.59

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86359DVF1

  	
   

  	
  2005-OPT1 M-1

  	
   

  	
  14,385,000.00

  	
   

  	
  3,056,812.50

  	
   

  	
  5,943.80

  	
   

  	
  3,062,756.30

  	
   

  	
  14,712.72

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  43,092.56

  	
   

  	
  43,092.56

  	
   

  	
  83.79

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86361HAP9

  	
   

  	
  06-AR7 CL A11

  	
   

  	
  9,943,000.00

  	
   

  	
  2,624,952.00

  	
   

  	
  3,931.63

  	
   

  	
  2,628,883.63

  	
   

  	
  12,628.50

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  28,504.30

  	
   

  	
  28,504.30

  	
   

  	
  55.42

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86361NAB7

  	
   

  	
  06-GEL4 CL A2

  	
   

  	
  50,707,000.00

  	
   

  	
  25,140,530.60

  	
   

  	
  19,599.66

  	
   

  	
  25,160,130.26

  	
   

  	
  120,862.98

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  142,097.56

  	
   

  	
  142,097.56

  	
   

  	
  276.29

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86362PAG0

  	
   

  	
  07-BC1 CL M1

  	
   

  	
  35,000,000.00

  	
   

  	
  6,993,000.00

  	
   

  	
  13,567.36

  	
   

  	
  7,006,567.36

  	
   

  	
  33,657.80

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  98,363.37

  	
   

  	
  98,363.37

  	
   

  	
  191.26

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86362QAB9

  	
   

  	
  07-GEL1 CL A2

  	
   

  	
  10,000,000.00

  	
   

  	
  4,247,000.00

  	
   

  	
  3,831.94

  	
   

  	
  4,250,831.94

  	
   

  	
  20,419.93

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  27,781.60

  	
   

  	
  27,781.60

  	
   

  	
  54.02

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86362QAC7

  	
   

  	
  07-GEL1 CL A3

  	
   

  	
  13,630,000.00

  	
   

  	
  4,497,900.00

  	
   

  	
  5,389.53

  	
   

  	
  4,503,289.53

  	
   

  	
  21,632.68

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  39,074.09

  	
   

  	
  39,074.09

  	
   

  	
  75.97

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  88156PAY7

  	
   

  	
  2006-7 II-A-2

  	
   

  	
  18,000,000.00

  	
   

  	
  10,036,800.00

  	
   

  	
  6,857.50

  	
   

  	
  10,043,657.50

  	
   

  	
  48,247.22

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  49,716.88

  	
   

  	
  49,716.88

  	
   

  	
  96.67

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  88156PAZ4

  	
   

  	
  2006-7 II-A-3

  	
   

  	
  57,300,000.00

  	
   

  	
  14,726,100.00

  	
   

  	
  22,466.38

  	
   

  	
  14,748,566.38

  	
   

  	
  70,848.43

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  162,881.21

  	
   

  	
  162,881.21

  	
   

  	
  316.70

  	
   

  

 

 

	
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  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  88157JAA2

  	
   

  	
  2AL1 A1A

  	
   

  	
  16,256,211.00

  	
   

  	
  8,128,105.50

  	
   

  	
  6,102.85

  	
   

  	
  8,134,208.35

  	
   

  	
  39,074.70

  	
   

  	
  11/25/2008

  	
   

  	
  530,909.55

  	
   

  	
  44,245.68

  	
   

  	
  575,155.23

  	
   

  	
  1,118.32

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  88157TAA0

  	
   

  	
  3 SL CL A-1

  	
   

  	
  206,498,017.24

  	
   

  	
  21,785,540.82

  	
   

  	
  81,652.76

  	
   

  	
  21,867,193.58

  	
   

  	
  105,044.53

  	
   

  	
  11/25/2008

  	
   

  	
  633,771.11

  	
   

  	
  591,982.49

  	
   

  	
  1,225,753.60

  	
   

  	
  2,383.32

  	
   

  
	
   

  	
   

  	
  THORNBURG MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  885220DW0

  	
   

  	
  SECS TR 04-3 A-1

  	
   

  	
  4,680,527.10

  	
   

  	
  2,983,836.03

  	
   

  	
  2,791.74

  	
   

  	
  2,986,627.77

  	
   

  	
  14,347.01

  	
   

  	
  11/25/2008

  	
   

  	
  51,995.02

  	
   

  	
  13,958.70

  	
   

  	
  65,953.71

  	
   

  	
  128.24

  	
   

  
	
   

  	
   

  	
  THORNBURG MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  88522XAC5

  	
   

  	
  SECS 07-3 2A-1

  	
   

  	
  58,183,311.10

  	
   

  	
  45,580,805.92

  	
   

  	
  22,489.47

  	
   

  	
  45,603,295.38

  	
   

  	
  219,066.83

  	
   

  	
  11/25/2008

  	
   

  	
  500,893.91

  	
   

  	
  163,048.63

  	
   

  	
  663,942.54

  	
   

  	
  1,290.95

  	
   

  
	
   

  	
   

  	
  WAMU ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  93364EAC8

  	
   

  	
  07-HE3 CL 2A2

  	
   

  	
  14,000,000.00

  	
   

  	
  8,932,000.00

  	
   

  	
  5,333.61

  	
   

  	
  8,937,333.61

  	
   

  	
  42,932.72

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  38,668.68

  	
   

  	
  38,668.68

  	
   

  	
  75.19

  	
   

  
	
   

  	
   

  	
  WAMU ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  93364EAD6

  	
   

  	
  07-HE3 CL 2A3

  	
   

  	
  39,000,000.00

  	
   

  	
  16,325,400.00

  	
   

  	
  15,161.25

  	
   

  	
  16,340,561.25

  	
   

  	
  78,495.97

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  109,919.06

  	
   

  	
  109,919.06

  	
   

  	
  213.72

  	
   

  
	
   

  	
   

  	
  WAMU ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  93364EAE4

  	
   

  	
  07-HE3 CL 2A4

  	
   

  	
  12,000,000.00

  	
   

  	
  3,322,800.00

  	
   

  	
  4,731.67

  	
   

  	
  3,327,531.67

  	
   

  	
  15,984.63

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  34,304.58

  	
   

  	
  34,304.58

  	
   

  	
  66.70

  	
   

  
	
   

  	
   

  	
  WASHINGTON MUT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  93934QAC2

  	
   

  	
  06-HE4 CL 2A2

  	
   

  	
  29,606,000.00

  	
   

  	
  13,633,563.00

  	
   

  	
  11,311.96

  	
   

  	
  13,644,874.96

  	
   

  	
  65,546.57

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  82,011.70

  	
   

  	
  82,011.70

  	
   

  	
  159.46

  	
   

  
	
   

  	
   

  	
  WASHINGTON MUT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  93934XAC7

  	
   

  	
  2006-HE5 II-A-2

  	
   

  	
  25,000,000.00

  	
   

  	
  11,787,500.00

  	
   

  	
  9,552.08

  	
   

  	
  11,797,052.08

  	
   

  	
  56,670.09

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  69,252.60

  	
   

  	
  69,252.60

  	
   

  	
  134.65

  	
   

  
	
   

  	
   

  	
  WASHINGTON MUT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  93936AAB7

  	
   

  	
  07-HY1 CL A2A

  	
   

  	
  45,400,000.00

  	
   

  	
  20,838,600.00

  	
   

  	
  25,868.54

  	
   

  	
  20,864,468.54

  	
   

  	
  100,227.69

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  133,654.13

  	
   

  	
  133,654.13

  	
   

  	
  259.87

  	
   

  
	
   

  	
   

  	
  WASHINGTON MUT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  93936AAD3

  	
   

  	
  P/T CL A-3A

  	
   

  	
  42,000,000.00

  	
   

  	
  19,395,600.00

  	
   

  	
  24,421.25

  	
   

  	
  19,420,021.25

  	
   

  	
  93,288.93

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  126,176.46

  	
   

  	
  126,176.46

  	
   

  	
  245.33

  	
   

  
	
   

  	
   

  	
  WASHINGTON MUT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  93936LAA5

  	
   

  	
  P/T 07-OC2 A-1

  	
   

  	
  14,909,959.80

  	
   

  	
  11,179,487.86

  	
   

  	
  5,564.31

  	
   

  	
  11,185,052.17

  	
   

  	
  53,730.19

  	
   

  	
  11/25/2008

  	
   

  	
  734,855.31

  	
   

  	
  40,334.36

  	
   

  	
  775,189.67

  	
   

  	
  1,507.26

  	
   

  
	
   

  	
   

  	
  WASHINGTON MUT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  93936LAB3

  	
   

  	
  P/T 07-OC2 A2

  	
   

  	
  50,000,000.00

  	
   

  	
  27,970,000.00

  	
   

  	
  19,159.72

  	
   

  	
  27,989,159.72

  	
   

  	
  134,452.93

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  138,884.17

  	
   

  	
  138,884.17

  	
   

  	
  270.04

  	
   

  
	
   

  	
   

  	
  WELLS FARGO HM

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  9497EUAD9

  	
   

  	
  EQTY 06-1 CL A4

  	
   

  	
  3,000,000.00

  	
   

  	
  1,721,700.00

  	
   

  	
  1,162.92

  	
   

  	
  1,722,862.92

  	
   

  	
  8,276.20

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  8,431.15

  	
   

  	
  8,431.15

  	
   

  	
  16.39

  	
   

  
	
   

  	
   

  	
  WELLS FARGO 05-2

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  949920AK8

  	
   

  	
  CL A2

  	
   

  	
  5,560,400.60

  	
   

  	
  5,396,368.78

  	
   

  	
  2,173.96

  	
   

  	
  5,398,542.74

  	
   

  	
  25,933.25

  	
   

  	
  11/25/2008

  	
   

  	
  934,145.16

  	
   

  	
  15,760.37

  	
   

  	
  949,905.53

  	
   

  	
  1,846.97

  	
   

  
	
   

  	
   

  	
  ABFC 2006 OPT2 TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  00075XAG2

  	
   

  	
  CL M1

  	
   

  	
  13,466,000.00

  	
   

  	
  2,468,317.80

  	
   

  	
  5,249.87

  	
   

  	
  2,473,567.67

  	
   

  	
  11,882.40

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  38,047.68

  	
   

  	
  38,047.68

  	
   

  	
  73.98

  	
   

  
	
   

  	
   

  	
  ABFC 2006 OPT2 TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  00075XAH0

  	
   

  	
  CL M2

  	
   

  	
  12,000,000.00

  	
   

  	
  1,159,200.00

  	
   

  	
  4,731.67

  	
   

  	
  1,163,931.67

  	
   

  	
  5,591.24

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  34,292.08

  	
   

  	
  34,292.08

  	
   

  	
  66.68

  	
   

  
	
   

  	
   

  	
  AAMES MTG INVT TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  00252FCD1

  	
   

  	
  05-3 A2 144A

  	
   

  	
  35,658,000.00

  	
   

  	
  27,185,659.20

  	
   

  	
  13,941.29

  	
   

  	
  27,199,600.49

  	
   

  	
  130,660.08

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  101,074.33

  	
   

  	
  101,074.33

  	
   

  	
  196.53

  	
   

  
	
   

  	
   

  	
  AAMES MTG INVT TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  00252FCS8

  	
   

  	
  05-4 2A3SS

  	
   

  	
  42,482,404.30

  	
   

  	
  38,981,854.19

  	
   

  	
  16,751.05

  	
   

  	
  38,998,605.23

  	
   

  	
  187,339.55

  	
   

  	
  11/25/2008

  	
   

  	
  2,708,168.26

  	
   

  	
  121,445.10

  	
   

  	
  2,829,613.37

  	
   

  	
  5,501.83

  	
   

  
	
   

  	
   

  	
  ACCREDITED MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  004375DC2

  	
   

  	
  TR 05-2 A-2C

  	
   

  	
  61,582,000.00

  	
   

  	
  45,878,590.00

  	
   

  	
  24,692.67

  	
   

  	
  45,903,282.67

  	
   

  	
  220,507.89

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  179,021.86

  	
   

  	
  179,021.86

  	
   

  	
  348.09

  	
   

  
	
   

  	
   

  	
  ACCREDITED MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  004375DT5

  	
   

  	
  05-3 A-2D

  	
   

  	
  31,000,000.00

  	
   

  	
  19,666,400.00

  	
   

  	
  12,499.03

  	
   

  	
  19,678,899.03

  	
   

  	
  94,532.51

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  90,649.17

  	
   

  	
  90,649.17

  	
   

  	
  176.26

  	
   

  
	
   

  	
   

  	
  ACCREDITED MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  004375EW7

  	
   

  	
  TR 2006-1 A3

  	
   

  	
  110,000,000.00

  	
   

  	
  88,000,000.00

  	
   

  	
  42,029.17

  	
   

  	
  88,042,029.17

  	
   

  	
  422,931.90

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  304,711.46

  	
   

  	
  304,711.46

  	
   

  	
  592.47

  	
   

  
	
   

  	
   

  	
  ACCREDITED MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  004375FG1

  	
   

  	
  TR 2006-1 A4

  	
   

  	
  42,000,000.00

  	
   

  	
  16,821,000.00

  	
   

  	
  16,514.17

  	
   

  	
  16,837,514.17

  	
   

  	
  80,883.21

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  119,727.71

  	
   

  	
  119,727.71

  	
   

  	
  232.80

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  ACCREDITED MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  00437NAC6

  	
   

  	
  TR 06 2 A-3

  	
   

  	
  91,467,000.00

  	
   

  	
  68,197,795.20

  	
   

  	
  34,643.13

  	
   

  	
  68,232,438.33

  	
   

  	
  327,771.58

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  251,162.67

  	
   

  	
  251,162.67

  	
   

  	
  488.35

  	
   

  
	
   

  	
   

  	
  ACCREDITED MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  00437NAD4

  	
   

  	
  TR 06 2 A-4

  	
   

  	
  50,000,000.00

  	
   

  	
  20,000,000.00

  	
   

  	
  19,548.61

  	
   

  	
  20,019,548.61

  	
   

  	
  96,168.91

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  141,727.43

  	
   

  	
  141,727.43

  	
   

  	
  275.57

  	
   

  
	
   

  	
   

  	
  ACCREDITED MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  00438QAD6

  	
   

  	
  07-1 CL A4

  	
   

  	
  22,500,000.00

  	
   

  	
  8,156,250.00

  	
   

  	
  8,696.88

  	
   

  	
  8,164,946.88

  	
   

  	
  39,222.36

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  63,052.34

  	
   

  	
  63,052.34

  	
   

  	
  122.60

  	
   

  
	
   

  	
   

  	
  ACE SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  00441TAF0

  	
   

  	
  HOME 06 HE3 M1

  	
   

  	
  24,845,000.00

  	
   

  	
  4,134,208.00

  	
   

  	
  9,796.52

  	
   

  	
  4,144,004.52

  	
   

  	
  19,906.76

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  71,024.78

  	
   

  	
  71,024.78

  	
   

  	
  138.10

  	
   

  
	
   

  	
   

  	
  ACE SECS CORP 06

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  00441TAG8

  	
   

  	
  HE3 CL M2

  	
   

  	
  37,983,000.00

  	
   

  	
  1,511,723.40

  	
   

  	
  15,019.11

  	
   

  	
  1,526,742.51

  	
   

  	
  7,334.09

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  108,888.56

  	
   

  	
  108,888.56

  	
   

  	
  211.72

  	
   

  
	
   

  	
   

  	
  ACE SECS CORP HM

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  004421KJ1

  	
   

  	
  EQ 05-SD1 A-1

  	
   

  	
  1,622,689.83

  	
   

  	
  1,534,577.77

  	
   

  	
  659.67

  	
   

  	
  1,535,237.44

  	
   

  	
  7,374.90

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  4,782.60

  	
   

  	
  4,782.60

  	
   

  	
  9.30

  	
   

  
	
   

  	
   

  	
  ACE SECS CORP HM

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  004421PP2

  	
   

  	
  EQ 05-HE4 A2C

  	
   

  	
  34,761,730.33

  	
   

  	
  32,338,837.72

  	
   

  	
  14,131.61

  	
   

  	
  32,352,969.33

  	
   

  	
  155,415.58

  	
   

  	
  11/25/2008

  	
   

  	
  1,721,116.01

  	
   

  	
  102,454.17

  	
   

  	
  1,823,570.18

  	
   

  	
  3,545.70

  	
   

  
	
   

  	
   

  	
  ACE SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  004421UT8

  	
   

  	
  HOME 06-NC1 A2D

  	
   

  	
  67,164,000.00

  	
   

  	
  31,258,125.60

  	
   

  	
  26,781.65

  	
   

  	
  31,284,907.25

  	
   

  	
  150,284.87

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  194,166.93

  	
   

  	
  194,166.93

  	
   

  	
  377.53

  	
   

  
	
   

  	
   

  	
  ACE SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  004421VW0

  	
   

  	
  2006-ASAP1 A2D

  	
   

  	
  12,500,000.00

  	
   

  	
  6,877,500.00

  	
   

  	
  4,956.60

  	
   

  	
  6,882,456.60

  	
   

  	
  33,061.60

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  35,935.33

  	
   

  	
  35,935.33

  	
   

  	
  69.87

  	
   

  
	
   

  	
   

  	
  ACE SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  004421WP4

  	
   

  	
  2006-HE1 A-2C

  	
   

  	
  88,606,000.00

  	
   

  	
  68,146,874.60

  	
   

  	
  33,953.33

  	
   

  	
  68,180,827.93

  	
   

  	
  327,523.65

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  246,161.62

  	
   

  	
  246,161.62

  	
   

  	
  478.63

  	
   

  
	
   

  	
   

  	
  ACE SECS CORP HM

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  004421XE8

  	
   

  	
  06-ASAP2 A2C

  	
   

  	
  18,151,000.00

  	
   

  	
  13,760,273.10

  	
   

  	
  6,935.19

  	
   

  	
  13,767,208.29

  	
   

  	
  66,134.23

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  50,280.16

  	
   

  	
  50,280.16

  	
   

  	
  97.76

  	
   

  
	
   

  	
   

  	
  ACE SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  00442EAJ4

  	
   

  	
  HOME 06-NC3 M-1

  	
   

  	
  16,046,000.00

  	
   

  	
  661,095.20

  	
   

  	
  6,237.88

  	
   

  	
  667,333.08

  	
   

  	
  3,205.70

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  45,224.65

  	
   

  	
  45,224.65

  	
   

  	
  87.93

  	
   

  
	
   

  	
   

  	
  ACE SECS HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  00442PAG5

  	
   

  	
  EQTY 06-OP1 M1

  	
   

  	
  7,000,000.00

  	
   

  	
  1,634,500.00

  	
   

  	
  2,752.36

  	
   

  	
  1,637,252.36

  	
   

  	
  7,864.95

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  19,954.62

  	
   

  	
  19,954.62

  	
   

  	
  38.80

  	
   

  
	
   

  	
   

  	
  AMERIQUEST MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  03072SP41

  	
   

  	
  SECS 05-R9 A2C

  	
   

  	
  9,430,000.00

  	
   

  	
  6,662,295.00

  	
   

  	
  3,781.17

  	
   

  	
  6,666,076.17

  	
   

  	
  32,022.16

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  27,413.47

  	
   

  	
  27,413.47

  	
   

  	
  53.30

  	
   

  
	
   

  	
   

  	
  AMERIQUEST MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  03072STX3

  	
   

  	
  SECS 04-R8 A4

  	
   

  	
  707,668.91

  	
   

  	
  699,672.25

  	
   

  	
  297.12

  	
   

  	
  699,969.37

  	
   

  	
  3,362.48

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  2,154.14

  	
   

  	
  2,154.14

  	
   

  	
  4.19

  	
   

  
	
   

  	
   

  	
  AMERIQUEST MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  03072SXR1

  	
   

  	
  SECS 05-R1 A-1B

  	
   

  	
  3,245,954.32

  	
   

  	
  2,630,845.98

  	
   

  	
  1,283.50

  	
   

  	
  2,632,129.48

  	
   

  	
  12,644.09

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  9,305.41

  	
   

  	
  9,305.41

  	
   

  	
  18.09

  	
   

  
	
   

  	
   

  	
  AMERIQUEST MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  03072SZW8

  	
   

  	
  SECS 05-R3 A-3D

  	
   

  	
  60,819,008.96

  	
   

  	
  49,324,216.27

  	
   

  	
  24,184.00

  	
   

  	
  49,348,400.27

  	
   

  	
  237,057.38

  	
   

  	
  11/25/2008

  	
   

  	
  759,617.18

  	
   

  	
  175,334.02

  	
   

  	
  934,951.20

  	
   

  	
  1,817.90

  	
   

  
	
   

  	
   

  	
  ARGENT SECS 04-W3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  040104FW6

  	
   

  	
  A3

  	
   

  	
  6,898,995.32

  	
   

  	
  3,587,477.57

  	
   

  	
  2,812.30

  	
   

  	
  3,590,289.87

  	
   

  	
  17,246.85

  	
   

  	
  11/25/2008

  	
   

  	
  45,777.22

  	
   

  	
  20,389.17

  	
   

  	
  66,166.39

  	
   

  	
  128.65

  	
   

  
	
   

  	
   

  	
  ARGENT SECS INC

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  040104NC1

  	
   

  	
  2005-W2 A2C

  	
   

  	
  20,782,000.00

  	
   

  	
  12,242,676.20

  	
   

  	
  8,356.10

  	
   

  	
  12,251,032.30

  	
   

  	
  58,850.90

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  60,581.69

  	
   

  	
  60,581.69

  	
   

  	
  117.79

  	
   

  
	
   

  	
   

  	
  ARGENT SECS 05-W3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  040104PA3

  	
   

  	
  CL A2C

  	
   

  	
  77,612,992.58

  	
   

  	
  70,239,758.28

  	
   

  	
  30,258.29

  	
   

  	
  70,270,016.57

  	
   

  	
  337,559.59

  	
   

  	
  11/25/2008

  	
   

  	
  6,310,538.50

  	
   

  	
  219,372.59

  	
   

  	
  6,529,911.08

  	
   

  	
  12,696.60

  	
   

  
	
   

  	
   

  	
  ARGENT SECS INC

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  040104RG8

  	
   

  	
  2006-W1 CL A2D

  	
   

  	
  43,000,000.00

  	
   

  	
  20,781,900.00

  	
   

  	
  17,002.92

  	
   

  	
  20,798,902.92

  	
   

  	
  99,912.73

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  123,271.15

  	
   

  	
  123,271.15

  	
   

  	
  239.69

  	
   

  
	
   

  	
   

  	
  ASSET BKD SECS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  04541GRW4

  	
   

  	
  CORP 05-HE4 A2B

  	
   

  	
  1,354,924.58

  	
   

  	
  1,260,079.86

  	
   

  	
  546.30

  	
   

  	
  1,260,626.16

  	
   

  	
  6,055.73

  	
   

  	
  11/25/2008

  	
   

  	
  289,899.90

  	
   

  	
  3,960.66

  	
   

  	
  293,860.56

  	
   

  	
  571.38

  	
   

  
	
   

  	
   

  	
  ASSET BACKED EQ

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  04541GXD9

  	
   

  	
  2006-HE3 M1

  	
   

  	
  70,472,000.00

  	
   

  	
  15,482,698.40

  	
   

  	
  27,865.80

  	
   

  	
  15,510,564.20

  	
   

  	
  74,508.87

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  202,027.07

  	
   

  	
  202,027.07

  	
   

  	
  392.82

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  ASSET BKD CTFS 06

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  045427AC5

  	
   

  	
  8 2-A-3

  	
   

  	
  175,000,000.00

  	
   

  	
  105,000,000.00

  	
   

  	
  66,475.69

  	
   

  	
  105,066,475.69

  	
   

  	
  504,713.08

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  481,948.79

  	
   

  	
  481,948.79

  	
   

  	
  937.09

  	
   

  
	
   

  	
   

  	
  ASSET BKD CTFS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  045427AE1

  	
   

  	
  2006 8 CTF M-1

  	
   

  	
  38,000,000.00

  	
   

  	
  5,130,000.00

  	
   

  	
  14,856.94

  	
   

  	
  5,144,856.94

  	
   

  	
  24,714.61

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  107,712.85

  	
   

  	
  107,712.85

  	
   

  	
  209.43

  	
   

  
	
   

  	
   

  	
  ASSET BACKED SECS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  04544TAC5

  	
   

  	
  07-HE2 CL A3

  	
   

  	
  20,998,000.00

  	
   

  	
  12,107,446.80

  	
   

  	
  7,976.32

  	
   

  	
  12,115,423.12

  	
   

  	
  58,199.46

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  57,828.35

  	
   

  	
  57,828.35

  	
   

  	
  112.44

  	
   

  
	
   

  	
   

  	
  ASSET BACKED SECS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  04544TAD3

  	
   

  	
  07-HE2 CL A4

  	
   

  	
  30,073,000.00

  	
   

  	
  11,226,250.90

  	
   

  	
  11,657.46

  	
   

  	
  11,237,908.36

  	
   

  	
  53,984.10

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  84,516.62

  	
   

  	
  84,516.62

  	
   

  	
  164.33

  	
   

  
	
   

  	
   

  	
  BNC MTG LN TR 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  05568QAD7

  	
   

  	
  3 P/T CL A4

  	
   

  	
  30,000,000.00

  	
   

  	
  12,309,000.00

  	
   

  	
  11,429.17

  	
   

  	
  12,320,429.17

  	
   

  	
  59,184.26

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  82,861.46

  	
   

  	
  82,861.46

  	
   

  	
  161.11

  	
   

  
	
   

  	
   

  	
  BNC MTG LN TR 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  05569GAD8

  	
   

  	
  2 CL A4

  	
   

  	
  36,857,000.00

  	
   

  	
  14,562,200.70

  	
   

  	
  14,000.54

  	
   

  	
  14,576,201.24

  	
   

  	
  70,020.43

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  101,503.92

  	
   

  	
  101,503.92

  	
   

  	
  197.36

  	
   

  
	
   

  	
   

  	
  BASIC ABS 2006-1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  06983NAB3

  	
   

  	
  CL A2

  	
   

  	
  15,702,338.30

  	
   

  	
  12,090,800.49

  	
   

  	
  6,017.05

  	
   

  	
  12,096,817.54

  	
   

  	
  58,110.09

  	
   

  	
  11/25/2008

  	
   

  	
  544,679.01

  	
   

  	
  43,623.61

  	
   

  	
  588,302.61

  	
   

  	
  1,143.88

  	
   

  
	
   

  	
   

  	
  BASIC ABS 2006-1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  06983NAC1

  	
   

  	
  CL A3

  	
   

  	
  11,386,000.00

  	
   

  	
  5,653,149.00

  	
   

  	
  4,514.87

  	
   

  	
  5,657,663.87

  	
   

  	
  27,178.00

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  32,732.77

  	
   

  	
  32,732.77

  	
   

  	
  63.64

  	
   

  
	
   

  	
   

  	
  BAYVIEW FINL MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07324FAG5

  	
   

  	
  P/T CL 2-A1

  	
   

  	
  2,663,361.70

  	
   

  	
  2,332,305.84

  	
   

  	
  785.69

  	
   

  	
  2,333,091.53

  	
   

  	
  11,207.59

  	
   

  	
  11/28/2008

  	
   

  	
  126,614.58

  	
   

  	
  8,118.81

  	
   

  	
  134,733.39

  	
   

  	
  215.74

  	
   

  
	
   

  	
   

  	
  BAYVIEW FINL SECS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07325NCW0

  	
   

  	
  2006-A 2A3

  	
   

  	
  45,101,000.00

  	
   

  	
  30,389,053.80

  	
   

  	
  13,492.72

  	
   

  	
  30,402,546.52

  	
   

  	
  146,046.23

  	
   

  	
  11/28/2008

  	
   

  	
  0.00

  	
   

  	
  139,424.73

  	
   

  	
  139,424.73

  	
   

  	
  223.25

  	
   

  
	
   

  	
   

  	
  BAYVIEW FINL SECS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07325NDR0

  	
   

  	
  2006-B 2-A2

  	
   

  	
  9,402,348.35

  	
   

  	
  9,020,613.01

  	
   

  	
  2,695.34

  	
   

  	
  9,023,308.35

  	
   

  	
  43,345.72

  	
   

  	
  11/28/2008

  	
   

  	
  524,606.59

  	
   

  	
  27,851.84

  	
   

  	
  552,458.43

  	
   

  	
  884.62

  	
   

  
	
   

  	
   

  	
  BAYVIEW FINL LLC

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07325NDS8

  	
   

  	
  2006-B 2-A3

  	
   

  	
  19,873,000.00

  	
   

  	
  11,419,025.80

  	
   

  	
  5,862.54

  	
   

  	
  11,424,888.34

  	
   

  	
  54,882.31

  	
   

  	
  11/28/2008

  	
   

  	
  0.00

  	
   

  	
  60,579.53

  	
   

  	
  60,579.53

  	
   

  	
  97.00

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073852AB1

  	
   

  	
  07-HE3 CL 1A2

  	
   

  	
  53,601,000.00

  	
   

  	
  29,893,277.70

  	
   

  	
  20,599.16

  	
   

  	
  29,913,876.86

  	
   

  	
  143,698.79

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  149,343.92

  	
   

  	
  149,343.92

  	
   

  	
  290.38

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073852AC9

  	
   

  	
  HE3 CL 1-A-3

  	
   

  	
  32,461,000.00

  	
   

  	
  10,669,930.70

  	
   

  	
  12,655.28

  	
   

  	
  10,682,585.98

  	
   

  	
  51,316.47

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  91,750.79

  	
   

  	
  91,750.79

  	
   

  	
  178.40

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073859AB6

  	
   

  	
  07-HE5 CL 1A2

  	
   

  	
  27,092,000.00

  	
   

  	
  16,691,381.20

  	
   

  	
  10,351.40

  	
   

  	
  16,701,732.60

  	
   

  	
  80,230.95

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  75,047.66

  	
   

  	
  75,047.66

  	
   

  	
  145.92

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS AST

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073859AC4

  	
   

  	
  07-HE5 CL 1A3

  	
   

  	
  32,856,000.00

  	
   

  	
  13,681,238.40

  	
   

  	
  12,772.77

  	
   

  	
  13,694,011.17

  	
   

  	
  65,782.61

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  92,602.56

  	
   

  	
  92,602.56

  	
   

  	
  180.05

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073877AB8

  	
   

  	
  ASSET BKD 05-SD1

  	
   

  	
  15,505,201.80

  	
   

  	
  14,002,747.75

  	
   

  	
  6,131.02

  	
   

  	
  14,008,878.76

  	
   

  	
  67,295.15

  	
   

  	
  11/25/2008

  	
   

  	
  147,487.41

  	
   

  	
  44,449.86

  	
   

  	
  191,937.27

  	
   

  	
  373.20

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073877AC6

  	
   

  	
  ASSET 05-SD1 1A3

  	
   

  	
  38,723,000.00

  	
   

  	
  27,024,781.70

  	
   

  	
  15,741.98

  	
   

  	
  27,040,523.68

  	
   

  	
  129,895.92

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  114,129.32

  	
   

  	
  114,129.32

  	
   

  	
  221.91

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073877BQ4

  	
   

  	
  ASSET 05-SD2 IIA1

  	
   

  	
  24,452,045.49

  	
   

  	
  19,449,156.98

  	
   

  	
  9,750.25

  	
   

  	
  19,458,907.24

  	
   

  	
  93,475.73

  	
   

  	
  11/25/2008

  	
   

  	
  1,125,550.89

  	
   

  	
  70,689.34

  	
   

  	
  1,196,240.23

  	
   

  	
  2,325.94

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073877CC4

  	
   

  	
  ASSET 05-2 CL A-3

  	
   

  	
  3,765,951.37

  	
   

  	
  3,625,481.38

  	
   

  	
  1,530.96

  	
   

  	
  3,627,012.35

  	
   

  	
  17,423.26

  	
   

  	
  11/25/2008

  	
   

  	
  116,501.86

  	
   

  	
  11,099.48

  	
   

  	
  127,601.35

  	
   

  	
  248.10

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073877CY6

  	
   

  	
  ASSET 05-SD3 IIA1

  	
   

  	
  24,695,626.28

  	
   

  	
  19,524,362.14

  	
   

  	
  9,957.14

  	
   

  	
  19,534,319.28

  	
   

  	
  93,837.99

  	
   

  	
  11/25/2008

  	
   

  	
  142,578.37

  	
   

  	
  72,189.26

  	
   

  	
  214,767.63

  	
   

  	
  417.59

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073877EF5

  	
   

  	
  ASSET 05-SD4 IIA1

  	
   

  	
  24,188,451.62

  	
   

  	
  19,844,205.71

  	
   

  	
  9,833.28

  	
   

  	
  19,854,038.99

  	
   

  	
  95,373.84

  	
   

  	
  11/25/2008

  	
   

  	
  838,047.87

  	
   

  	
  71,291.26

  	
   

  	
  909,339.13

  	
   

  	
  1,768.10

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  0738793L0

  	
   

  	
  ASSET 05-HE11 A2

  	
   

  	
  24,220,941.60

  	
   

  	
  21,096,440.13

  	
   

  	
  9,442.80

  	
   

  	
  21,105,882.94

  	
   

  	
  101,387.39

  	
   

  	
  11/25/2008

  	
   

  	
  1,025,394.32

  	
   

  	
  68,460.31

  	
   

  	
  1,093,854.62

  	
   

  	
  2,126.86

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  0738793M8

  	
   

  	
  ASSET 05-HE11 A3

  	
   

  	
  13,553,000.00

  	
   

  	
  9,199,776.40

  	
   

  	
  5,419.32

  	
   

  	
  9,205,195.72

  	
   

  	
  44,219.46

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  39,290.05

  	
   

  	
  39,290.05

  	
   

  	
  76.39

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  0738796N3

  	
   

  	
  ASSET 06-HE1 1A3

  	
   

  	
  14,565,000.00

  	
   

  	
  10,523,212.50

  	
   

  	
  5,807.79

  	
   

  	
  10,529,020.29

  	
   

  	
  50,578.78

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  42,106.50

  	
   

  	
  42,106.50

  	
   

  	
  81.87

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073879D88

  	
   

  	
  ASSET BKD 05-TC2

  	
   

  	
  40,535,767.32

  	
   

  	
  35,233,688.95

  	
   

  	
  15,803.32

  	
   

  	
  35,249,492.27

  	
   

  	
  169,329.75

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  114,574.04

  	
   

  	
  114,574.04

  	
   

  	
  222.77

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073879J41

  	
   

  	
  ASSET 05-HE8 A-2

  	
   

  	
  16,806,002.66

  	
   

  	
  16,505,175.21

  	
   

  	
  6,570.68

  	
   

  	
  16,511,745.89

  	
   

  	
  79,318.30

  	
   

  	
  11/25/2008

  	
   

  	
  2,967,736.25

  	
   

  	
  47,637.43

  	
   

  	
  3,015,373.68

  	
   

  	
  5,863.02

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073879VF2

  	
   

  	
  ASSET 05-TC1 M-1

  	
   

  	
  1,800,000.00

  	
   

  	
  1,077,300.00

  	
   

  	
  739.75

  	
   

  	
  1,078,039.75

  	
   

  	
  5,178.63

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  5,363.19

  	
   

  	
  5,363.19

  	
   

  	
  10.43

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073879W95

  	
   

  	
  ASSET 05-HE10 A-2

  	
   

  	
  8,112,515.60

  	
   

  	
  7,753,942.41

  	
   

  	
  3,198.81

  	
   

  	
  7,757,141.22

  	
   

  	
  37,263.37

  	
   

  	
  11/25/2008

  	
   

  	
  807,436.66

  	
   

  	
  23,191.37

  	
   

  	
  830,628.03

  	
   

  	
  1,615.05

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07387UBQ3

  	
   

  	
  ASSET 06-HE1 2A3

  	
   

  	
  3,810,000.00

  	
   

  	
  2,567,178.00

  	
   

  	
  1,527.70

  	
   

  	
  2,568,705.70

  	
   

  	
  12,339.42

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  11,075.86

  	
   

  	
  11,075.86

  	
   

  	
  21.54

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07387UEJ6

  	
   

  	
  2006-HE2 I-A-2

  	
   

  	
  29,844,000.00

  	
   

  	
  25,522,588.80

  	
   

  	
  11,469.22

  	
   

  	
  25,534,058.02

  	
   

  	
  122,659.23

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  83,151.81

  	
   

  	
  83,151.81

  	
   

  	
  161.68

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07387UEK3

  	
   

  	
  2006-HE2 CL IA3

  	
   

  	
  14,310,000.00

  	
   

  	
  7,720,245.00

  	
   

  	
  5,690.21

  	
   

  	
  7,725,935.21

  	
   

  	
  37,113.46

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  41,254.04

  	
   

  	
  41,254.04

  	
   

  	
  80.21

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07387UHQ7

  	
   

  	
  ASSET 06-HE3 A2

  	
   

  	
  69,953,748.57

  	
   

  	
  60,258,159.02

  	
   

  	
  26,728.16

  	
   

  	
  60,284,887.18

  	
   

  	
  289,593.53

  	
   

  	
  11/25/2008

  	
   

  	
  2,065,894.46

  	
   

  	
  193,779.17

  	
   

  	
  2,259,673.62

  	
   

  	
  4,393.65

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07388CAB6

  	
   

  	
  ASSET 06 HE5 IA2

  	
   

  	
  11,862,000.00

  	
   

  	
  9,253,546.20

  	
   

  	
  4,519.09

  	
   

  	
  9,258,065.29

  	
   

  	
  44,473.43

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  32,763.42

  	
   

  	
  32,763.42

  	
   

  	
  63.70

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS ABS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07388EAA4

  	
   

  	
  2006 SD2 A-1

  	
   

  	
  5,999,698.20

  	
   

  	
  4,222,587.59

  	
   

  	
  2,425.71

  	
   

  	
  4,225,013.30

  	
   

  	
  20,295.91

  	
   

  	
  11/25/2008

  	
   

  	
  62,889.10

  	
   

  	
  17,586.41

  	
   

  	
  80,475.50

  	
   

  	
  156.47

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07388EAJ5

  	
   

  	
  ASSET 06-SD2 A2

  	
   

  	
  8,542,852.40

  	
   

  	
  7,072,627.50

  	
   

  	
  3,283.07

  	
   

  	
  7,075,910.57

  	
   

  	
  33,990.91

  	
   

  	
  11/25/2008

  	
   

  	
  180,118.82

  	
   

  	
  23,802.23

  	
   

  	
  203,921.05

  	
   

  	
  396.50

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  07389UAP4

  	
   

  	
  HE1 CL 21A2

  	
   

  	
  50,325,000.00

  	
   

  	
  24,025,155.00

  	
   

  	
  19,116.51

  	
   

  	
  24,044,271.51

  	
   

  	
  115,502.67

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  138,594.70

  	
   

  	
  138,594.70

  	
   

  	
  269.48

  	
   

  
	
   

  	
   

  	
  C BASS MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12465MAE4

  	
   

  	
  2006-CB9 M-1

  	
   

  	
  28,281,000.00

  	
   

  	
  5,483,685.90

  	
   

  	
  11,025.66

  	
   

  	
  5,494,711.56

  	
   

  	
  26,395.22

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  79,936.05

  	
   

  	
  79,936.05

  	
   

  	
  155.43

  	
   

  
	
   

  	
   

  	
  C BASS TR 05-CB4

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12489WMD3

  	
   

  	
  MTG CL M-1

  	
   

  	
  7,000,000.00

  	
   

  	
  4,375,000.00

  	
   

  	
  2,861.25

  	
   

  	
  4,377,861.25

  	
   

  	
  21,030.15

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  20,744.06

  	
   

  	
  20,744.06

  	
   

  	
  40.33

  	
   

  
	
   

  	
   

  	
  C BASS TR 2005-CB5

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12489WMZ4

  	
   

  	
  M-1

  	
   

  	
  6,000,000.00

  	
   

  	
  2,296,200.00

  	
   

  	
  2,439.17

  	
   

  	
  2,298,639.17

  	
   

  	
  11,042.09

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  17,683.96

  	
   

  	
  17,683.96

  	
   

  	
  34.38

  	
   

  
	
   

  	
   

  	
  C BASS TR 06 CB3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12489WQY3

  	
   

  	
  CL M-1

  	
   

  	
  14,000,000.00

  	
   

  	
  2,616,600.00

  	
   

  	
  5,566.94

  	
   

  	
  2,622,166.94

  	
   

  	
  12,596.23

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  40,311.45

  	
   

  	
  40,311.45

  	
   

  	
  78.38

  	
   

  
	
   

  	
   

  	
  C BASS TR 2006-CB3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12489WQZ0

  	
   

  	
  CTF CL M2

  	
   

  	
  8,000,000.00

  	
   

  	
  3,440,000.00

  	
   

  	
  3,190.00

  	
   

  	
  3,443,190.00

  	
   

  	
  16,540.22

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  23,099.48

  	
   

  	
  23,099.48

  	
   

  	
  44.91

  	
   

  
	
   

  	
   

  	
  C BASS TR 2006-CB3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12489WRA4

  	
   

  	
  CTF M3

  	
   

  	
  2,100,000.00

  	
   

  	
  66,360.00

  	
   

  	
  842.04

  	
   

  	
  67,202.04

  	
   

  	
  322.82

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  6,097.41

  	
   

  	
  6,097.41

  	
   

  	
  11.86

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12666CAF0

  	
   

  	
  06-23 CL M1

  	
   

  	
  20,000,000.00

  	
   

  	
  1,344,000.00

  	
   

  	
  7,797.22

  	
   

  	
  1,351,797.22

  	
   

  	
  6,493.70

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  56,529.86

  	
   

  	
  56,529.86

  	
   

  	
  109.92

  	
   

  
	
   

  	
   

  	
  CWABS ABC 2006 10

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12666PAU8

  	
   

  	
  3-AV-3

  	
   

  	
  68,697,000.00

  	
   

  	
  45,429,326.10

  	
   

  	
  26,095.32

  	
   

  	
  45,455,421.42

  	
   

  	
  218,356.48

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  189,191.06

  	
   

  	
  189,191.06

  	
   

  	
  367.86

  	
   

  
	
   

  	
   

  	
  CWABS ABC 2006 9

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12666RAU4

  	
   

  	
  3-AV-3

  	
   

  	
  47,812,000.00

  	
   

  	
  27,138,091.20

  	
   

  	
  18,108.80

  	
   

  	
  27,156,200.00

  	
   

  	
  130,451.60

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  131,288.76

  	
   

  	
  131,288.76

  	
   

  	
  255.27

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  CWABS ABC 2006 9

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12666RAW0

  	
   

  	
  MV-1

  	
   

  	
  15,622,000.00

  	
   

  	
  2,961,931.20

  	
   

  	
  6,107.77

  	
   

  	
  2,968,038.97

  	
   

  	
  14,257.72

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  44,281.32

  	
   

  	
  44,281.32

  	
   

  	
  86.10

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12666TAJ5

  	
   

  	
  2006 11 3-AV-2

  	
   

  	
  135,000,000.00

  	
   

  	
  92,812,500.00

  	
   

  	
  51,281.25

  	
   

  	
  92,863,781.25

  	
   

  	
  446,094.39

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  371,789.06

  	
   

  	
  371,789.06

  	
   

  	
  722.90

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12666TAL0

  	
   

  	
  2006 MV-1

  	
   

  	
  33,100,000.00

  	
   

  	
  4,326,170.00

  	
   

  	
  12,977.96

  	
   

  	
  4,339,147.96

  	
   

  	
  20,844.18

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  94,090.20

  	
   

  	
  94,090.20

  	
   

  	
  182.95

  	
   

  
	
   

  	
   

  	
  CWABS INC 2005-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126670KM9

  	
   

  	
  AB4 CL 2A3

  	
   

  	
  82,043,716.35

  	
   

  	
  57,922,863.74

  	
   

  	
  31,985.65

  	
   

  	
  57,954,849.40

  	
   

  	
  278,400.61

  	
   

  	
  11/25/2008

  	
   

  	
  2,180,670.09

  	
   

  	
  231,895.99

  	
   

  	
  2,412,566.08

  	
   

  	
  4,690.93

  	
   

  
	
   

  	
   

  	
  CWABS INC 2005-16

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126670PF9

  	
   

  	
  CL 4AV3

  	
   

  	
  50,000,000.00

  	
   

  	
  40,395,000.00

  	
   

  	
  19,493.06

  	
   

  	
  40,414,493.06

  	
   

  	
  194,141.12

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  141,324.65

  	
   

  	
  141,324.65

  	
   

  	
  274.79

  	
   

  
	
   

  	
   

  	
  CWABS INC 2005-16

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126670PG7

  	
   

  	
  CL 4AV4

  	
   

  	
  71,308,000.00

  	
   

  	
  32,438,009.20

  	
   

  	
  28,592.53

  	
   

  	
  32,466,601.73

  	
   

  	
  155,961.44

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  207,295.82

  	
   

  	
  207,295.82

  	
   

  	
  403.06

  	
   

  
	
   

  	
   

  	
  CWABS INC 05-AB5

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126670QB7

  	
   

  	
  2-A-2

  	
   

  	
  21,133,327.02

  	
   

  	
  13,349,922.68

  	
   

  	
  8,286.03

  	
   

  	
  13,358,208.70

  	
   

  	
  64,169.50

  	
   

  	
  11/25/2008

  	
   

  	
  199,672.59

  	
   

  	
  60,073.68

  	
   

  	
  259,746.27

  	
   

  	
  505.04

  	
   

  
	
   

  	
   

  	
  CWABS INC 2005-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126670QC5

  	
   

  	
  AB5 CL 2A3

  	
   

  	
  61,792,000.00

  	
   

  	
  16,547,897.60

  	
   

  	
  24,776.88

  	
   

  	
  16,572,674.48

  	
   

  	
  79,610.99

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  179,632.35

  	
   

  	
  179,632.35

  	
   

  	
  349.27

  	
   

  
	
   

  	
   

  	
  CWABS INC 05-17 4-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126670RB6

  	
   

  	
  AV-2

  	
   

  	
  107,584,464.80

  	
   

  	
  82,797,004.11

  	
   

  	
  42,062.54

  	
   

  	
  82,839,066.65

  	
   

  	
  397,938.17

  	
   

  	
  11/25/2008

  	
   

  	
  2,460,455.06

  	
   

  	
  304,953.40

  	
   

  	
  2,765,408.46

  	
   

  	
  5,376.99

  	
   

  
	
   

  	
   

  	
  CWABS INC 2006-1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126670TV0

  	
   

  	
  CL AV3

  	
   

  	
  12,542,000.00

  	
   

  	
  6,901,862.60

  	
   

  	
  4,959.32

  	
   

  	
  6,906,821.92

  	
   

  	
  33,178.65

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  35,955.04

  	
   

  	
  35,955.04

  	
   

  	
  69.91

  	
   

  
	
   

  	
   

  	
  CWABS INC 2006-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126670XP8

  	
   

  	
  BC1 CL 2-A-1

  	
   

  	
  24,226,864.01

  	
   

  	
  22,019,796.70

  	
   

  	
  9,256.68

  	
   

  	
  22,029,053.38

  	
   

  	
  105,822.07

  	
   

  	
  11/25/2008

  	
   

  	
  1,606,864.39

  	
   

  	
  67,110.94

  	
   

  	
  1,673,975.33

  	
   

  	
  3,254.84

  	
   

  
	
   

  	
   

  	
  CWABS INC 2006-5

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126670YG7

  	
   

  	
  CL 2A2

  	
   

  	
  22,855,430.42

  	
   

  	
  17,212,424.65

  	
   

  	
  8,732.68

  	
   

  	
  17,221,157.33

  	
   

  	
  82,726.13

  	
   

  	
  11/25/2008

  	
   

  	
  574,575.31

  	
   

  	
  63,311.92

  	
   

  	
  637,887.23

  	
   

  	
  1,240.29

  	
   

  
	
   

  	
   

  	
  CWABS INC 06-6

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126670ZL5

  	
   

  	
  ASSET BKD 2-A-2

  	
   

  	
  68,244,632.00

  	
   

  	
  50,869,548.69

  	
   

  	
  26,075.14

  	
   

  	
  50,895,623.83

  	
   

  	
  244,489.85

  	
   

  	
  11/25/2008

  	
   

  	
  1,337,620.71

  	
   

  	
  189,044.74

  	
   

  	
  1,526,665.45

  	
   

  	
  2,968.41

  	
   

  
	
   

  	
   

  	
  CWABS INC 2006-6

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126670ZM3

  	
   

  	
  CL 2A3

  	
   

  	
  25,000,000.00

  	
   

  	
  12,500,000.00

  	
   

  	
  9,829.86

  	
   

  	
  12,509,829.86

  	
   

  	
  60,094.10

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  71,266.49

  	
   

  	
  71,266.49

  	
   

  	
  138.57

  	
   

  
	
   

  	
   

  	
  CWABS INC 2006-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126670ZN1

  	
   

  	
  ASSET BKD CL M1

  	
   

  	
  10,000,000.00

  	
   

  	
  1,030,000.00

  	
   

  	
  3,976.39

  	
   

  	
  1,033,976.39

  	
   

  	
  4,966.96

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  28,828.82

  	
   

  	
  28,828.82

  	
   

  	
  56.05

  	
   

  
	
   

  	
   

  	
  CWABS INC 03-BC3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126671B47

  	
   

  	
  CL A-2

  	
   

  	
  247,956.63

  	
   

  	
  191,323.34

  	
   

  	
  106.86

  	
   

  	
  191,430.20

  	
   

  	
  919.58

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  774.75

  	
   

  	
  774.75

  	
   

  	
  1.51

  	
   

  
	
  126671ZJ8

  	
   

  	
  CWABS INC 03-D A

  	
   

  	
  374,654.51

  	
   

  	
  162,749.92

  	
   

  	
  802.59

  	
   

  	
  163,552.51

  	
   

  	
  785.67

  	
   

  	
  11/17/2008

  	
   

  	
  7,741.72

  	
   

  	
  1,664.79

  	
   

  	
  9,406.51

  	
   

  	
  26.90

  	
   

  
	
   

  	
   

  	
  CWABS INC 05-7 CL

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  1266732E1

  	
   

  	
  3-AV-2

  	
   

  	
  291,782.47

  	
   

  	
  289,068.89

  	
   

  	
  113.75

  	
   

  	
  289,182.65

  	
   

  	
  1,389.16

  	
   

  	
  11/25/2008

  	
   

  	
  291,782.36

  	
   

  	
  824.72

  	
   

  	
  292,607.08

  	
   

  	
  568.94

  	
   

  
	
   

  	
   

  	
  CWABS INC 2005-9

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  1266736Q0

  	
   

  	
  CL 2A4

  	
   

  	
  62,579,529.17

  	
   

  	
  55,645,717.34

  	
   

  	
  24,605.92

  	
   

  	
  55,670,323.26

  	
   

  	
  267,426.32

  	
   

  	
  11/25/2008

  	
   

  	
  3,299,185.36

  	
   

  	
  178,392.95

  	
   

  	
  3,477,578.31

  	
   

  	
  6,761.72

  	
   

  
	
   

  	
   

  	
  CWABS INC 2004-6

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126673AZ5

  	
   

  	
  CL 2-A-2

  	
   

  	
  2,635,894.00

  	
   

  	
  2,616,388.38

  	
   

  	
  1,048.13

  	
   

  	
  2,617,436.52

  	
   

  	
  12,573.51

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  7,598.97

  	
   

  	
  7,598.97

  	
   

  	
  14.78

  	
   

  
	
   

  	
   

  	
  CWABS INC 05-3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126673B43

  	
   

  	
  BKD CL MV-1

  	
   

  	
  52,710,000.00

  	
   

  	
  49,315,476.00

  	
   

  	
  21,545.21

  	
   

  	
  49,337,021.21

  	
   

  	
  237,002.72

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  156,202.79

  	
   

  	
  156,202.79

  	
   

  	
  303.72

  	
   

  
	
   

  	
   

  	
  CWABS INC 04-J

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126673HC9

  	
   

  	
  REVOLVING 2-A

  	
   

  	
  5,207,097.00

  	
   

  	
  3,684,541.84

  	
   

  	
  9,136.70

  	
   

  	
  3,693,678.54

  	
   

  	
  17,743.51

  	
   

  	
  11/17/2008

  	
   

  	
  29,127.07

  	
   

  	
  18,844.45

  	
   

  	
  47,971.51

  	
   

  	
  137.17

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12667LAF9

  	
   

  	
  06-21 CL M1

  	
   

  	
  26,100,000.00

  	
   

  	
  2,497,770.00

  	
   

  	
  10,117.38

  	
   

  	
  2,507,887.38

  	
   

  	
  12,047.26

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  73,350.97

  	
   

  	
  73,350.97

  	
   

  	
  142.62

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12667TAD7

  	
   

  	
  06-25 CL 2A3

  	
   

  	
  200,000,000.00

  	
   

  	
  80,980,000.00

  	
   

  	
  76,194.44

  	
   

  	
  81,056,194.44

  	
   

  	
  389,373.69

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  552,409.72

  	
   

  	
  552,409.72

  	
   

  	
  1,074.09

  	
   

  

 

 

	
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  H

  	
   

  	
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  K

  	
   

  	
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  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12667TAF2

  	
   

  	
  06-25 CL M1

  	
   

  	
  40,000,000.00

  	
   

  	
  3,440,000.00

  	
   

  	
  15,594.44

  	
   

  	
  3,455,594.44

  	
   

  	
  16,599.81

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  113,059.72

  	
   

  	
  113,059.72

  	
   

  	
  219.83

  	
   

  
	
   

  	
   

  	
  CWHEQ HOME EQTY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126682AA1

  	
   

  	
  07-A P/T CL A

  	
   

  	
  85,513,769.67

  	
   

  	
  56,618,666.90

  	
   

  	
  177,868.64

  	
   

  	
  56,796,535.54

  	
   

  	
  272,836.36

  	
   

  	
  11/17/2008

  	
   

  	
  2,761,578.05

  	
   

  	
  369,009.74

  	
   

  	
  3,130,587.79

  	
   

  	
  8,951.52

  	
   

  
	
   

  	
   

  	
  CWHEQ INC 05-E CL

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126685AH9

  	
   

  	
  2-A

  	
   

  	
  75,051,282.87

  	
   

  	
  37,022,797.84

  	
   

  	
  159,442.28

  	
   

  	
  37,182,240.12

  	
   

  	
  178,614.19

  	
   

  	
  11/17/2008

  	
   

  	
  1,545,052.62

  	
   

  	
  330,741.63

  	
   

  	
  1,875,794.25

  	
   

  	
  5,363.60

  	
   

  
	
   

  	
   

  	
  CWHEQ INC 2005-M

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126685BW5

  	
   

  	
  CL A4

  	
   

  	
  95,000,000.00

  	
   

  	
  36,432,500.00

  	
   

  	
  206,466.67

  	
   

  	
  36,638,966.67

  	
   

  	
  176,004.44

  	
   

  	
  11/17/2008

  	
   

  	
  0.00

  	
   

  	
  428,232.29

  	
   

  	
  428,232.29

  	
   

  	
  1,224.48

  	
   

  
	
   

  	
   

  	
  CWHEQ INC 06-C CL

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  126685DJ2

  	
   

  	
  2A

  	
   

  	
  62,158,755.00

  	
   

  	
  36,052,077.90

  	
   

  	
  130,947.78

  	
   

  	
  36,183,025.68

  	
   

  	
  173,814.21

  	
   

  	
  11/17/2008

  	
   

  	
  1,661,180.85

  	
   

  	
  265,697.08

  	
   

  	
  1,926,877.93

  	
   

  	
  5,509.67

  	
   

  
	
   

  	
   

  	
  CWALT INC 2006-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12668BRF2

  	
   

  	
  OC2 CL 2-A-2

  	
   

  	
  93,048,000.00

  	
   

  	
  78,653,474.40

  	
   

  	
  35,758.86

  	
   

  	
  78,689,233.26

  	
   

  	
  378,003.40

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  259,251.76

  	
   

  	
  259,251.76

  	
   

  	
  504.08

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12668HAD2

  	
   

  	
  06-26 CL 2A3

  	
   

  	
  164,548,000.00

  	
   

  	
  63,663,621.20

  	
   

  	
  62,688.22

  	
   

  	
  63,726,309.42

  	
   

  	
  306,125.26

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  454,489.57

  	
   

  	
  454,489.57

  	
   

  	
  883.70

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12668KAC7

  	
   

  	
  07-5 CL 2A2

  	
   

  	
  35,000,000.00

  	
   

  	
  23,520,000.00

  	
   

  	
  13,334.03

  	
   

  	
  23,533,334.03

  	
   

  	
  113,048.25

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  96,671.70

  	
   

  	
  96,671.70

  	
   

  	
  187.97

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12668KAD5

  	
   

  	
  07-5 CL 2-A-3

  	
   

  	
  143,352,000.00

  	
   

  	
  57,541,492.80

  	
   

  	
  55,409.53

  	
   

  	
  57,596,902.33

  	
   

  	
  276,681.12

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  401,719.10

  	
   

  	
  401,719.10

  	
   

  	
  781.09

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12668TAF1

  	
   

  	
  2007-BC1 M-1

  	
   

  	
  9,375,000.00

  	
   

  	
  1,821,562.50

  	
   

  	
  3,654.95

  	
   

  	
  1,825,217.45

  	
   

  	
  8,767.89

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  26,498.37

  	
   

  	
  26,498.37

  	
   

  	
  51.52

  	
   

  
	
   

  	
   

  	
  CWHEQ HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
  EQUITY 06-S10 CL

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12668YAB9

  	
   

  	
  A2

  	
   

  	
  160,000,000.00

  	
   

  	
  89,600,000.00

  	
   

  	
  61,844.44

  	
   

  	
  89,661,844.44

  	
   

  	
  430,713.09

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  448,372.22

  	
   

  	
  448,372.22

  	
   

  	
  871.80

  	
   

  
	
   

  	
   

  	
  CWHEQ HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
  EQUITY 06-S10 CL

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12668YAC7

  	
   

  	
  A3

  	
   

  	
  100,000,000.00

  	
   

  	
  40,000,000.00

  	
   

  	
  39,763.89

  	
   

  	
  40,039,763.89

  	
   

  	
  192,341.02

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  288,288.19

  	
   

  	
  288,288.19

  	
   

  	
  560.54

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12669LAC4

  	
   

  	
  07-6 CL 2-A-2

  	
   

  	
  49,897,000.00

  	
   

  	
  32,617,668.90

  	
   

  	
  19,009.37

  	
   

  	
  32,636,678.27

  	
   

  	
  156,778.44

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  137,817.94

  	
   

  	
  137,817.94

  	
   

  	
  267.97

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12669LAD2

  	
   

  	
  07-6 CL 2-A-3

  	
   

  	
  92,794,000.00

  	
   

  	
  36,022,630.80

  	
   

  	
  35,867.46

  	
   

  	
  36,058,498.26

  	
   

  	
  173,216.01

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  260,039.08

  	
   

  	
  260,039.08

  	
   

  	
  505.61

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12669VAD0

  	
   

  	
  07-7 CL 2-A-3

  	
   

  	
  62,461,000.00

  	
   

  	
  40,599,650.00

  	
   

  	
  24,212.31

  	
   

  	
  40,623,862.31

  	
   

  	
  195,146.88

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  175,539.27

  	
   

  	
  175,539.27

  	
   

  	
  341.31

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12669WAE6

  	
   

  	
  07-8 CL 2-A-3

  	
   

  	
  50,000,000.00

  	
   

  	
  13,925,000.00

  	
   

  	
  19,159.72

  	
   

  	
  13,944,159.72

  	
   

  	
  66,984.26

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  138,907.98

  	
   

  	
  138,907.98

  	
   

  	
  270.09

  	
   

  
	
   

  	
   

  	
  CWHEQ HOME EQTY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12670BAL3

  	
   

  	
  07-S2 CL A4V

  	
   

  	
  36,989,220.56

  	
   

  	
  18,494,610.28

  	
   

  	
  14,872.75

  	
   

  	
  18,509,483.03

  	
   

  	
  88,914.93

  	
   

  	
  11/25/2008

  	
   

  	
  207,485.36

  	
   

  	
  107,827.43

  	
   

  	
  315,312.79

  	
   

  	
  613.09

  	
   

  
	
   

  	
   

  	
  CWHEQ REVOLVING

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12670CAA5

  	
   

  	
  07-C CL A

  	
   

  	
  96,800,214.28

  	
   

  	
  45,234,740.13

  	
   

  	
  202,635.12

  	
   

  	
  45,437,375.25

  	
   

  	
  218,269.79

  	
   

  	
  11/17/2008

  	
   

  	
  2,393,982.15

  	
   

  	
  420,375.10

  	
   

  	
  2,814,357.25

  	
   

  	
  8,047.30

  	
   

  
	
   

  	
   

  	
  CARRINGTON MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  144531CX6

  	
   

  	
  LN TR 05-NC3 A2

  	
   

  	
  4,824,369.95

  	
   

  	
  4,389,694.22

  	
   

  	
  1,907.64

  	
   

  	
  4,391,601.85

  	
   

  	
  21,096.16

  	
   

  	
  11/25/2008

  	
   

  	
  125,775.17

  	
   

  	
  13,830.36

  	
   

  	
  139,605.53

  	
   

  	
  271.45

  	
   

  
	
   

  	
   

  	
  CARRINGTON MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  144531EB2

  	
   

  	
  2005-FRE1 CL A3

  	
   

  	
  59,674,163.43

  	
   

  	
  55,288,112.42

  	
   

  	
  23,264.64

  	
   

  	
  55,311,377.05

  	
   

  	
  265,702.03

  	
   

  	
  11/25/2008

  	
   

  	
  1,356,577.25

  	
   

  	
  168,668.61

  	
   

  	
  1,525,245.86

  	
   

  	
  2,965.65

  	
   

  
	
   

  	
   

  	
  CARRINGTON MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  144531EW6

  	
   

  	
  2006-NC1 A-3

  	
   

  	
  98,500,000.00

  	
   

  	
  74,318,250.00

  	
   

  	
  37,963.54

  	
   

  	
  74,356,213.54

  	
   

  	
  357,188.66

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  275,235.68

  	
   

  	
  275,235.68

  	
   

  	
  535.16

  	
   

  
	
   

  	
   

  	
  CARRINGTON MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  144531EX4

  	
   

  	
  LN 2006-NC1 A4

  	
   

  	
  40,745,000.00

  	
   

  	
  20,922,557.50

  	
   

  	
  16,156.52

  	
   

  	
  20,938,714.02

  	
   

  	
  100,584.35

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  117,134.80

  	
   

  	
  117,134.80

  	
   

  	
  227.75

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  CARRINGTON MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  144531FL9

  	
   

  	
  LN 06-OPT1 A3

  	
   

  	
  44,853,715.68

  	
   

  	
  40,996,296.13

  	
   

  	
  17,137.86

  	
   

  	
  41,013,433.99

  	
   

  	
  197,018.28

  	
   

  	
  11/25/2008

  	
   

  	
  1,480,834.26

  	
   

  	
  124,249.47

  	
   

  	
  1,605,083.73

  	
   

  	
  3,120.88

  	
   

  
	
   

  	
   

  	
  CARRINGTON MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  14453MAC8

  	
   

  	
  SE 06-NC4 CL A3

  	
   

  	
  108,721,000.00

  	
   

  	
  56,752,362.00

  	
   

  	
  41,298.88

  	
   

  	
  56,793,660.88

  	
   

  	
  272,822.55

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  299,416.88

  	
   

  	
  299,416.88

  	
   

  	
  582.18

  	
   

  
	
   

  	
   

  	
  CARRINGTON MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  14454EAA9

  	
   

  	
  07-HE1 CL A-1

  	
   

  	
  15,667,848.50

  	
   

  	
  13,699,966.73

  	
   

  	
  5,847.15

  	
   

  	
  13,705,813.88

  	
   

  	
  65,839.30

  	
   

  	
  11/25/2008

  	
   

  	
  167,457.60

  	
   

  	
  42,391.87

  	
   

  	
  209,849.47

  	
   

  	
  408.03

  	
   

  
	
   

  	
   

  	
  CARRINGTON MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  14454EAC5

  	
   

  	
  LN 07-HE1 CL A3

  	
   

  	
  42,820,000.00

  	
   

  	
  21,589,844.00

  	
   

  	
  16,408.39

  	
   

  	
  21,606,252.39

  	
   

  	
  103,791.03

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  118,960.80

  	
   

  	
  118,960.80

  	
   

  	
  231.30

  	
   

  
	
   

  	
   

  	
  CARRINGTON MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  14454EAD3

  	
   

  	
  07-HE1 CL A-4

  	
   

  	
  19,963,000.00

  	
   

  	
  8,548,156.60

  	
   

  	
  7,871.52

  	
   

  	
  8,556,028.12

  	
   

  	
  41,101.02

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  57,068.53

  	
   

  	
  57,068.53

  	
   

  	
  110.96

  	
   

  
	
   

  	
   

  	
  C BASS 2006 CB6 TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  14986PAC7

  	
   

  	
  CTF A-II-2

  	
   

  	
  25,000,000.00

  	
   

  	
  22,907,500.00

  	
   

  	
  9,302.08

  	
   

  	
  22,916,802.08

  	
   

  	
  110,086.59

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  67,405.43

  	
   

  	
  67,405.43

  	
   

  	
  131.06

  	
   

  
	
   

  	
   

  	
  CENTEX HOME EQTY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  152314JW1

  	
   

  	
  LN TR 04-B M2

  	
   

  	
  7,500,000.00

  	
   

  	
  6,631,500.00

  	
   

  	
  3,132.29

  	
   

  	
  6,634,632.29

  	
   

  	
  31,871.11

  	
   

  	
  11/25/2008

  	
   

  	
  79,184.11

  	
   

  	
  22,709.11

  	
   

  	
  101,893.22

  	
   

  	
  198.12

  	
   

  
	
   

  	
   

  	
  CENTEX HOME EQ LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  15231AAC0

  	
   

  	
  TR 06-A AV-3

  	
   

  	
  55,500,000.00

  	
   

  	
  42,945,900.00

  	
   

  	
  21,082.29

  	
   

  	
  42,966,982.29

  	
   

  	
  206,402.64

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  152,846.61

  	
   

  	
  152,846.61

  	
   

  	
  297.19

  	
   

  
	
   

  	
   

  	
  CHASE FDG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  161542DN2

  	
   

  	
  ACQUISITION 04AQ1

  	
   

  	
  15,140,405.00

  	
   

  	
  9,939,675.88

  	
   

  	
  6,155.00

  	
   

  	
  9,945,830.88

  	
   

  	
  47,777.29

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  44,623.74

  	
   

  	
  44,623.74

  	
   

  	
  86.77

  	
   

  
	
   

  	
   

  	
  CHASE FDG MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  161546HZ2

  	
   

  	
  2004-1 CL 2A2

  	
   

  	
  1,064,969.34

  	
   

  	
  886,693.47

  	
   

  	
  412.82

  	
   

  	
  887,106.30

  	
   

  	
  4,261.44

  	
   

  	
  11/25/2008

  	
   

  	
  30,861.71

  	
   

  	
  3,190.29

  	
   

  	
  34,052.00

  	
   

  	
  66.21

  	
   

  
	
   

  	
   

  	
  CITIGROUP MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  17307GCU0

  	
   

  	
  03-HEA A

  	
   

  	
  23,070,939.78

  	
   

  	
  19,005,840.19

  	
   

  	
  9,327.71

  	
   

  	
  19,015,167.90

  	
   

  	
  91,344.11

  	
   

  	
  11/25/2008

  	
   

  	
  421,359.41

  	
   

  	
  67,625.89

  	
   

  	
  488,985.30

  	
   

  	
  950.77

  	
   

  
	
   

  	
   

  	
  CITIGROUP MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  17307GCZ9

  	
   

  	
  03-HE4 A 144A

  	
   

  	
  15,984,577.20

  	
   

  	
  14,295,007.39

  	
   

  	
  6,515.94

  	
   

  	
  14,301,523.33

  	
   

  	
  68,700.94

  	
   

  	
  11/25/2008

  	
   

  	
  371,588.96

  	
   

  	
  47,231.37

  	
   

  	
  418,820.33

  	
   

  	
  814.34

  	
   

  
	
   

  	
   

  	
  CITIGROUP MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  17307GGP7

  	
   

  	
  04-HE1 144A

  	
   

  	
  15,179,979.92

  	
   

  	
  12,641,887.28

  	
   

  	
  6,053.02

  	
   

  	
  12,647,940.29

  	
   

  	
  60,757.54

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  43,884.37

  	
   

  	
  43,884.37

  	
   

  	
  85.33

  	
   

  
	
   

  	
   

  	
  CITIGROUP MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  17307GP44

  	
   

  	
  TR 05-HE4 A2C

  	
   

  	
  28,775,909.53

  	
   

  	
  25,754,439.03

  	
   

  	
  11,282.55

  	
   

  	
  25,765,721.58

  	
   

  	
  123,772.09

  	
   

  	
  11/25/2008

  	
   

  	
  406,261.40

  	
   

  	
  0.00

  	
   

  	
  406,261.40

  	
   

  	
  789.92

  	
   

  
	
   

  	
   

  	
  CITIGROUP MTG SER

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  17311BAB9

  	
   

  	
  07-AMC1 CLA2

  	
   

  	
  114,517,000.00

  	
   

  	
  49,505,699.10

  	
   

  	
  43,373.31

  	
   

  	
  49,549,072.41

  	
   

  	
  238,021.36

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  314,456.53

  	
   

  	
  314,456.53

  	
   

  	
  611.42

  	
   

  
	
   

  	
   

  	
  CITIGROUP MTG SER

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  17311BAC7

  	
   

  	
  07-AMC1 CLA3

  	
   

  	
  11,405,000.00

  	
   

  	
  2,876,341.00

  	
   

  	
  4,408.35

  	
   

  	
  2,880,749.35

  	
   

  	
  13,838.40

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  31,960.53

  	
   

  	
  31,960.53

  	
   

  	
  62.14

  	
   

  
	
   

  	
   

  	
  CITIGROUP MTG SER

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  17312GAB7

  	
   

  	
  07-A CL A-3B

  	
   

  	
  32,151,000.00

  	
   

  	
  12,227,025.30

  	
   

  	
  12,248.64

  	
   

  	
  12,239,273.94

  	
   

  	
  58,794.41

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  88,802.63

  	
   

  	
  88,802.63

  	
   

  	
  172.67

  	
   

  
	
   

  	
   

  	
  CREDIT SUISSE FIRST

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  225470TY9

  	
   

  	
  BOSTON MTG

  	
   

  	
  16,025,910.85

  	
   

  	
  12,372,003.18

  	
   

  	
  6,354.72

  	
   

  	
  12,378,357.90

  	
   

  	
  59,462.54

  	
   

  	
  11/25/2008

  	
   

  	
  430,445.75

  	
   

  	
  46,071.71

  	
   

  	
  476,517.46

  	
   

  	
  926.53

  	
   

  
	
   

  	
   

  	
  CREDIT SUISSE FIRST

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  2254W0LE3

  	
   

  	
  05-HF1 A1

  	
   

  	
  30,758,993.92

  	
   

  	
  6,570,121.10

  	
   

  	
  12,025.91

  	
   

  	
  6,582,147.01

  	
   

  	
  31,618.99

  	
   

  	
  11/25/2008

  	
   

  	
  471,925.40

  	
   

  	
  87,187.88

  	
   

  	
  559,113.28

  	
   

  	
  1,087.13

  	
   

  
	
   

  	
   

  	
  CWABS ASSET ABC1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  23242NAB5

  	
   

  	
  CTF A-2

  	
   

  	
  65,000,000.00

  	
   

  	
  35,529,000.00

  	
   

  	
  24,690.97

  	
   

  	
  35,553,690.97

  	
   

  	
  170,791.04

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  179,009.55

  	
   

  	
  179,009.55

  	
   

  	
  348.06

  	
   

  
	
   

  	
   

  	
  CWHEQ HM EQ 06-G

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  23243JAB3

  	
   

  	
  P/T 2-A

  	
   

  	
  90,392,570.69

  	
   

  	
  51,930,531.86

  	
   

  	
  189,221.78

  	
   

  	
  52,119,753.64

  	
   

  	
  250,370.27

  	
   

  	
  11/17/2008

  	
   

  	
  3,296,708.98

  	
   

  	
  392,548.57

  	
   

  	
  3,689,257.55

  	
   

  	
  10,548.97

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  23245CAF7

  	
   

  	
  07-1 CL M1

  	
   

  	
  51,000,000.00

  	
   

  	
  3,809,700.00

  	
   

  	
  19,769.58

  	
   

  	
  3,829,469.58

  	
   

  	
  18,395.81

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  143,329.48

  	
   

  	
  143,329.48

  	
   

  	
  278.69

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  23246BAJ0

  	
   

  	
  2007-10 2-A-3

  	
   

  	
  103,206,000.00

  	
   

  	
  41,653,941.60

  	
   

  	
  39,433.29

  	
   

  	
  41,693,374.89

  	
   

  	
  200,284.55

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  285,891.37

  	
   

  	
  285,891.37

  	
   

  	
  555.88

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  23246LAD1

  	
   

  	
  2007-BC3 2-A-3

  	
   

  	
  25,000,000.00

  	
   

  	
  9,992,500.00

  	
   

  	
  9,552.08

  	
   

  	
  10,002,052.08

  	
   

  	
  48,047.36

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  69,252.60

  	
   

  	
  69,252.60

  	
   

  	
  134.65

  	
   

  
	
   

  	
   

  	
  CWABS ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  23247LAC2

  	
   

  	
  07-11 CL 2-A-3

  	
   

  	
  106,697,000.00

  	
   

  	
  33,726,921.70

  	
   

  	
  40,885.70

  	
   

  	
  33,767,807.40

  	
   

  	
  162,212.10

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  296,421.31

  	
   

  	
  296,421.31

  	
   

  	
  576.35

  	
   

  
	
   

  	
   

  	
  EQUIFIRST MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  29445FAT5

  	
   

  	
  TR 04-1 2A2

  	
   

  	
  1,822,892.76

  	
   

  	
  1,799,924.31

  	
   

  	
  704.60

  	
   

  	
  1,800,628.91

  	
   

  	
  8,649.77

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  5,108.34

  	
   

  	
  5,108.34

  	
   

  	
  9.93

  	
   

  
	
   

  	
   

  	
  FFMLT TR 2006 FF6

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  31561EAC9

  	
   

  	
  06-FF6 A-3

  	
   

  	
  64,915,000.00

  	
   

  	
  39,344,981.50

  	
   

  	
  24,658.68

  	
   

  	
  39,369,640.18

  	
   

  	
  189,121.91

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  178,775.46

  	
   

  	
  178,775.46

  	
   

  	
  347.61

  	
   

  
	
   

  	
   

  	
  FIELDSTONE MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  31659TEG6

  	
   

  	
  INVT 05-3 2A2

  	
   

  	
  97,002,214.80

  	
   

  	
  78,077,082.69

  	
   

  	
  37,925.17

  	
   

  	
  78,115,007.86

  	
   

  	
  375,244.97

  	
   

  	
  11/25/2008

  	
   

  	
  4,365,587.52

  	
   

  	
  274,957.49

  	
   

  	
  4,640,545.02

  	
   

  	
  9,022.96

  	
   

  
	
   

  	
   

  	
  FIELDSTONE MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  31659TEY7

  	
   

  	
  INVT 2006-1 A2

  	
   

  	
  129,549,713.60

  	
   

  	
  92,887,144.65

  	
   

  	
  49,642.73

  	
   

  	
  92,936,787.38

  	
   

  	
  446,445.09

  	
   

  	
  11/25/2008

  	
   

  	
  4,570,918.51

  	
   

  	
  359,909.76

  	
   

  	
  4,930,828.28

  	
   

  	
  9,587.38

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  320276AE8

  	
   

  	
  MTG 06 FF9 IIA3

  	
   

  	
  121,946,000.00

  	
   

  	
  44,876,128.00

  	
   

  	
  46,322.54

  	
   

  	
  44,922,450.54

  	
   

  	
  215,796.22

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  335,838.44

  	
   

  	
  335,838.44

  	
   

  	
  653.00

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  320277AE6

  	
   

  	
  MTG 06 FF7 IIA3

  	
   

  	
  68,000,000.00

  	
   

  	
  38,086,800.00

  	
   

  	
  25,755.00

  	
   

  	
  38,112,555.00

  	
   

  	
  183,083.19

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  186,723.75

  	
   

  	
  186,723.75

  	
   

  	
  363.06

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  320278AC8

  	
   

  	
  MTG 06 FF8 IIA3

  	
   

  	
  15,000,000.00

  	
   

  	
  11,250,000.00

  	
   

  	
  5,681.25

  	
   

  	
  11,255,681.25

  	
   

  	
  54,069.48

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  41,189.06

  	
   

  	
  41,189.06

  	
   

  	
  80.09

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32027LAG0

  	
   

  	
  MTG 06 FF14 M1

  	
   

  	
  10,000,000.00

  	
   

  	
  734,000.00

  	
   

  	
  3,909.72

  	
   

  	
  737,909.72

  	
   

  	
  3,544.73

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  28,345.49

  	
   

  	
  28,345.49

  	
   

  	
  55.11

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32027NA27

  	
   

  	
  MTG 2006-FF2 A4

  	
   

  	
  53,508,000.00

  	
   

  	
  35,668,432.80

  	
   

  	
  20,563.42

  	
   

  	
  35,688,996.22

  	
   

  	
  171,441.02

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  149,084.81

  	
   

  	
  149,084.81

  	
   

  	
  289.88

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32027NA35

  	
   

  	
  MTG 2006-FF2 A5

  	
   

  	
  15,397,000.00

  	
   

  	
  4,737,656.90

  	
   

  	
  6,088.23

  	
   

  	
  4,743,745.13

  	
   

  	
  22,787.77

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  44,139.67

  	
   

  	
  44,139.67

  	
   

  	
  85.82

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32027NA43

  	
   

  	
  MTG 06-FF2 M1

  	
   

  	
  29,710,000.00

  	
   

  	
  2,953,174.00

  	
   

  	
  12,044.93

  	
   

  	
  2,965,218.93

  	
   

  	
  14,244.17

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  87,325.74

  	
   

  	
  87,325.74

  	
   

  	
  169.79

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32027NKU4

  	
   

  	
  MTG 04-FF5 M3C

  	
   

  	
  24,934,385.09

  	
   

  	
  16,967,849.05

  	
   

  	
  10,413.57

  	
   

  	
  16,978,262.62

  	
   

  	
  81,559.33

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  75,498.37

  	
   

  	
  75,498.37

  	
   

  	
  146.80

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32027NMD0

  	
   

  	
  MTG 04-FFH3 IA2

  	
   

  	
  34,639,904.85

  	
   

  	
  33,036,077.26

  	
   

  	
  14,659.42

  	
   

  	
  33,050,736.67

  	
   

  	
  158,767.48

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  106,280.76

  	
   

  	
  106,280.76

  	
   

  	
  206.65

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32027NMH1

  	
   

  	
  MTG 04-FF10 A-3

  	
   

  	
  17,112,172.75

  	
   

  	
  14,008,024.61

  	
   

  	
  7,222.76

  	
   

  	
  14,015,247.38

  	
   

  	
  67,325.74

  	
   

  	
  11/25/2008

  	
   

  	
  309,627.38

  	
   

  	
  52,365.03

  	
   

  	
  361,992.41

  	
   

  	
  703.85

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN 05-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32027NQF1

  	
   

  	
  FF1 A1B 144A

  	
   

  	
  3,082,119.05

  	
   

  	
  2,465,695.24

  	
   

  	
  1,249.54

  	
   

  	
  2,466,944.78

  	
   

  	
  11,850.59

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  9,044.46

  	
   

  	
  9,044.46

  	
   

  	
  17.59

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32027NRA1

  	
   

  	
  MTG 05-FF4 IIA3

  	
   

  	
  396,302.54

  	
   

  	
  394,241.77

  	
   

  	
  153.18

  	
   

  	
  394,394.95

  	
   

  	
  1,894.57

  	
   

  	
  11/25/2008

  	
   

  	
  288,325.47

  	
   

  	
  1,110.57

  	
   

  	
  289,436.04

  	
   

  	
  562.77

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32027NUJ8

  	
   

  	
  2005-FF7 CL A4

  	
   

  	
  17,212,354.90

  	
   

  	
  15,589,229.83

  	
   

  	
  6,691.30

  	
   

  	
  15,595,921.14

  	
   

  	
  74,918.91

  	
   

  	
  11/25/2008

  	
   

  	
  1,034,445.88

  	
   

  	
  48,511.95

  	
   

  	
  1,082,957.83

  	
   

  	
  2,105.68

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32027NYP0

  	
   

  	
  MTG 06-FF1 IIA3

  	
   

  	
  130,466,000.00

  	
   

  	
  85,220,391.20

  	
   

  	
  50,718.66

  	
   

  	
  85,271,109.86

  	
   

  	
  409,621.09

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  367,599.84

  	
   

  	
  367,599.84

  	
   

  	
  714.75

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32027NYQ8

  	
   

  	
  MTG 06-FF1 IIA4

  	
   

  	
  16,041,000.00

  	
   

  	
  6,665,035.50

  	
   

  	
  6,414.17

  	
   

  	
  6,671,449.67

  	
   

  	
  32,047.98

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  46,488.78

  	
   

  	
  46,488.78

  	
   

  	
  90.39

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32028HAD5

  	
   

  	
  MTG 06 FF10 A4

  	
   

  	
  28,031,000.00

  	
   

  	
  15,966,457.60

  	
   

  	
  10,616.74

  	
   

  	
  15,977,074.34

  	
   

  	
  76,749.87

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  76,971.37

  	
   

  	
  76,971.37

  	
   

  	
  149.66

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32028PAG0

  	
   

  	
  FF11 CL M1

  	
   

  	
  24,000,000.00

  	
   

  	
  1,380,000.00

  	
   

  	
  9,356.67

  	
   

  	
  1,389,356.67

  	
   

  	
  6,674.12

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  67,783.88

  	
   

  	
  67,783.88

  	
   

  	
  131.80

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN SER

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32028TAF4

  	
   

  	
  07-F F1 M

  	
   

  	
  9,900,000.00

  	
   

  	
  1,191,960.00

  	
   

  	
  3,837.63

  	
   

  	
  1,195,797.63

  	
   

  	
  5,744.31

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  27,822.78

  	
   

  	
  27,822.78

  	
   

  	
  54.10

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32029AAF4

  	
   

  	
  FF18 CL M1

  	
   

  	
  29,500,000.00

  	
   

  	
  4,127,050.00

  	
   

  	
  11,435.35

  	
   

  	
  4,138,485.35

  	
   

  	
  19,880.25

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  82,906.27

  	
   

  	
  82,906.27

  	
   

  	
  161.20

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN SER

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32029GAF1

  	
   

  	
  FF2 CL M1

  	
   

  	
  32,000,000.00

  	
   

  	
  1,152,000.00

  	
   

  	
  12,404.44

  	
   

  	
  1,164,404.44

  	
   

  	
  5,593.51

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  89,932.22

  	
   

  	
  89,932.22

  	
   

  	
  174.86

  	
   

  
	
   

  	
   

  	
  FIRST FRANKLIN 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32029GAG9

  	
   

  	
  FF2 CL M2

  	
   

  	
  34,851,000.00

  	
   

  	
  1,055,985.30

  	
   

  	
  13,703.22

  	
   

  	
  1,069,688.52

  	
   

  	
  5,138.52

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  99,348.34

  	
   

  	
  99,348.34

  	
   

  	
  193.17

  	
   

  
	
   

  	
   

  	
  FIRST NLC TR 05-1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  32113JAA3

  	
   

  	
  MTG BKD CL A

  	
   

  	
  50,688,510.48

  	
   

  	
  34,011,990.53

  	
   

  	
  19,648.84

  	
   

  	
  34,031,639.37

  	
   

  	
  163,479.49

  	
   

  	
  11/25/2008

  	
   

  	
  388,067.98

  	
   

  	
  142,454.03

  	
   

  	
  530,522.01

  	
   

  	
  1,031.53

  	
   

  
	
   

  	
   

  	
  GMACM HOME EQ LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  361856CK1

  	
   

  	
  03 HE1 CL A 3

  	
   

  	
  82,451,865.89

  	
   

  	
  37,144,565.58

  	
   

  	
  32,419.62

  	
   

  	
  37,176,985.20

  	
   

  	
  178,588.94

  	
   

  	
  11/25/2008

  	
   

  	
  2,100,172.81

  	
   

  	
  235,042.20

  	
   

  	
  2,335,215.01

  	
   

  	
  4,540.53

  	
   

  
	
   

  	
   

  	
  GMACM HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
  EQUITY TR 04-HE1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  361856CV7

  	
   

  	
  A3

  	
   

  	
  64,016,711.25

  	
   

  	
  28,749,905.02

  	
   

  	
  24,673.11

  	
   

  	
  28,774,578.13

  	
   

  	
  138,225.88

  	
   

  	
  11/25/2008

  	
   

  	
  1,311,231.97

  	
   

  	
  178,880.02

  	
   

  	
  1,490,112.00

  	
   

  	
  2,897.34

  	
   

  
	
   

  	
   

  	
  GMACM HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
  EQUITY LN 04-HE3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  361856DL8

  	
   

  	
  A3

  	
   

  	
  107,320,000.00

  	
   

  	
  96,255,308.00

  	
   

  	
  41,601.41

  	
   

  	
  96,296,909.41

  	
   

  	
  462,586.28

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  301,610.20

  	
   

  	
  301,610.20

  	
   

  	
  586.44

  	
   

  
	
   

  	
   

  	
  GMACM HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  361856DP9

  	
   

  	
  EQUITY 04-HE4 A-3

  	
   

  	
  84,330,766.26

  	
   

  	
  48,397,426.76

  	
   

  	
  33,064.69

  	
   

  	
  48,430,491.44

  	
   

  	
  232,647.97

  	
   

  	
  11/25/2008

  	
   

  	
  1,696,519.62

  	
   

  	
  239,718.96

  	
   

  	
  1,936,238.58

  	
   

  	
  3,764.77

  	
   

  
	
   

  	
   

  	
  GMACM HM EQ LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  361856EC7

  	
   

  	
  TR 05-HE7 CL A3

  	
   

  	
  8,855,036.53

  	
   

  	
  4,036,125.65

  	
   

  	
  3,383.36

  	
   

  	
  4,039,509.01

  	
   

  	
  19,404.79

  	
   

  	
  11/25/2008

  	
   

  	
  146,594.86

  	
   

  	
  24,529.37

  	
   

  	
  171,124.24

  	
   

  	
  332.73

  	
   

  
	
   

  	
   

  	
  GMACM HOME EQ LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  361856EJ2

  	
   

  	
  TR 05-HE3 A-3

  	
   

  	
  170,886,447.80

  	
   

  	
  98,755,278.18

  	
   

  	
  66,432.11

  	
   

  	
  98,821,710.29

  	
   

  	
  474,714.79

  	
   

  	
  11/25/2008

  	
   

  	
  1,634,567.36

  	
   

  	
  481,632.69

  	
   

  	
  2,116,200.06

  	
   

  	
  4,114.69

  	
   

  
	
   

  	
   

  	
  GSAA HOME EQ TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  362246AA8

  	
   

  	
  2007-S1 A-1

  	
   

  	
  112,782,166.20

  	
   

  	
  11,278,216.62

  	
   

  	
  42,966.87

  	
   

  	
  11,321,183.49

  	
   

  	
  54,384.14

  	
   

  	
  11/25/2008

  	
   

  	
  539,593.79

  	
   

  	
  310,693.84

  	
   

  	
  850,287.62

  	
   

  	
  1,653.28

  	
   

  
	
   

  	
   

  	
  GS MTG SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  36228F5W2

  	
   

  	
  04-SEA A2A

  	
   

  	
  16,011,151.00

  	
   

  	
  15,770,983.74

  	
   

  	
  6,313.29

  	
   

  	
  15,777,297.02

  	
   

  	
  75,790.19

  	
   

  	
  11/25/2008

  	
   

  	
  829,305.34

  	
   

  	
  45,771.32

  	
   

  	
  875,076.65

  	
   

  	
  1,701.48

  	
   

  
	
   

  	
   

  	
  GSAMP TR 06-HE8

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  3622M8AF3

  	
   

  	
  P/T CL M1

  	
   

  	
  45,700,000.00

  	
   

  	
  9,368,500.00

  	
   

  	
  17,816.65

  	
   

  	
  9,386,316.65

  	
   

  	
  45,089.52

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  129,164.96

  	
   

  	
  129,164.96

  	
   

  	
  251.15

  	
   

  
	
   

  	
   

  	
  GSAMP TR 07 NC1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  3622MGAF5

  	
   

  	
  M -1

  	
   

  	
  59,000,000.00

  	
   

  	
  5,540,100.00

  	
   

  	
  22,936.25

  	
   

  	
  5,563,036.25

  	
   

  	
  26,723.44

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  166,287.82

  	
   

  	
  166,287.82

  	
   

  	
  323.33

  	
   

  
	
   

  	
   

  	
  GS MTG SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  362334AA2

  	
   

  	
  2006-2 2A4

  	
   

  	
  18,946,000.00

  	
   

  	
  13,256,516.20

  	
   

  	
  7,512.62

  	
   

  	
  13,264,028.82

  	
   

  	
  63,717.08

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  54,399.32

  	
   

  	
  54,399.32

  	
   

  	
  105.77

  	
   

  
	
   

  	
   

  	
  GS MTG SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  362334BS2

  	
   

  	
  2006-3 A-3

  	
   

  	
  75,366,000.00

  	
   

  	
  36,160,606.80

  	
   

  	
  29,800.97

  	
   

  	
  36,190,407.77

  	
   

  	
  173,849.67

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  216,051.18

  	
   

  	
  216,051.18

  	
   

  	
  420.08

  	
   

  
	
   

  	
   

  	
  GS MTG SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  362334LG7

  	
   

  	
  GSAMP 06-HE2

  	
   

  	
  45,222,109.83

  	
   

  	
  36,177,687.86

  	
   

  	
  17,278.61

  	
   

  	
  36,194,966.48

  	
   

  	
  173,871.57

  	
   

  	
  11/25/2008

  	
   

  	
  1,199,637.82

  	
   

  	
  125,269.96

  	
   

  	
  1,324,907.78

  	
   

  	
  2,576.12

  	
   

  
	
   

  	
   

  	
  GS MTG SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  3623412K4

  	
   

  	
  2005-KS1 M1

  	
   

  	
  5,849,781.47

  	
   

  	
  43,873.36

  	
   

  	
  2,417.10

  	
   

  	
  46,290.46

  	
   

  	
  222.37

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  17,523.95

  	
   

  	
  17,523.95

  	
   

  	
  34.07

  	
   

  
	
   

  	
   

  	
  GS MTG SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  3623414S5

  	
   

  	
  2006-HE1 A2D

  	
   

  	
  13,102,000.00

  	
   

  	
  7,681,702.60

  	
   

  	
  5,195.31

  	
   

  	
  7,686,897.91

  	
   

  	
  36,925.94

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  37,606.19

  	
   

  	
  37,606.19

  	
   

  	
  73.12

  	
   

  
	
   

  	
   

  	
  GS MTG SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  3623415R6

  	
   

  	
  2006-2 2A2

  	
   

  	
  43,046,000.00

  	
   

  	
  38,793,055.20

  	
   

  	
  16,638.47

  	
   

  	
  38,809,693.67

  	
   

  	
  186,432.07

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  120,480.26

  	
   

  	
  120,480.26

  	
   

  	
  234.26

  	
   

  
	
   

  	
   

  	
  GS MTG SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  362341CT4

  	
   

  	
  05-8 CL A-3

  	
   

  	
  33,732,000.00

  	
   

  	
  18,626,810.40

  	
   

  	
  13,825.44

  	
   

  	
  18,640,635.84

  	
   

  	
  89,544.95

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  100,234.40

  	
   

  	
  100,234.40

  	
   

  	
  194.89

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  GS MTG SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  362341QF9

  	
   

  	
  05-11 CL 3A1

  	
   

  	
  62,182,982.16

  	
   

  	
  41,283,281.86

  	
   

  	
  24,380.91

  	
   

  	
  41,307,662.77

  	
   

  	
  198,431.69

  	
   

  	
  11/25/2008

  	
   

  	
  911,915.54

  	
   

  	
  176,761.60

  	
   

  	
  1,088,677.14

  	
   

  	
  2,116.80

  	
   

  
	
   

  	
   

  	
  GS MTG SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  362341Z44

  	
   

  	
  2006-1 CL A3

  	
   

  	
  100,000,000.00

  	
   

  	
  45,490,000.00

  	
   

  	
  39,875.00

  	
   

  	
  45,529,875.00

  	
   

  	
  218,714.14

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  289,093.75

  	
   

  	
  289,093.75

  	
   

  	
  562.11

  	
   

  
	
   

  	
   

  	
  GS MTG SECS CORP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  362341ZV4

  	
   

  	
  2005-14 2A3

  	
   

  	
  83,800,000.00

  	
   

  	
  38,715,600.00

  	
   

  	
  33,601.47

  	
   

  	
  38,749,201.47

  	
   

  	
  186,141.48

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  243,610.67

  	
   

  	
  243,610.67

  	
   

  	
  473.67

  	
   

  
	
   

  	
   

  	
  GSAMP TR 2006 SD2

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  362405AB8

  	
   

  	
  CL A-2 144 A

  	
   

  	
  16,227,000.00

  	
   

  	
  11,035,982.70

  	
   

  	
  6,272.19

  	
   

  	
  11,042,254.89

  	
   

  	
  53,044.23

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  45,473.35

  	
   

  	
  45,473.35

  	
   

  	
  88.42

  	
   

  
	
   

  	
   

  	
  GSR TR MTG BKD NT

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  36245HAA9

  	
   

  	
  07-HEL1 A

  	
   

  	
  74,185,489.80

  	
   

  	
  42,849,538.91

  	
   

  	
  155,624.67

  	
   

  	
  43,005,163.58

  	
   

  	
  206,586.05

  	
   

  	
  11/17/2008

  	
   

  	
  2,082,854.61

  	
   

  	
  322,845.98

  	
   

  	
  2,405,700.58

  	
   

  	
  6,878.80

  	
   

  
	
   

  	
   

  	
  GE WMC MTG SECS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  367910AD8

  	
   

  	
  05-1 CL A-2C

  	
   

  	
  10,000,000.00

  	
   

  	
  7,851,000.00

  	
   

  	
  4,020.83

  	
   

  	
  7,855,020.83

  	
   

  	
  37,733.56

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  29,151.04

  	
   

  	
  29,151.04

  	
   

  	
  56.68

  	
   

  
	
   

  	
   

  	
  GMACM HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
  EQUITY 06-HE4 CL

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  38012UAB5

  	
   

  	
  A2

  	
   

  	
  1,616,821.24

  	
   

  	
  930,318.94

  	
   

  	
  610.57

  	
   

  	
  930,929.52

  	
   

  	
  4,471.95

  	
   

  	
  11/25/2008

  	
   

  	
  28,362.55

  	
   

  	
  4,478.76

  	
   

  	
  32,841.31

  	
   

  	
  63.86

  	
   

  
	
   

  	
   

  	
  GMACM HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
  EQUITY 06-HE4 CL

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  38012UAC3

  	
   

  	
  A3

  	
   

  	
  63,249,148.52

  	
   

  	
  36,393,560.06

  	
   

  	
  24,166.45

  	
   

  	
  36,417,726.50

  	
   

  	
  174,941.65

  	
   

  	
  11/25/2008

  	
   

  	
  1,109,527.20

  	
   

  	
  175,206.73

  	
   

  	
  1,284,733.93

  	
   

  	
  2,498.00

  	
   

  
	
   

  	
   

  	
  GREENPOINT HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  395385AQ0

  	
   

  	
  EQ LN 04-1 A

  	
   

  	
  1,437,595.75

  	
   

  	
  897,347.27

  	
   

  	
  594.01

  	
   

  	
  897,941.27

  	
   

  	
  4,313.49

  	
   

  	
  11/25/2008

  	
   

  	
  62,133.93

  	
   

  	
  4,306.55

  	
   

  	
  66,440.48

  	
   

  	
  129.19

  	
   

  
	
   

  	
   

  	
  GREENPOINT MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  39539BAB9

  	
   

  	
  06-HE1 AC

  	
   

  	
  99,875,766.20

  	
   

  	
  46,841,734.35

  	
   

  	
  220,843.35

  	
   

  	
  47,062,577.70

  	
   

  	
  226,076.86

  	
   

  	
  11/12/2008

  	
   

  	
  3,007,326.79

  	
   

  	
  376,732.78

  	
   

  	
  3,384,059.56

  	
   

  	
  11,611.55

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQ LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430GAA8

  	
   

  	
  TR 05-1 CL A

  	
   

  	
  59,439,987.25

  	
   

  	
  47,682,757.77

  	
   

  	
  82,955.93

  	
   

  	
  47,765,713.70

  	
   

  	
  229,454.55

  	
   

  	
  11/20/2008

  	
   

  	
  504,627.37

  	
   

  	
  233,784.77

  	
   

  	
  738,412.15

  	
   

  	
  1,858.03

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQ LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430GAC4

  	
   

  	
  TR 05-2 CL A-1

  	
   

  	
  40,480,052.26

  	
   

  	
  31,930,665.22

  	
   

  	
  56,247.59

  	
   

  	
  31,986,912.82

  	
   

  	
  153,657.13

  	
   

  	
  11/20/2008

  	
   

  	
  65,944.15

  	
   

  	
  158,515.91

  	
   

  	
  224,460.06

  	
   

  	
  564.80

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430GAF7

  	
   

  	
  05-2 CL M-2

  	
   

  	
  739,024.23

  	
   

  	
  460,559.90

  	
   

  	
  1,076.56

  	
   

  	
  461,636.46

  	
   

  	
  2,217.59

  	
   

  	
  11/20/2008

  	
   

  	
  1,203.91

  	
   

  	
  3,033.95

  	
   

  	
  4,237.86

  	
   

  	
  10.66

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430GAG5

  	
   

  	
  2005-3 CL A1

  	
   

  	
  27,719,195.18

  	
   

  	
  21,493,463.94

  	
   

  	
  38,431.51

  	
   

  	
  21,531,895.45

  	
   

  	
  103,433.84

  	
   

  	
  11/20/2008

  	
   

  	
  243,192.30

  	
   

  	
  108,306.98

  	
   

  	
  351,499.28

  	
   

  	
  884.46

  	
   

  
	
   

  	
   

  	
  HSI ASSET SEC 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430HFL7

  	
   

  	
  OPT3 III-A-3

  	
   

  	
  20,000,000.00

  	
   

  	
  14,970,000.00

  	
   

  	
  7,641.67

  	
   

  	
  14,977,641.67

  	
   

  	
  71,948.85

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  55,373.04

  	
   

  	
  55,373.04

  	
   

  	
  107.67

  	
   

  
	
   

  	
   

  	
  HSI ASSET SEC 2006-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430HFP8

  	
   

  	
  OPT3 M-2

  	
   

  	
  7,000,000.00

  	
   

  	
  1,544,900.00

  	
   

  	
  2,806.81

  	
   

  	
  1,547,706.81

  	
   

  	
  7,434.80

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  20,338.67

  	
   

  	
  20,338.67

  	
   

  	
  39.55

  	
   

  
	
   

  	
   

  	
  HSI ASSET SEC 06

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430KAH4

  	
   

  	
  OPT 4 M -1

  	
   

  	
  29,000,000.00

  	
   

  	
  7,096,300.00

  	
   

  	
  11,499.31

  	
   

  	
  7,107,799.31

  	
   

  	
  34,144.09

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  83,369.96

  	
   

  	
  83,369.96

  	
   

  	
  162.10

  	
   

  
	
   

  	
   

  	
  HSI ASSET SEC 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430MAD9

  	
   

  	
  WMC1 A-3

  	
   

  	
  100,000,000.00

  	
   

  	
  38,460,000.00

  	
   

  	
  37,875.00

  	
   

  	
  38,497,875.00

  	
   

  	
  184,934.17

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  274,711.63

  	
   

  	
  274,711.63

  	
   

  	
  534.14

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430VAH0

  	
   

  	
  LN 2006-4 M1

  	
   

  	
  49,680,000.00

  	
   

  	
  11,411,496.00

  	
   

  	
  68,879.25

  	
   

  	
  11,480,375.25

  	
   

  	
  55,148.85

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  194,114.25

  	
   

  	
  194,114.25

  	
   

  	
  488.44

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQ 06-4

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430VAJ6

  	
   

  	
  CL M2

  	
   

  	
  21,500,000.00

  	
   

  	
  4,467,700.00

  	
   

  	
  29,940.24

  	
   

  	
  4,497,640.24

  	
   

  	
  21,605.54

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  84,377.05

  	
   

  	
  84,377.05

  	
   

  	
  212.31

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQ LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430WAA3

  	
   

  	
  2006 1 A-1

  	
   

  	
  53,274,436.30

  	
   

  	
  47,339,664.10

  	
   

  	
  72,234.96

  	
   

  	
  47,411,899.05

  	
   

  	
  227,754.91

  	
   

  	
  11/20/2008

  	
   

  	
  817,115.80

  	
   

  	
  203,571.20

  	
   

  	
  1,020,687.00

  	
   

  	
  2,568.30

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQ LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430WAB1

  	
   

  	
  USA 06-1 A-2

  	
   

  	
  34,095,639.23

  	
   

  	
  22,168,984.63

  	
   

  	
  46,438.73

  	
   

  	
  22,215,423.36

  	
   

  	
  106,717.34

  	
   

  	
  11/20/2008

  	
   

  	
  522,954.11

  	
   

  	
  130,872.77

  	
   

  	
  653,826.88

  	
   

  	
  1,645.19

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQ LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430WAC9

  	
   

  	
  USA 06-1 M-1

  	
   

  	
  22,444,520.01

  	
   

  	
  8,284,272.34

  	
   

  	
  31,255.55

  	
   

  	
  8,315,527.89

  	
   

  	
  39,945.72

  	
   

  	
  11/20/2008

  	
   

  	
  344,250.89

  	
   

  	
  88,083.80

  	
   

  	
  432,334.69

  	
   

  	
  1,087.86

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQ LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430WAD7

  	
   

  	
  2006-1 M-2

  	
   

  	
  15,982,330.89

  	
   

  	
  4,524,597.87

  	
   

  	
  22,354.18

  	
   

  	
  4,546,952.05

  	
   

  	
  21,842.42

  	
   

  	
  11/20/2008

  	
   

  	
  179,216.58

  	
   

  	
  62,998.11

  	
   

  	
  242,214.69

  	
   

  	
  609.47

  	
   

  
	
   

  	
   

  	
  HSBC HM EQ LN TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430XAG8

  	
   

  	
  06 3 CL A-4

  	
   

  	
  68,000,000.00

  	
   

  	
  28,199,600.00

  	
   

  	
  93,863.61

  	
   

  	
  28,293,463.61

  	
   

  	
  135,914.73

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  264,524.72

  	
   

  	
  264,524.72

  	
   

  	
  665.61

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQTY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430XAH6

  	
   

  	
  06-3 CL M1

  	
   

  	
  18,000,000.00

  	
   

  	
  4,086,000.00

  	
   

  	
  24,956.25

  	
   

  	
  4,110,956.25

  	
   

  	
  19,748.01

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  70,331.25

  	
   

  	
  70,331.25

  	
   

  	
  176.97

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430XAJ2

  	
   

  	
  06-3 CL M2

  	
   

  	
  10,000,000.00

  	
   

  	
  6,530,000.00

  	
   

  	
  13,986.81

  	
   

  	
  6,543,986.81

  	
   

  	
  31,435.68

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  39,417.36

  	
   

  	
  39,417.36

  	
   

  	
  99.18

  	
   

  
	
   

  	
   

  	
  HSBC HM EQ 2006 2

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430YAB7

  	
   

  	
  CL A-2

  	
   

  	
  47,054,690.07

  	
   

  	
  27,352,891.34

  	
   

  	
  64,089.14

  	
   

  	
  27,416,980.48

  	
   

  	
  131,704.32

  	
   

  	
  11/20/2008

  	
   

  	
  802,044.87

  	
   

  	
  180,614.80

  	
   

  	
  982,659.67

  	
   

  	
  2,472.62

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430YAC5

  	
   

  	
  LN 06-2 M1

  	
   

  	
  32,661,490.75

  	
   

  	
  11,526,240.09

  	
   

  	
  45,383.60

  	
   

  	
  11,571,623.68

  	
   

  	
  55,587.19

  	
   

  	
  11/20/2008

  	
   

  	
  556,713.50

  	
   

  	
  127,899.20

  	
   

  	
  684,612.69

  	
   

  	
  1,722.66

  	
   

  
	
   

  	
   

  	
  HSBC HM EQ TR 06

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40430YAD3

  	
   

  	
  2 CL M-2

  	
   

  	
  22,143,383.56

  	
   

  	
  5,817,066.86

  	
   

  	
  30,903.86

  	
   

  	
  5,847,970.72

  	
   

  	
  28,092.19

  	
   

  	
  11/20/2008

  	
   

  	
  377,432.88

  	
   

  	
  87,092.68

  	
   

  	
  464,525.56

  	
   

  	
  1,168.86

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431FAK7

  	
   

  	
  LN TR 07-1 M1

  	
   

  	
  20,200,000.00

  	
   

  	
  4,446,020.00

  	
   

  	
  28,747.13

  	
   

  	
  4,474,767.13

  	
   

  	
  21,495.66

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  81,014.63

  	
   

  	
  81,014.63

  	
   

  	
  203.85

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431FAL5

  	
   

  	
  07-1 CL M-2

  	
   

  	
  20,000,000.00

  	
   

  	
  2,798,000.00

  	
   

  	
  29,073.61

  	
   

  	
  2,827,073.61

  	
   

  	
  13,580.55

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  81,934.72

  	
   

  	
  81,934.72

  	
   

  	
  206.17

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431MAA4

  	
   

  	
  LN TR 07-2 AS

  	
   

  	
  37,413,642.35

  	
   

  	
  24,038,265.21

  	
   

  	
  51,072.22

  	
   

  	
  24,089,337.43

  	
   

  	
  115,719.15

  	
   

  	
  11/20/2008

  	
   

  	
  769,532.75

  	
   

  	
  143,930.80

  	
   

  	
  913,463.55

  	
   

  	
  2,298.50

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431MAB2

  	
   

  	
  LN TR 07-2 AM

  	
   

  	
  37,413,641.00

  	
   

  	
  24,086,902.08

  	
   

  	
  51,643.82

  	
   

  	
  24,138,545.89

  	
   

  	
  115,955.54

  	
   

  	
  11/20/2008

  	
   

  	
  769,532.75

  	
   

  	
  145,541.65

  	
   

  	
  915,074.40

  	
   

  	
  2,302.56

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431MAF3

  	
   

  	
  LN TR07-2 A2V

  	
   

  	
  12,000,000.00

  	
   

  	
  9,073,200.00

  	
   

  	
  16,270.83

  	
   

  	
  9,089,470.83

  	
   

  	
  43,663.55

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  45,854.17

  	
   

  	
  45,854.17

  	
   

  	
  115.38

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431MAH9

  	
   

  	
  07-2 CL A-3V

  	
   

  	
  10,000,000.00

  	
   

  	
  5,710,000.00

  	
   

  	
  13,742.36

  	
   

  	
  5,723,742.36

  	
   

  	
  27,495.43

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  38,728.47

  	
   

  	
  38,728.47

  	
   

  	
  97.45

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431MAJ5

  	
   

  	
  LN TR 07-2 A4

  	
   

  	
  30,000,000.00

  	
   

  	
  10,659,000.00

  	
   

  	
  41,960.42

  	
   

  	
  10,700,960.42

  	
   

  	
  51,404.74

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  118,252.08

  	
   

  	
  118,252.08

  	
   

  	
  297.55

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431MAK2

  	
   

  	
  07-2 CL M-1

  	
   

  	
  8,000,000.00

  	
   

  	
  1,761,600.00

  	
   

  	
  11,213.89

  	
   

  	
  1,772,813.89

  	
   

  	
  8,516.15

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  31,602.78

  	
   

  	
  31,602.78

  	
   

  	
  79.52

  	
   

  
	
   

  	
   

  	
  HSBC HOME EQUITY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  40431MAL0

  	
   

  	
  LN TR 07-2 M2

  	
   

  	
  5,000,000.00

  	
   

  	
  1,052,000.00

  	
   

  	
  7,100.35

  	
   

  	
  1,059,100.35

  	
   

  	
  5,087.65

  	
   

  	
  11/20/2008

  	
   

  	
  0.00

  	
   

  	
  20,010.07

  	
   

  	
  20,010.07

  	
   

  	
  50.35

  	
   

  
	
   

  	
   

  	
  HOME EQUITY ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  437084HK5

  	
   

  	
  TR 05-1 A-2

  	
   

  	
  337,094.28

  	
   

  	
  267,989.95

  	
   

  	
  132.54

  	
   

  	
  268,122.50

  	
   

  	
  1,287.99

  	
   

  	
  11/25/2008

  	
   

  	
  337,094.28

  	
   

  	
  960.94

  	
   

  	
  338,055.22

  	
   

  	
  657.31

  	
   

  
	
   

  	
   

  	
  HOME EQUITY ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  437084VR4

  	
   

  	
  06-4 CL M-1

  	
   

  	
  41,000,000.00

  	
   

  	
  9,032,300.00

  	
   

  	
  16,303.19

  	
   

  	
  9,048,603.19

  	
   

  	
  43,467.23

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  118,198.16

  	
   

  	
  118,198.16

  	
   

  	
  229.82

  	
   

  
	
   

  	
   

  	
  HOME EQUITY MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43709KAA7

  	
   

  	
  SER 06 2B CL A

  	
   

  	
  76,905,503.59

  	
   

  	
  45,174,292.81

  	
   

  	
  29,298.86

  	
   

  	
  45,203,591.67

  	
   

  	
  217,146.75

  	
   

  	
  11/25/2008

  	
   

  	
  3,228,700.57

  	
   

  	
  212,416.74

  	
   

  	
  3,441,117.31

  	
   

  	
  6,690.82

  	
   

  
	
   

  	
   

  	
  HOME EQUITY MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43710DAC6

  	
   

  	
  07-2 CL 2A2

  	
   

  	
  35,513,661.15

  	
   

  	
  19,532,513.63

  	
   

  	
  13,648.10

  	
   

  	
  19,546,161.73

  	
   

  	
  93,894.87

  	
   

  	
  11/25/2008

  	
   

  	
  515,381.07

  	
   

  	
  98,948.71

  	
   

  	
  614,329.78

  	
   

  	
  1,194.49

  	
   

  
	
   

  	
   

  	
  HOME EQUITY MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43710DAD4

  	
   

  	
  07-2 CL 2A3

  	
   

  	
  15,783,849.40

  	
   

  	
  10,160,063.86

  	
   

  	
  6,241.20

  	
   

  	
  10,166,305.06

  	
   

  	
  48,836.39

  	
   

  	
  11/25/2008

  	
   

  	
  229,058.25

  	
   

  	
  45,248.68

  	
   

  	
  274,306.93

  	
   

  	
  533.36

  	
   

  
	
   

  	
   

  	
  HOME EQUITY MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43710DAE2

  	
   

  	
  07-2 CL 2A-4

  	
   

  	
  7,102,732.23

  	
   

  	
  4,591,916.39

  	
   

  	
  2,950.59

  	
   

  	
  4,594,866.98

  	
   

  	
  22,072.59

  	
   

  	
  11/25/2008

  	
   

  	
  103,076.21

  	
   

  	
  21,391.80

  	
   

  	
  124,468.02

  	
   

  	
  242.01

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  HOME EQUITY MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43710EAD2

  	
   

  	
  07-B CL 2A2

  	
   

  	
  66,167,000.00

  	
   

  	
  44,020,905.10

  	
   

  	
  25,134.27

  	
   

  	
  44,046,039.37

  	
   

  	
  211,586.16

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  182,223.46

  	
   

  	
  182,223.46

  	
   

  	
  354.31

  	
   

  
	
   

  	
   

  	
  HOME EQUITY MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43710EAE0

  	
   

  	
  07-B CL 2A3

  	
   

  	
  32,651,000.00

  	
   

  	
  12,929,796.00

  	
   

  	
  12,547.96

  	
   

  	
  12,942,343.96

  	
   

  	
  62,171.78

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  90,972.71

  	
   

  	
  90,972.71

  	
   

  	
  176.89

  	
   

  
	
   

  	
   

  	
  HOME LN MTG LN TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43718RAA1

  	
   

  	
  2004-2 CL A

  	
   

  	
  2,598,332.22

  	
   

  	
  2,004,093.64

  	
   

  	
  5,667.25

  	
   

  	
  2,009,760.89

  	
   

  	
  9,654.39

  	
   

  	
  11/17/2008

  	
   

  	
  79,643.43

  	
   

  	
  11,688.71

  	
   

  	
  91,332.14

  	
   

  	
  261.15

  	
   

  
	
   

  	
   

  	
  HOME LN MTG LN TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43718RAC7

  	
   

  	
  2005-1 CL A2

  	
   

  	
  2,335,544.00

  	
   

  	
  2,285,096.25

  	
   

  	
  4,992.87

  	
   

  	
  2,290,089.12

  	
   

  	
  11,001.02

  	
   

  	
  11/17/2008

  	
   

  	
  189,758.37

  	
   

  	
  10,356.68

  	
   

  	
  200,115.05

  	
   

  	
  572.20

  	
   

  
	
   

  	
   

  	
  HOME LN MTG LN TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  43718RAD5

  	
   

  	
  2005-1 CL A3

  	
   

  	
  29,250,000.00

  	
   

  	
  19,032,975.00

  	
   

  	
  63,960.00

  	
   

  	
  19,096,935.00

  	
   

  	
  91,736.90

  	
   

  	
  11/17/2008

  	
   

  	
  0.00

  	
   

  	
  132,654.84

  	
   

  	
  132,654.84

  	
   

  	
  379.31

  	
   

  
	
   

  	
   

  	
  HOUSEHOLD HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  441917AZ4

  	
   

  	
  EQ LN TR 04-1 A

  	
   

  	
  21,554,267.88

  	
   

  	
  17,282,211.99

  	
   

  	
  30,476.84

  	
   

  	
  17,312,688.82

  	
   

  	
  83,165.83

  	
   

  	
  11/20/2008

  	
   

  	
  114,686.50

  	
   

  	
  85,889.25

  	
   

  	
  200,575.75

  	
   

  	
  504.70

  	
   

  
	
   

  	
   

  	
  IXIS REAL ESTATE

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45071KDE1

  	
   

  	
  2006-HE1 A-4

  	
   

  	
  24,000,000.00

  	
   

  	
  12,432,000.00

  	
   

  	
  9,490.00

  	
   

  	
  12,441,490.00

  	
   

  	
  59,765.81

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  68,694.05

  	
   

  	
  68,694.05

  	
   

  	
  133.57

  	
   

  
	
   

  	
   

  	
  IMPAC CMB TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45254NPU5

  	
   

  	
  2005-5 CL A-1

  	
   

  	
  64,068,644.00

  	
   

  	
  42,925,991.48

  	
   

  	
  25,476.18

  	
   

  	
  42,951,467.66

  	
   

  	
  206,328.11

  	
   

  	
  11/25/2008

  	
   

  	
  907,621.90

  	
   

  	
  184,702.34

  	
   

  	
  1,092,324.24

  	
   

  	
  2,123.89

  	
   

  
	
   

  	
   

  	
  IMPAC SECD P/T

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45256VAA5

  	
   

  	
  2006 2 1-A1-1

  	
   

  	
  133,881,086.00

  	
   

  	
  77,758,134.75

  	
   

  	
  51,153.73

  	
   

  	
  77,809,288.48

  	
   

  	
  373,776.37

  	
   

  	
  11/25/2008

  	
   

  	
  1,845,355.18

  	
   

  	
  370,864.56

  	
   

  	
  2,216,219.74

  	
   

  	
  4,309.16

  	
   

  
	
   

  	
   

  	
  INDYMAC HM EQ 06

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  45661DAA4

  	
   

  	
  HE2 CL A

  	
   

  	
  64,549,486.80

  	
   

  	
  36,606,013.96

  	
   

  	
  18,235.23

  	
   

  	
  36,624,249.19

  	
   

  	
  175,933.74

  	
   

  	
  11/28/2008

  	
   

  	
  1,398,056.53

  	
   

  	
  188,430.71

  	
   

  	
  1,586,487.24

  	
   

  	
  2,540.36

  	
   

  
	
   

  	
   

  	
  IRWIN WHOLE LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  464187CP6

  	
   

  	
  HM EQ 05-B 1A-1

  	
   

  	
  4,954,746.99

  	
   

  	
  4,613,860.40

  	
   

  	
  1,931.66

  	
   

  	
  4,615,792.06

  	
   

  	
  22,173.11

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  14,004.55

  	
   

  	
  14,004.55

  	
   

  	
  27.23

  	
   

  
	
   

  	
   

  	
  JP MORGAN MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  46625SAD8

  	
   

  	
  ACQ TR 06 HE2 A4

  	
   

  	
  15,844,000.00

  	
   

  	
  12,946,132.40

  	
   

  	
  5,994.88

  	
   

  	
  12,952,127.28

  	
   

  	
  62,218.78

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  43,462.88

  	
   

  	
  43,462.88

  	
   

  	
  84.51

  	
   

  
	
   

  	
   

  	
  JP MORGAN MTG 05-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  46626LBF6

  	
   

  	
  WMC1 A3

  	
   

  	
  31,007,085.46

  	
   

  	
  29,838,118.34

  	
   

  	
  12,122.91

  	
   

  	
  29,850,241.25

  	
   

  	
  143,393.10

  	
   

  	
  11/25/2008

  	
   

  	
  7,939,978.87

  	
   

  	
  87,745.27

  	
   

  	
  8,027,724.13

  	
   

  	
  15,608.91

  	
   

  
	
   

  	
   

  	
  JP MORGAN MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  46626LHT0

  	
   

  	
  2006-WMC1 CL A4

  	
   

  	
  120,200,000.00

  	
   

  	
  82,457,200.00

  	
   

  	
  45,926.42

  	
   

  	
  82,503,126.42

  	
   

  	
  396,324.39

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  332,180.67

  	
   

  	
  332,180.67

  	
   

  	
  645.88

  	
   

  
	
   

  	
   

  	
  J P MORGAN MTG 06

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  46628RAG0

  	
   

  	
  M-2

  	
   

  	
  17,500,000.00

  	
   

  	
  2,268,000.00

  	
   

  	
  6,900.35

  	
   

  	
  2,274,900.35

  	
   

  	
  10,928.05

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  50,001.39

  	
   

  	
  50,001.39

  	
   

  	
  97.22

  	
   

  
	
   

  	
   

  	
  J P MORGAN MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  46629KAG4

  	
   

  	
  06-WMC3 CL M1

  	
   

  	
  16,306,000.00

  	
   

  	
  500,594.20

  	
   

  	
  6,357.08

  	
   

  	
  506,951.28

  	
   

  	
  2,435.27

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  46,088.80

  	
   

  	
  46,088.80

  	
   

  	
  89.61

  	
   

  
	
   

  	
   

  	
  J P MORGAN MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  46630BAF3

  	
   

  	
  06-WMC4 CL A-5

  	
   

  	
  80,000,000.00

  	
   

  	
  29,696,000.00

  	
   

  	
  30,833.33

  	
   

  	
  29,726,833.33

  	
   

  	
  142,800.28

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  223,410.88

  	
   

  	
  223,410.88

  	
   

  	
  434.39

  	
   

  
	
   

  	
   

  	
  J P MORGAN MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  46630CAD6

  	
   

  	
  07-CH4 CL A-4

  	
   

  	
  20,000,000.00

  	
   

  	
  8,330,000.00

  	
   

  	
  7,597.22

  	
   

  	
  8,337,597.22

  	
   

  	
  40,051.73

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  55,079.86

  	
   

  	
  55,079.86

  	
   

  	
  107.10

  	
   

  
	
   

  	
   

  	
  J P MORGAN MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  46630KAT3

  	
   

  	
  07-HE1 CL AV-3

  	
   

  	
  38,300,000.00

  	
   

  	
  11,570,430.00

  	
   

  	
  14,676.35

  	
   

  	
  11,585,106.35

  	
   

  	
  55,651.95

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  106,403.52

  	
   

  	
  106,403.52

  	
   

  	
  206.89

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 05-3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525221AB3

  	
   

  	
  1-A-2

  	
   

  	
  21,430,759.51

  	
   

  	
  20,609,961.42

  	
   

  	
  8,426.46

  	
   

  	
  20,618,387.88

  	
   

  	
  99,045.58

  	
   

  	
  11/25/2008

  	
   

  	
  2,099,027.63

  	
   

  	
  61,091.80

  	
   

  	
  2,160,119.43

  	
   

  	
  4,200.08

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 05-3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525221AC1

  	
   

  	
  1-A3

  	
   

  	
  66,923,000.00

  	
   

  	
  51,396,864.00

  	
   

  	
  27,354.78

  	
   

  	
  51,424,218.78

  	
   

  	
  247,029.09

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  198,322.13

  	
   

  	
  198,322.13

  	
   

  	
  385.61

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525221BZ9

  	
   

  	
  2005-4 CTF 1A2

  	
   

  	
  4,122,143.10

  	
   

  	
  3,893,364.16

  	
   

  	
  1,616.22

  	
   

  	
  3,894,980.38

  	
   

  	
  18,710.51

  	
   

  	
  11/25/2008

  	
   

  	
  385,257.16

  	
   

  	
  11,717.62

  	
   

  	
  396,974.78

  	
   

  	
  771.87

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525221CA3

  	
   

  	
  2005-4 CTF 1A3

  	
   

  	
  61,532,000.00

  	
   

  	
  44,044,605.60

  	
   

  	
  25,014.47

  	
   

  	
  44,069,620.07

  	
   

  	
  211,699.44

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  181,354.89

  	
   

  	
  181,354.89

  	
   

  	
  352.62

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 05-4

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525221CB1

  	
   

  	
  MTG P/T 1-A4

  	
   

  	
  10,415,918.35

  	
   

  	
  7,425,508.19

  	
   

  	
  4,095.48

  	
   

  	
  7,429,603.67

  	
   

  	
  35,689.96

  	
   

  	
  11/25/2008

  	
   

  	
  335,162.34

  	
   

  	
  29,692.24

  	
   

  	
  364,854.58

  	
   

  	
  709.41

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525221CV7

  	
   

  	
  2005-6 CL 1A3

  	
   

  	
  26,695,505.99

  	
   

  	
  24,714,699.45

  	
   

  	
  10,437.20

  	
   

  	
  24,725,136.65

  	
   

  	
  118,773.38

  	
   

  	
  11/25/2008

  	
   

  	
  1,072,970.55

  	
   

  	
  75,669.71

  	
   

  	
  1,148,640.26

  	
   

  	
  2,233.39

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525221CW5

  	
   

  	
  2005-6 CL 1A4

  	
   

  	
  27,342,000.00

  	
   

  	
  17,364,904.20

  	
   

  	
  11,054.52

  	
   

  	
  17,375,958.72

  	
   

  	
  83,469.76

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  80,145.29

  	
   

  	
  80,145.29

  	
   

  	
  155.83

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525221JJ7

  	
   

  	
  2006-3 CL A3

  	
   

  	
  22,658,000.00

  	
   

  	
  8,299,625.40

  	
   

  	
  8,959.35

  	
   

  	
  8,308,584.75

  	
   

  	
  39,912.36

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  64,955.29

  	
   

  	
  64,955.29

  	
   

  	
  126.30

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 06-7

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52522EAD1

  	
   

  	
  2-A2

  	
   

  	
  100,571,228.70

  	
   

  	
  66,889,924.21

  	
   

  	
  38,314.84

  	
   

  	
  66,928,239.05

  	
   

  	
  321,506.53

  	
   

  	
  11/25/2008

  	
   

  	
  530,345.79

  	
   

  	
  277,782.62

  	
   

  	
  808,128.41

  	
   

  	
  1,571.30

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 06-7

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52522EAE9

  	
   

  	
  2-A2A

  	
   

  	
  28,812,000.00

  	
   

  	
  8,355,480.00

  	
   

  	
  11,328.72

  	
   

  	
  8,366,808.72

  	
   

  	
  40,192.06

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  82,133.21

  	
   

  	
  82,133.21

  	
   

  	
  159.70

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52522WAB5

  	
   

  	
  11 P/T 1-A2

  	
   

  	
  231,092,000.00

  	
   

  	
  155,316,933.20

  	
   

  	
  87,782.86

  	
   

  	
  155,404,716.06

  	
   

  	
  746,525.40

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  636,425.76

  	
   

  	
  636,425.76

  	
   

  	
  1,237.45

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52522WAC3

  	
   

  	
  11 P/T 1-A3

  	
   

  	
  64,586,000.00

  	
   

  	
  18,891,405.00

  	
   

  	
  25,323.09

  	
   

  	
  18,916,728.09

  	
   

  	
  90,871.23

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  183,592.43

  	
   

  	
  183,592.43

  	
   

  	
  356.97

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525237AB9

  	
   

  	
  2007-10H I-A2

  	
   

  	
  142,759,000.00

  	
   

  	
  71,593,638.50

  	
   

  	
  55,180.32

  	
   

  	
  71,648,818.82

  	
   

  	
  344,183.01

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  400,057.31

  	
   

  	
  400,057.31

  	
   

  	
  777.86

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525237AC7

  	
   

  	
  2007-10H I-A3

  	
   

  	
  68,738,000.00

  	
   

  	
  19,390,989.80

  	
   

  	
  27,027.40

  	
   

  	
  19,418,017.20

  	
   

  	
  93,279.30

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  195,948.65

  	
   

  	
  195,948.65

  	
   

  	
  381.00

  	
   

  
	
   

  	
   

  	
  LEHMAN XS P/T

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52523DAB6

  	
   

  	
  2006 9 A1B

  	
   

  	
  237,471,000.00

  	
   

  	
  130,609,050.00

  	
   

  	
  90,206.00

  	
   

  	
  130,699,256.00

  	
   

  	
  627,846.55

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  653,993.48

  	
   

  	
  653,993.48

  	
   

  	
  1,271.61

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52523DAC4

  	
   

  	
  06 9 A1C

  	
   

  	
  71,637,000.00

  	
   

  	
  20,502,509.40

  	
   

  	
  28,008.08

  	
   

  	
  20,530,517.48

  	
   

  	
  98,623.47

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  203,058.56

  	
   

  	
  203,058.56

  	
   

  	
  394.82

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52523LAB8

  	
   

  	
  13 P/T 1-A2

  	
   

  	
  168,620,000.00

  	
   

  	
  92,741,000.00

  	
   

  	
  64,239.54

  	
   

  	
  92,805,239.54

  	
   

  	
  445,813.17

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  465,736.64

  	
   

  	
  465,736.64

  	
   

  	
  905.57

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52523LAC6

  	
   

  	
  13 P/T 1-A3

  	
   

  	
  41,552,000.00

  	
   

  	
  11,954,510.40

  	
   

  	
  16,384.18

  	
   

  	
  11,970,894.58

  	
   

  	
  57,505.18

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  118,785.34

  	
   

  	
  118,785.34

  	
   

  	
  230.96

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52523QAB7

  	
   

  	
  20 P/T CL A2

  	
   

  	
  106,006,000.00

  	
   

  	
  58,239,696.40

  	
   

  	
  40,385.34

  	
   

  	
  58,280,081.74

  	
   

  	
  279,962.94

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  292,793.77

  	
   

  	
  292,793.77

  	
   

  	
  569.30

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52523YAB0

  	
   

  	
  2006-19 CL A2

  	
   

  	
  94,066,000.00

  	
   

  	
  52,187,816.80

  	
   

  	
  35,836.53

  	
   

  	
  52,223,653.33

  	
   

  	
  250,869.37

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  259,814.90

  	
   

  	
  259,814.90

  	
   

  	
  505.18

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 07-3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525245AG1

  	
   

  	
  P/T CL 2A2

  	
   

  	
  79,771,000.00

  	
   

  	
  40,683,210.00

  	
   

  	
  30,301.90

  	
   

  	
  40,713,511.90

  	
   

  	
  195,577.53

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  219,688.78

  	
   

  	
  219,688.78

  	
   

  	
  427.16

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 07-3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525245AH9

  	
   

  	
  P/T CL 2A3

  	
   

  	
  40,805,000.00

  	
   

  	
  11,074,477.00

  	
   

  	
  15,862.94

  	
   

  	
  11,090,339.94

  	
   

  	
  53,275.22

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  115,006.34

  	
   

  	
  115,006.34

  	
   

  	
  223.62

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 2007

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525249AA6

  	
   

  	
  11 CL A1

  	
   

  	
  7,633,149.72

  	
   

  	
  5,880,578.54

  	
   

  	
  2,874.09

  	
   

  	
  5,883,452.64

  	
   

  	
  28,262.64

  	
   

  	
  11/25/2008

  	
   

  	
  215,893.05

  	
   

  	
  20,837.17

  	
   

  	
  236,730.22

  	
   

  	
  460.29

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525249AB4

  	
   

  	
  11 CL A2

  	
   

  	
  102,112,000.00

  	
   

  	
  36,198,704.00

  	
   

  	
  39,355.67

  	
   

  	
  36,238,059.67

  	
   

  	
  174,078.58

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  285,328.58

  	
   

  	
  285,328.58

  	
   

  	
  554.79

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  525249AC2

  	
   

  	
  11 CL A3

  	
   

  	
  46,653,000.00

  	
   

  	
  12,279,069.60

  	
   

  	
  18,240.03

  	
   

  	
  12,297,309.63

  	
   

  	
  59,073.20

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  132,240.20

  	
   

  	
  132,240.20

  	
   

  	
  257.12

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR SER

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52524MAC3

  	
   

  	
  07-9 CL 1-A2

  	
   

  	
  91,102,000.00

  	
   

  	
  35,329,355.60

  	
   

  	
  35,517.13

  	
   

  	
  35,364,872.73

  	
   

  	
  169,884.01

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  257,499.17

  	
   

  	
  257,499.17

  	
   

  	
  500.67

  	
   

  
	
   

  	
   

  	
  LEHMAN XS TR SER

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  52524MAD1

  	
   

  	
  07-9 CL 1A3

  	
   

  	
  45,184,000.00

  	
   

  	
  10,179,955.20

  	
   

  	
  17,866.51

  	
   

  	
  10,197,821.71

  	
   

  	
  48,987.79

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  129,532.17

  	
   

  	
  129,532.17

  	
   

  	
  251.86

  	
   

  

 

 

	
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  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  LONG BEACH MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  542512AF5

  	
   

  	
  06-11 CL M-1

  	
   

  	
  48,750,000.00

  	
   

  	
  1,564,875.00

  	
   

  	
  18,951.56

  	
   

  	
  1,583,826.56

  	
   

  	
  7,608.31

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  137,398.83

  	
   

  	
  137,398.83

  	
   

  	
  267.15

  	
   

  
	
   

  	
   

  	
  LONG BEACH MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  54251PAD9

  	
   

  	
  LN 06 5 IIA3

  	
   

  	
  80,000,000.00

  	
   

  	
  44,000,000.00

  	
   

  	
  30,300.00

  	
   

  	
  44,030,300.00

  	
   

  	
  211,510.55

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  219,675.00

  	
   

  	
  219,675.00

  	
   

  	
  427.13

  	
   

  
	
   

  	
   

  	
  MASTR ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  55275BAF4

  	
   

  	
  06-NC2 CL M1

  	
   

  	
  24,073,000.00

  	
   

  	
  3,129,490.00

  	
   

  	
  9,385.13

  	
   

  	
  3,138,875.13

  	
   

  	
  15,078.37

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  68,042.17

  	
   

  	
  68,042.17

  	
   

  	
  132.30

  	
   

  
	
   

  	
   

  	
  MSDWCC HELOC TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  55353WAA4

  	
   

  	
  03-1

  	
   

  	
  9,157,461.31

  	
   

  	
  5,455,099.70

  	
   

  	
  3,590.49

  	
   

  	
  5,458,690.19

  	
   

  	
  26,222.18

  	
   

  	
  11/25/2008

  	
   

  	
  147,299.52

  	
   

  	
  26,031.04

  	
   

  	
  173,330.56

  	
   

  	
  337.02

  	
   

  
	
   

  	
   

  	
  MASTR ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  57643LMN3

  	
   

  	
  TR 05-NC2 A-3

  	
   

  	
  133,065,000.00

  	
   

  	
  93,717,679.50

  	
   

  	
  51,876.87

  	
   

  	
  93,769,556.37

  	
   

  	
  450,445.51

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  376,107.30

  	
   

  	
  376,107.30

  	
   

  	
  731.29

  	
   

  
	
   

  	
   

  	
  MASTR ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  57643LQB5

  	
   

  	
  2006-AM1 CL A3

  	
   

  	
  22,409,000.00

  	
   

  	
  15,780,417.80

  	
   

  	
  8,587.00

  	
   

  	
  15,789,004.80

  	
   

  	
  75,846.43

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  62,255.78

  	
   

  	
  62,255.78

  	
   

  	
  121.05

  	
   

  
	
   

  	
   

  	
  MASTR ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  57643LQT6

  	
   

  	
  2006-HE1 CL A3

  	
   

  	
  29,533,000.00

  	
   

  	
  25,410,193.20

  	
   

  	
  11,316.88

  	
   

  	
  25,421,510.08

  	
   

  	
  122,118.58

  	
   

  	
  11/25/2008

  	
   

  	
  601,979.23

  	
   

  	
  82,047.39

  	
   

  	
  684,026.62

  	
   

  	
  1,330.00

  	
   

  
	
   

  	
   

  	
  MASTR ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
  BACKED 06-WMC1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  57643LRK4

  	
   

  	
  A3

  	
   

  	
  39,700,000.00

  	
   

  	
  29,330,360.00

  	
   

  	
  15,168.71

  	
   

  	
  29,345,528.71

  	
   

  	
  140,968.58

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  109,973.13

  	
   

  	
  109,973.13

  	
   

  	
  213.83

  	
   

  
	
   

  	
   

  	
  MASTR ABS 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  57644UAE5

  	
   

  	
  HE2 A-3

  	
   

  	
  16,760,000.00

  	
   

  	
  8,582,796.00

  	
   

  	
  6,347.85

  	
   

  	
  8,589,143.85

  	
   

  	
  41,260.10

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  46,021.91

  	
   

  	
  46,021.91

  	
   

  	
  89.48

  	
   

  
	
   

  	
   

  	
  MASTR ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  57644UAG0

  	
   

  	
  2006 HE2 M-1

  	
   

  	
  5,670,000.00

  	
   

  	
  247,779.00

  	
   

  	
  2,216.81

  	
   

  	
  249,995.81

  	
   

  	
  1,200.92

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  16,071.89

  	
   

  	
  16,071.89

  	
   

  	
  31.25

  	
   

  
	
   

  	
   

  	
  MASTR ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  57644UAH8

  	
   

  	
  2006 HE2 M-2

  	
   

  	
  5,656,000.00

  	
   

  	
  438,340.00

  	
   

  	
  2,230.19

  	
   

  	
  440,570.19

  	
   

  	
  2,116.39

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  16,168.89

  	
   

  	
  16,168.89

  	
   

  	
  31.44

  	
   

  
	
   

  	
   

  	
  MASTR ABS 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  57645FAC1

  	
   

  	
  AM2 P/T A-3

  	
   

  	
  29,720,000.00

  	
   

  	
  20,741,588.00

  	
   

  	
  11,322.49

  	
   

  	
  20,752,910.49

  	
   

  	
  99,691.79

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  82,088.09

  	
   

  	
  82,088.09

  	
   

  	
  159.61

  	
   

  
	
   

  	
   

  	
  MASTR ABS 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  57645FAD9

  	
   

  	
  AM2 P/T M-1

  	
   

  	
  18,615,000.00

  	
   

  	
  4,599,766.50

  	
   

  	
  7,340.00

  	
   

  	
  4,607,106.50

  	
   

  	
  22,131.39

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  53,214.98

  	
   

  	
  53,214.98

  	
   

  	
  103.47

  	
   

  
	
   

  	
   

  	
  MASTR ABS 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  57645FAE7

  	
   

  	
  AM2 P/T M-2

  	
   

  	
  4,183,000.00

  	
   

  	
  880,939.80

  	
   

  	
  1,654.03

  	
   

  	
  882,593.83

  	
   

  	
  4,239.76

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  11,991.70

  	
   

  	
  11,991.70

  	
   

  	
  23.32

  	
   

  
	
   

  	
   

  	
  MASTR ABS 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  57645FAF4

  	
   

  	
  AM2 P/T M-3

  	
   

  	
  3,501,000.00

  	
   

  	
  447,427.80

  	
   

  	
  1,392.13

  	
   

  	
  448,819.93

  	
   

  	
  2,156.02

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  10,092.97

  	
   

  	
  10,092.97

  	
   

  	
  19.62

  	
   

  
	
   

  	
   

  	
  MERRILL LYNCH MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  59020U3C7

  	
   

  	
  2006-HE1 A2C

  	
   

  	
  28,655,000.00

  	
   

  	
  22,835,169.50

  	
   

  	
  11,012.28

  	
   

  	
  22,846,181.78

  	
   

  	
  109,747.35

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  79,839.00

  	
   

  	
  79,839.00

  	
   

  	
  155.24

  	
   

  
	
   

  	
   

  	
  MERRILL LYNCH MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  59020U3D5

  	
   

  	
  2006-HE1 A2D

  	
   

  	
  19,554,000.00

  	
   

  	
  10,506,364.20

  	
   

  	
  7,753.70

  	
   

  	
  10,514,117.90

  	
   

  	
  50,507.19

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  56,214.36

  	
   

  	
  56,214.36

  	
   

  	
  109.30

  	
   

  
	
   

  	
   

  	
  MERRILL LYNCH MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  59020US22

  	
   

  	
  05-HE2 A2B

  	
   

  	
  35,446,463.81

  	
   

  	
  31,561,531.38

  	
   

  	
  13,819.20

  	
   

  	
  31,575,350.57

  	
   

  	
  151,680.09

  	
   

  	
  11/25/2008

  	
   

  	
  3,132,828.14

  	
   

  	
  100,189.18

  	
   

  	
  3,233,017.32

  	
   

  	
  6,286.20

  	
   

  
	
   

  	
   

  	
  MERRILL LYNCH MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  590212AC0

  	
   

  	
  06 HE3 A3

  	
   

  	
  93,192,000.00

  	
   

  	
  41,013,799.20

  	
   

  	
  35,296.47

  	
   

  	
  41,049,095.67

  	
   

  	
  197,189.59

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  255,899.41

  	
   

  	
  255,899.41

  	
   

  	
  497.56

  	
   

  
	
   

  	
   

  	
  MERRILL LYCH 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  59022QAD4

  	
   

  	
  HE5 CL A2C

  	
   

  	
  117,353,000.00

  	
   

  	
  49,839,819.10

  	
   

  	
  44,447.45

  	
   

  	
  49,884,266.55

  	
   

  	
  239,631.55

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  322,243.94

  	
   

  	
  322,243.94

  	
   

  	
  626.56

  	
   

  
	
   

  	
   

  	
  MERRILL LYNCH MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  59022QAF9

  	
   

  	
  06-HE5 CL M1

  	
   

  	
  50,235,000.00

  	
   

  	
  7,198,675.50

  	
   

  	
  19,640.49

  	
   

  	
  7,218,315.99

  	
   

  	
  34,674.99

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  142,393.57

  	
   

  	
  142,393.57

  	
   

  	
  276.87

  	
   

  
	
   

  	
   

  	
  MERRILL LYNCH 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  59022QAG7

  	
   

  	
  HE5 CL M2

  	
   

  	
  41,918,000.00

  	
   

  	
  1,794,090.40

  	
   

  	
  16,575.08

  	
   

  	
  1,810,665.48

  	
   

  	
  8,697.98

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  120,169.31

  	
   

  	
  120,169.31

  	
   

  	
  233.65

  	
   

  
	
   

  	
   

  	
  MERRILL LYNCH 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  59022VAF8

  	
   

  	
  OPTI CL M1

  	
   

  	
  49,884,000.00

  	
   

  	
  8,495,245.20

  	
   

  	
  19,503.26

  	
   

  	
  8,514,748.46

  	
   

  	
  40,902.72

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  141,398.64

  	
   

  	
  141,398.64

  	
   

  	
  274.93

  	
   

  

 

 

	
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  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  MERRILL LYNCH 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  59022VAG6

  	
   

  	
  OPT1 CL M2

  	
   

  	
  35,826,000.00

  	
   

  	
  1,597,839.60

  	
   

  	
  14,166.20

  	
   

  	
  1,612,005.80

  	
   

  	
  7,743.67

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  102,704.94

  	
   

  	
  102,704.94

  	
   

  	
  199.70

  	
   

  
	
   

  	
   

  	
  MERRILL LYNCH 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  59024UAD3

  	
   

  	
  MLN1 CL A-2C

  	
   

  	
  114,600,000.00

  	
   

  	
  40,946,580.00

  	
   

  	
  44,805.42

  	
   

  	
  40,991,385.42

  	
   

  	
  196,912.37

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  324,839.27

  	
   

  	
  324,839.27

  	
   

  	
  631.61

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61744CKG0

  	
   

  	
  ABS 05-HE1 A1MZ

  	
   

  	
  343,223.60

  	
   

  	
  274,578.88

  	
   

  	
  136.10

  	
   

  	
  274,714.98

  	
   

  	
  1,319.66

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  986.71

  	
   

  	
  986.71

  	
   

  	
  1.92

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61744CWX0

  	
   

  	
  ABS 2006-1 A2C

  	
   

  	
  55,000,000.00

  	
   

  	
  37,939,000.00

  	
   

  	
  21,931.25

  	
   

  	
  37,960,931.25

  	
   

  	
  182,354.82

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  159,001.56

  	
   

  	
  159,001.56

  	
   

  	
  309.16

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61744CXM3

  	
   

  	
  ABS 06-WMC1 A2C

  	
   

  	
  25,000,000.00

  	
   

  	
  15,360,000.00

  	
   

  	
  9,913.19

  	
   

  	
  15,369,913.19

  	
   

  	
  73,833.22

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  71,811.09

  	
   

  	
  71,811.09

  	
   

  	
  139.63

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61744CYP5

  	
   

  	
  ABS CAP 06-2 A4

  	
   

  	
  32,000,000.00

  	
   

  	
  16,355,200.00

  	
   

  	
  12,582.22

  	
   

  	
  16,367,782.22

  	
   

  	
  78,626.73

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  91,221.11

  	
   

  	
  91,221.11

  	
   

  	
  177.37

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  617451EU9

  	
   

  	
  CAP 06-HE2 A2C

  	
   

  	
  145,000,000.00

  	
   

  	
  115,492,500.00

  	
   

  	
  55,402.08

  	
   

  	
  115,547,902.08

  	
   

  	
  555,063.23

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  401,478.20

  	
   

  	
  401,478.20

  	
   

  	
  780.62

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  617487AC7

  	
   

  	
  MTG 06-16AX 2A2

  	
   

  	
  62,000,000.00

  	
   

  	
  32,215,200.00

  	
   

  	
  23,620.28

  	
   

  	
  32,238,820.28

  	
   

  	
  154,867.23

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  171,247.02

  	
   

  	
  171,247.02

  	
   

  	
  332.97

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61749HAD2

  	
   

  	
  06 HE3 A-2C

  	
   

  	
  40,000,000.00

  	
   

  	
  20,000,000.00

  	
   

  	
  15,194.44

  	
   

  	
  20,015,194.44

  	
   

  	
  96,147.99

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  110,159.72

  	
   

  	
  110,159.72

  	
   

  	
  214.19

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61749QAD2

  	
   

  	
  IXIS RE 06 1 A3

  	
   

  	
  43,255,000.00

  	
   

  	
  32,748,360.50

  	
   

  	
  16,382.83

  	
   

  	
  32,764,743.33

  	
   

  	
  157,393.64

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  118,589.69

  	
   

  	
  118,589.69

  	
   

  	
  230.58

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  617505AE2

  	
   

  	
  07-NC1 CL A2D

  	
   

  	
  17,385,000.00

  	
   

  	
  4,958,202.00

  	
   

  	
  6,719.79

  	
   

  	
  4,964,921.79

  	
   

  	
  23,850.24

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  48,718.44

  	
   

  	
  48,718.44

  	
   

  	
  94.73

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61751GAC1

  	
   

  	
  07-5AX CL 2A2

  	
   

  	
  7,000,000.00

  	
   

  	
  3,681,300.00

  	
   

  	
  2,651.25

  	
   

  	
  3,683,951.25

  	
   

  	
  17,696.78

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  19,221.56

  	
   

  	
  19,221.56

  	
   

  	
  37.37

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61751GAD9

  	
   

  	
  07-5AX CL 2A3

  	
   

  	
  10,100,000.00

  	
   

  	
  5,330,780.00

  	
   

  	
  3,915.15

  	
   

  	
  5,334,695.15

  	
   

  	
  25,626.54

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  28,384.86

  	
   

  	
  28,384.86

  	
   

  	
  55.19

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61753NAE0

  	
   

  	
  07-NC2 CL A2C

  	
   

  	
  57,000,000.00

  	
   

  	
  25,627,200.00

  	
   

  	
  22,285.42

  	
   

  	
  25,649,485.42

  	
   

  	
  123,213.72

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  161,426.55

  	
   

  	
  161,426.55

  	
   

  	
  313.87

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61753NAF7

  	
   

  	
  07-NC2 CL A-2D

  	
   

  	
  30,000,000.00

  	
   

  	
  8,445,000.00

  	
   

  	
  11,962.50

  	
   

  	
  8,456,962.50

  	
   

  	
  40,625.13

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  86,651.51

  	
   

  	
  86,651.51

  	
   

  	
  168.48

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61755AAC0

  	
   

  	
  07-NC3 CL A-2B

  	
   

  	
  52,980,000.00

  	
   

  	
  33,727,068.00

  	
   

  	
  20,007.31

  	
   

  	
  33,747,075.31

  	
   

  	
  162,112.51

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  145,030.35

  	
   

  	
  145,030.35

  	
   

  	
  281.99

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61755AAD8

  	
   

  	
  07-NC3 CL A-2C

  	
   

  	
  71,000,000.00

  	
   

  	
  29,997,500.00

  	
   

  	
  27,206.81

  	
   

  	
  30,024,706.81

  	
   

  	
  144,231.19

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  197,218.56

  	
   

  	
  197,218.56

  	
   

  	
  383.47

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61755AAE6

  	
   

  	
  07-NC3 CL A-2D

  	
   

  	
  26,000,000.00

  	
   

  	
  7,480,200.00

  	
   

  	
  10,165.28

  	
   

  	
  7,490,365.28

  	
   

  	
  35,981.84

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  73,686.76

  	
   

  	
  73,686.76

  	
   

  	
  143.27

  	
   

  
	
   

  	
   

  	
  MORGAN STANLEY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  61755EAD0

  	
   

  	
  07-NC4 CL A2C

  	
   

  	
  46,000,000.00

  	
   

  	
  16,100,000.00

  	
   

  	
  17,524.72

  	
   

  	
  16,117,524.72

  	
   

  	
  77,424.56

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  126,930.89

  	
   

  	
  126,930.89

  	
   

  	
  246.80

  	
   

  
	
   

  	
   

  	
  NATIONSTAR HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  63860FAD5

  	
   

  	
  EQ 2006-B AV-4

  	
   

  	
  59,274,000.00

  	
   

  	
  30,964,737.60

  	
   

  	
  23,306.21

  	
   

  	
  30,988,043.81

  	
   

  	
  148,858.82

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  168,970.00

  	
   

  	
  168,970.00

  	
   

  	
  328.54

  	
   

  
	
   

  	
   

  	
  NATIONSTAR HM

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  63860HAC3

  	
   

  	
  EQTY 07-A CL AV3

  	
   

  	
  35,000,000.00

  	
   

  	
  19,281,500.00

  	
   

  	
  13,256.25

  	
   

  	
  19,294,756.25

  	
   

  	
  92,687.19

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  96,107.81

  	
   

  	
  96,107.81

  	
   

  	
  186.87

  	
   

  
	
   

  	
   

  	
  NATIONSTAR HM

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  63860HAD1

  	
   

  	
  EQTY 07-A CL AV4

  	
   

  	
  39,000,000.00

  	
   

  	
  13,856,700.00

  	
   

  	
  15,117.92

  	
   

  	
  13,871,817.92

  	
   

  	
  66,636.75

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  109,604.90

  	
   

  	
  109,604.90

  	
   

  	
  213.11

  	
   

  
	
   

  	
   

  	
  NATIONSTAR HM

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  63860LAC4

  	
   

  	
  EQTY 07-B 2AV2

  	
   

  	
  58,395,000.00

  	
   

  	
  38,978,662.50

  	
   

  	
  22,311.76

  	
   

  	
  39,000,974.26

  	
   

  	
  187,350.93

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  161,760.22

  	
   

  	
  161,760.22

  	
   

  	
  314.52

  	
   

  

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  NATIONSTAR HM

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  63860LAD2

  	
   

  	
  EQTY 07-B CL2AV3

  	
   

  	
  28,708,000.00

  	
   

  	
  13,383,669.60

  	
   

  	
  11,192.13

  	
   

  	
  13,394,861.73

  	
   

  	
  64,345.57

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  81,142.96

  	
   

  	
  81,142.96

  	
   

  	
  157.77

  	
   

  
	
   

  	
   

  	
  NEW CENTY HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  64352VKN0

  	
   

  	
  EQUITY 05-2 A-1

  	
   

  	
  12,677,260.83

  	
   

  	
  10,809,900.31

  	
   

  	
  5,083.23

  	
   

  	
  10,814,983.54

  	
   

  	
  51,952.48

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  36,853.41

  	
   

  	
  36,853.41

  	
   

  	
  71.66

  	
   

  
	
   

  	
   

  	
  NEW CENTY HM EQ

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  64352VLG4

  	
   

  	
  LN TR 05-3 A2C

  	
   

  	
  83,387,114.99

  	
   

  	
  76,841,226.46

  	
   

  	
  32,694.70

  	
   

  	
  76,873,921.16

  	
   

  	
  369,283.10

  	
   

  	
  11/25/2008

  	
   

  	
  5,113,670.24

  	
   

  	
  237,036.57

  	
   

  	
  5,350,706.80

  	
   

  	
  10,403.78

  	
   

  
	
   

  	
   

  	
  NEW CENTY HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  64352VMS7

  	
   

  	
  EQ 05-4 CL A-2B

  	
   

  	
  19,534,503.99

  	
   

  	
  16,809,440.68

  	
   

  	
  7,659.15

  	
   

  	
  16,817,099.84

  	
   

  	
  80,785.14

  	
   

  	
  11/25/2008

  	
   

  	
  638,933.69

  	
   

  	
  55,528.86

  	
   

  	
  694,462.56

  	
   

  	
  1,350.30

  	
   

  
	
   

  	
   

  	
  NEW CENTY HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  64352VNH0

  	
   

  	
  EQ 05-B CL A2C

  	
   

  	
  244,245,602.10

  	
   

  	
  206,485,232.02

  	
   

  	
  96,036.01

  	
   

  	
  206,581,268.03

  	
   

  	
  992,364.77

  	
   

  	
  11/25/2008

  	
   

  	
  8,081,754.09

  	
   

  	
  696,261.11

  	
   

  	
  8,778,015.20

  	
   

  	
  17,067.75

  	
   

  
	
   

  	
   

  	
  NEWCASTLE MTG 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  65106FAC6

  	
   

  	
  1 CL 2A2

  	
   

  	
  27,683,000.00

  	
   

  	
  13,963,305.20

  	
   

  	
  10,515.70

  	
   

  	
  13,973,820.90

  	
   

  	
  67,126.74

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  76,238.79

  	
   

  	
  76,238.79

  	
   

  	
  148.24

  	
   

  
	
   

  	
   

  	
  NEWCASTLE MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  65106FAD4

  	
   

  	
  SECS 07-1 CL 2A3

  	
   

  	
  34,007,000.00

  	
   

  	
  13,531,385.30

  	
   

  	
  13,182.44

  	
   

  	
  13,544,567.74

  	
   

  	
  65,064.72

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  95,572.66

  	
   

  	
  95,572.66

  	
   

  	
  185.83

  	
   

  
	
   

  	
   

  	
  NOMURA ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  65535VTP3

  	
   

  	
  CORP 06S1 A2 144A

  	
   

  	
  10,000,000.00

  	
   

  	
  2,325,000.00

  	
   

  	
  3,965.28

  	
   

  	
  2,328,965.28

  	
   

  	
  11,187.77

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  28,748.26

  	
   

  	
  28,748.26

  	
   

  	
  55.90

  	
   

  
	
   

  	
   

  	
  NOMURA HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  65536HBA5

  	
   

  	
  2005-HE1 CL 2A2

  	
   

  	
  17,557,397.93

  	
   

  	
  16,985,026.76

  	
   

  	
  6,883.96

  	
   

  	
  16,991,910.72

  	
   

  	
  81,624.89

  	
   

  	
  11/25/2008

  	
   

  	
  3,010,906.00

  	
   

  	
  49,908.73

  	
   

  	
  3,060,814.73

  	
   

  	
  5,951.37

  	
   

  
	
   

  	
   

  	
  NOMURA HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  65536MAC1

  	
   

  	
  EQUITY 06 HE2 A3

  	
   

  	
  26,000,000.00

  	
   

  	
  21,036,600.00

  	
   

  	
  9,905.28

  	
   

  	
  21,046,505.28

  	
   

  	
  101,102.15

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  71,813.26

  	
   

  	
  71,813.26

  	
   

  	
  139.63

  	
   

  
	
   

  	
   

  	
  NOMURA ASSET SER

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  65538NAB9

  	
   

  	
  07-1 CL 2A3

  	
   

  	
  42,972,000.00

  	
   

  	
  21,971,583.60

  	
   

  	
  16,753.11

  	
   

  	
  21,988,336.71

  	
   

  	
  105,626.47

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  121,460.06

  	
   

  	
  121,460.06

  	
   

  	
  236.16

  	
   

  
	
   

  	
   

  	
  NOMURA ASSET SER

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  65538NAC7

  	
   

  	
  07-1 CL 2A3

  	
   

  	
  41,602,000.00

  	
   

  	
  21,375,107.60

  	
   

  	
  16,681.25

  	
   

  	
  21,391,788.85

  	
   

  	
  102,760.81

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  120,939.04

  	
   

  	
  120,939.04

  	
   

  	
  235.15

  	
   

  
	
   

  	
   

  	
  NOVASTAR MTG FDS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  669884AF5

  	
   

  	
  SER 06 1 M-1

  	
   

  	
  40,000,000.00

  	
   

  	
  6,000,000.00

  	
   

  	
  15,816.67

  	
   

  	
  6,015,816.67

  	
   

  	
  28,898.48

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  114,670.84

  	
   

  	
  114,670.84

  	
   

  	
  222.96

  	
   

  
	
   

  	
   

  	
  NOVASTAR MTG FDG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  66988WAF3

  	
   

  	
  2006 3 M-1

  	
   

  	
  41,550,000.00

  	
   

  	
  1,171,710.00

  	
   

  	
  16,429.56

  	
   

  	
  1,188,139.56

  	
   

  	
  5,707.53

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  119,114.33

  	
   

  	
  119,114.33

  	
   

  	
  231.60

  	
   

  
	
   

  	
   

  	
  NOVASTAR MTG 06 4

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  66988XAC8

  	
   

  	
  ABC A-2 C

  	
   

  	
  72,382,000.00

  	
   

  	
  24,877,693.40

  	
   

  	
  27,414.68

  	
   

  	
  24,905,108.08

  	
   

  	
  119,637.91

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  198,756.45

  	
   

  	
  198,756.45

  	
   

  	
  386.46

  	
   

  
	
   

  	
   

  	
  OPTEUM MTG ACCEP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68383NAS2

  	
   

  	
  05-2 CL AI2

  	
   

  	
  16,394,634.75

  	
   

  	
  15,581,460.87

  	
   

  	
  6,336.98

  	
   

  	
  15,587,797.85

  	
   

  	
  74,879.88

  	
   

  	
  11/25/2008

  	
   

  	
  626,194.62

  	
   

  	
  45,943.11

  	
   

  	
  672,137.73

  	
   

  	
  1,306.89

  	
   

  
	
   

  	
   

  	
  OPTEUM MTG ACCEP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68383NDV2

  	
   

  	
  2006- 1A1B

  	
   

  	
  144,307,000.00

  	
   

  	
  89,643,508.40

  	
   

  	
  55,297.64

  	
   

  	
  89,698,806.04

  	
   

  	
  430,890.64

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  400,907.89

  	
   

  	
  400,907.89

  	
   

  	
  779.52

  	
   

  
	
   

  	
   

  	
  OPTEUM MTG ACCEP

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68383NDW0

  	
   

  	
  2006-1A1C

  	
   

  	
  77,617,000.00

  	
   

  	
  26,498,443.80

  	
   

  	
  30,691.06

  	
   

  	
  26,529,134.86

  	
   

  	
  127,439.33

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  222,510.15

  	
   

  	
  222,510.15

  	
   

  	
  432.64

  	
   

  
	
   

  	
   

  	
  OPTION ONE MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68389BAE3

  	
   

  	
  06-3 ABC M-2

  	
   

  	
  23,500,000.00

  	
   

  	
  799,000.00

  	
   

  	
  9,266.18

  	
   

  	
  808,266.18

  	
   

  	
  3,882.71

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  67,179.81

  	
   

  	
  67,179.81

  	
   

  	
  130.62

  	
   

  
	
   

  	
   

  	
  OPTION ONE MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68389FGF5

  	
   

  	
  05-1 A-1B

  	
   

  	
  970,468.68

  	
   

  	
  561,222.04

  	
   

  	
  386.97

  	
   

  	
  561,609.01

  	
   

  	
  2,697.83

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  2,805.56

  	
   

  	
  2,805.56

  	
   

  	
  5.46

  	
   

  
	
   

  	
   

  	
  OPTION ONE MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68389FHB3

  	
   

  	
  TR 05-2 M-1

  	
   

  	
  8,200,000.00

  	
   

  	
  4,346,000.00

  	
   

  	
  3,369.97

  	
   

  	
  4,349,369.97

  	
   

  	
  20,893.29

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  24,432.30

  	
   

  	
  24,432.30

  	
   

  	
  47.51

  	
   

  
	
   

  	
   

  	
  OPTION ONE MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68389FJW5

  	
   

  	
  TR 05-5 A-3

  	
   

  	
  8,223,791.21

  	
   

  	
  7,250,916.71

  	
   

  	
  3,169.59

  	
   

  	
  7,254,086.30

  	
   

  	
  34,846.82

  	
   

  	
  11/25/2008

  	
   

  	
  294,026.08

  	
   

  	
  22,979.50

  	
   

  	
  317,005.58

  	
   

  	
  616.38

  	
   

  
	
   

  	
   

  	
  OWNITE MTG LN TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  69121PAR4

  	
   

  	
  05-3 CL A-2B

  	
   

  	
  17,240,325.72

  	
   

  	
  16,521,404.14

  	
   

  	
  6,721.33

  	
   

  	
  16,528,125.47

  	
   

  	
  79,396.98

  	
   

  	
  11/25/2008

  	
   

  	
  3,537,625.37

  	
   

  	
  48,729.66

  	
   

  	
  3,586,355.03

  	
   

  	
  6,973.22

  	
   

  

 

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  OWNIT MTG LN TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  69121PAV5

  	
   

  	
  05-4 CL A2A2

  	
   

  	
  56,532,608.19

  	
   

  	
  52,219,170.19

  	
   

  	
  22,165.49

  	
   

  	
  52,241,335.68

  	
   

  	
  250,954.32

  	
   

  	
  11/25/2008

  	
   

  	
  6,890,735.70

  	
   

  	
  160,699.83

  	
   

  	
  7,051,435.53

  	
   

  	
  13,710.63

  	
   

  
	
   

  	
   

  	
  OWNIT MTG LN TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  69121PAX1

  	
   

  	
  05-4 CL A-3

  	
   

  	
  12,000,000.00

  	
   

  	
  8,865,600.00

  	
   

  	
  4,945.00

  	
   

  	
  8,870,545.00

  	
   

  	
  42,611.88

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  35,851.25

  	
   

  	
  35,851.25

  	
   

  	
  69.71

  	
   

  
	
   

  	
   

  	
  OWNIT MTG LN TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  69121PBT9

  	
   

  	
  2005-5 CL A2B

  	
   

  	
  23,163,152.83

  	
   

  	
  18,210,870.75

  	
   

  	
  9,133.36

  	
   

  	
  18,220,004.11

  	
   

  	
  87,524.34

  	
   

  	
  11/25/2008

  	
   

  	
  2,168,008.98

  	
   

  	
  66,216.86

  	
   

  	
  2,234,225.84

  	
   

  	
  4,344.17

  	
   

  
	
   

  	
   

  	
  OWNIT MTG LN 06 4

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  69121QAD3

  	
   

  	
  CL A2C

  	
   

  	
  48,798,000.00

  	
   

  	
  23,618,232.00

  	
   

  	
  18,482.24

  	
   

  	
  23,636,714.24

  	
   

  	
  113,544.87

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  133,996.28

  	
   

  	
  133,996.28

  	
   

  	
  260.54

  	
   

  
	
   

  	
   

  	
  PARK PL SECS INC

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  70069FEW3

  	
   

  	
  2004-WHQ2 A1D

  	
   

  	
  5,755,206.89

  	
   

  	
  4,731,931.10

  	
   

  	
  2,352.44

  	
   

  	
  4,734,283.55

  	
   

  	
  22,742.31

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  17,055.20

  	
   

  	
  17,055.20

  	
   

  	
  33.16

  	
   

  
	
   

  	
   

  	
  PARK PL SECS INC

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  70069FEY9

  	
   

  	
  2004-WHQ2 A2B

  	
   

  	
  10,142,436.28

  	
   

  	
  7,839,089.00

  	
   

  	
  4,145.72

  	
   

  	
  7,843,234.72

  	
   

  	
  37,676.94

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  30,056.48

  	
   

  	
  30,056.48

  	
   

  	
  58.44

  	
   

  
	
   

  	
   

  	
  PARK PL SECS INC

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  70069FKC0

  	
   

  	
  05-WCW1 A-3C

  	
   

  	
  13,891,575.60

  	
   

  	
  13,488,719.91

  	
   

  	
  5,400.35

  	
   

  	
  13,494,120.26

  	
   

  	
  64,822.38

  	
   

  	
  11/25/2008

  	
   

  	
  1,698,085.41

  	
   

  	
  39,152.54

  	
   

  	
  1,737,237.95

  	
   

  	
  3,377.84

  	
   

  
	
   

  	
   

  	
  POPULAR ABS MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  73316MAC1

  	
   

  	
  06 C CL A3

  	
   

  	
  24,187,000.00

  	
   

  	
  19,862,364.40

  	
   

  	
  9,187.70

  	
   

  	
  19,871,552.10

  	
   

  	
  95,457.97

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  66,610.83

  	
   

  	
  66,610.83

  	
   

  	
  129.52

  	
   

  
	
   

  	
   

  	
  POPULAR ABS MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  73316NAB1

  	
   

  	
  P/T 07-A CL A2

  	
   

  	
  76,090,000.00

  	
   

  	
  35,343,805.00

  	
   

  	
  29,664.53

  	
   

  	
  35,373,469.53

  	
   

  	
  169,925.30

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  215,067.86

  	
   

  	
  215,067.86

  	
   

  	
  418.17

  	
   

  
	
   

  	
   

  	
  POPULAR ABS INC

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  73316PJV3

  	
   

  	
  2006-A A-4

  	
   

  	
  50,749,000.00

  	
   

  	
  35,301,004.40

  	
   

  	
  20,179.78

  	
   

  	
  35,321,184.18

  	
   

  	
  169,674.14

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  146,303.38

  	
   

  	
  146,303.38

  	
   

  	
  284.47

  	
   

  
	
   

  	
   

  	
  QUEST TR 2006-X1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  748351AR4

  	
   

  	
  A-2 A44A

  	
   

  	
  25,000,000.00

  	
   

  	
  17,977,500.00

  	
   

  	
  9,579.86

  	
   

  	
  17,987,079.86

  	
   

  	
  86,405.43

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  69,453.99

  	
   

  	
  69,453.99

  	
   

  	
  135.04

  	
   

  
	
   

  	
   

  	
  QUEST TR 2006-X1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  748351AS2

  	
   

  	
  A-3 144A

  	
   

  	
  6,365,000.00

  	
   

  	
  2,546,000.00

  	
   

  	
  2,509.75

  	
   

  	
  2,548,509.75

  	
   

  	
  12,242.40

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  18,195.72

  	
   

  	
  18,195.72

  	
   

  	
  35.38

  	
   

  
	
   

  	
   

  	
  RAAC SER 2006-SP2

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  74919PAB5

  	
   

  	
  CL A-2

  	
   

  	
  20,409,000.00

  	
   

  	
  16,570,067.10

  	
   

  	
  7,775.26

  	
   

  	
  16,577,842.36

  	
   

  	
  79,635.81

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  56,370.65

  	
   

  	
  56,370.65

  	
   

  	
  109.61

  	
   

  
	
   

  	
   

  	
  RAAC SER 2006 SP3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  74919QAB3

  	
   

  	
  P/T A-2

  	
   

  	
  30,000,000.00

  	
   

  	
  22,284,000.00

  	
   

  	
  11,429.17

  	
   

  	
  22,295,429.17

  	
   

  	
  107,101.67

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  82,861.46

  	
   

  	
  82,861.46

  	
   

  	
  161.11

  	
   

  
	
   

  	
   

  	
  RAAC SER 2006-SP3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  74919QAC1

  	
   

  	
  P/T A-3

  	
   

  	
  36,505,000.00

  	
   

  	
  18,402,170.50

  	
   

  	
  14,353.56

  	
   

  	
  18,416,524.06

  	
   

  	
  88,468.38

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  104,063.33

  	
   

  	
  104,063.33

  	
   

  	
  202.34

  	
   

  
	
   

  	
   

  	
  RASC SER 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  74924QAC4

  	
   

  	
  EMX5 CTF A-3

  	
   

  	
  50,781,000.00

  	
   

  	
  36,983,802.30

  	
   

  	
  19,289.73

  	
   

  	
  37,003,092.03

  	
   

  	
  177,753.60

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  139,850.52

  	
   

  	
  139,850.52

  	
   

  	
  271.92

  	
   

  
	
   

  	
   

  	
  RAMP SER 2006-NC2

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  75156TAB6

  	
   

  	
  P/T CL A2

  	
   

  	
  13,971,554.60

  	
   

  	
  12,209,741.56

  	
   

  	
  5,353.82

  	
   

  	
  12,215,095.39

  	
   

  	
  58,678.26

  	
   

  	
  11/25/2008

  	
   

  	
  342,688.40

  	
   

  	
  38,815.21

  	
   

  	
  381,503.61

  	
   

  	
  741.79

  	
   

  
	
   

  	
   

  	
  RAMP SER 2006-RS4

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  75156WAC7

  	
   

  	
  CL A3

  	
   

  	
  61,680,000.00

  	
   

  	
  47,919,192.00

  	
   

  	
  23,498.37

  	
   

  	
  47,942,690.37

  	
   

  	
  230,304.70

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  170,363.16

  	
   

  	
  170,363.16

  	
   

  	
  331.25

  	
   

  
	
   

  	
   

  	
  RASC SER 2005-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  753910AB4

  	
   

  	
  KS12 CL A2

  	
   

  	
  6,925,618.95

  	
   

  	
  5,888,853.79

  	
   

  	
  2,700.03

  	
   

  	
  5,891,553.82

  	
   

  	
  28,301.55

  	
   

  	
  11/25/2008

  	
   

  	
  280,561.39

  	
   

  	
  19,575.21

  	
   

  	
  300,136.60

  	
   

  	
  583.58

  	
   

  
	
   

  	
   

  	
  RASC SER 05 EMX

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  75405MAC8

  	
   

  	
  CTF CL A-1-3

  	
   

  	
  9,566,462.96

  	
   

  	
  8,972,385.61

  	
   

  	
  3,750.85

  	
   

  	
  8,976,136.46

  	
   

  	
  43,119.12

  	
   

  	
  11/25/2008

  	
   

  	
  915,775.62

  	
   

  	
  27,193.67

  	
   

  	
  942,969.29

  	
   

  	
  1,833.49

  	
   

  
	
   

  	
   

  	
  RASC SER 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  754065AC4

  	
   

  	
  EMX6 CTF A-3

  	
   

  	
  40,860,000.00

  	
   

  	
  25,619,220.00

  	
   

  	
  15,475.73

  	
   

  	
  25,634,695.73

  	
   

  	
  123,142.67

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  112,199.01

  	
   

  	
  112,199.01

  	
   

  	
  218.16

  	
   

  
	
   

  	
   

  	
  RASC SER 2006

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  754065AD2

  	
   

  	
  EMX6 ABC A4

  	
   

  	
  39,011,000.00

  	
   

  	
  10,653,904.10

  	
   

  	
  15,295.56

  	
   

  	
  10,669,199.66

  	
   

  	
  51,252.17

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  110,892.83

  	
   

  	
  110,892.83

  	
   

  	
  215.62

  	
   

  
	
   

  	
   

  	
  RASC SER 2006 KS4

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  75406EAC5

  	
   

  	
  P/T A-3

  	
   

  	
  50,000,000.00

  	
   

  	
  37,145,000.00

  	
   

  	
  18,937.50

  	
   

  	
  37,163,937.50

  	
   

  	
  178,526.26

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  137,296.87

  	
   

  	
  137,296.87

  	
   

  	
  266.96

  	
   

  

 

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  RASC SER 2006 KS5

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  75406VAC7

  	
   

  	
  CTF A-3

  	
   

  	
  64,000,000.00

  	
   

  	
  37,632,000.00

  	
   

  	
  24,311.11

  	
   

  	
  37,656,311.11

  	
   

  	
  180,891.50

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  176,255.56

  	
   

  	
  176,255.56

  	
   

  	
  342.71

  	
   

  
	
   

  	
   

  	
  RASC SER 2006 KS6

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  75406WAC5

  	
   

  	
  ABC A-3

  	
   

  	
  30,000,000.00

  	
   

  	
  18,033,000.00

  	
   

  	
  11,362.50

  	
   

  	
  18,044,362.50

  	
   

  	
  86,680.61

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  82,378.13

  	
   

  	
  82,378.13

  	
   

  	
  160.17

  	
   

  
	
   

  	
   

  	
  RASC SER 2006 KS7

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  75406XAC3

  	
   

  	
  A-3

  	
   

  	
  25,000,000.00

  	
   

  	
  15,800,000.00

  	
   

  	
  9,468.75

  	
   

  	
  15,809,468.75

  	
   

  	
  75,944.74

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  68,648.44

  	
   

  	
  68,648.44

  	
   

  	
  133.48

  	
   

  
	
   

  	
   

  	
  RASC SER 2006-KS9

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  75406YAF4

  	
   

  	
  CL M-1S

  	
   

  	
  35,000,000.00

  	
   

  	
  5,400,500.00

  	
   

  	
  13,645.14

  	
   

  	
  5,414,145.14

  	
   

  	
  26,008.20

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  98,927.26

  	
   

  	
  98,927.26

  	
   

  	
  192.35

  	
   

  
	
   

  	
   

  	
  RENAISSANCE HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  759676AB5

  	
   

  	
  EQUITY LN

  	
   

  	
  8,942,402.20

  	
   

  	
  8,109,864.56

  	
   

  	
  3,386.93

  	
   

  	
  8,113,251.49

  	
   

  	
  38,974.03

  	
   

  	
  11/25/2008

  	
   

  	
  82,953.26

  	
   

  	
  24,555.28

  	
   

  	
  107,508.54

  	
   

  	
  209.04

  	
   

  
	
   

  	
   

  	
  RENAISSANCE MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  75970NAF4

  	
   

  	
  05-2 HM EQ AV2

  	
   

  	
  385,535.88

  	
   

  	
  379,752.84

  	
   

  	
  150.31

  	
   

  	
  379,903.15

  	
   

  	
  1,824.96

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  1,089.72

  	
   

  	
  1,089.72

  	
   

  	
  2.12

  	
   

  
	
   

  	
   

  	
  RENAISSANCE HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  759950GR3

  	
   

  	
  2006-1 LN AV2

  	
   

  	
  8,357,603.20

  	
   

  	
  7,668,936.70

  	
   

  	
  3,211.87

  	
   

  	
  7,672,148.57

  	
   

  	
  36,855.08

  	
   

  	
  11/25/2008

  	
   

  	
  176,109.62

  	
   

  	
  23,286.08

  	
   

  	
  199,395.70

  	
   

  	
  387.70

  	
   

  
	
   

  	
   

  	
  RENAISSANCE HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  759950GS1

  	
   

  	
  2006-1 AV-3

  	
   

  	
  19,210,000.00

  	
   

  	
  14,641,862.00

  	
   

  	
  7,595.95

  	
   

  	
  14,649,457.95

  	
   

  	
  70,372.33

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  55,070.67

  	
   

  	
  55,070.67

  	
   

  	
  107.08

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  7609857J4

  	
   

  	
  04-RS7 A2B2

  	
   

  	
  26,858,397.46

  	
   

  	
  22,786,664.41

  	
   

  	
  10,709.79

  	
   

  	
  22,797,374.19

  	
   

  	
  109,512.89

  	
   

  	
  11/25/2008

  	
   

  	
  715,059.64

  	
   

  	
  77,645.94

  	
   

  	
  792,705.58

  	
   

  	
  1,541.32

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76110W3P9

  	
   

  	
  05-KS8 A-3

  	
   

  	
  9,742,831.99

  	
   

  	
  9,467,109.84

  	
   

  	
  3,809.18

  	
   

  	
  9,470,919.02

  	
   

  	
  45,495.93

  	
   

  	
  11/25/2008

  	
   

  	
  1,173,165.60

  	
   

  	
  27,616.53

  	
   

  	
  1,200,782.13

  	
   

  	
  2,334.77

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL 2005-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76110W6L5

  	
   

  	
  ALH3 CL A2

  	
   

  	
  21,336,067.21

  	
   

  	
  19,321,942.47

  	
   

  	
  8,294.40

  	
   

  	
  19,330,236.86

  	
   

  	
  92,857.63

  	
   

  	
  11/25/2008

  	
   

  	
  823,757.12

  	
   

  	
  60,134.37

  	
   

  	
  883,891.49

  	
   

  	
  1,718.62

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL 2005-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76110W6M3

  	
   

  	
  AHL3 CL A-3

  	
   

  	
  20,805,000.00

  	
   

  	
  10,240,221.00

  	
   

  	
  8,319.11

  	
   

  	
  10,248,540.11

  	
   

  	
  49,231.42

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  60,313.55

  	
   

  	
  60,313.55

  	
   

  	
  117.27

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76110WD52

  	
   

  	
  SEC 04-RS8

  	
   

  	
  1,039,062.77

  	
   

  	
  672,273.61

  	
   

  	
  440.88

  	
   

  	
  672,714.49

  	
   

  	
  3,231.55

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  3,430.75

  	
   

  	
  3,430.75

  	
   

  	
  6.67

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76110WG26

  	
   

  	
  04-KS10 AII2

  	
   

  	
  1,932,460.60

  	
   

  	
  1,317,358.39

  	
   

  	
  783.45

  	
   

  	
  1,318,141.84

  	
   

  	
  6,332.02

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  5,678.03

  	
   

  	
  5,678.03

  	
   

  	
  11.04

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76110WJ23

  	
   

  	
  04-KS11 HE

  	
   

  	
  257,660.87

  	
   

  	
  170,468.43

  	
   

  	
  104.17

  	
   

  	
  170,572.61

  	
   

  	
  819.39

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  755.26

  	
   

  	
  755.26

  	
   

  	
  1.47

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76110WLD6

  	
   

  	
  01-KS1 A II

  	
   

  	
  2,499,787.53

  	
   

  	
  1,794,597.47

  	
   

  	
  1,035.68

  	
   

  	
  1,795,633.14

  	
   

  	
  8,625.77

  	
   

  	
  11/25/2008

  	
   

  	
  60,661.99

  	
   

  	
  7,508.64

  	
   

  	
  68,170.63

  	
   

  	
  132.55

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76110WSK3

  	
   

  	
  SECURITIES

  	
   

  	
  3,492,916.60

  	
   

  	
  2,715,742.66

  	
   

  	
  1,489.83

  	
   

  	
  2,717,232.48

  	
   

  	
  13,052.91

  	
   

  	
  11/25/2008

  	
   

  	
  83,108.09

  	
   

  	
  10,801.24

  	
   

  	
  93,909.34

  	
   

  	
  182.59

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76110WU53

  	
   

  	
  05-KS4 A-4B

  	
   

  	
  2,998,247.78

  	
   

  	
  2,666,941.40

  	
   

  	
  1,202.21

  	
   

  	
  2,668,143.61

  	
   

  	
  12,817.09

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  8,716.05

  	
   

  	
  8,716.05

  	
   

  	
  16.95

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76110WUP9

  	
   

  	
  SEC 03-KS9

  	
   

  	
  3,752,096.00

  	
   

  	
  2,629,468.88

  	
   

  	
  1,625.39

  	
   

  	
  2,631,094.26

  	
   

  	
  12,639.12

  	
   

  	
  11/25/2008

  	
   

  	
  80,264.25

  	
   

  	
  11,731.31

  	
   

  	
  91,995.56

  	
   

  	
  178.87

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76112B2C3

  	
   

  	
  2006-RS2 A2

  	
   

  	
  51,657,002.60

  	
   

  	
  46,367,325.53

  	
   

  	
  19,852.07

  	
   

  	
  46,387,177.61

  	
   

  	
  222,832.40

  	
   

  	
  11/25/2008

  	
   

  	
  1,549,915.31

  	
   

  	
  143,927.53

  	
   

  	
  1,693,842.84

  	
   

  	
  3,293.47

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76112B2D1

  	
   

  	
  2006-RS2 A3

  	
   

  	
  80,007,000.00

  	
   

  	
  32,002,800.00

  	
   

  	
  31,636.10

  	
   

  	
  32,034,436.10

  	
   

  	
  153,885.42

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  229,361.73

  	
   

  	
  229,361.73

  	
   

  	
  445.97

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76112BL81

  	
   

  	
  2005-RS9 AI4

  	
   

  	
  110,957,883.60

  	
   

  	
  33,287,365.08

  	
   

  	
  44,121.17

  	
   

  	
  33,331,486.25

  	
   

  	
  160,116.13

  	
   

  	
  11/25/2008

  	
   

  	
  1,614,192.56

  	
   

  	
  319,878.48

  	
   

  	
  1,934,071.04

  	
   

  	
  3,760.56

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76112BPU8

  	
   

  	
  2005-RS5 AI3

  	
   

  	
  20,929,000.00

  	
   

  	
  15,332,585.40

  	
   

  	
  8,368.69

  	
   

  	
  15,340,954.09

  	
   

  	
  73,694.11

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  60,673.03

  	
   

  	
  60,673.03

  	
   

  	
  117.97

  	
   

  

 

 

 

	
  A

  	
   

  	
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  G

  	
   

  	
  H

  	
   

  	
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  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76112BR77

  	
   

  	
  05-EFC7 AI4

  	
   

  	
  70,151,000.00

  	
   

  	
  40,021,145.50

  	
   

  	
  28,128.60

  	
   

  	
  40,049,274.10

  	
   

  	
  192,386.70

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  203,932.37

  	
   

  	
  203,932.37

  	
   

  	
  396.52

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76112BT83

  	
   

  	
  2006-RS1 AI2

  	
   

  	
  56,295,224.00

  	
   

  	
  40,419,970.83

  	
   

  	
  21,822.22

  	
   

  	
  40,441,793.05

  	
   

  	
  194,272.26

  	
   

  	
  11/25/2008

  	
   

  	
  1,301,852.47

  	
   

  	
  158,199.14

  	
   

  	
  1,460,051.62

  	
   

  	
  2,838.89

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76112BX21

  	
   

  	
  2006-NC1 A3

  	
   

  	
  16,044,500.00

  	
   

  	
  7,006,633.15

  	
   

  	
  6,344.26

  	
   

  	
  7,012,977.41

  	
   

  	
  33,688.59

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  45,995.91

  	
   

  	
  45,995.91

  	
   

  	
  89.43

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76112BY87

  	
   

  	
  2006-RZ1 A-2

  	
   

  	
  57,035,693.26

  	
   

  	
  48,081,089.42

  	
   

  	
  21,855.76

  	
   

  	
  48,102,945.18

  	
   

  	
  231,074.52

  	
   

  	
  11/25/2008

  	
   

  	
  1,825,219.29

  	
   

  	
  158,454.27

  	
   

  	
  1,983,673.55

  	
   

  	
  3,857.01

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76112BY95

  	
   

  	
  2006-RZ1 A-3

  	
   

  	
  49,479,000.00

  	
   

  	
  28,915,527.60

  	
   

  	
  19,564.82

  	
   

  	
  28,935,092.42

  	
   

  	
  138,996.95

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  141,844.95

  	
   

  	
  141,844.95

  	
   

  	
  275.80

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL 05-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76112BYQ7

  	
   

  	
  EFC3 CL AI2

  	
   

  	
  2,823,722.34

  	
   

  	
  2,725,456.80

  	
   

  	
  1,107.13

  	
   

  	
  2,726,563.94

  	
   

  	
  13,097.73

  	
   

  	
  11/25/2008

  	
   

  	
  426,210.25

  	
   

  	
  8,026.73

  	
   

  	
  434,236.97

  	
   

  	
  844.32

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76112BZF0

  	
   

  	
  05-RS8 CL A2

  	
   

  	
  82,500,532.66

  	
   

  	
  65,637,423.78

  	
   

  	
  32,530.42

  	
   

  	
  65,669,954.20

  	
   

  	
  315,462.04

  	
   

  	
  11/25/2008

  	
   

  	
  2,344,033.60

  	
   

  	
  235,845.54

  	
   

  	
  2,579,879.14

  	
   

  	
  5,016.25

  	
   

  
	
   

  	
   

  	
  RESIDENTIAL ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  76113ABZ3

  	
   

  	
  06-EMX3 A-2

  	
   

  	
  124,066,509.50

  	
   

  	
  92,652,869.29

  	
   

  	
  47,403.75

  	
   

  	
  92,700,273.04

  	
   

  	
  445,308.94

  	
   

  	
  11/25/2008

  	
   

  	
  4,348,285.61

  	
   

  	
  343,677.16

  	
   

  	
  4,691,962.76

  	
   

  	
  9,122.94

  	
   

  
	
   

  	
   

  	
  SG MTG SECS TR 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  78420MAG4

  	
   

  	
  OPT2 CL M1

  	
   

  	
  18,701,000.00

  	
   

  	
  3,240,883.30

  	
   

  	
  7,270.01

  	
   

  	
  3,248,153.31

  	
   

  	
  15,603.32

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  52,707.60

  	
   

  	
  52,707.60

  	
   

  	
  102.48

  	
   

  
	
   

  	
   

  	
  SAACO SER 05-NC4

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  78514RAC9

  	
   

  	
  CL A-3

  	
   

  	
  28,481,000.00

  	
   

  	
  23,602,204.70

  	
   

  	
  11,578.32

  	
   

  	
  23,613,783.02

  	
   

  	
  113,434.71

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  83,942.80

  	
   

  	
  83,942.80

  	
   

  	
  163.22

  	
   

  
	
   

  	
   

  	
  SACO I TR 2005-10

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  785778ND9

  	
   

  	
  CL IA

  	
   

  	
  31,557,524.09

  	
   

  	
  18,798,817.10

  	
   

  	
  12,338.12

  	
   

  	
  18,811,155.22

  	
   

  	
  90,364.09

  	
   

  	
  11/25/2008

  	
   

  	
  878,343.93

  	
   

  	
  89,451.34

  	
   

  	
  967,795.26

  	
   

  	
  1,881.76

  	
   

  
	
   

  	
   

  	
  SACO I TR 2006-2 CL

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  785778PF2

  	
   

  	
  1 A

  	
   

  	
  29,699,425.23

  	
   

  	
  19,120,489.96

  	
   

  	
  11,413.65

  	
   

  	
  19,131,903.62

  	
   

  	
  91,904.88

  	
   

  	
  11/25/2008

  	
   

  	
  609,080.34

  	
   

  	
  82,748.99

  	
   

  	
  691,829.34

  	
   

  	
  1,345.18

  	
   

  
	
   

  	
   

  	
  SACO I TR 2006-2 CL

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  785778PG0

  	
   

  	
  2 A1

  	
   

  	
  22,827,716.27

  	
   

  	
  5,453,541.42

  	
   

  	
  8,772.82

  	
   

  	
  5,462,314.24

  	
   

  	
  26,239.59

  	
   

  	
  11/25/2008

  	
   

  	
  419,827.98

  	
   

  	
  63,602.93

  	
   

  	
  483,430.91

  	
   

  	
  939.97

  	
   

  
	
   

  	
   

  	
  SAXON ASSET SECS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  805564PL9

  	
   

  	
  TR 04-1 A

  	
   

  	
  4,507,567.80

  	
   

  	
  3,853,970.47

  	
   

  	
  1,902.57

  	
   

  	
  3,855,873.04

  	
   

  	
  18,522.65

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  13,793.63

  	
   

  	
  13,793.63

  	
   

  	
  26.82

  	
   

  
	
   

  	
   

  	
  SAXON ASSET SECS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  80556AAC1

  	
   

  	
  TR 06-3 CL A3

  	
   

  	
  111,000,000.00

  	
   

  	
  57,942,000.00

  	
   

  	
  42,287.92

  	
   

  	
  57,984,287.92

  	
   

  	
  278,542.02

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  306,587.39

  	
   

  	
  306,587.39

  	
   

  	
  596.12

  	
   

  
	
   

  	
   

  	
  SAXON ASSET SECS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  80556UAF0

  	
   

  	
  TR 2006-1 M-1

  	
   

  	
  26,748,000.00

  	
   

  	
  5,619,754.80

  	
   

  	
  10,606.33

  	
   

  	
  5,630,361.13

  	
   

  	
  27,046.85

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  76,895.86

  	
   

  	
  76,895.86

  	
   

  	
  149.51

  	
   

  
	
   

  	
   

  	
  SAXON ASSET 06-2

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  80556XAG2

  	
   

  	
  CL M-1

  	
   

  	
  9,500,000.00

  	
   

  	
  2,241,050.00

  	
   

  	
  3,745.90

  	
   

  	
  2,244,795.90

  	
   

  	
  10,783.44

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  27,149.86

  	
   

  	
  27,149.86

  	
   

  	
  52.79

  	
   

  
	
   

  	
   

  	
  SECURITZED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  81375HAC3

  	
   

  	
  BKD 06 NC1 A3

  	
   

  	
  45,000,000.00

  	
   

  	
  20,061,000.00

  	
   

  	
  17,643.75

  	
   

  	
  20,078,643.75

  	
   

  	
  96,452.78

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  127,841.63

  	
   

  	
  127,841.63

  	
   

  	
  248.57

  	
   

  
	
   

  	
   

  	
  SECURITIZED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  81375WAS5

  	
   

  	
  04-D01 A-2

  	
   

  	
  1,978,707.84

  	
   

  	
  1,113,814.64

  	
   

  	
  797.80

  	
   

  	
  1,114,612.45

  	
   

  	
  5,354.32

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  5,784.08

  	
   

  	
  5,784.08

  	
   

  	
  11.25

  	
   

  
	
   

  	
   

  	
  SECURITIZED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  81376WAB1

  	
   

  	
  06 CB5 A-2

  	
   

  	
  9,600,000.00

  	
   

  	
  8,984,640.00

  	
   

  	
  3,593.33

  	
   

  	
  8,988,233.33

  	
   

  	
  43,177.23

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  26,040.98

  	
   

  	
  26,040.98

  	
   

  	
  50.63

  	
   

  
	
   

  	
   

  	
  SECURITIZED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  81378GAE8

  	
   

  	
  07-NC2 CL M1

  	
   

  	
  10,000,000.00

  	
   

  	
  2,152,000.00

  	
   

  	
  3,876.39

  	
   

  	
  2,155,876.39

  	
   

  	
  10,356.29

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  28,103.82

  	
   

  	
  28,103.82

  	
   

  	
  54.64

  	
   

  
	
   

  	
   

  	
  SMART HOME 05-1A

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83169RAA1

  	
   

  	
  CL M1 144A

  	
   

  	
  3,811,976.90

  	
   

  	
  3,596,600.21

  	
   

  	
  1,592.03

  	
   

  	
  3,598,192.23

  	
   

  	
  17,284.82

  	
   

  	
  11/25/2008

  	
   

  	
  150,160.47

  	
   

  	
  11,542.23

  	
   

  	
  161,702.70

  	
   

  	
  314.41

  	
   

  
	
   

  	
   

  	
  SMART HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83170GAA2

  	
   

  	
  CREDIT 2006-1 LLC

  	
   

  	
  22,000,000.00

  	
   

  	
  11,000,000.00

  	
   

  	
  8,845.83

  	
   

  	
  11,008,845.83

  	
   

  	
  52,883.74

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  64,132.20

  	
   

  	
  64,132.20

  	
   

  	
  124.70

  	
   

  

 

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  SMART HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83170GAC8

  	
   

  	
  CREDIT 2006-1 LLC

  	
   

  	
  14,000,000.00

  	
   

  	
  6,300,000.00

  	
   

  	
  5,660.28

  	
   

  	
  6,305,660.28

  	
   

  	
  30,290.82

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  41,037.08

  	
   

  	
  41,037.08

  	
   

  	
  79.79

  	
   

  
	
   

  	
   

  	
  SOUNVIEW HOME LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83611MGE2

  	
   

  	
  TR 05-OPT2 A4

  	
   

  	
  5,872,773.37

  	
   

  	
  5,784,094.49

  	
   

  	
  2,315.67

  	
   

  	
  5,786,410.16

  	
   

  	
  27,796.47

  	
   

  	
  11/25/2008

  	
   

  	
  3,790,959.74

  	
   

  	
  16,788.59

  	
   

  	
  3,807,748.33

  	
   

  	
  7,403.69

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83611MGT9

  	
   

  	
  LN 2005-OPT3 A5

  	
   

  	
  51,418,000.00

  	
   

  	
  26,943,032.00

  	
   

  	
  20,788.58

  	
   

  	
  26,963,820.58

  	
   

  	
  129,527.45

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  150,717.23

  	
   

  	
  150,717.23

  	
   

  	
  293.05

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83611MJH2

  	
   

  	
  LN 05-OPT4 2A3

  	
   

  	
  56,650,000.00

  	
   

  	
  43,433,555.00

  	
   

  	
  22,148.58

  	
   

  	
  43,455,703.58

  	
   

  	
  208,750.34

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  160,577.18

  	
   

  	
  160,577.18

  	
   

  	
  312.22

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83611MMM7

  	
   

  	
  LN 2006-OPT2 M1

  	
   

  	
  25,000,000.00

  	
   

  	
  5,817,500.00

  	
   

  	
  9,885.42

  	
   

  	
  5,827,385.42

  	
   

  	
  27,993.30

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  71,669.27

  	
   

  	
  71,669.27

  	
   

  	
  139.35

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HM LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83611MPK8

  	
   

  	
  TR 06-OPT3 M-1

  	
   

  	
  85,000,000.00

  	
   

  	
  21,088,500.00

  	
   

  	
  33,704.86

  	
   

  	
  21,122,204.86

  	
   

  	
  101,465.79

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  244,360.24

  	
   

  	
  244,360.24

  	
   

  	
  475.13

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HM LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83611YAF9

  	
   

  	
  TR 06 OPT4 M-1

  	
   

  	
  15,000,000.00

  	
   

  	
  3,231,000.00

  	
   

  	
  5,897.92

  	
   

  	
  3,236,897.92

  	
   

  	
  15,549.25

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  42,759.90

  	
   

  	
  42,759.90

  	
   

  	
  83.14

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HM LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83612CAF6

  	
   

  	
  06 OPT5 M-1

  	
   

  	
  60,000,000.00

  	
   

  	
  12,702,000.00

  	
   

  	
  23,391.67

  	
   

  	
  12,725,391.67

  	
   

  	
  61,129.60

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  169,589.58

  	
   

  	
  169,589.58

  	
   

  	
  329.75

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83612CAG4

  	
   

  	
  LN TR 06 OPT5

  	
   

  	
  68,500,000.00

  	
   

  	
  5,260,800.00

  	
   

  	
  26,933.82

  	
   

  	
  5,287,733.82

  	
   

  	
  25,400.95

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  195,270.19

  	
   

  	
  195,270.19

  	
   

  	
  379.68

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83612HAC2

  	
   

  	
  LN TR 2006-3 A3

  	
   

  	
  65,000,000.00

  	
   

  	
  46,618,000.00

  	
   

  	
  24,690.97

  	
   

  	
  46,642,690.97

  	
   

  	
  224,059.83

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  178,258.98

  	
   

  	
  178,258.98

  	
   

  	
  346.60

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HM LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83612JAE4

  	
   

  	
  TR 06-EQ1 M-1

  	
   

  	
  47,271,000.00

  	
   

  	
  10,078,177.20

  	
   

  	
  18,429.12

  	
   

  	
  10,096,606.32

  	
   

  	
  48,501.57

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  133,611.15

  	
   

  	
  133,611.15

  	
   

  	
  259.79

  	
   

  
	
   

  	
   

  	
  SOUNDVIEW HM LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  83612QAC2

  	
   

  	
  TR 07 NS1 A-3

  	
   

  	
  85,880,000.00

  	
   

  	
  34,935,984.00

  	
   

  	
  33,004.16

  	
   

  	
  34,968,988.16

  	
   

  	
  167,982.28

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  239,280.17

  	
   

  	
  239,280.17

  	
   

  	
  465.25

  	
   

  
	
   

  	
   

  	
  SPECIALTY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
  UNDERWRITING 04-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  84751PDZ9

  	
   

  	
  BC4

  	
   

  	
  3,315,600.00

  	
   

  	
  2,101,427.28

  	
   

  	
  1,347.88

  	
   

  	
  2,102,775.16

  	
   

  	
  10,101.21

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  9,764.03

  	
   

  	
  9,764.03

  	
   

  	
  18.98

  	
   

  
	
   

  	
   

  	
  SPECIALTY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
  UNDERWRIT 06-BC1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  84751PKA6

  	
   

  	
  A2C

  	
   

  	
  34,000,000.00

  	
   

  	
  27,142,200.00

  	
   

  	
  13,066.39

  	
   

  	
  27,155,266.39

  	
   

  	
  130,447.11

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  94,731.32

  	
   

  	
  94,731.32

  	
   

  	
  184.19

  	
   

  
	
   

  	
   

  	
  SPECIALTY

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
  UNDERWRIT 06 AB1

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  84751PKW8

  	
   

  	
  A4

  	
   

  	
  78,735,000.00

  	
   

  	
  25,392,037.50

  	
   

  	
  31,133.13

  	
   

  	
  25,423,170.63

  	
   

  	
  122,126.56

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  225,715.20

  	
   

  	
  225,715.20

  	
   

  	
  438.87

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  863576DE1

  	
   

  	
  05-WF4 CL A4

  	
   

  	
  43,616,000.00

  	
   

  	
  30,160,464.00

  	
   

  	
  17,537.27

  	
   

  	
  30,178,001.27

  	
   

  	
  144,967.57

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  127,145.18

  	
   

  	
  127,145.18

  	
   

  	
  247.22

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358EA89

  	
   

  	
  2006-1 CL A3

  	
   

  	
  70,000,000.00

  	
   

  	
  50,785,000.00

  	
   

  	
  26,901.39

  	
   

  	
  50,811,901.39

  	
   

  	
  244,087.67

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  195,035.07

  	
   

  	
  195,035.07

  	
   

  	
  379.22

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358EC87

  	
   

  	
  2006-BNC1 A4

  	
   

  	
  28,623,000.00

  	
   

  	
  25,537,440.60

  	
   

  	
  10,968.17

  	
   

  	
  25,548,408.77

  	
   

  	
  122,728.17

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  79,519.27

  	
   

  	
  79,519.27

  	
   

  	
  154.62

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358EE69

  	
   

  	
  INVT 06-2 A-3

  	
   

  	
  75,000,000.00

  	
   

  	
  50,182,500.00

  	
   

  	
  28,656.25

  	
   

  	
  50,211,156.25

  	
   

  	
  241,201.84

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  207,757.81

  	
   

  	
  207,757.81

  	
   

  	
  403.96

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358EE85

  	
   

  	
  INVT 06-2 M-1

  	
   

  	
  74,875,000.00

  	
   

  	
  1,909,312.50

  	
   

  	
  29,690.02

  	
   

  	
  1,939,002.52

  	
   

  	
  9,314.48

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  215,252.63

  	
   

  	
  215,252.63

  	
   

  	
  418.53

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358EKH8

  	
   

  	
  INVT 04-7 A7

  	
   

  	
  56,409,690.65

  	
   

  	
  44,416,990.42

  	
   

  	
  23,057.46

  	
   

  	
  44,440,047.88

  	
   

  	
  213,478.88

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  167,166.59

  	
   

  	
  167,166.59

  	
   

  	
  325.03

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358EKJ4

  	
   

  	
  INVT 04-7 A8

  	
   

  	
  17,500,000.00

  	
   

  	
  13,314,000.00

  	
   

  	
  7,503.13

  	
   

  	
  13,321,503.13

  	
   

  	
  63,993.17

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  54,397.66

  	
   

  	
  54,397.66

  	
   

  	
  105.77

  	
   

  

 

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
  F

  	
   

  	
  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358ELS3

  	
   

  	
  INVT 04-8 A8

  	
   

  	
  10,256,786.36

  	
   

  	
  6,965,383.62

  	
   

  	
  4,283.63

  	
   

  	
  6,969,667.25

  	
   

  	
  33,480.54

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  31,056.34

  	
   

  	
  31,056.34

  	
   

  	
  60.39

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358EQU3

  	
   

  	
  INVT 05-2 A1

  	
   

  	
  10,870,528.00

  	
   

  	
  9,645,419.49

  	
   

  	
  4,250.07

  	
   

  	
  9,649,669.57

  	
   

  	
  46,354.60

  	
   

  	
  11/25/2008

  	
   

  	
  841,992.14

  	
   

  	
  30,813.04

  	
   

  	
  872,805.18

  	
   

  	
  1,697.06

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358EVK9

  	
   

  	
  05-HE2 CL A2

  	
   

  	
  21,298,700.42

  	
   

  	
  21,149,609.52

  	
   

  	
  8,327.20

  	
   

  	
  21,157,936.72

  	
   

  	
  101,637.44

  	
   

  	
  11/25/2008

  	
   

  	
  3,742,478.28

  	
   

  	
  60,372.20

  	
   

  	
  3,802,850.48

  	
   

  	
  7,394.17

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358EWV4

  	
   

  	
  05-HE3 A-4

  	
   

  	
  64,868,409.68

  	
   

  	
  61,475,791.85

  	
   

  	
  25,289.67

  	
   

  	
  61,501,081.52

  	
   

  	
  295,435.82

  	
   

  	
  11/25/2008

  	
   

  	
  7,385,116.17

  	
   

  	
  183,350.11

  	
   

  	
  7,568,466.28

  	
   

  	
  14,715.94

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358EXN1

  	
   

  	
  05-8 P/T A3

  	
   

  	
  119,007,231.00

  	
   

  	
  116,496,178.43

  	
   

  	
  46,528.52

  	
   

  	
  116,542,706.95

  	
   

  	
  559,842.03

  	
   

  	
  11/25/2008

  	
   

  	
  10,255,853.40

  	
   

  	
  337,331.79

  	
   

  	
  10,593,185.19

  	
   

  	
  20,597.12

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358EXP6

  	
   

  	
  2005-8 CL A4

  	
   

  	
  149,906,000.00

  	
   

  	
  90,603,186.40

  	
   

  	
  60,274.70

  	
   

  	
  90,663,461.10

  	
   

  	
  435,524.60

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  436,991.61

  	
   

  	
  436,991.61

  	
   

  	
  849.68

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358EXS0

  	
   

  	
  2005-8 M-3

  	
   

  	
  13,000,000.00

  	
   

  	
  1,093,300.00

  	
   

  	
  5,458.19

  	
   

  	
  1,098,758.19

  	
   

  	
  5,278.16

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  39,571.91

  	
   

  	
  39,571.91

  	
   

  	
  76.94

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358EYC4

  	
   

  	
  2005-9 CL A3

  	
   

  	
  187,493,000.00

  	
   

  	
  101,846,197.60

  	
   

  	
  75,387.81

  	
   

  	
  101,921,585.41

  	
   

  	
  489,605.82

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  546,561.63

  	
   

  	
  546,561.63

  	
   

  	
  1,062.72

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358EYS9

  	
   

  	
  2005-9 CL A6

  	
   

  	
  76,324,257.00

  	
   

  	
  67,195,875.86

  	
   

  	
  29,925.47

  	
   

  	
  67,225,801.33

  	
   

  	
  322,935.94

  	
   

  	
  11/25/2008

  	
   

  	
  5,394,517.67

  	
   

  	
  216,959.65

  	
   

  	
  5,611,477.32

  	
   

  	
  10,910.82

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358EYX8

  	
   

  	
  INVT 05-10 A5

  	
   

  	
  63,078,541.00

  	
   

  	
  54,474,628.01

  	
   

  	
  24,802.13

  	
   

  	
  54,499,430.14

  	
   

  	
  261,801.64

  	
   

  	
  11/25/2008

  	
   

  	
  2,929,975.27

  	
   

  	
  179,815.46

  	
   

  	
  3,109,790.73

  	
   

  	
  6,046.60

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358EZR0

  	
   

  	
  2005-11 CL A5

  	
   

  	
  79,218,542.00

  	
   

  	
  65,688,015.03

  	
   

  	
  31,236.31

  	
   

  	
  65,719,251.34

  	
   

  	
  315,698.85

  	
   

  	
  11/25/2008

  	
   

  	
  4,397,578.99

  	
   

  	
  226,463.26

  	
   

  	
  4,624,042.25

  	
   

  	
  8,990.87

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86358GAG6

  	
   

  	
  06 BNC2 M1

  	
   

  	
  22,652,000.00

  	
   

  	
  618,399.60

  	
   

  	
  9,007.32

  	
   

  	
  627,406.92

  	
   

  	
  3,013.91

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  65,303.04

  	
   

  	
  65,303.04

  	
   

  	
  126.97

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86359DAW7

  	
   

  	
  SECS05-GEL2 A

  	
   

  	
  6,238,258.20

  	
   

  	
  5,313,748.33

  	
   

  	
  2,452.85

  	
   

  	
  5,316,201.18

  	
   

  	
  25,537.70

  	
   

  	
  11/25/2008

  	
   

  	
  113,294.93

  	
   

  	
  17,783.15

  	
   

  	
  131,078.09

  	
   

  	
  254.86

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86359RAD8

  	
   

  	
  06 BC4 CL A4

  	
   

  	
  50,880,000.00

  	
   

  	
  19,909,344.00

  	
   

  	
  19,383.87

  	
   

  	
  19,928,727.87

  	
   

  	
  95,732.63

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  140,533.03

  	
   

  	
  140,533.03

  	
   

  	
  273.25

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86359RAF3

  	
   

  	
  06 BC4 CL M1

  	
   

  	
  36,488,000.00

  	
   

  	
  4,312,881.60

  	
   

  	
  14,184.71

  	
   

  	
  4,327,066.31

  	
   

  	
  20,786.14

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  102,839.15

  	
   

  	
  102,839.15

  	
   

  	
  199.96

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86359UAG4

  	
   

  	
  2006-OPT1 M-1

  	
   

  	
  10,995,000.00

  	
   

  	
  2,587,123.50

  	
   

  	
  4,347.61

  	
   

  	
  2,591,471.11

  	
   

  	
  12,448.78

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  31,520.14

  	
   

  	
  31,520.14

  	
   

  	
  61.29

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86360CAB2

  	
   

  	
  06-GEL2 144A

  	
   

  	
  63,673,000.00

  	
   

  	
  34,860,967.50

  	
   

  	
  25,177.37

  	
   

  	
  34,886,144.87

  	
   

  	
  167,584.32

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  182,535.90

  	
   

  	
  182,535.90

  	
   

  	
  354.92

  	
   

  
	
   

  	
   

  	
  STRUCTURED AST

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86360DAE4

  	
   

  	
  06-11 A3 144A

  	
   

  	
  47,974,643.00

  	
   

  	
  16,604,023.94

  	
   

  	
  4,412.67

  	
   

  	
  16,608,436.61

  	
   

  	
  79,782.78

  	
   

  	
  12/1/2008

  	
   

  	
  0.00

  	
   

  	
  141,205.36

  	
   

  	
  141,205.36

  	
   

  	
  177.65

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86360WAD4

  	
   

  	
  06-4 CL A4

  	
   

  	
  120,163,000.00

  	
   

  	
  60,393,923.80

  	
   

  	
  45,511.74

  	
   

  	
  60,439,435.54

  	
   

  	
  290,335.94

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  329,960.09

  	
   

  	
  329,960.09

  	
   

  	
  641.57

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86360WAF9

  	
   

  	
  2006 4 P/T M1

  	
   

  	
  157,794,000.00

  	
   

  	
  4,497,129.00

  	
   

  	
  61,868.40

  	
   

  	
  4,558,997.40

  	
   

  	
  21,900.28

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  448,545.88

  	
   

  	
  448,545.88

  	
   

  	
  872.14

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86360XAB6

  	
   

  	
  06-GE3 144A

  	
   

  	
  40,894,000.00

  	
   

  	
  21,882,379.40

  	
   

  	
  15,852.10

  	
   

  	
  21,898,231.50

  	
   

  	
  105,193.63

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  114,927.76

  	
   

  	
  114,927.76

  	
   

  	
  223.46

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86361CAD7

  	
   

  	
  06-WI A4 144A

  	
   

  	
  11,801,000.00

  	
   

  	
  6,069,254.30

  	
   

  	
  4,469.63

  	
   

  	
  6,073,723.93

  	
   

  	
  29,176.65

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  32,404.81

  	
   

  	
  32,404.81

  	
   

  	
  63.01

  	
   

  
	
   

  	
   

  	
  STRUCTURED ASSET

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86361KAF4

  	
   

  	
  06-BNC3 M-1

  	
   

  	
  155,716,000.00

  	
   

  	
  8,190,661.60

  	
   

  	
  61,053.65

  	
   

  	
  8,251,715.25

  	
   

  	
  39,639.18

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  442,638.95

  	
   

  	
  442,638.95

  	
   

  	
  860.66

  	
   

  

 

 

 

	
  A

  	
   

  	
  B

  	
   

  	
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  D

  	
   

  	
  E

  	
   

  	
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  G

  	
   

  	
  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  STRUC ASSSET07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86363MAA9

  	
   

  	
  GEL2 A1 1G 144A

  	
   

  	
  31,207,158.50

  	
   

  	
  23,489,628.20

  	
   

  	
  11,819.71

  	
   

  	
  23,501,447.91

  	
   

  	
  112,895.08

  	
   

  	
  11/25/2008

  	
   

  	
  607,261.61

  	
   

  	
  85,692.91

  	
   

  	
  692,954.51

  	
   

  	
  1,347.36

  	
   

  
	
   

  	
   

  	
  STRUC ASSET SEC07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  86363MAB7

  	
   

  	
  GEL2 A2 144A

  	
   

  	
  49,025,000.00

  	
   

  	
  24,512,500.00

  	
   

  	
  19,494.25

  	
   

  	
  24,531,994.25

  	
   

  	
  117,845.57

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  141,333.29

  	
   

  	
  141,333.29

  	
   

  	
  274.80

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR 06-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  8815612F0

  	
   

  	
  5 I-A2B 144A

  	
   

  	
  27,699,000.00

  	
   

  	
  17,120,751.90

  	
   

  	
  10,675.66

  	
   

  	
  17,131,427.56

  	
   

  	
  82,295.10

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  77,398.51

  	
   

  	
  77,398.51

  	
   

  	
  150.49

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  881561F25

  	
   

  	
  2005-18ALT CL A2

  	
   

  	
  75,873,000.00

  	
   

  	
  54,355,417.20

  	
   

  	
  29,664.24

  	
   

  	
  54,385,081.44

  	
   

  	
  261,252.33

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  215,065.71

  	
   

  	
  215,065.71

  	
   

  	
  418.17

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  881561F33

  	
   

  	
  2005-18ALT CL A3

  	
   

  	
  56,920,000.00

  	
   

  	
  38,477,920.00

  	
   

  	
  22,949.83

  	
   

  	
  38,500,869.83

  	
   

  	
  184,948.55

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  166,386.25

  	
   

  	
  166,386.25

  	
   

  	
  323.52

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  881561L93

  	
   

  	
  2006-1ABS 1A2

  	
   

  	
  36,807,164.98

  	
   

  	
  32,191,546.49

  	
   

  	
  14,431.48

  	
   

  	
  32,205,977.97

  	
   

  	
  154,709.47

  	
   

  	
  11/25/2008

  	
   

  	
  1,397,936.26

  	
   

  	
  104,628.20

  	
   

  	
  1,502,564.46

  	
   

  	
  2,921.55

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR 04-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  881561LR3

  	
   

  	
  19HE CL A-1

  	
   

  	
  3,948,605.13

  	
   

  	
  2,855,631.23

  	
   

  	
  1,592.06

  	
   

  	
  2,857,223.29

  	
   

  	
  13,725.39

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  11,542.40

  	
   

  	
  11,542.40

  	
   

  	
  22.44

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  881561M27

  	
   

  	
  2006-1ABS 1A3

  	
   

  	
  12,178,000.00

  	
   

  	
  6,152,325.60

  	
   

  	
  4,923.63

  	
   

  	
  6,157,249.23

  	
   

  	
  29,577.89

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  35,696.34

  	
   

  	
  35,696.34

  	
   

  	
  69.41

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR 04-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  881561PM0

  	
   

  	
  23 HELOC CL A

  	
   

  	
  16,026,002.01

  	
   

  	
  7,702,096.57

  	
   

  	
  34,473.71

  	
   

  	
  7,736,570.28

  	
   

  	
  37,164.55

  	
   

  	
  11/17/2008

  	
   

  	
  9,589.87

  	
   

  	
  71,506.02

  	
   

  	
  81,095.89

  	
   

  	
  231.88

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR 05-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  881561TN4

  	
   

  	
  7SL CTF A-1

  	
   

  	
  10,204,455.63

  	
   

  	
  6,939,029.83

  	
   

  	
  4,001.00

  	
   

  	
  6,943,030.83

  	
   

  	
  33,352.58

  	
   

  	
  11/25/2008

  	
   

  	
  492,468.22

  	
   

  	
  29,007.23

  	
   

  	
  521,475.45

  	
   

  	
  1,013.94

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR 05-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  881561UF9

  	
   

  	
  8HE

  	
   

  	
  2,494,908.99

  	
   

  	
  2,479,191.06

  	
   

  	
  975.44

  	
   

  	
  2,480,166.50

  	
   

  	
  11,914.10

  	
   

  	
  11/25/2008

  	
   

  	
  2,006,105.44

  	
   

  	
  7,071.94

  	
   

  	
  2,013,177.38

  	
   

  	
  3,914.37

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  881561UY8

  	
   

  	
  TMTS 05-10HE A1B

  	
   

  	
  16,424,848.08

  	
   

  	
  15,478,776.83

  	
   

  	
  6,476.41

  	
   

  	
  15,485,253.24

  	
   

  	
  74,387.29

  	
   

  	
  11/25/2008

  	
   

  	
  856,775.40

  	
   

  	
  46,953.96

  	
   

  	
  903,729.36

  	
   

  	
  1,757.19

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR 05-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  881561WB6

  	
   

  	
  12ALT CL AV-2

  	
   

  	
  6,475,484.61

  	
   

  	
  5,379,832.61

  	
   

  	
  2,567.71

  	
   

  	
  5,382,400.32

  	
   

  	
  25,855.71

  	
   

  	
  11/25/2008

  	
   

  	
  71,896.84

  	
   

  	
  18,615.90

  	
   

  	
  90,512.74

  	
   

  	
  175.99

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR 05-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  881561XP4

  	
   

  	
  14HE AV-2

  	
   

  	
  17,239,887.59

  	
   

  	
  11,876,558.56

  	
   

  	
  6,778.63

  	
   

  	
  11,883,337.19

  	
   

  	
  57,084.58

  	
   

  	
  11/25/2008

  	
   

  	
  350,398.37

  	
   

  	
  49,145.05

  	
   

  	
  399,543.42

  	
   

  	
  776.86

  	
   

  
	
   

  	
   

  	
  TERWIN MTG 06-5

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  881561Z56

  	
   

  	
  CTF A-2 144A

  	
   

  	
  41,999,000.00

  	
   

  	
  23,452,241.60

  	
   

  	
  16,187.11

  	
   

  	
  23,468,428.71

  	
   

  	
  112,736.46

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  117,356.58

  	
   

  	
  117,356.58

  	
   

  	
  228.19

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  881561ZF4

  	
   

  	
  2005-16HE CL AV2

  	
   

  	
  32,643,753.22

  	
   

  	
  27,283,648.94

  	
   

  	
  12,871.61

  	
   

  	
  27,296,520.55

  	
   

  	
  131,125.66

  	
   

  	
  11/25/2008

  	
   

  	
  1,858,498.93

  	
   

  	
  93,319.20

  	
   

  	
  1,951,818.13

  	
   

  	
  3,795.07

  	
   

  
	
   

  	
   

  	
  TERWIN MTG TR 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  88157GAB6

  	
   

  	
  1SL CL A2

  	
   

  	
  29,460,000.00

  	
   

  	
  2,822,268.00

  	
   

  	
  11,452.58

  	
   

  	
  2,833,720.58

  	
   

  	
  13,612.49

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  83,031.19

  	
   

  	
  83,031.19

  	
   

  	
  161.44

  	
   

  
	
   

  	
   

  	
  TRUMAN CAP MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  897896AW6

  	
   

  	
  LN 04-2 A1 144A

  	
   

  	
  8,456,222.76

  	
   

  	
  7,944,621.28

  	
   

  	
  3,437.69

  	
   

  	
  7,948,058.97

  	
   

  	
  38,180.49

  	
   

  	
  11/25/2008

  	
   

  	
  138,145.22

  	
   

  	
  24,923.25

  	
   

  	
  163,068.47

  	
   

  	
  317.07

  	
   

  
	
   

  	
   

  	
  WAMU MTG PASS

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  92925CES7

  	
   

  	
  THRU 06-GE1 2A3

  	
   

  	
  16,111,000.00

  	
   

  	
  13,120,798.40

  	
   

  	
  6,155.74

  	
   

  	
  13,126,954.14

  	
   

  	
  63,058.61

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  44,629.15

  	
   

  	
  44,629.15

  	
   

  	
  86.78

  	
   

  
	
   

  	
   

  	
  WACHOVIA MTG LN

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  92978EAB0

  	
   

  	
  06 AMN1 A2

  	
   

  	
  50,000,000.00

  	
   

  	
  21,750,000.00

  	
   

  	
  18,937.50

  	
   

  	
  21,768,937.50

  	
   

  	
  104,572.53

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  137,262.90

  	
   

  	
  137,262.90

  	
   

  	
  266.89

  	
   

  
	
   

  	
   

  	
  WAMU ASSET BKD

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  93363XAD5

  	
   

  	
  07-HE4 CL 2A3

  	
   

  	
  16,711,000.00

  	
   

  	
  6,876,576.50

  	
   

  	
  6,366.43

  	
   

  	
  6,882,942.93

  	
   

  	
  33,063.94

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  46,156.60

  	
   

  	
  46,156.60

  	
   

  	
  89.75

  	
   

  
	
   

  	
   

  	
  WELLS FARGO HOME

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  9497EBAD1

  	
   

  	
  EQ 06-3 M-1

  	
   

  	
  36,550,000.00

  	
   

  	
  7,595,090.00

  	
   

  	
  14,168.20

  	
   

  	
  7,609,258.20

  	
   

  	
  36,552.97

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  102,719.46

  	
   

  	
  102,719.46

  	
   

  	
  199.73

  	
   

  
	
   

  	
   

  	
  WELLS FARGO 05-3

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  9497ENAM5

  	
   

  	
  CL AI1A

  	
   

  	
  3,582,338.10

  	
   

  	
  3,330,141.50

  	
   

  	
  1,404.58

  	
   

  	
  3,331,546.07

  	
   

  	
  16,003.91

  	
   

  	
  11/25/2008

  	
   

  	
  314,866.20

  	
   

  	
  10,183.18

  	
   

  	
  325,049.37

  	
   

  	
  632.02

  	
   

  

 

 

 

	
  A

  	
   

  	
  B

  	
   

  	
  C

  	
   

  	
  D

  	
   

  	
  E

  	
   

  	
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  H

  	
   

  	
  I

  	
   

  	
  J

  	
   

  	
  K

  	
   

  	
  L

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Interest on

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Post

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
  Accrued

  	
   

  	
  Designated

  	
   

  	
  D. Purchase

  	
   

  	
  Payment

  	
   

  	
  Post 10/31/08

  	
   

  	
  10/31/08

  	
   

  	
  Post 10/31/08

  	
   

  	
  Interest on

  	
   

  
	
  CUSIP

  	
   

  	
  Security Name

  	
   

  	
  Par

  	
   

  	
  Market Value

  	
   

  	
  Interest

  	
   

  	
  Purchase Price

  	
   

  	
  Price

  	
   

  	
  Date

  	
   

  	
  Principal

  	
   

  	
  Interest

  	
   

  	
  Total Cash

  	
   

  	
  amount in K

  	
   

  
	
   

  	
   

  	
  WELLS FARGO HM

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  9497EUAH0

  	
   

  	
  EQ 06-1 M-1

  	
   

  	
  10,000,000.00

  	
   

  	
  2,531,000.00

  	
   

  	
  3,909.72

  	
   

  	
  2,534,909.72

  	
   

  	
  12,177.07

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  28,345.49

  	
   

  	
  28,345.49

  	
   

  	
  55.11

  	
   

  
	
   

  	
   

  	
  WELLS FARGO HM

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  9497EUAJ6

  	
   

  	
  EQ 06 1 CL M -2

  	
   

  	
  7,242,000.00

  	
   

  	
  1,595,412.60

  	
   

  	
  2,847.51

  	
   

  	
  1,598,260.11

  	
   

  	
  7,677.64

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  20,644.48

  	
   

  	
  20,644.48

  	
   

  	
  40.14

  	
   

  
	
   

  	
   

  	
  OPTION ONE MTG

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  68400XAK6

  	
   

  	
  ACCEP 02 1 144A

  	
   

  	
  1,354,805.60

  	
   

  	
  1,307,929.33

  	
   

  	
  543.24

  	
   

  	
  1,308,472.57

  	
   

  	
  6,285.58

  	
   

  	
  11/25/2008

  	
   

  	
  12,598.45

  	
   

  	
  3,938.49

  	
   

  	
  16,536.94

  	
   

  	
  32.15

  	
   

  
	
   

  	
   

  	
  CWALT INC 2006-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  12668BJU8

  	
   

  	
  OC1 2-A-3A

  	
   

  	
  148,305,000.00

  	
   

  	
  61,146,151.50

  	
   

  	
  58,971.84

  	
   

  	
  61,205,123.34

  	
   

  	
  294,014.11

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  427,545.81

  	
   

  	
  427,545.81

  	
   

  	
  831.31

  	
   

  
	
   

  	
   

  	
  BEAR STEARNS ALT A

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  073873AA9

  	
   

  	
  06 5 I-1A-1

  	
   

  	
  103,290,519.30

  	
   

  	
  66,952,914.61

  	
   

  	
  39,350.82

  	
   

  	
  66,992,265.43

  	
   

  	
  321,814.10

  	
   

  	
  11/25/2008

  	
   

  	
  2,436,195.00

  	
   

  	
  285,293.43

  	
   

  	
  2,721,488.44

  	
   

  	
  5,291.59

  	
   

  
	
   

  	
   

  	
  DEUTSCHE ALT A 07-

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  25151TAB6

  	
   

  	
  BAR1 CL A2

  	
   

  	
  9,000,000.00

  	
   

  	
  7,354,800.00

  	
   

  	
  3,388.75

  	
   

  	
  7,358,188.75

  	
   

  	
  35,346.90

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  24,568.44

  	
   

  	
  24,568.44

  	
   

  	
  47.77

  	
   

  
	
   

  	
   

  	
  TBW MORTGAGE

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  872227AC7

  	
   

  	
  BKD 07-2 CL A-2A

  	
   

  	
  80,004,000.00

  	
   

  	
  51,730,586.40

  	
   

  	
  30,568.20

  	
   

  	
  51,761,154.60

  	
   

  	
  248,647.65

  	
   

  	
  11/25/2008

  	
   

  	
  0.00

  	
   

  	
  221,609.90

  	
   

  	
  221,609.90

  	
   

  	
  430.89

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
  39,256,535,182.10

  	
   

  	
  20,838,293,516.50

  	
   

  	
  18,272,043.83

  	
   

  	
  20,856,565,560.34

  	
   

  	
  100,189,726.81

  	
   

  	
   

  	
   

  	
  348,219,856.02

  	
   

  	
  113,322,670.99

  	
   

  	
  461,542,527.01

  	
   

  	
  926,311.78

  	
   

  

 

 

 

Schedule B

to

Asset Purchase Agreement

 

SELLERS

 

	
   

  	
   

  	
  Jurisdiction of

  
	
  Seller

  	
   

  	
  Organization

  
	
  Seller 1: American
  General Life Insurance Company

  	
   

  	
  Texas

  
	
  Seller 2: American
  General Life and Accident Insurance Company

  	
   

  	
  Tennessee

  
	
  Seller 3: The United
  States Life Insurance Company in the City of New York

  	
   

  	
  New York

  
	
  Seller 4: AIG Life
  Insurance Company

  	
   

  	
  Delaware

  
	
  Seller 5: American
  International Life Assurance Company of New York

  	
   

  	
  New York

  
	
  Seller 6: American Life
  Insurance Company

  	
   

  	
  Delaware

  
	
  Seller 7: AIG Annuity Insurance
  Company

  	
   

  	
  Texas

  
	
  Seller 8: The Variable
  Annuity Life Insurance Company

  	
   

  	
  Texas

  
	
  Seller 9: SunAmerica
  Life Insurance Company

  	
   

  	
  Arizona

  
	
  Seller 10: First
  SunAmerica Life Insurance Company

  	
   

  	
  New York

  
	
  Seller 11: AIG
  SunAmerica Life Assurance Company

  	
   

  	
  Arizona

  

 

 

Schedule C

to

Asset Purchase Agreement

 

NOTICE
INFORMATION

 

EACH
SELLER PARTY

 

[Name of Seller]

c/o American
International Group, Inc.

70 Pine Street, New York,
New York 10270

Attention: General
Counsel

Fax: (212) 425-2175

Telephone:
(212) 770-7000

 

with a copy to:

 

Sullivan &
Cromwell LLP

125 Broad Street, New
York, New York 10004

Attention: Robert W.
Reeder III, Michael M. Wiseman

                  and
Benjamin R. Weber

Telephone:
(212) 558-4000

 

BUYER

 

Federal Reserve Bank of
New York

33 Liberty Street New
York, New York 10045

Attention: William Walsh,
Assistant Vice President

Telecopy:
(212) 720-5686

Telephone:
(212) 720-7743

E-mail:
william.walsh@ny.frb.org

 

 

with copies to:

Federal Reserve Bank of
New York

33 Liberty Street New
York, New York 10045

Attention: Joyce M.
Hansen, Deputy General Counsel and Senior Vice President

Telecopy:
(212) 720-1756

Telephone:
(212) 720-5024

E-mail:
joyce.hansen@ny.frb.org

 

Davis Polk &
Wardwell

450 Lexington Avenue, New
York, New York 10017

Attention: Marshall S.
Huebner and Robert L. Heckart

Telephone:
(212) 450-4000

 

 

EXHIBIT
A

to

Asset Purchase Agreement

 

CASH
PURCHASE PRICE ADJUSTMENT AMOUNT

CERTIFICATE

 

Date:
                    ,          

 

Pursuant to Section 1.02
[(b)][(c)]] of the Asset Purchase Agreement dated as of December      ,
2008 (as amended, modified or supplemented from time to time, the “Asset Purchase Agreement”; the terms
defined therein being used herein as therein defined) among the Sellers named
therein, AIG Securities Lending Corp. (the “AIG
Agent”), Maiden Lane II and Federal Reserve Bank of New York, the
AIG Agent hereby certifies as follows:

 

1. Set forth on
Annex A hereto is a true and correct revised description of the cash flows on
each Designated RMBS Issue identified therewith from and including October 31,
2008 to and excluding the Closing Date.

 

2. The amounts set
forth in columns I, J and L of Schedule A attached to the execution copies
of the Asset Purchase Agreement delivered on the Closing Date are revised as
set forth in columns I, J and L of the Annex A hereto.

 

3. Each Seller’s
portion of the [final] [revised final] Cash Purchase Price Adjustment Amount is
set forth on Annex B hereto.

 

4. The amount by
which the [final][revised final] Cash Purchase Price Adjustment Amount differs
from the [estimated Cash Purchase Price Adjustment Amount] [prior final Cash
Purchase Price Adjustment Amount set forth in the Cash Purchase Price
Adjustment Amount Certificate dated as of           ,
          ] is
$          .

 

[signature page follows]

 

 

IN WITNESS WHEREOF, the
undersigned has caused this Certificate to be executed in its name and behalf
by its duly authorized representative as of the date first above-written.

 

	
   

  	
  AIG SECURITIES LENDING
  CORP., as

  AIG Agent

  
	
   

  	
   

  	
   

  
	
   

  	
  By:

  	
   

  
	
   

  	
   

  	
  Name:

  
	
   

  	
   

  	
  Title:

  

 

 

Annex
A to

Cash Purchase Price

Adjustment Amount

Certificate

 

CASH
PURCHASE PRICE ADJUSTMENT AMOUNT

 

	
  A

  CUSIP

  	
   

  	
  B

  Security Name

  	
   

  	
  I

  Post 10/31/2008

  Principal

  	
   

  	
  J

  Post 10/31/2008

  Interest

  	
   

  	
  L

  Accrued Interest on

  amounts in columns

  I and J

  	
   

  	
  Cash Purchase Price

  Adjustment Amount

  (I+J+L)

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Total

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  

 

 

Annex
B

to

Cash Purchase Price

Adjustment Amount

Certificate

 

Cash
Purchase Price Adjustment Amount for each Seller

 

Date:
                

 

	
  Seller

  	
   

  	
  Seller’s

  Participation

  Percentage

  	
   

  	
  Cash Purchase Price

  Adjustment Amount

  for each

  Seller(1)

  	
   

  	
  Amount by which the

  [final] [revised

  final] Cash

  Purchase Price

  Adjustment Amount

  exceeds (is less

  than) the

  [estimated] [prior

  final] Cash

  Purchase Price

  Adjustment Amount

  	
   

  
	
  Seller
  1

  	
   

  	
  [      

  	
  ]%

  	
  $

  	
  [           

  	
  ]

  	
  $

  	
  [           

  	
  ]

  
	
  Seller
  2

  	
   

  	
  [      

  	
  ]%

  	
  $

  	
  [           

  	
  ]

  	
  $

  	
  [           

  	
  ]

  
	
  Seller
  3

  	
   

  	
  [      

  	
  ]%

  	
  $

  	
  [           

  	
  ]

  	
  $

  	
  [           

  	
  ]

  
	
  Seller
  4

  	
   

  	
  [      

  	
  ]%

  	
  $

  	
  [           

  	
  ]

  	
  $

  	
  [           

  	
  ]

  
	
  Seller
  5

  	
   

  	
  [      

  	
  ]%

  	
  $

  	
  [           

  	
  ]

  	
  $

  	
  [           

  	
  ]

  
	
  Seller
  6

  	
   

  	
  [      

  	
  ]%

  	
  $

  	
  [           

  	
  ]

  	
  $

  	
  [           

  	
  ]

  
	
  Seller
  7

  	
   

  	
  [      

  	
  ]%

  	
  $

  	
  [           

  	
  ]

  	
  $

  	
  [           

  	
  ]

  
	
  Seller
  8

  	
   

  	
  [      

  	
  ]%

  	
  $

  	
  [           

  	
  ]

  	
  $

  	
  [           

  	
  ]

  

 

(1)          For each Seller: the product of (x) such Seller’s
Participation Percentage as set forth in the second column of this table and
(y) the Cash Purchase Price Adjustment Amount for the RMBS Pool as set
forth in the last column of Annex A.

 

 

	
  Seller

  	
   

  	
  Seller’s

  Participation

  Percentage

  	
   

  	
  Cash Purchase Price

  Adjustment Amount

  for each

  Seller(1)

  	
   

  	
  Amount by which the

  [final] [revised

  final] Cash

  Purchase Price

  Adjustment Amount

  exceeds (is less

  than) the

  [estimated] [prior

  final] Cash

  Purchase Price

  Adjustment Amount

  	
   

  
	
  Seller
  9

  	
   

  	
  [      

  	
  ]%

  	
  $

  	
  [           

  	
  ]

  	
  $

  	
  [           

  	
  ]

  
	
  Seller
  10

  	
   

  	
  [      

  	
  ]%

  	
  $

  	
  [           

  	
  ]

  	
  $

  	
  [           

  	
  ]

  
	
  Seller
  11

  	
   

  	
  [      

  	
  ]%

  	
  $

  	
  [           

  	
  ]

  	
  $

  	
  [           

  	
  ]

  

 

 

 

EXHIBIT B

to

Asset
Purchase Agreement

 

[letterhead of
Sullivan & Cromwell LLP]

 

December 12, 2008

 

Maiden Lane II LLC,

c/o Federal Reserve Bank
of New York,

33 Liberty Street,

New York, New York  10045.

 

Federal Reserve Bank of
New York,

as Controlling Party (as
defined herein),

33 Liberty Street,

New York, New York  10045.

 

Gentlemen and Ladies:

 

In connection with the
execution and delivery of the Asset Purchase Agreement, dated as of December 12,
2008 (the “Asset Purchase Agreement”), among The United States Life Insurance
Company in the City of New York (“US Life”), American International Life
Assurance Company of New York (“AILAC”), First SunAmerica Life Insurance
Company (“First SunAmerica” and, together with US Life and AILAC, the “New York
Sellers”), American General Life Insurance Company (“AGLIC”), American General
Life and Accident Insurance Company (“AGLAIC”), AIG Life Insurance Company (“AIG
Life”), AIG Annuity Insurance Company (“AIG Annuity”), The Variable Annuity
Life Insurance Company (“VALIC”), AIG SunAmerica Life Assurance Company (“AIG
SunAmerica”), American Life Insurance Company (“ALIC”) and SunAmerica Life
Insurance Company (“SunAmerica Life” and, together with the New York Sellers,
AGLIC, AGLAIC, AIG Life, AIG Annuity, VALIC, AIG SunAmerica and ALIC, the “Sellers”),
as sellers, AIG Securities Lending Corp., as agent (“AIG Agent”), American
International Group, Inc. (“AIG”), Maiden Lane II LLC, as buyer (the “Buyer”),
and the Federal Reserve Bank of New York, as controlling party (the “Controlling
Party”), we, as counsel to AIG, have examined each of the following:

 

 

(i)            the Asset Purchase Agreement;

 

(ii)           the Security Agreement, dated as of December 12,
2008 (the “Security Agreement”), among the Buyer, the Federal Reserve Bank of
New York, as senior lender, the Controlling Party, the Sellers and The Bank of
New York Mellon, as collateral agent (“Collateral Agent”); and

 

(iii)          such certificates and other documents,
and such questions of law, as we have considered necessary or appropriate for
the purposes of this opinion.

 

Upon the basis of such
examination, and subject to the qualifications, limitations and assumptions set
forth herein, it is our opinion that:

 

(1)           Each of the New York Sellers is an
existing insurance company in good standing under the laws of the State of New
York, with corporate power and authority to execute and deliver each of the
Asset Purchase Agreement and the Security Agreement and to perform its
obligations under each of the Asset Purchase Agreement and the Security
Agreement.

 

(2)           AIG is an existing corporation in
good standing under the General Corporation Law of the State of Delaware, with
corporate power and authority to execute and deliver the Asset Purchase
Agreement and to perform its obligations under the Asset Purchase Agreement.

 

(3)           Each of the Asset Purchase Agreement
and the Security Agreement has been duly authorized, executed and delivered by
each of the New York Sellers.

 

(4)           The Asset Purchase Agreement has been
duly authorized, executed and delivered by AIG.

 

(5)           Each of the Asset Purchase Agreement
and the Security Agreement constitutes a valid and legally binding obligation
of each of the Sellers, enforceable against each 

 

 

Seller in accordance with
its terms, subject to bankruptcy, insolvency, fraudulent transfer,
reorganization, moratorium and similar laws of general applicability relating
to or affecting creditors’ rights and to general equity principles. In
rendering the opinion in this paragraph (5), we are expressing no opinion
as to the creation, perfection or priority of any liens, security interests or
collateral assignments purportedly granted pursuant to either the Asset
Purchase Agreement or the Security Agreement.

 

(6)           The Asset Purchase Agreement
constitutes a valid and legally binding obligation of each of AIG and AIG
Agent, enforceable against each of AIG and AIG Agent in accordance with its
terms, subject to bankruptcy, insolvency, fraudulent. transfer, reorganization,
moratorium and similar laws of general applicability relating to or affecting
creditors’ rights and to general equity principles. In rendering the opinion in
this paragraph (6), we are expressing no opinion as to the creation, perfection
or priority of any liens, security interests or collateral assignments
purportedly granted pursuant to either the Asset Purchase Agreement or the
Security Agreement.

 

(7)           The execution and delivery of each of
the Asset Purchase Agreement and the Security Agreement by US Life do not, and
the performance of its obligations thereunder in accordance with its terms will
not, violate (i) the Charter of US Life, dated December 31, 2003, or (ii) the
Bylaws of US Life, as amended and restated July 25, 2002.

 

(8)           The execution and delivery of each of
the Asset Purchase Agreement and the Security Agreement by AILAC do not, and
the performance of its obligations thereunder in accordance with its terms will
not, violate (i) the Declaration of Intention and Charter of AILAC, dated March 5,
1962, as amended by the Certificate of Amendment of the Certificate of
Incorporation, dated February 4, 1972, as further amended by the
Certificate of Amendment of 

 

 

the Certificate of
Incorporation, dated January 18, 1985, as further amended by the
Certificate of Amendment of the Certificate of Incorporation, dated June 1,
1987, as further amended by the Certificate of Amendment of the Certificate of
Incorporation, dated March 22, 1989, and as further amended by the
Certificate of Amendment of the Certificate of Incorporation, dated June 27,
1991, or (ii) the Bylaws of AILAC, as amended and restated July 25,
2002.

 

(9)           The execution and delivery of each of
the Asset Purchase Agreement and the Security Agreement by First SunAmerica do
not, and the performance of its obligations thereunder in accordance with its
terms will not, violate (i) the Amended and Restated Certificate of
Incorporation of First SunAmerica, dated October 27, 1997, as amended by
the Certificate of Amendment of the Amended and Restated Charter of First
SunAmerica, dated May 30, 2003, or (ii) the Bylaws of First
SunAmerica, as amended January 1, 1996.

 

(10)         The execution and delivery of the Asset
Purchase Agreement by AIG do not, and the performance of its obligations
thereunder in accordance with its terms will not, violate the (i) Restated
Certificate of Incorporation of AIG, dated June 2, 1995, as amended by the
Certificate of Amendment of Certificate of Incorporation of AIG, dated May 26,
1998, as further amended by the Certificate of Merger of SunAmerica Inc. with
and into AIG, dated December 30, 1998, as further amended by the
Certificate of Amendment of Certificate of Incorporation, dated June 5,
2000, or (ii) the By-Laws of AIG, as amended June 15, 2008.

 

The opinions expressed
herein are subject to the following qualifications, limitations and
assumptions, which we have not independently verified:

 

(a)           Except as expressly stated in
paragraphs (1), (2), (3), (4), (5) and (6) above, we have
assumed that each of the parties to each of the Asset Purchase Agreement and
the Security Agreement has been duly incorporated, formed or organized, as
appropriate, is 

 

 

validly existing under
the laws of its jurisdiction of formation or organization, has the corporate,
limited liability company, partnership or other organizational power to enter
into and perform all obligations under each of the Asset Purchase Agreement and
the Security Agreement, and that each of the Asset Purchase Agreement and the
Security Agreement has been duly authorized, executed and delivered by all
persons and entities that are parties thereto and constitutes a valid and
legally binding agreement of all persons and entities that are parties thereto.

 

(b)           As contemplated by the qualifications
set forth in paragraphs (5) and (6) above, in rendering the foregoing
opinions, we are expressing no opinion herein as to Federal or state laws
relating to fraudulent transfers.

 

(c)           In rendering the opinions expressed
in paragraphs (5) and (6), we have assumed that the Buyer, the Controlling
Party and each of the other parties to the Asset Purchase Agreement or the
Security Agreement shall not exercise its discretion under the Asset Purchase
Agreement or the Security Agreement, including without limitation the
discretion of the Controlling Party to make certain amendments to or affecting
the Asset Purchase Agreement or any other Transaction Document (as defined in
the Asset Purchase Agreement), unreasonably, in bad faith or in a manner
inconsistent with the obligations of good faith and fair dealing.

 

(d)           In connection with our opinions set
forth in paragraphs (5) and (6) above, we have assumed that the
execution, delivery and performance by each Seller, AIG and AIG Agent of each
of the Asset Purchase Agreement and the Security Agreement will comply with
each law applicable to any Seller, AIG or AIG Agent and with each requirement
or restriction imposed by any court or governmental body having jurisdiction
over any Seller, AIG or AIG Agent and will not result in a default under or a
breach of any agreement or instrument then binding upon any Seller, AIG or AIG
Agent.

 

 

(e)           In rendering the opinions expressed
in paragraphs (5) and (6), we express no view with respect to the
validity, binding effect or enforceability of any provision in the Asset
Purchase Agreement or the Security Agreement that purports to provide
indemnification of any person for any claims, damages, liabilities or expenses
resulting from violation by such person of any applicable securities laws or
from the consequences of the gross negligence or willful misconduct of such
person.

 

(f)            The opinions in paragraphs (5) and
(6) are subject to the possibility that principles of public policy and/or
statutory construction might be applied or construed to prohibit or limit the
transfer of environmental liability from one person or entity to any other. We
note, with regard to this further qualification, that although the considerable
majority of the courts that have considered the enforceability of environmental
indemnities under the Comprehensive Environmental Response, Compensation and Liability
Act, 42 U.S.C. §§ 9601 et seq. and other state or federal environmental
statutes have found such indemnities to be enforceable, a number of courts have
held that such agreements are not enforceable.

 

(g)           No opinion is expressed herein as to
the validity, binding effect or enforceability of any disclaimers or waiver set
forth in the Asset Purchase Agreement or the Security Agreement to the extent
such disclaimers or waivers may not be given under applicable law.

 

(h)           Our opinions in paragraph (1) with
respect to the existence and good standing of each of the New York Sellers is
based solely and exclusively upon certificates of good standing issued by the
State of New York Insurance Department and previously provided to you and your
counsel.

 

 

(i)            No opinion is expressed herein as to
the validity, binding effect or enforceability of any provision of the Asset
Purchase Agreement that by its terms purports to be governed by the laws of the
State of Delaware.

 

(j)            No opinion is expressed herein with
respect to the ownership of or state of title to any real or personal property,
including without limitation any of the RMBS Issues (as defined in the Asset
Purchase Agreement).

 

(k)           No opinion is expressed as to
enforceability of any provision that purports to limit the bringing of any
action or proceeding to the courts specified in such provision.

 

The opinions expressed
herein are limited to the laws of the State of New York and the General
Corporation Law of the State of Delaware, and we are expressing no opinion as
to the effect or requirements of the laws of any other jurisdiction.

 

We have assumed that you
and the Controlling Party have complied with all Federal and/or state laws and
regulations arising out of the transaction reflected in the Asset Purchase
Agreement and the Security Agreement or your or the Controlling Party’s status
with respect thereto and will continue to do so.

 

With your approval, we
have relied as to certain matters on information obtained from public
officials, officers of each New York Seller, AIG Agent and AIG and other
sources believed by us to be responsible and have assumed that the signatures
on all documents examined by us are genuine, an assumption which we have not
independently verified.

 

The opinions expressed
herein are rendered on and as of the date hereof, and we assume no obligation
to advise you or any other person as to any legal development or factual
matters arising subsequent to the date hereof that might affect the opinions
expressed herein.

 

 

This opinion is being
delivered to you by us as counsel to AIG, is solely for your benefit and may
not be relied upon by, or delivered or disclosed to, any other person or entity
without our prior written consent.

 

	
   

  	
  Very truly yours,

  
	
   

  	
   

  
	
   

  	
  SULLIVAN & CROMWELL LLP

  

 

 

 

EXHIBIT C

to

Asset
Purchase Agreement

 

[letterhead of
Richards Layton & Finger]

 

December 12, 2008

To Each of the Persons
Listed 

on Schedule A Attached Hereto

 

Re:                               AIG Life Insurance Company

 

Ladies and Gentlemen:

 

We have acted as special
Delaware counsel for AIG Life Insurance Company, a Delaware corporation (“AIG
Life”), in connection with the matters set forth herein. At your request, this
opinion is being furnished to you.

 

For purposes of giving
the opinions hereinafter set forth, our examination of documents has been
limited to the examination of originals or copies of the following:

 

(a)           The Certificate of Domestication of
AIG Life, as filed in the office of the Secretary of State of the State of
Delaware (the “Secretary of State”) on December 23, 1991, together with
the Certificate of Incorporation of AIG Life, dated December 6, 1991, as
filed in the office of the Secretary of State on December 23, 1991, as
amended and restated by the Restated Certificate of Incorporation of AIG Life,
dated December 6, 1991, as filed in the office of the Secretary of State
of the State on December 23, 1991, as modified by the Certificate of
Change of Location of Registered Office and/or Registered Agent, dated August 3,
1994, as filed in the office of the Secretary of State on August 19, 1994,
as amended by the Certificate of Amendment of Certificate of Incorporation of
AIG Life, dated December 3, 2001, as filed in the office of the Secretary
of State on December 3, 2001, as further modified by the Certificate of
Designation of Series A Preferred Stock of AIG Life, dated December 7,
2001, as filed in the office of the Secretary of State on December 7,
2001, and as further modified by the Certificate of Change of Location of
Registered Office and of Registered Agent, dated July 24, 2002, as filed
in the office of the Secretary of State on August 12, 2002 (as so amended
and restated, the “Certificate of Incorporation”);

 

(b)           The Amended and Restated By-Laws of
AIG Life, adopted as of April 27, 2005 (the “Bylaws”);

 

(c)           A copy of the Certificate of
Authority of AIG Life from the Department of Insurance of the State of Delaware
(the “Department of Insurance”), dated October 26, 1994;

 

(d)           Certificates of an officer of AIG
Life, dated as of the date hereof (the “Officer’s Certificates”);

 

 

(e)           The Asset Purchase Agreement, dated
as of December 12, 2008 (the “Asset Purchase Agreement”), among American
General Life Insurance Company, American General Life and Accident Insurance
Company, The United States Life Insurance Company in the City of New York, AIG
Life, American International Life Assurance Company of New York, American Life
Insurance Company, AIG Annuity Insurance Company, The Variable Annuity Life
Insurance Company, SunAmerica Life Insurance Company, First SunAmerica Life
Insurance Company, and AIG SunAmerica Life Assurance Company (collectively, the
“Sellers”), AIG Securities Lending Corp., as agent of the Sellers, American
International Group, Inc., Maiden Lane II LLC, a Delaware limited
liability company (“ML II”), as buyer, and Federal Reserve Bank: of New York (“FRBNY”),
in its capacity as Controlling Party (as defined therein);

 

(f)            The Security Agreement, dated as of December 12,
2008 (the “Security Agreement”), among ML II, FRBNY, as senior lender and
controlling party, the Sellers, and The Bank of New York Mellon, as collateral
agent;

 

(g) The resolutions
of the Board of Directors of AIG Life (the “Board”) adopted at a meeting of the
Board held on December 10, 2008;

 

(h) A Certificate of
Compliance/Good Standing for AIG Life, obtained from the Department of
Insurance; and

 

(i) A Good Standing
Certificate for AIG Life, dated December 12, 2008, obtained from the
Secretary of State.

 

Initially capitalized
terms used herein and not otherwise defined are used as defined in the Asset
Purchase Agreement. The Asset Purchase Agreement and the Security Agreement are
hereinafter referred to jointly as the “Transaction Documents.”

 

For purposes of this
opinion, we have not reviewed any documents other than the documents listed in
paragraphs (a) through (i) above. In particular, we have not reviewed
any document (other than the documents listed in paragraphs (a) through (i) above)
that is referred to in or incorporated by reference into any document reviewed
by us. We have assumed that there exists no provision in any document that we
have not reviewed that is inconsistent with the opinions stated herein. We have
conducted no independent factual investigation of our own but rather have
relied solely upon the foregoing documents, the statements and information set
forth therein and the additional matters recited or assumed herein, all of
which we have assumed to be true, complete and accurate in all material
respects.

 

With respect to all
documents examined by us, we have assumed that (i) all signatures on
documents examined by us are genuine, (ii) all documents submitted to us
as originals are authentic, and (iii) all documents submitted to us as
copies conform with the original copies of those documents.

 

For purposes of this opinion,
we have assumed (i) except to the extent set forth in paragraph 1 below,
the due organization, due formation or due creation, as the case may be, and 

 

 

valid existence in good
standing of each party to the documents examined by us under the laws of the
jurisdiction governing its organization, formation or creation, (ii) the
legal capacity of natural persons who are signatories to the documents examined
by us, (iii) except to the extent set forth in paragraph 2 below, that
each of the parties to the documents examined by us has the power and authority
to execute and deliver, and to perform its obligations under, such documents, (iv) that
any amendment or restatement of any document reviewed by us has been
accomplished in accordance with, and was permitted by, the relevant provisions
of said document prior to its amendment or restatement from time to time, (v) except
to the extent set forth in paragraphs 3 and 4 below, the due authorization,
execution and delivery by all parties thereto of all documents examined by us, (vi) that
each of the documents examined by us constitutes a legal, valid and binding
agreement of the parties thereto, and is enforceable against the parties
thereto, in accordance with its terms, (vii) that Section 203 of the
General Corporation Law of the State of Delaware (the “General Corporation Law”)
is not applicable to AIG Life pursuant to subsection (b)(4) thereof, and (viii) that
neither ML II nor FRBNY is an “affiliate” of AIG Life for purposes of Chapter
50 of the Delaware Insurance Code.

 

This opinion is limited
to the laws of the State of Delaware (excluding the securities and blue sky
laws of the State of Delaware), and we have not considered and express no
opinion on the laws of any other jurisdiction, including New York laws and
United States federal laws (including United States federal bankruptcy law) and
rules and regulations relating thereto. Our opinions are rendered only
with respect to Delaware laws and rules, regulations and orders thereunder that
are currently in effect.

 

Based upon the foregoing,
and upon our examination of such questions of law and statutes of the State of
Delaware as we have considered necessary or appropriate, and subject to the
assumptions, qualifications, limitations and exceptions set forth herein, we
are of the opinion that:

 

1.             AIG Life is duly incorporated, validly existing and in
good standing as a corporation under the General Corporation Law.

 

2.             AIG Life has all necessary corporate power and authority
under the Certificate of Incorporation, the Bylaws and the General Corporation
Law to execute and deliver, and to perform its obligations under, the
Transaction Documents.

 

3.             The execution and delivery of the Transaction Documents
by AIG Life, and the performance by AIG Life of its obligations thereunder,
have been duly authorized by all necessary corporate action on the part of AIG
Life under the Certificate of Incorporation, the Bylaws and the General
Corporation Law.

 

4.             AIG Life has duly executed and delivered the Transaction
Documents under the Certificate of Incorporation, the Bylaws and the General
Corporation Law.

 

5.             The execution and delivery by AIG Life of the
Transaction Documents, and the performance by AIG Life of its obligations
thereunder, do not violate (i) the Certificate of Incorporation, (ii) the
Bylaws or (iii) any Delaware law, rule or regulation.

 

 

6.             No authorization, approval, consent or order of any
Delaware court or Delaware governmental authority is required to be obtained by
AIG Life solely in connection with the execution and delivery by AIG Life of
the Transaction Documents, or the performance by AIG Life of its obligations
thereunder, except for filings that may be required under the Uniform
Commercial Code as in effect in the State of Delaware (the “Delaware UCC”) and
as noted in qualification F below.

 

The opinions expressed
above are subject to the following additional assumptions, qualifications,
limitations and exceptions:

 

A.            We express no opinion with respect to any provision in
the Transaction Documents purporting to prohibit, restrict or condition the
assignment of the Transaction Documents, to the extent that any such provision
may be limited by the operation of Sections 9-401, 9-6 or 9-408 of the Delaware
UCC.

 

B.            We express no opinion with respect to any provision of
the Transaction Documents that permits, by implication or otherwise, the
collection of attorneys’ fees in excess of the limitation of 10 Del. C.
§ 3912, which statutory limitation permits reasonable attorneys’ fees not to
exceed twenty percent (20%) of the amounts adjudged as principal and interest.

 

C.            We express no opinion as to (i) purported waivers of
any statutory or other rights, court rules and defenses to obligations
where such waivers (A) are against public policy or (B) constitute
waivers of rights which by law, regulation or judicial decision may not
otherwise be waived, or (ii) any right or obligation to the extent that
the same may be varied by course of dealing or performance.

 

D.            We express no opinion with respect to any provision of
the Transaction Documents (i) that purports or would operate to render
ineffective any waiver or modification not in writing or (ii) to the
effect that the failure to exercise or delay in exercising rights or remedies
will not operate as a waiver of any such rights or remedies.

 

E.             The opinion expressed in paragraph 4 above is based
solely upon our review of the incumbency certifications contained in the
Officer’s Certificates.

 

F.             We note that under Delaware Insurance Regulation 306,
entitled “Disclosure of Material Transactions” (“Regulation 306”), every
insurer domiciled in the State of Delaware is required to file a report with
the Insurance Commissioner of the State of Delaware (the “Commissioner”)
disclosing material dispositions of assets within fifteen (15) days after the
end of the calendar month in which any such material disposition occurs.
Regulation 306 defines a material disposition as one that is non-recurring and
not in the ordinary course of business and involves more than five percent (5%)
of the reporting insurer’s total admitted assets as reported in its most recent
statutory statement filed with the Department of Insurance. As a result, with
respect to the opinions expressed in paragraphs 5 and 6 above, if the
Transactions constitute a material disposition of assets by AIG Life, AIG Life
will be required to timely file a report with the Commissioner complying with
Regulation 306.

 

 

G.            The opinions expressed above are subject to the effect of
(i) bankruptcy, insolvency, moratorium, receivership, reorganization,
liquidation, fraudulent conveyance and transfer and other similar laws relating
to or affecting the rights and remedies of creditors generally, (ii) principles
of equity (regardless of whether considered and applied in a proceeding in
equity or at law), (iii) the effect of applicable public policy with
respect to provisions relating to indemnification, exculpation or contribution,
and (iv) judicial imposition of an implied covenant of good faith and fair
dealing.

 

We understand that you
will rely as to matters of Delaware law upon this opinion in connection with
the transactions contemplated by the Transaction Documents. In connection with
the foregoing, we hereby consent to your relying as to matters of Delaware law
upon this opinion, subject to the understanding that the opinions rendered
herein are given on the date hereof and such opinions are rendered only with
respect to facts existing on the date hereof and laws, rules and
regulations currently in effect. Except as stated above, without our prior
written consent, this opinion may not be furnished or quoted to, or relied upon
by, any other person or entity for any purpose.

 

	
   

  	
  Very truly yours,

  
	
  WAY/EL

  	
   

  

 

 

Schedule
A

 

Federal Reserve Bank of
New York

 

Maiden Lane II LLC

 

 

[letterhead of
Richards Layton & Finger]

 

December 12, 2008

To Each of the Persons
Listed 

on Schedule A Attached Hereto

 

Re:                               AIG Securities Lending Corp.

 

Ladies and Gentlemen:

 

We have acted as special
Delaware counsel for AIG Securities Lending Corp., a Delaware corporation
(formerly known as AIG Global Securities Lending Corp.) (“AIG SLC”), in
connection with the matters set forth herein. At your request, this opinion is
being furnished to you.

 

For purposes of giving
the opinions hereinafter set forth, our examination of documents has been
limited to the examination of originals or copies of the following:

 

(a)           The Certificate of Incorporation of
AIG SLC, dated February 24, 1998, as filed in the office of the Secretary
of State of the State of Delaware (the “Secretary of State”) on February 24,
1998, as amended by the Certificate of Amendment thereto, dated November 19,
2007, as filed in the office of the Secretary of State on November 19,
2007 (as so amended, the “Certificate of Incorporation”);

 

(b)           The By-Laws of AIG SLC (the “Bylaws”);

 

(c)           A Certificate of an officer of AIG
SLC, dated as of the date hereof (the “Officer’s Certificate”);

 

(d)           The Asset Purchase Agreement, dated
as of December 12, 2008 (the “Asset Purchase Agreement”), among American
General Life Insurance Company, American General Life and Accident Insurance
Company, The United States Life Insurance Company in the City of New York, AIG
Life Insurance Company, a Delaware domiciled stock insurance company (“AIG Life”),
American International Life Assurance Company of New York, American Life
Insurance Company, a Delaware domiciled stock insurance company (“ALICO” and,
together with AIG Life, the “Delaware Sellers”), AIG Annuity Insurance Company,
The Variable Annuity Life Insurance Company, SunAmerica Life Insurance Company,
First SunAmerica Life Insurance Company, and AIG SunAmerica Life Insurance
Company (collectively, the “Sellers”), AIG SLC, as agent of the Sellers,
American International Group, Inc., Maiden Lane II LLC, a Delaware limited
liability company, as buyer, and Federal Reserve Bank of New York, in its
capacity as Controlling Party (as defined therein);

 

(e)           The unanimous written consent of the
Board of Directors of AIG SLC, dated December 11, 2008; and

 

(f)            A Good Standing Certificate for AIG
SLC, dated December 12, 2008, obtained from the Secretary of State.

 

 

Initially capitalized
terms used herein and not otherwise defined are used as defined in the Asset
Purchase Agreement.

 

For purposes of this
opinion, we have not reviewed any documents other than the documents listed in
paragraphs (a) through (f) above. In particular, we have not reviewed
any document (other than the documents listed in paragraphs (a) through (f) above)
that is referred to in or incorporated by reference into any document reviewed
by us. We have assumed that there exists no provision in any document that we
have not reviewed that is inconsistent with the opinions stated herein. We have
conducted no independent factual investigation of our own but rather have
relied solely upon the foregoing documents, the statements and information set
forth therein and the additional matters recited or assumed herein, all of
which we have assumed to be true, complete and accurate in all material
respects.

 

With respect to all
documents examined by us, we have assumed that (i) all signatures on
documents examined by us are genuine, (ii) all documents submitted to us
as originals are authentic, and (iii) all documents submitted to us as
copies conform with the original copies of those documents.

 

For purposes of this
opinion, we have assumed (i) except to the extent set forth in paragraph 1
below, the due organization, due formation or due creation, as the case may be,
and valid existence in good standing of each party to the documents examined by
us under the laws of the jurisdiction governing its organization, formation or
creation, (ii) the legal capacity of natural persons who are signatories
to the documents examined by us, (iii) except to the extent set forth in
paragraph 2 below, that each of the parties to the documents examined by us has
the power and authority to execute and deliver, and to perform its obligations
under, such documents, (iv) that any amendment or restatement of any
document reviewed by us has been accomplished in accordance with, and was
permitted by, the relevant provisions of said document prior to its amendment
or restatement from time to time, (v) except to the extent set forth in
paragraphs 3 and 4 below, the due authorization, execution and delivery by all
parties thereto of all documents examined by us, (vi) except as set forth
in paragraph 7 below, that each of the documents examined by us constitutes a
legal, valid and binding agreement of the parties thereto, and is enforceable
against the parties thereto, in accordance with its terms, (vii) that Section 203
of the General Corporation Law of the State of Delaware (the “General
Corporation Law”) is not applicable to AIG SLC pursuant to subsection (b)(4) thereof,
(viii) that AIG SLC derives no income from or connected with sources
within the State of Delaware and has no assets, activities (other than the
maintenance of a registered office and registered agent in the State of
Delaware and the filing of documents with the Secretary of State) or employees
in the State of Delaware, and (ix) that the application of the laws of the
State of Delaware to the Asset Purchase Agreement to the extent set forth
therein would not be contrary to a fundamental policy of a jurisdiction (other
than the State of Delaware) which (a) would be the jurisdiction of
applicable law in the absence of an effective choice of law, and (b) has a
materially greater interest than the State of Delaware in the determination of
a particular issue relating to the Asset Purchase Agreement.

 

This opinion is limited
to the laws of the State of Delaware (excluding the insurance, securities and
blue sky laws of the State of Delaware), and we have not considered 

 

 

and express no opinion on
the laws of any other jurisdiction, including New York laws and United States
federal laws (including United States federal bankruptcy law) and rules and
regulations relating thereto. Our opinions are rendered only with respect to
Delaware laws and rules, regulations and orders thereunder that are currently
in effect.

 

Based upon the foregoing,
and upon our examination of such questions of law and statutes of the State of
Delaware as we have considered necessary or appropriate, and subject to the
assumptions, qualifications, limitations and exceptions set forth herein, we
are of the opinion that:

 

1.             AIG SLC is duly incorporated, validly existing and in
good standing as a corporation under the General Corporation Law.

 

2.             AIG SLC has all necessary corporate power and authority
under the Certificate of Incorporation, the Bylaws and the General Corporation
Law to execute and deliver, and to perform its obligations under, the Asset
Purchase Agreement.

 

3.             The execution and delivery of the Asset Purchase
Agreement by AIG SLC, and the performance by AIG SLC of its obligations
thereunder, have been duly authorized by all necessary corporate action on the
part of AIG SLC under the Certificate of Incorporation, the Bylaws and the
General Corporation Law.

 

4.             AIG SLC has duly executed and delivered the Asset Purchase
Agreement under the Certificate ofIncorporation, the Bylaws and the General
Corporation Law.

 

5.             The execution and delivery by AIG SLC of the Asset
Purchase Agreement, and the performance by AIG SLC of its obligations
thereunder, do not violate (i) the Certificate of Incorporation, (ii) the
Bylaws or’(iii) any Delaware law, rule or regulation.

 

6.             No authorization, approval, consent or order of any
Delaware court or Delaware governmental authority is required to be obtained by
AIG SLC solely in connection with the execution and delivery by AIG SLC of the
Asset Purchase Agreement, or the performance by AIG SLC of its obligations
thereunder, except for filings that may be required under the Uniform
Commercial Code as in effect in the State of Delaware (the “Delaware UCC”).

 

7. The Asset Purchase
Agreement, to the extent it is governed by the laws of the State of Delaware,
constitutes a valid and binding obligation of the Delaware Sellers, and is
enforceable against the Delaware Sellers, in accordance with its terms.

 

The opinions expressed
above are subject to the following additional assumptions, qualifications,
limitations and exceptions:

 

A. We express no opinion
with respect to any provision in the Asset Purchase Agreement purporting to
prohibit, restrict or condition the assignment of the Asset Purchase Agreement,
to the extent that any such provision may be limited by the operation of
Sections 9-401, 9-406 or 9-408 of the Delaware DCC.

 

 

B.            We express no opinion with respect to any provision of
the Asset Purchase Agreement that permits, by implication or otherwise, the
collection of attorneys’ fees in excess of the limitation of 10 Del. C.
§ 3912, which statutory limitation permits reasonable attorneys’ fees not to
exceed twenty percent (20%) of the amounts adjudged as principal and interest.

 

C.            We express no opinion as to (i) purported waivers of
any statutory or other rights, court rules and defenses to obligations
where such waivers (A) are against public policy or (B) constitute
waivers of rights which by law, regulation or judicial decision may not
otherwise be waived, or (ii) any right or obligation to the extent that
the same may be varied by course of dealing or performance.

 

D.            We express no opinion with respect to any provision of
the Asset Purchase Agreement (i) that purports or would operate to render
ineffective any waiver or modification not in writing or (ii) to the
effect that the failure to exercise or delay in exercising rights or remedies
will not operate as a waiver of any such rights or remedies.

 

E.             The opinion expressed in paragraph 4 above is based
solely upon our review of the incumbency certifications contained in the
Officer’s Certificate.

 

F.             The opinions expressed above are subject to the effect
of (i) bankruptcy, insolvency, moratorium, receivership, reorganization,
liquidation, fraudulent conveyance and transfer and other similar laws relating
to or affecting the rights and remedies of creditors generally, (ii) principles
of equity (regardless of whether considered and applied in a proceeding in
equity or at law), (iii) the effect of applicable public policy with
respect to provisions relating to indemnification, exculpation or contribution,
and (iv) judicial imposition of an implied covenant of good faith and fair
dealing.

 

We understand that you
will rely as to matters of Delaware law upon this opinion in connection with
the transactions contemplated by the Asset Purchase Agreement. In connection
with the foregoing, we hereby consent to your relying as to matters of Delaware
law upon this opinion, subject to the understanding that the opinions rendered
herein are given on the date hereof and such opinions are rendered only with
respect to facts existing on the date hereof and laws, rules and
regulations currently in effect. Except as stated above, without our prior
written consent, this opinion may not be furnished or quoted to, or relied upon
by, any other person or entity for any purpose.

 

	
   

  	
  Very truly yours,

  
	
  WAY/EL

  	
   

  

 

 

 

Schedule
A

 

Federal Reserve Bank of
New York

 

Maiden Lane II LLC

 

 

[letterhead of
Richards Layton & Finger]

 

December 12, 2008

To Each of the Persons
Listed

on Schedule A Attached Hereto

 

Re:                               American Life Insurance Company

 

Ladies and Gentlemen:

 

We have acted as special
Delaware counsel for American Life Insurance Company, a Delaware corporation
(formerly known as Asia Life Insurance Company) (“ALICO”), in connection with
the matters set forth herein.  At your
request, this opinion is being furnished to you.

 

For purposes of giving
the opinions hereinafter set forth, our examination of documents has been
limited to the examination of originals or copies of the following:

 

(a)           The Certificate of Incorporation of
ALICO, dated June 24, 1921, as filed in the office of the Secretary of
State of the State of Delaware (the “Secretary of State”) on August 18,
1921, as amended by three Certificates of Amendment thereto, each dated April 21,
1931, each as filed in the office of the Secretary of State on June 2, 1931,
as further amended by a Certificate of Amendment thereto, dated February 10,
1951, as filed in the office of the Secretary of State on February 16,
1951, as further amended by a Certificate of Amendment thereto, dated December 23,
1953, as filed in the office of the Secretary of State on December 24,
1953, as further amended by a Certificate of Amendment thereto, dated August 5,
1955, as filed in the office of the Secretary of State on August 11, 1955,
as further amended by a Certificate of Amendment thereto, dated December 18,
1962, as filed in the office of the Secretary of State on December 20,
1962, as further amended by a Certificate of Amendment thereto, dated November 1,
1971, as filed in the office of the Secretary of State on November 3,
1971, as modified by a Certificate of Change of Location of Registered Office
and/or Registered Agent of ALICO, dated October 7, 1985, as filed in the
office of the Secretary of State on October 16, 1985, as amended and
restated by the Amended and Restated Certificate of Incorporation of ALICO,
dated June 2, 1994, as filed in the office of the Secretary of State on June 3,
1994, and as further amended by the Certificate of Amendment thereto, dated April 30,
2006, as filed in the office of the Secretary of State on May 25, 2006 (as
so amended and restated, the “Certificate of Incorporation”);

 

(b)           The Amended and Restated By-Laws of
ALICO, adopted as of April 18, 2008 (the “Bylaws”);

 

(c)           A copy of the Certificate of
Authority of ALICO from the Department of Insurance of the State of Delaware
(the “Department of Insurance”), dated May 10, 2002;

 

(d)           Certificates of an officer of ALICO,
dated as of the date hereof (the “Officer’s Certificates”);

 

 

(e)           The Asset Purchase Agreement, dated
as of December 12, 2008 (the “Asset Purchase Agreement”), among American
General Life Insurance Company, American General Life and Accident Insurance
Company, The United States Life Insurance Company in the City of New York, AIG
Life Insurance Company, American International Life Assurance Company of New
York, ALICO, AIG Annuity Insurance Company, The Variable Annuity Life Insurance
Company, SunAmerica Life Insurance Company, First SunAmerica Life Insurance
Company, and AIG SunAmerica Life Assurance Company (collectively, the “Sellers”),
AIG Securities Lending Corp., as agent of the Sellers, American International
Group, Inc., Maiden Lane II LLC, a Delaware limited liability company (“ML
II”), as buyer, and Federal Reserve Bank of New York (“FRBNY”), in its capacity
as Controlling Party (as defined therein);

 

(f)            The Security Agreement, dated as of December 12,
2008 (the “Security Agreement”), among ML II, FRBNY, as senior lender and
controlling party, the Sellers, and The Bank of New York Mellon, as collateral
agent;

 

(g)           The unanimous written consent of the
Board of Directors of ALICO, dated December 12, 2008;

 

(h)           A Certificate of Compliance/Good
Standing for ALICO, obtained from the Department of Insurance; and

 

(i)            A Good Standing Certificate for
ALICO, dated December 12, 2008, obtained from the Secretary of State.

 

Initially capitalized
terms used herein and not otherwise defined are used as defined in the Asset
Purchase Agreement. The Asset Purchase Agreement and the Security Agreement are
hereinafter referred to jointly as the “Transaction Documents.”

 

For purposes of this
opinion, we have not reviewed any documents other than the documents listed in
paragraphs (a) through (i) above. In particular, we have not reviewed
any document (other than the documents listed in paragraphs (a) through (i) above)
that is referred to in or incorporated by reference into any document reviewed
by us. We have assumed that there exists no provision in any document that we
have not reviewed that is inconsistent with the opinions stated herein. We have
conducted no independent factual investigation of our own but rather have
relied solely upon the foregoing documents, the statements and information set
forth therein and the additional matters recited or assumed herein, all of
which we have assumed to be true, complete and accurate in all material
respects.

 

With respect to all
documents examined by us, we have assumed that (i) all signatures on
documents examined by us are genuine, (ii) all documents submitted to us
as originals are authentic, and (iii) all documents submitted to us as
copies conform with the original copies of those documents.

 

For purposes of this
opinion, we have assumed (i) except to the extent set forth in
paragraph 1 below, the due organization, due formation or due creation, as
the case may be, and valid existence in good standing of each party to the
documents examined by us under the laws 

 

 

of the jurisdiction
governing its organization, formation or creation, (ii) the legal capacity
of natural persons who are signatories to the documents examined by us, (iii) except
to the extent set forth in paragraph 2 below, that each of the parties to the
documents examined by us has the power and authority to execute and deliver,
and to perform its obligations under, such documents, (iv) that any
amendment or restatement of any document reviewed by us has been accomplished
in accordance with, and was permitted by, the relevant provisions of said
document prior to its amendment or restatement from time to time, (v) except
to the extent set forth in paragraphs 3 and 4 below, the due authorization,
execution and delivery by all parties thereto of all documents examined by us, (vi) that
each of the documents examined by us constitutes a legal, valid and binding
agreement of the parties thereto, and is enforceable against the parties
thereto, in accordance with its terms, (vii) that Section 203 of the
General Corporation Law of the State of Delaware (the “General Corporation Law”)
is not applicable to ALICO pursuant to subsection (b)(4) thereof, and (viii) that
neither ML II nor FRBNY is an “affiliate” of ALICO for purposes of Chapter 50
of the Delaware Insurance Code.

 

This opinion is limited
to the laws of the State of Delaware (excluding the securities and blue sky
laws of the State of Delaware), and we have not considered and express no
opinion on the laws of any other jurisdiction, including New York laws and
United States federal laws (including United States federal bankruptcy law) and
rules and regulations relating thereto. Our opinions are rendered only
with respect to Delaware laws and rules, regulations and orders thereunder that
are currently in effect.

 

Based upon the foregoing,
and upon our examination of such questions of law and statutes of the State of
Delaware as we have considered necessary or appropriate, and subject to the
assumptions, qualifications, limitations and exceptions set forth herein, we
are of the opinion that:

 

1.             ALICO is duly incorporated, validly existing and in good
standing as a corporation under the General Corporation Law.

 

2.             ALICO has all necessary corporate power and authority
under the Certificate of Incorporation, the Bylaws and the General Corporation
Law to execute and deliver, and to perform its obligations under, the
Transaction Documents.

 

3.             The execution and delivery of the Transaction Documents
by ALICO, and the performance by ALICO of its obligations thereunder, have been
duly authorized by all necessary corporate action on the part of ALICO under
the Certificate of Incorporation, the Bylaws and the General Corporation Law.

 

4.             ALICO has duly executed and delivered the Transaction
Documents under the Certificate of Incorporation, the Bylaws and the General
Corporation Law.

 

5.             The execution and delivery by ALICO of the Transaction
Documents, and the performance by ALICO of its obligations thereunder, do not
violate (i) the Certificate of Incorporation, (ii) the Bylaws or (iii) any
Delaware law, rule or regulation.

 

 

6.             No authorization, approval, consent or order of any
Delaware court or Delaware governmental authority is required to be obtained by
ALICO solely in connection with the execution and delivery by ALICO of the
Transaction Documents, or the performance by ALICO of its obligations
thereunder, except for filings that may be required under the Uniform
Commercial Code as in effect in the State of Delaware (the “Delaware UCC”) and
as noted in qualification F below.

 

The opinions expressed
above are subject to the following additional assumptions, qualifications,
limitations and exceptions:

 

A.            We express no opinion with respect to any provision in
the Transaction Documents purporting to prohibit, restrict or condition the
assignment of the Transaction Documents, to the extent that any such provision
may be limited by the operation of Sections 9-401, 9-406 or 9-408 of the
Delaware UCC.

 

B.            We express no opinion with respect to any provision of
the Transaction Documents that permits, by implication or otherwise, the
collection of attorneys’ fees in excess of the limitation of 10 Del. C.
§ 3912, which statutory limitation permits reasonable attorneys’ fees not
to exceed twenty percent (20%) of the amounts adjudged as principal and
interest.

 

C.            We express no opinion as to (i) purported waivers of
any statutory or other rights, court rules and defenses to obligations
where such waivers (A) are against public policy or (B) constitute
waivers of rights which by law, regulation or judicial decision may not
otherwise be waived, or (ii) any right or obligation to the extent that
the same may be varied by course of dealing or performance.

 

D.            We express no opinion with respect to any provision of
the Transaction Documents (i) that purports or would operate to render
ineffective any waiver or modification not in writing or (ii) to the
effect that the failure to exercise or delay in exercising rights or remedies
will not operate as a waiver of any such rights or remedies.

 

E.             The opinion expressed in paragraph 4 above is based
solely upon our review of the incumbency certifications contained in the
Officer’s Certificates.

 

F.             We note that under Delaware Insurance Regulation 306,
entitled “Disclosure of Material Transactions” (“Regulation 306”), every
insurer domiciled in the State of Delaware is required to file a report with
the Insurance Commissioner of the State of Delaware (the “Commissioner”)
disclosing material dispositions of assets within fifteen (15) days after the
end of the calendar month in which any such material disposition occurs.
Regulation 306 defines a material disposition as one that is non-recurring and
not in the ordinary course of business and involves more than five percent (5%)
of the reporting insurer’s total admitted assets as reported in its most recent
statutory statement filed with the Department of Insurance. As a result, with
respect to the opinions expressed in paragraphs 5 and 6 above, if the
Transactions constitute a material disposition of assets by ALICO, ALICO will
be required to timely file a report with the Commissioner complying with
Regulation 306.

 

 

G.            The opinions expressed above are subject to the effect of
(i) bankruptcy, insolvency, moratorium, receivership, reorganization,
liquidation, fraudulent conveyance and transfer and other similar laws relating
to or affecting the rights and remedies of creditors generally, (ii) principles
of equity (regardless of whether considered and applied in a proceeding in
equity or at law), (iii) the effect of applicable public policy with
respect to provisions relating to indemnification, exculpation or contribution,
and (iv) judicial imposition of an implied covenant of good faith and fair
dealing.

 

We understand that you
will rely as to matters of Delaware law upon this opinion in connection with
the transactions contemplated by the Transaction Documents.  In connection with the foregoing, we hereby
consent to your relying as to matters of Delaware law upon this opinion,
subject to the understanding that the opinions rendered herein are given on the
date hereof and such opinions are rendered only with respect to facts existing
on the date hereof and laws, rules and regulations currently in effect.
Except as stated above, without our prior written consent, this opinion may not
be furnished or quoted to, or relied upon by, any other person or entity for
any purpose.

 

	
   

  	
  Very truly yours,

  
	
  WAY/EL

  	
   

  

 

 

Schedule
A

 

Federal Reserve Bank of
New York

 

Maiden Lane II LLC

 

 

 

EXHIBIT D

to

Asset
Purchase Agreement

 

[letterhead of
Bass, Berry & Sims PLC]

 

December 12, 2008

 

Maiden Lane II LLC,

c/o Federal Reserve Bank of New York

FRBNY Investment Support Office

33 Liberty Street,

New York, New York 10045

 

Federal Reserve Bank of
New York

33 Liberty Street,

New York, New York 10045

 

Re:          American General Life and Accident Insurance Company; 

ML II Corporate Matters Opinion

 

Ladies and Gentlemen:

 

We have acted as special
Tennessee counsel to American General Life and Accident Insurance Company, a
Tennessee insurance company (the “Company”), as one of the Sellers in
connection with the sale by the Company to Maiden Lane II LLC, a Delaware
limited liability company (the “Buyer”), pursuant to that certain Asset
Purchase Agreement, dated as of December 12, 2008 (the “Closing Date”)
among the Company and the other Sellers, the Buyer, AIG Securities Lending
Corp. as AIG Agent, and the Federal Reserve Bank of New York as Controlling
Party (the “Asset Purchase Agreement”), whereby the Company sells and transfers
to the Buyer and the Buyer purchases from the Company all of the Buyer’s share
of each Residential Mortgage-Backed Securities Issue (“RMBS Issue”) in exchange
for payment by the Buyer to the Company of its share of the Cash Purchase Price,
the Fixed Deferred Purchase Price and the Variable Deferred Purchase Price, all
as set forth in the Opinion Documents. The Buyer’s obligations to the Company
and the other Sellers with respect to the Fixed Deferred Purchase Price and the
Variable Deferred Purchase Price are secured pursuant to a Security Agreement
dated the Closing Date among the Buyer as Borrower, the Federal Reserve Bank of
New York as Senior Lender and Controlling Party, the Company and the other
Sellers, and The Bank of New York Mellon as Collateral Agent (the “Security
Agreement”; together with the Asset Purchase Agreement, the “Opinion Documents”).

 

 

Capitalized terms used
herein and not otherwise defined shall have the meanings set forth in the APA.

 

The opinions expressed
herein are provided pursuant to Section 5.02(a) of the APA. In order
to provide the opinions set forth herein, we have examined and are familiar
with, among other things, the following:

 

a.             Fully executed copies of the Opinion Documents;

 

b.             A fully executed copy of a Certificate of Existence
for the Company issued by the Secretary of State of Tennessee and dated December 8,
2008 (the “Certificate of Existence”);

 

c.             A copy of the Company’s Charter certified by the
Secretary of State of Tennessee on December 8,2008, and a copy of the
Company’s By-Laws restated as of April 27, 2005 and certified by an
Assistant Secretary of the Company on December 11, 2008; and

 

d.             A Certificate of Compliance issued by the Commissioner
of Commerce and Insurance of the State of Tennessee to the Company dated December 11,
2008 (the “Certificate of Compliance”).

 

We have also examined
such certificates and other documents and instruments and have researched such
questions of law and examined such government records in Tennessee as we have
reasonably considered necessary or appropriate for the purpose of delivering
this Opinion. For purposes of the opinions expressed below, we have assumed for
parties other than the Company that the Opinion Documents have been duly
authorized, executed and delivered by the parties thereto. We have assumed the
genuineness of all signatures, the authenticity of all documents submitted to
us as originals, the conformity to original documents of all documents
submitted to us as certified, photostatic or electronic copies and the
authenticity of the originals of such latter documents. As to any facts
material to the opinions expressed herein that were not independently
established or verified, we have relied upon oral or written statements and
representations of officers and other representatives of the Company and
others, including without limitation, representations and warranties as to
factual matters contained in the Opinion Documents. We have engaged in research
to the extent deemed appropriate in the circumstance.

 

Based on the foregoing,
and subject to the assumptions, qualifications and exceptions set forth herein,
we express the following opinions:

 

1.             The Company is duly incorporated, validly existing and
in good standing under the laws of the State of Tennessee.

 

2

 

2.             The Company has all requisite power and authority to
execute, deliver and perform its obligations under the Opinion Documents, and
the Company has duly executed and delivered the Opinion Documents.

 

3.             No material consent, approval, authorization or order
of, or filing or registration with, any court or governmental authority or
agency of the State of Tennessee is required in connection with the due
authorization, execution and delivery by the Company of the Opinion Documents,
and such execution, delivery and do not (a) result in a violation of any
Tennessee statute, rule or regulation that in our experience is normally
applicable to general business corporations or insurance companies in relation
to transactions of the type contemplated by the Opinion Documents, or (b) contravene
the Charter or By-Laws of the Company.

 

The foregoing opinions
are subject to and expressly limited by the following assumptions,
qualifications and limitations, in addition to those previously set forth:

 

(i)            The opinion that the Company is duly incorporated,
validly existing and in good standing under the laws of the State of Tennessee
is based solely upon the Certificate of Existence and the Certificate of Compliance.

 

(ii)           We express no opinion with respect to whether the
Opinion Documents will conflict with or constitute a violation under any
contract or agreement to which the Company is a party or which is binding upon
it or its assets.

 

This Opinion is limited
to the application of the internal laws of the State of Tennessee (and we
express no opinion as to matters that are or that may purport to be governed by
the laws of any other jurisdiction) and to the matters set forth in this
letter, and no other opinions should be inferred beyond the matters herein
expressly stated.

 

This Opinion is rendered
as of the date hereof, and we assume no obligation to advise you of any change
hereafter occurring in circumstances touching or concerning the transaction
which is the subject of this Opinion, including any changes in law or fact (or
the effect thereon on the opinions expressed herein) that hereafter may come to
our attention.

 

The opinions expressed in
this letter are solely for your benefit and may not be relied upon by any
person other than an addressee without our prior written approval. These
opinions are not to be used, circulated or quoted in any manner or otherwise
used or relied on for any purpose or by any other person or entity without, in
each instance, our express written consent.

 

Very truly yours,

 

3

 

[letterhead of
Greenberg Traurig, LLP]

 

December 12, 2008

 

Maiden Lane II LLC 

c/o Federal Reserve Bank of New York 

33 Liberty Street 

New York, New York 10045

 

Federal Reserve Bank of
New York 

33 Liberty Street 

New York, New York 10045

 

Re:          Asset Purchase Agreement Among the
Sellers Party Thereto, AIG 

Securities Lending
Corp., as AIG Agent, American International Group, 

Inc., Maiden Lane
II LLC, and The Federal Reserve Bank of New York

 

Ladies and Gentlemen:

 

We have acted as special
counsel to American General Life Insurance Company (“American General”), AIG
Annuity Insurance Company (“AIG Annuity”), The Variable Annuity Life Insurance
Company (“Variable Annuity,” and together with American General and AIG
Annuity, the “Texas Seller Parties”), each
a stock property and casualty insurance company domiciled in the State of Texas
and a wholly-owned subsidiary of American International Group, Inc. (“AIG”)
in connection with the transactions associated with the sale of certain assets
(the “Transactions”) pursuant to
that certain Asset Purchase Agreement, dated as of December 12, 2008, by
and among The United States Life Insurance Company in the City of New York, a
New York-domiciled insurance company; American International Life Assurance
Company of New York, a New York-domiciled insurance company; First SunAmerica
Life Insurance Company, a New York-domiciled insurance company; American
General; American General Life and Accident Insurance Company, a
Tennessee-domiciled insurance company; AIG Life Insurance Company, a
Delaware-domiciled insurance company; AIG Annuity; Variable Annuity; AIG Sun
America Life Assurance Company, an Arizona-domiciled insurance company;
American Life Insurance Company, a Delaware-domiciled insurance company; and
SunAmerica Life Insurance Company, an Arizona-domiciled insurance company, AIG
Securities Lending Corp. as AIG Agent, AIG, Maiden Lane II LLC, a Delaware
limited liability company (“ML II”), as purchaser, and The Federal Reserve Bank
of New York (“FRBNY”), as controlling party (the “Asset
Purchase Agreement”). This opinion is rendered at the request of
the Texas Seller Parties pursuant to Section 5.02 (a)(iii) of the
Asset Purchase Agreement. All capitalized terms used in this letter, without
definition, have the meanings assigned to them in the Asset Purchase Agreement.

 

 

In connection with this
letter, we have examined executed originals or copies of executed originals of
the Asset Purchase Agreement and the Security Agreement dated December 12,
2008 among ML II, FRBNY, the Seller Parties, and The Bank of New York Mellon
(the “Security Agreement”). In addition, we have examined the following
documents (collectively, the “Due Diligence Documents”):

 

(a)           a secretary’s certificate of each of the Texas Seller
Parties (the “Secretary’s Certificates”),
substantially in the form attached hereto as Schedule 1,
certifying, among other things:

 

i.              a certified copy of each of the Texas Seller Parties’
articles of incorporation, as amended (the “Articles
of Incorporation”);

 

ii.             a copy of each of the Texas Seller Parties’ bylaws, as
amended (together, with the Articles of Incorporation, the “Organizational Documents”);

 

iii.            a copy of the board resolutions of the board of
directors of each of the Texas Seller Parties regarding the Asset Purchase
Agreement; and

 

(b)           various existence, good standing, qualification to do
business, and similar certificates from public offices of certain jurisdictions,
all as listed on Schedule 2 attached hereto (the “Good Standing Certificates”).

 

We have examined
originals or certified copies of such corporate records of the Texas Seller
Parties and other certificates and documents of officials of the Texas Seller
Parties, public officials, and others as we have deemed appropriate for
purposes of this letter. As to various questions of fact relevant to this
letter, we have relied, without independent investigation, upon the Due
Diligence Documents and certificates of public officials, certificates of
officers of the Texas Seller Parties, and representations and warranties of the
Texas Seller Parties in the Asset Purchase Agreement, all of which we assume to
be true, correct, and complete. We have made no investigation or review of any
matters relating to the Texas Seller Parties or any other person other than as
expressly listed herein. We wish to inform you that our knowledge is
necessarily limited due to the limited scope of our review.

 

In addition, we have made
no inquiry of the Texas Seller Parties or any other person regarding, and no
review of, any judgments, orders, decrees, franchises, licenses, certificates,
permits, or other public records or agreements to which the Texas Seller
Parties are a party other than (1) the Secretary’s Certificates, and (2) the
Good Standing Certificates, and our “knowledge” of any such matters is
accordingly limited.

 

We have assumed the
genuineness of all signatures, the authenticity of all documents submitted to
us as originals, and the conformity to authentic original documents of all
copies submitted to us as conformed, certified, or reproduced copies. We have
also assumed the legal capacity of natural persons, the corporate or other
power and due authorization of each person 

 

2

 

not a natural person
other than the Texas Seller Parties to execute and deliver the Asset Purchase
Agreement and the Security Agreement to consummate the Transactions
contemplated by the Asset Purchase Agreement and the Security Agreement, due
execution and delivery of the Asset Purchase Agreement and the Security
Agreement by all parties thereto other than the Texas Seller Parties, and that
the Asset Purchase Agreement and the Security Agreement constitutes the legal,
valid, and binding obligation of each party thereto other than the Texas Seller
Parties, enforceable against such party in accordance with its terms.

 

Based upon the foregoing
and subject to the assumptions, exceptions, qualifications, and limitations set
forth hereinafter, we are of the opinion that:

 

1.             Based solely on the Good Standing Certificates, each
of the Texas Seller Parties is a stock property and casualty insurance company
in good standing under the laws of the State of Texas, the jurisdiction of its
organization. Each of the Texas Seller Parties has the corporate power to enter
into the Asset Purchase Agreement and the Security Agreement.

 

2.             The execution and delivery of the Asset Purchase
Agreement and the Security Agreement by the Texas Seller Parties and the
performance by the Texas Seller Parties of the Transactions contemplated
thereby have been duly authorized by all necessary corporate action on the part
of each of the Texas Seller Parties provided however such authority is
conditioned on AIG’s capital contribution being consummated simultaneously
herewith.

 

3.             Each of the Texas Seller Parties has duly executed the
Asset Purchase Agreement and the Security Agreement to which it is a party.

 

4.             The execution and delivery of the Asset Purchase
Agreement and the Security Agreement by the Texas Seller Parties does not, and
the performance by the Texas Seller Parties of the Transactions contemplated by
the Asset Purchase Agreement and the Security Agreement will not, result in any
violation, breach, or result in a default of the Organizational Documents.

 

5.             No authorization or approval or other action by, and
no notice to or filing with, any governmental authority or regulatory body
(each, a “Filing”) is required under the Texas Insurance Code for the execution
and delivery of the Asset Purchase Agreement and the Security Agreement by the
Texas Seller Parties and the performance by each of the Texas Seller Parties of
the Transactions contemplated by the Asset Purchase Agreement and the Security
Agreement, except those which have already been obtained and are in full force
and effect, and except (i) Filings necessary in order to obtain and
maintain perfection of Liens, (ii) routine Filings necessary in connection
with the conduct of each of the Texas Seller Parties’ business, (iii) Filings
necessary in connection with the exercise of remedies under the Asset Purchase
Agreement, (iv) Filings required under federal 

 

3

 

and state securities laws
as contemplated by the Asset Purchase Agreement, (v) Filings related to
environmental matters, ERISA matters, taxes, and intellectual property, and (vi) Filings
required to maintain corporate and similar standing and existence. With respect
to Filings which have already been obtained and are in full force and effect,
including but not limited to Filings that may be required under Chapter 823 of
the Texas Insurance Code, we have relied solely upon representations made to us
by email correspondence from the staff of the Texas Department of Insurance as
to such staff’s review of the Transactions, without further independent review
or investigation. We further have assumed that neither the U.S. Government nor
any political subdivision (including without limitation FRBNY) is a “controlling
party” of the Texas Seller Parties, as such term is used and defined in Texas
Insurance Code Chapter 823.

 

The opinions and other
matters in this letter are qualified in their entirety and subject to the
following:

 

A.            We express no opinion as to the laws of any
jurisdiction other than the laws of the state of Texas. We have made no special
investigation or review of any published constitutions, treaties, laws, rules or
regulations, or judicial or administrative decisions (“Laws”),
other than a review of the laws of the state of Texas. We make no review of (a) Laws
of any counties, cities, towns, municipalities, and special political
subdivisions and any agencies thereof; (b) zoning, land use, building, and
construction Laws; (c) Federal Reserve Board margin regulations; (d) any
antifraud, environmental, labor, tax, insurance, antitrust, securities, or
intellectual property Laws; and (e) any Laws that may be applicable to the
Texas Seller Parties by virtue of the particular nature of the businesses
conducted by them or any goods or services provided by them or property owned
or leased by them, other than the Texas Insurance Code.

 

B.            This letter and the matters addressed herein are as of
the date hereof or such earlier date as is specified herein, and we undertake
no, and hereby disclaim any, obligation to advise you of any change in any
matter set forth herein, whether based on a change in the law, a change in any
fact relating to the Texas Seller Parties or any other person, or any other
circumstance. This opinion letter is limited to the matters expressly stated
herein and no opinions are to be inferred or may be implied beyond the opinions
expressly set forth herein.

 

C.            The opinions expressed in the first sentence of
paragraph 1 herein are given solely on the basis of the Good Standing
Certificates set forth in Schedule 2 hereto and speak only as of the
dates indicated in Schedule 2 rather than the date hereof. Such opinions
are limited to the meaning ascribed to such certificates by each applicable
state agency and applicable law.

 

4

 

D.            The matters expressed in this letter are subject to
and qualified and limited by (i) applicable bankruptcy, insolvency,
fraudulent transfer and conveyance, reorganization, moratorium, and similar
laws affecting creditors’ rights and remedies generally; (ii) general
principles of equity, including principles of commercial reasonableness, good
faith, and fair dealing (regardless of whether enforcement is sought in a
proceeding at law or in equity); (iii) commercial reasonableness and
unconscionability and an implied covenant of good faith and fair dealing; (iv) the
power of the courts to award damages in lieu of equitable remedies; and (v) securities
Laws and public policy underlying such Laws with respect to rights to
indemnification and contribution.

 

E.             We express no opinion with respect to the fairness of
the Asset Purchase Agreement, the Security Agreement, or any other matter, and
in rendering the opinions expressed herein, we have assumed, with your consent,
that a court of competent jurisdiction would find all such matters were
entirely fair. We have assumed that no fraud, dishonesty, forgery, coercion,
duress, or breach of fiduciary duty exists or will exist with respect to any of
the matters relevant to the opinions expressed in this letter.

 

F.             We express no opinion as to (i) the compliance of
the transactions contemplated by the Asset Purchase Agreement and the Security
Agreement with any regulations or governmental requirements applicable to any
party other than the Texas Seller Parties; (ii) the financial condition or
solvency of the Texas Seller Parties; (iii) the ability (financial or
otherwise) of the Texas Seller Parties or any other party to meet their
respective obligations under the Asset Purchase Agreement or the Security
Agreement; (iv) the compliance of the Asset Purchase Agreement or the
Security Agreement, or the Transactions contemplated thereby with, or the
effect of any of the foregoing with respect to, the antifraud provisions of the
federal and state securities laws, rules, and regulations; (v) the value
of any security provided to secure the payment of obligations contemplated by
the Asset Purchase Agreement or the Security Agreement; and (vi) the
conformity of the Asset Purchase Agreement to any term sheet or commitment
letter.

 

5

 

G.            This letter is solely for your benefit, and no other
Persons shall be entitled to rely upon this letter. Without our prior written
consent, this letter may not be quoted in whole or in part or otherwise
referred to in any document and may not be furnished or otherwise disclosed to
or used by any other Person, except for (i) delivery of copies hereof to
counsel for the addressees hereof, (ii) inclusion of copies hereof in a
closing file, and (iii) use hereof in any legal proceeding arising out of
the Transactions contemplated by the Asset Purchase Agreement and the Security
Agreement filed by an addressee hereof against this law firm or in which any
addressee hereof is a defendant.

 

	
   

  	
  Very truly yours,

  
	
   

  	
   

  
	
   

  	
  GREENBERG TRAURIG, LLP

  

 

6

 

 

Schedule
1

 

SECRETARY’S
CERTIFICATE

 

As of December 12,
2008

 

I,
                    ,
certify that I am the duly elected, qualified, and acting Secretary of
                              ,
a stock property and casualty insurance company domiciled in the State of Texas
(the “Company”), and that, as such,
I am familiar with the facts herein certified and am duly authorized to certify
the same and do hereby certify as follows:

 

1.             Attached hereto as Annex 1 is a true, correct,
and complete copy of the Articles of Incorporation of the Company as approved
by the Commissioner of Insurance for the State of Texas on
                        
                            ,
                            ,
as amended (the “Articles of Incorporation”),
which Articles of Incorporation have not been modified or amended, except as
reflected therein, and which remain in full force and effect as of the date
hereof.

 

2.             Attached as Annex 2 is a true, correct, and
complete copy of the certificate of authority for the Company, certified by the
Commissioner of Insurance for the State of Texas.

 

3.             Attached hereto as Annex 3 is a true, correct,
and complete copy of the Bylaws of the Company, as amended (the “Bylaws”), which Bylaws have not been
modified or amended, except as reflected therein, and which remain in full
force and effect as of the date hereof.

 

4.             Attached as Annex 4 is a true, correct, and
complete copy of the resolutions of the Company’s Board of Directors approving
the Transactions and the Transaction Documents. Such resolutions have not been
rescinded or modified in any way and are in full force and effect as of the
date hereof.

 

5.             I have examined on Annex 5 the signatures of
the Company’s officers signing the Asset Purchase Agreement, dated as of
                        
        , 2008, by and between
                      
(the “Asset Purchase Agreement”),
and the exhibits and Transaction Documents delivered in connection therewith,
and such signatures are their true signatures. As of the date hereof (and the
date of such signatures), such officers are duly appointed, qualified, and
acting officers of the Company, holding the office specified beside their
names.

 

6.             This Secretary’s Certificate is being delivered on the
Company’s behalf pursuant to Section      of the Asset
Purchase Agreement.

 

7.             This Secretary’s Certificate is made with the intent
that Greenberg Traurig may rely hereon for purposes of the opinion letter to be
rendered pursuant to Section               
of the Asset Purchase Agreement.

 

8.             Undefined capitalized terms used herein are defined in
the Asset Purchase Agreement.

 

 

IN
WITNESS WHEREOF,
I have duly executed this Secretary’s Certificate as of the date first written
above.

 

 

	
   

  	
  By:

  	
   

  
	
   

  	
   

  	
  Secretary

  

 

 

Schedule
2

 

Good
Standing Certificates

 

(a)           Current Certificate of Authority for each of the Texas
Seller Parties, certified by the Commissioner of Insurance of the Texas
Department of Insurance, dated December 10, 2008; and

 

(b)           Charter Documents for each of the Texas Seller
Parties, certified by the Commissioner of Insurance of the Texas Department of
Insurance, dated December 10, 2008.

 

 

[letterhead of Low &
Childers, P.C.]

 

December 18, 2008

 

To Each of the Persons
Listed

on Schedule A Attached Hereto

 

Re:          AIG SunAmerica Life Assurance Company

 

Ladies and Gentlemen:

 

We have acted as special
Arizona counsel for AIG SunAmerica Life Assurance Company, an Arizona
corporation (“AIG SunAmerica”), in connection with the matters set forth
herein. At your request, this opinion is being furnished to you.

 

For purposes of giving
the opinions hereinafter set forth, our examination of documents has been
limited to the examination of originals or copies of the following:

 

(a)           Certified copy of the Amended and Restated Articles of
Incorporation and Articles of Domestication of Anchor National Life Insurance
Company, as filed in the office of the Arizona Corporation Commission on December 26,
1995; a certified copy of the Amended and Restated Articles of Incorporation of
Anchor National Life Insurance Company (changing the name of the company to
SunAmerica National Life Insurance Company), as filed in the office of the
Arizona Corporation Commission on October 5, 2001; a certified copy of the
Amended and Restated Articles of Incorporation of SunAmerica National Life
Insurance Company (changing the name of the company to AIG SunAmerica Life
Assurance Company), as filed in the office of the Arizona Corporation
Commission on January 24, 2002; a certified copy of the Articles of
Amendment to the Amended and Restated Articles of Incorporation, as filed in
the office of the Arizona Corporation Commission on October 10, 2002; a
certified copy of the Amended and Restated Articles of Incorporation, as filed
in the office of the Arizona Corporation Commission on September 29, 2006;

 

(b)           The Amended and Restated Bylaws of AIG SunAmerica Life
Assurance Company, effective August 21, 2006;

 

(c)           A certified copy of the Certificate of Authority from
the Department of Insurance of the State of Arizona, dated February 28,
2003;

 

(d)           Certificate of an Officer of AIG SunAmerica dated as
of December 18, 2008, attached hereto as Exhibit A (the “Officer’s
Certificate”);

 

 

(e)           The Asset Purchase Agreement, dated as of December 12,
2008 (the “Asset Purchase Agreement”), among American General Life Insurance
Company, American General Life and Accident Insurance Company, The United
States Life Insurance Company in the City of New York, AIG Life, American
International Life Assurance Company of 
New York, American Life Insurance Company, AIG Annuity Insurance
Company, The Variable Annuity Life Insurance Company, SunAmerica Life Insurance
Company, First SunAmerica Life Insurance Company, and AIG SunAmerica Life
Assurance Company (collectively, the “Sellers”), AIG Securities Lending Corp.,
as agent of the Sellers, Maiden Lane II LLC, a Delaware limited liability
company (“ML II”), as buyer, and Federal Reserve Bank of New York (“FRBNY”), in
its capacity as Controlling Party (as defined therein);

 

(f)            The Security Agreement dated December 12, 2008 (the
“Security Agreement”) among ML II, as borrower, the Sellers, as junior
secured creditors, FRBNY, as Controlling Party and Senior Lender, and the Bank
of New York Mellon (“BNYM”), as collateral agent;

 

(g)           The Unanimous Written Consent of the Board of Directors
of AIG SunAmerica, dated December 12, 2008;

 

(h)           Certificate of Compliance for AIG SunAmerica from the
Arizona Department of Insurance; and

 

(i)            A Certificate of Compliance/Good Standing for AIG
SunAmerica, dated December 9, 2008.

 

For purposes of this
opinion, we have not reviewed any documents other than the documents listed in
paragraphs (a) through (i) above. In particular, we have not reviewed
any document (other than the documents listed in paragraphs (a) through (i) above)
that is referred to in or incorporated by reference into any document reviewed
by us. We have assumed that there exists no provision in any document that we
have not reviewed that is inconsistent with the opinions stated herein. We have
conducted no independent factual investigation of our own but rather have
relied solely upon the foregoing documents, the statements and information set
forth therein and the additional matters recited or assumed herein, all of
which we have assumed to be true, complete and accurate in all material
respects.

 

With respect to all
documents examined by us, we have assumed that (i) all signatures on
documents examined by us are genuine, (ii) all documents submitted to us
as originals are authentic, and (iii) all documents submitted to us as
copies conform with the original copies of those documents.

 

2

 

For purposes of this
opinion, we have assumed (i) except to the extent set forth in paragraph 1
below, the due organization, due formation or due creation, as the case may be,
and valid existence in good standing of each party to the documents examined by
us under the laws of the jurisdiction governing its organization, formation or
creation, (ii) the legal capacity of natural persons who are signatories
to the documents examined by us, (iii) except to the extent set forth in
paragraph 2 below, that each of the parties to the documents examined by us has
the power and authority to execute and deliver, and to perform its obligations
under, such documents, (iv) that any amendment or restatement of any
document reviewed by us has been accomplished in accordance with, and was
permitted by, the relevant provisions of said document prior to its amendment
or restatement from time to time, (v) except to the extent set forth in
paragraph 3 below, the due authorization, execution and delivery by all parties
thereto of all documents examined by us, (vi) that each of the documents
examined by us constitutes a legal, valid and binding agreement of the parties
thereto, and is enforceable against the parties thereto, in accordance with its
terms, and (vii) that neither ML II nor FRBNY is an “affiliate” of AIG
SunAmerica for purposes of the Arizona Holding Company Act, A.R.S.
§ 20-481, et seq.

 

This opinion is limited to
the laws of the State of Arizona (excluding the securities and blue sky laws of
the State of Arizona), and we have not considered and express no opinion on the
laws of any other jurisdiction, including New York laws and United States
federal laws (including United States federal bankruptcy law) and rules and
regulations relating thereto. Our opinions are rendered only with respect to
Arizona laws and rules, regulations and orders thereunder that are currently in
effect.

 

Based upon the foregoing,
and upon our examination of such questions of law and statutes of the State of
Arizona as we have considered necessary or appropriate, and subject to .the
assumptions, qualifications, limitations and exceptions set forth herein, we
are of the opinion that:

 

1.             AIG SunAmerica is duly incorporated, validly existing
and in good standing as a corporation under the Arizona Corporation Law.

 

2.             AIG SunAmerica has all necessary corporate power and
authority under the Articles of Incorporation, the Bylaws and the Arizona Corporation
Law to execute and deliver, and to perform its obligations under, the Asset
Purchase Agreement and Security Agreement.

 

3.             The execution and delivery of the Asset Purchase
Agreement and Security Agreement by AIG SunAmerica, and the performance by AIG
SunAmerica of its obligations thereunder, have been duly authorized by all
necessary corporate action on the part of AIG SunAmerica under the Articles of
Incorporation, the Bylaws and the Arizona Corporation Law.

 

4.             AIG SunAmerica has duly executed and delivered the
Asset Purchase Agreement and Security Agreement under the Articles of
Incorporation, the Bylaws and the Arizona Corporation Law.

 

3

 

5.             The execution and delivery by AIG SunAmerica of the Asset
Purchase Agreement and Security Agreement, and the performance by AIG
SunAmerica of its obligations thereunder, do not violate (i) the Articles
of Incorporation, (ii) the Bylaws or (iii) any Arizona law, rule or
regulation.

 

6.             No authorization, approval, consent or order of any
Arizona court or Arizona governmental authority is required to be obtained by
AIG SunAmerica solely in connection with the execution and delivery by AIG
SunAmerica of the Asset Purchase Agreement or Security Agreement, or the performance
by AIG SunAmerica of its obligations thereunder, except for filings that may be
required under the Uniform Commercial Code as in effect in the State of Arizona
(the “Arizona UCC”) and as noted in qualification F below.

 

The opinions expressed above
are subject to the following additional assumptions, qualifications,
limitations and exceptions:

 

A.            We express no opinion with respect to any provision in
the Asset Purchase Agreement or Security Agreement purporting to prohibit,
restrict or condition the assignment of the Asset Purchase Agreement or
Security Agreement, to the extent that any such provision may be limited by the
operation of the Arizona UCC.

 

B.            We express no opinion as to (i) purported waivers
of any statutory or other rights, court rules and defenses to obligations
where such waivers (A) are against public policy or (B) constitute
waivers of rights which by law, regulation or judicial decision may not
otherwise be waived, or (ii) any right or obligation to the extent that
the same may be varied by course of dealing or performance.

 

C.            We express no opinion with respect to any provision of
the Asset Purchase Agreement or Security Agreement (i) that purports or
would operate to render ineffective any waiver or modification not in writing
or (ii) to the effect that the failure to exercise or delay in exercising
rights or remedies will not operate as a waiver of any such rights or remedies.

 

D.            The opinion expressed in paragraph 4 above is based
solely upon our review of the incumbency certifications contained in the
Officer’s Certificate.

 

E.             We note that under A.R.S. § 20-517, every insurer
domiciled in the State of Arizona is required to file a report with the
Director of the Arizona Department of Insurance (the “Director”) disclosing material
dispositions of assets within fifteen (15) days after the end of the calendar
month in which any such material disposition occurs. Pursuant to AR.S.
§ 20-518(F), a material disposition is one that is non-recurring and not
in the ordinary course of business and involves more than five percent (5%) of
the reporting insurer’s total admitted assets as reported in its most recent
statutory statement filed with the Department of Insurance. As a result, with
respect to the opinions expressed in paragraphs 5 and 6 above, if the
Transactions constitute a 

 

4

 

material disposition of
assets by AIG SunAmerica, AIG SunAmerica will be required to timely file a
report with the Commissioner complying with A.R.S. § 20-517.

 

F.             The opinions expressed above are subject to the effect
of (i) bankruptcy, insolvency, moratorium, receivership, reorganization,
liquidation, fraudulent conveyance and transfer and other similar laws relating
to or affecting the rights and remedies of creditors generally, (ii) principles
of equity (regardless of whether considered and applied in a proceeding in
equity or at law), (iii) the effect of applicable public policy with
respect to provisions relating to indemnification, exculpation or contribution,
and (iv) judicial imposition of an implied covenant of good faith and fair
dealing.

 

We understand that you
will rely as to matters of Arizona law upon this opinion in connection with the
transactions contemplated by the Asset Purchase Agreement and Security
Agreement. In connection with the foregoing, we hereby consent to your relying
as to matters of Arizona law upon this opinion, subject to the understanding
that the opinions rendered herein are given on the date hereof and such
opinions are rendered only with respect to facts existing on the date hereof
and laws, rules and regulations currently in effect. Except as stated
above, without our prior written consent, this opinion may not be furnished or
quoted to, or relied upon by, any other person or entity for any purpose.

 

	
   

  	
  Very truly yours,

  
	
   

  	
   

  
	
   

  	
   

  
	
   

  	
  /s/ J. Michael Low

  
	
   

  	
  J. Michael Low

  
	
   

  	
  For the Firm

  

 

 

[letterhead of Low &
Childers, P.C.]

 

December 18, 2008

 

To Each of the Persons
Listed

on Schedule A Attached Hereto

 

Re:          SunAmerica Life Insurance Company

 

Ladies and Gentlemen:

 

We have acted as special
Arizona counsel for SunAmerica Life Insurance Company, an Arizona corporation (“SunAmerica”),
in connection with the matters set forth herein. At your request, this opinion
is being furnished to you.

 

For purposes of giving
the opinions hereinafter set forth, our examination of documents has been
limited to the examination of originals or copies of the following:

 

(a)           Certified copy of the Amended and Restated Articles of
Incorporation and Articles of Domestication of Sun Life Insurance Company of
America, as filed in the office of the Arizona Corporation Commission on June 27,
1994; a certified copy of the Article of Amendment to the Articles of
Incorporation of Sun Life Insurance Company of America (changing the name of
the company to SunAmerica Life Insurance Company), as filed in the office of
the Arizona Corporation Commission on July 7, 1995; a certified copy of
the Articles of Merger of Ford Life Insurance Company, a Michigan corporation
into SunAmerica Life Insurance Company, an Arizona Company, as filed in the
office of the Arizona Corporation Commission on December 26, 1996 and
effective December 31, 1996; a certified copy of the Articles of Merger of
Calamerica Life Insurance Company, a California corporation into SunAmerica
Life Insurance Company, an Arizona corporation, as filed in the office of the
Arizona Corporation Commission on October 12, 1999, effective November 1,
1999; and a certified copy of the Amended and Restated Articles of Incorporation,
as filed in the office of the Arizona Corporation Commission on September 29,
2006;

 

(b)           The Amended and Restated Bylaws of SunAmerica,
effective August 21, 2006;

 

(c)           A certified copy of the Certificate of Authority of
SunAmerica from the Department of Insurance of the State of Arizona, dated July 7,
1995;

 

(d)           Certificate of an Officer of SunAmerica dated as of December 12,
2008, attached hereto as Exhibit A (the “Officer’s Certificate”);

 

 

(e)           The Asset Purchase Agreement, dated as of December 12,
2008 (the “Asset Purchase Agreement”), among American General Life Insurance
Company, American General Life and Accident Insurance Company, The United
States Life Insurance Company in the City of New York, AIG Life, American
International Life Assurance Company of New York, American Life Insurance
Company, AIG Annuity Insurance Company, The Variable Annuity Life Insurance
Company, SunAmerica Life Insurance Company, First SunAmerica Life Insurance
Company, and AIG SunAmerica Life Assurance Company (collectively, the “Sellers”),
AIG Securities Lending Corp., as agent of the Sellers, Maiden Lane II LLC, a
Delaware limited liability company (“ML II”), as buyer, and Federal Reserve
Bank of New York (“FRBNY”), in its capacity as Controlling Party (as defined
therein);

 

(f)            The Security Agreement dated December 12, 2008
(the “Security Agreement”) among ML II, as borrower, the Sellers, as junior
secured creditors, FRBNY, as Controlling Party and Senior Lender, and the Bank
of New York Mellon (“BNYM”), as collateral agent;

 

(g)           The Unanimous Written Consent of the Board of
Directors of SunAmerica, dated December 12, 2008;

 

(h)           Certificate of Compliance for SunAmerica from the
Arizona Department of Insurance;

 

(i)            A Certificate of Compliance/Good Standing for SunAmerica,
obtained from the Arizona Corporation Commission, dated December 9, 2008.

 

For purposes of this
opinion, we have not reviewed any documents other than the documents listed in
paragraphs (a) through (i) above. In particular, we have not reviewed
any document (other than the documents listed in paragraphs (a) through (i) above)
that is referred to in or incorporated by reference into any document reviewed
by us. We have assumed that there exists no provision. in any document that we
have not reviewed that is inconsistent with the opinions stated herein. We have
conducted no independent factual investigation of our own but rather have
relied solely upon the foregoing documents, the statements and information set
forth therein and the additional matters recited or assumed herein, all of
which we have assumed to be true, complete and accurate in all material
respects.

 

With respect to all
documents examined by us, we have assumed that (i) all signatures on
documents examined by us are genuine, (ii) all documents submitted to us
as originals are authentic, and (iii) all documents submitted to us as
copies conform with the original copies of those documents.

 

For purposes of this
opinion, we have assumed (i) except to the extent set forth in paragraph 1
below, the due organization, due formation or due creation, as the case may be,
and valid existence in good standing of each party to the documents examined by
us under the laws 

 

2

 

of the jurisdiction governing
its organization, formation or creation, (ii) the legal capacity of
natural persons who are signatories to the documents examined by us, (iii) except
to the extent set forth in paragraph 2 below, that each of the parties to the
documents examined by us has the power and authority to execute and deliver,
and to perform its obligations under, such documents, (iv) that any
amendment or restatement of any document reviewed by us has been accomplished
in accordance with, and was permitted by, the relevant provisions of said
document prior to its amendment or restatement from time to time, (v) except
to the extent set forth in paragraph 3 below, the due authorization, execution
and delivery by all parties thereto of all documents examined by us, (vi) that
each of the documents examined by us constitutes a legal, valid and binding
agreement of the parties thereto, and is enforceable against the parties
thereto, in accordance with its terms, and (vii) that neither ML II nor
FRBNY is an “affiliate” of SunAmerica for purposes of the Arizona Holding
Company Act, A.R.S. § 20-481, et seq.

 

This opinion is limited
to the laws of the State of Arizona (excluding the securities and blue sky laws
of the State of Arizona), and we have not considered and express no opinion on
the laws of any other jurisdiction, including New York laws and United States
federal laws (including United States federal bankruptcy law) and rules and
regulations relating thereto. Our opinions are rendered only with respect to
Arizona laws and rules, regulations and orders thereunder that are currently in
effect.

 

Based upon the foregoing,
and upon our examination of such questions of law and statutes of the State of
Arizona as we have considered necessary or appropriate, and subject to the
assumptions, qualifications, limitations and exceptions set forth herein, we
are of the opinion that:

 

1.             SunAmerica is duly incorporated, validly existing and
in good standing as a corporation under the Arizona Corporation Law.

 

2.             SunAmerica has all necessary corporate power and
authority under the Articles of Incorporation, the Bylaws and the Arizona
Corporation Law to execute and deliver, and to perform its obligations under,
the Asset Purchase Agreement, and the Security Agreement.

 

3.             The execution and delivery of the Asset Purchase
Agreement and Security Agreement by SunAmerica, and the performance by
SunAmerica of its obligations thereunder, have been duly authorized by all
necessary corporate action on the part of SunAmerica under the Articles of
Incorporation, the Bylaws and the Arizona Corporation Law.

 

4.             SunAmerica has duly executed and delivered the Asset
Purchase Agreement and Security Agreement under the Articles of Incorporation,
the Bylaws and the Arizona Corporation Law.

 

5.             The execution and delivery by SunAmerica of the Asset
Purchase Agreement and Security Agreement, and the performance by SunAmerica of
its obligations thereunder, do not violate (i) the Articles of
Incorporation, (ii) the Bylaws or (iii) any Arizona law, rule or
regulation.

 

3

 

6.             No authorization, approval, consent or order of any
Arizona court or Arizona governmental authority is required to be obtained by
SunAmerica solely in connection with the execution and delivery by SunAmerica
of the Asset Purchase Agreement or Security Agreement, or the performance by
SunAmerica of its obligations thereunder, except for filings that may be
required under the Uniform Commercial Code as in effect in the State of Arizona
(the “Arizona UCC”) and as noted in qualification F below.

 

The opinions expressed
above are subject to the following additional assumptions, qualifications,
limitations and exceptions:

 

A.            We express no opinion with respect to any provision in
the Asset Purchase Agreement or Security Agreement purporting to prohibit,
restrict or condition the assignment of the Asset Purchase Agreement or
Security Agreement, to the extent that any such provision may be limited by the
operation of the Arizona UCC.

 

B.            We express no opinion as to (i) purported waivers
of any statutory or other rights, court rules and defenses to obligations
where such waivers (A) are against public policy or (B) constitute
waivers of rights which by law, regulation or judicial decision may not
otherwise be waived, or (ii) any right or obligation to the extent that
the same may be varied by course of dealing or performance.

 

C.            We express no opinion with respect to any provision of
the Asset Purchase Agreement or Security Agreement (i) that purports or
would operate to render ineffective any waiver or modification not in writing
or (ii) to the effect that the failure to exercise or delay in exercising
rights or remedies will not operate as a waiver of any such rights or remedies.

 

D.            The opinion expressed in paragraph 4 above is based
solely upon our review of the incumbency certifications contained in the
Officer’s Certificate.

 

E.             We note that under A.R.S. § 20-517, every insurer
domiciled in the State of Arizona is required to file a report with the
Director of the Arizona Department of Insurance (the “Director”) disclosing
material dispositions of assets within fifteen (15) days after the end of the
calendar month in which any such. material disposition occurs. Pursuant to
A.R.S. § 20-518(F), a material disposition is one that is non-recurring and not
in the ordinary course of business and involves more than five percent (5%) of
the reporting insurer’s total admitted assets as reported in its most recent
statutory statement filed with the Department of Insurance. As a result, with
respect to the opinions expressed in paragraphs 5 and 6 above, if the
Transactions constitute a material disposition of assets by SunAmerica,
SunAmerica will be required to timely file a report with the Commissioner
complying with AR.S. § 20-517.

 

F.             The opinions expressed above are subject to the effect
of (i) bankruptcy, insolvency, moratorium, receivership, reorganization,
liquidation, fraudulent conveyance and transfer and other similar laws relating
to or affecting the rights and remedies of creditors generally, (ii) principles
of equity (regardless of whether considered and applied in a proceeding in
equity or at law), (iii) the effect of applicable public policy with
respect to provisions relating 

 

4

 

to indemnification,
exculpation or contribution, and (iv) judicial imposition of an implied
covenant of good faith and fair dealing.

 

We understand that you
will rely as to matters of Arizona law upon this opinion in connection with the
transactions contemplated by the Asset Purchase Agreement and Security
Agreement.  In connection with the
foregoing, we hereby consent to your relying as to matters of Arizona law upon
this opinion, subject to the understanding that the opinions rendered herein are
given on the date hereof and such opinions are rendered only with respect to
facts existing on the date hereof and laws, rules and regulations
currently in effect. Except as stated above, without our prior written consent,
this opinion may not be furnished or quoted to, or relied upon by, any other
person or entity for any purpose.

 

	
   

  	
  Very truly yours,

  
	
   

  	
   

  
	
   

  	
   

  
	
   

  	
  /s/ J. Michael Low

  
	
   

  	
  J. Michael Low

  
	
   

  	
  For the Firm

  

 

JML/md

 

5

 

 

EXHIBIT E

to

Asset
Purchase Agreement

 

[letterhead of AIG
Annuity Insurance Company]

 

December 12, 2008

 

Maiden Lane II LLC and 

Federal Reserve Bank of New York

33 Liberty Street, 

New York, New York 10045

 

Ladies and Gentlemen:

 

I am Jim Coppedge, Senior
Vice President and General Counsel of AIG Annuity Insurance Company, a Texas
corporation (the “Company”), and, as such, I am generally familiar with the
corporate affairs of the Company.

 

In connection with the
execution and delivery of (i) that certain Asset Purchase Agreement, dated
as of December 12, 2008 (the “Asset Purchase Agreement”), among the
Company and the other sellers named therein, as sellers (together with the
Company, the “Sellers”), AIG Securities Lending Corp., as agent, American
International Group, Inc., Maiden Lane II LLC, as buyer (the “Buyer”), and
Federal Reserve Bank of New York, as controlling party (the “Controlling Party”),
and (ii) that certain Security Agreement, dated as of December 12,
2008 (the “Security Agreement”), among the Buyer, the Controlling Party, the
Sellers and The Bank of New York Mellon, I have examined such corporate records
and other documents, and reviewed such questions of law, as I have deemed
necessary or appropriate for purposes of this opinions, and on the basis of
such knowledge, examination and review, it is my opinion that:

 

(1)           The Company is an existing
corporation in good standing under the laws of the State of Texas with
corporate power and authority to execute and deliver each of the Asset Purchase
Agreement and the Security Agreement and to perform its obligations under each
of the Asset Purchase Agreement and the Security Agreement.

 

(2)           Each of the Asset Purchase Agreement
and the Security Agreement has been duly authorized, executed and delivered by
the Company.

 

(3)           The execution and delivery of the
each of the Asset Purchase Agreement and the Security Agreement do not, and the
performance of its obligations thereunder in accordance with its terms will
not, (i) violate the Federal laws of the United States or the laws of 

 

 

the State of Texas or the
certificate of incorporation or bylaws of the Company or (ii) result in or
require the creation or imposition of any lien on any assets of the Company; provided,
however, that with respect to the opinion expressed in paragraph (i) above,
I express no opinion with respect to Federal or state securities laws, other
antifraud laws or fraudulent transfer laws.

 

(4)           All regulatory consents and approvals
required to be obtained by the Company on or prior to the date hereof under the
Federal laws of the United States or the laws of the State of Texas for the
execution and delivery by the Company of each of the Asset Purchase Agreement
and the Security Agreement have been obtained; provided, however,
that I express no view in this paragraph with respect to Federal or state
securities laws or matters relating to the title or ownership of, liens or
security interests in, or the transfer of, property.

 

(5)           To my knowledge, there is no claim,
action, suit, proceeding or investigation pending or threatened against the
Company which in any manner challenges or seeks to prevent, enjoin, alter or
materially delay the consummation of the transactions contemplated by the Asset
Purchase Agreement and the Security Agreement.

 

The foregoing opinion is
limited to the Federal laws of the United States and the laws of the State of
Texas, and I am expressing no opinion as to the effect or requirements of the
laws of any other jurisdiction.

 

I have relied as to
certain matters on information obtained from public officials, officers of the
Company and other sources believed by me to be responsible, and I have assumed
that the signatures on all documents reviewed by me are genuine, an assumption
that I have not independently verified.

 

The opinions set forth
herein are given as of the date hereof and I assume no obligation to advise you
or any other person as to any legal development or factual matters arising
subsequent to the date hereof that might affect the opinions expressed herein.

 

This opinion is being
delivered to you as the Buyer in connection with the transactions contemplated
by the Asset Purchase Agreement and the Security Agreement and may not be
relied upon by any other person or for any other purpose without my prior written
consent.

 

	
  Very truly yours,

  	
   

  
	
  /s/ Jim Coppedge

  	
   

  

 

2

 

[letterhead of American
General Life Companies, LLC]

 

December 12, 2008

 

Maiden Lane II LLC,

c/o Federal Reserve Bank of New York,

33 Liberty Street,

New York, New York 10045

 

Ladies and Gentlemen:

 

I am Kyle L. Jennings,
Executive Vice President, General Counsel and Secretary of AIG Life Insurance
Company, a life insurance company domiciled in the State of Delaware (the “Company”),
and, as such, I am generally familiar with the corporate affairs of the
Company.

 

In connection with the
execution and delivery of (i) that certain Asset Purchase Agreement, dated
as of December 12, 2008 (the “Asset Purchase Agreement”), among the
Company and the other sellers named therein, as sellers (together with the
Company, the “Sellers”), AIG Securities Lending Corp., as agent, American
International Group, Inc., Maiden Lane II LLC, as buyer (the “Buyer”), and
Federal Reserve Bank of New York, as controlling party (the “Controlling Party”),
and (ii) that certain Security Agreement, dated as of December 12,
2008 (the “Security Agreement”), among the Buyer, the Controlling Party, the
Sellers and The Bank of New York Mellon, I have examined such corporate records
and other documents, and reviewed such questions of law, as I have deemed
necessary or appropriate for purposes of this opinions, and on the basis of
such knowledge, examination and review, it is my opinion that:

 

(1)           The Company is an existing
corporation in good standing under the laws of the State of Delaware with
corporate power and authority to execute and deliver each of the Asset Purchase
Agreement and the Security Agreement and to perform its obligations under each
of the Asset Purchase Agreement and the Security Agreement.

 

(2)           Each of the Asset Purchase Agreement
and the Security Agreement has been duly authorized, executed and delivered by
the Company.

 

(3)           The execution and delivery of the
each of the Asset Purchase Agreement and the Security Agreement do not, and the
performance of its obligations thereunder in accordance with its terms will
not, (i) violate the Federal laws of the United States or the laws of the
State of Delaware or the certificate of incorporation or bylaws of the Company
or (ii) result in or require the creation or imposition of any lien on any
assets of the Company; provided, 

 

 

however, that with respect to the opinion
expressed in paragraph (i) above, I express no opinion with respect to
Federal or state securities laws, other antifraud laws or fraudulent transfer
laws.

 

(4)           All regulatory consents and approvals
required to be obtained by the Company on or prior to the date hereof under the
Federal laws of the United States or the laws of the State of Delaware for the
execution and delivery by the Company of each of the Asset Purchase Agreement
and the Security Agreement have been obtained; provided, however,
that I express no view in this paragraph with respect to Federal or state
securities laws or matters relating to the title or ownership of, liens or
security interests in, or the transfer of, property.

 

(5)           To my knowledge, there is no claim,
action, suit, proceeding or investigation pending or threatened against the
Company which in any manner challenges or seeks to prevent, enjoin, alter or
materially delay the consummation of the transactions contemplated by the Asset
Purchase Agreement and the Security Agreement.

 

The foregoing opinion is
limited to the Federal laws of the United States and the laws of the State of
Delaware, and I am expressing no opinion as to the effect or requirements of
the laws of any other jurisdiction.

 

I have relied as to
certain matters on information obtained from public officials, officers of the
Company and other sources believed by me to be responsible, and I have assumed
that the signatures on all documents reviewed by me are genuine, an assumption
that I have not independently verified.

 

The opinions set forth
herein are given as of the date hereof and I assume no obligation to advise you
or any other person as to any legal development or factual matters arising
subsequent to the date hereof that might affect the opinions expressed herein.

 

This opinion is being
delivered to you as the Buyer in connection with the transactions contemplated
by the Asset Purchase Agreement and the Security Agreement and may not be
relied upon by any other person or for any other purpose without my prior
written consent.

 

	
   

  	
  Very truly yours

  
	
   

  	
   

  
	
   

  	
   

  
	
   

  	
  /s/Kyle L. Jennings

  
	
   

  	
  Kyle L. Jennings

  
	
   

  	
  Executive Vice
  President

  
	
   

  	
  General
  Counsel & Secretary

  

 

 

[letterhead of AIG
Retirement Services, Inc.]

 

December 12, 2008

 

Federal Reserve Bank of
New York

33 Liberty Street,

New York, New York 10045

 

Maiden Lane II LLC,

c/o Federal Reserve Bank of New York

33 Liberty Street,

New York, New York 10045

 

Ladies and Gentlemen:

 

I am Christine A. Nixon,
General Counsel of AIG Retirement Services, Inc., a Delaware Company, the
indirect parent of AIG SunAmerica Life Assurance Company, an Arizona company
(the Company”), and, as such, I am generally familiar with the corporate
affairs of the Company.

 

In connection with the
execution and delivery of (i) that certain Asset Purchase Agreement, dated
as of December 12, 2008 (the “Asset Purchase Agreement”), among the
Company and the other sellers named therein, as sellers (together with the
Company, the “Sellers”), AIG Securities Lending Corp., as agent, American
International Group, Inc., Maiden Lane II LLC, as buyer (the “Buyer”), and
Federal Reserve Bank of New York, as controlling party (the “Controlling Party”),
and (ii) that certain Security Agreement, dated as of December 12,
2008 (the “Security Agreement”), among the Buyer, the Controlling Party, the
Sellers and The Bank of New York Mellon, I have examined such corporate records
and other documents, and reviewed such questions of law, as I have deemed
necessary or appropriate for purposes of this opinions, and on the basis of
such knowledge, examination and review, it is my opinion that:

 

(1)           The Company is an existing
corporation in good standing under the laws of the State of Arizona with
corporate power and authority to execute and deliver each of the Asset Purchase
Agreement and the Security Agreement and to perform its obligations under each
of the Asset Purchase Agreement and the Security Agreement.

 

(2)           Each of the Asset Purchase Agreement
and the Security Agreement has been duly authorized, executed and delivered by
the Company.

 

(3)           The execution and delivery of each of
the Asset Purchase Agreement and the Security Agreement do not, and the
performance of its obligations thereunder in accordance 

 

 

with its terms will not, (i) violate
the Federal laws of the United States or the laws of the State of Arizona or
the certificate of incorporation or bylaws of the Company or (ii) result
in or require the creation or imposition of any lien on any assets of the
Company; provided, however, that with respect to the opinion
expressed in paragraph (i) above, I express no opinion with respect to
Federal or state securities laws, other antifraud laws or fraudulent transfer
laws.

 

(4)           All regulatory consents and approvals
required to be obtained by the Company on or prior to the date hereof under the
Federal laws of the United States or the laws of the State of Arizona for the
execution and delivery by the Company of each of the Asset Purchase Agreement
and the Security Agreement have been obtained; provided, however,
that I express no view in this paragraph with respect to Federal or state
securities laws or matters relating to the title or ownership of, liens or
security interests in, or the transfer of, property.

 

(5)           To my knowledge, there is no claim,
action, suit, proceeding or investigation pending or threatened against the
Company which in any manner challenges or seeks to prevent, enjoin, alter or
materially delay the consummation of the transactions contemplated by the Asset
Purchase Agreement and the Security Agreement.

 

The foregoing opinion is
limited to the Federal laws of the United States and the laws of the State of
California, and I am expressing no opinion as to the effect or requirements of
the laws of any other jurisdiction.

 

I have relied as to
certain matters on information obtained from public officials, officers of the
Company and other sources believed by me to be responsible, and I have assumed
that the signatures on all documents reviewed by me are genuine, an assumption
that I have not independently verified.

 

The opinions set forth
herein are given as of the date hereof and I assume no obligation to advise you
or any other person as to any legal development or factual matters arising
subsequent to the date hereof that might affect the opinions expressed herein.

 

This opinion is being
delivered to Maiden Lane II LLC as the Buyer and the Federal Reserve Bank of
New York as Controlling Party in connection with the transactions contemplated
by the Asset Purchase Agreement and the Security Agreement and may not be
relied upon by any other person or for any other purpose without my prior
written consent.

 

	
   

  	
  Very truly yours,

  
	
   

  	
  /s/ Christine A. Nixon

  

 

 

[letterhead of American
General Life Companies, LLC]

 

December 12, 2008

 

Maiden Lane II LLC,

c/o Federal Reserve Bank of New York,

33 Liberty Street,

New York, New York 10045

 

Ladies and Gentlemen:

 

I am Kyle L. Jennings,
Executive Vice President, General Counsel and Secretary of American General
Life and Accident Insurance Company, a life insurance company domiciled in the
State of Tennessee (the “Company”), and, as such, I am generally familiar with
the corporate affairs of the Company.

 

In connection with the
execution and delivery of (i) that certain Asset Purchase Agreement, dated
as of December 12, 2008 (the “Asset Purchase Agreement”), among the
Company and the other sellers named therein, as sellers (together with the
Company, the “Sellers”), AIG Securities Lending Corp., as agent, American
International Group, Inc., Maiden Lane II LLC, as buyer (the “Buyer”), and
Federal Reserve Bank of New York, as controlling party (the “Controlling Party”),
and (ii) that certain Security Agreement, dated as of December 12,
2008 (the “Security Agreement”), among the Buyer, the Controlling Party, the
Sellers and The Bank of New York Mellon, I have examined such corporate records
and other documents, and reviewed such questions of law, as I have deemed
necessary or appropriate for purposes of this opinions, and on the basis of
such knowledge, examination and review, it is my opinion that:

 

(1)           The Company is an existing
corporation in good standing under the laws of the State of Tennessee with
corporate power and authority to execute and deliver each of the Asset Purchase
Agreement and the Security Agreement and to perform its obligations under each
of the Asset Purchase Agreement and the Security Agreement.

 

(2)           Each of the Asset Purchase Agreement
and the Security Agreement has been duly authorized, executed and delivered by
the Company.

 

(3)           The execution and delivery of the
each of the Asset Purchase Agreement and the Security Agreement do not, and the
performance of its obligations thereunder in accordance with its terms will
not, (i) violate the Federal laws of the United States or the laws of the
State of Tennessee or the certificate of incorporation or bylaws of the Company
or (ii) result in or require the creation or imposition of any lien on any
assets of the Company; provided, 

 

 

however, that with respect to the opinion
expressed in paragraph (i) above, I express no opinion with respect to
Federal or state securities laws, other antifraud laws or fraudulent transfer
laws.

 

(4)           All regulatory consents and approvals
required to be obtained by the Company on or prior to the date hereof under the
Federal laws of the United States or the laws of the State of Tennessee for the
execution and delivery by the Company of each of the Asset Purchase Agreement
and the Security Agreement have been obtained; provided, however,
that I express no view in this paragraph with respect to Federal or state
securities laws or matters relating to the title or ownership of, liens or
security interests in, or the transfer of, property.

 

(5)           To my knowledge, there is no claim,
action, suit, proceeding or investigation pending or threatened against the
Company which in any manner challenges or seeks to prevent, enjoin, alter or
materially delay the consummation of the transactions contemplated by the Asset
Purchase Agreement and the Security Agreement.

 

The foregoing opinion is
limited to the Federal laws of the United States and the laws of the State of
Tennessee, and I am expressing no opinion as to the effect or requirements of
the laws of any other jurisdiction.

 

I have relied as to
certain matters on information obtained from public officials, officers of the
Company and other sources believed by me to be responsible, and I have assumed
that the signatures on all documents reviewed by me are genuine, an assumption
that I have not independently verified.

 

The opinions set forth
herein are given as of the date hereof and I assume no obligation to advise you
or any other person as to any legal development or factual matters arising
subsequent to the date hereof that might affect the opinions expressed herein.

 

This opinion is being
delivered to you as the Buyer in connection with the transactions contemplated
by the Asset Purchase Agreement and the Security Agreement and may not be
relied upon by any other person or for any other purpose without my prior
written consent.

 

	
   

  	
  Very truly yours,

  
	
   

  	
   

  
	
   

  	
   

  
	
   

  	
  /s/ Kyle L. Jennings

  
	
   

  	
  Kyle L. Jennings

  
	
   

  	
  Executive Vice
  President

  
	
   

  	
  General
  Counsel & Secretary

  

 

 

 

[letterhead of American
General Life Companies, LLC]

 

December 12, 2008

 

Maiden Lane II LLC,

c/o Federal Reserve Bank of New York,

33 Liberty Street,

New York, New York 10045

 

Ladies and Gentlemen:

 

I am Kyle L. Jennings,
Executive Vice President, General Counsel and Secretary of American General
Life Insurance Company, a life insurance company domiciled in the State of
Texas (the “Company”), and, as such, I am generally familiar with the corporate
affairs of the Company.

 

In connection with the
execution and delivery of (i) that certain Asset Purchase Agreement, dated
as of December 12, 2008 (the “Asset Purchase Agreement”), among the
Company and the other sellers named therein, as sellers (together with the
Company, the “Sellers”), AIG Securities Lending Corp., as agent, American
International Group, Inc., Maiden Lane II LLC, as buyer (the “Buyer”), and
Federal Reserve Bank of New York, as controlling party (the “Controlling Party”),
and (ii) that certain Security Agreement, dated as of December 12,
2008 (the “Security Agreement”), among the Buyer, the Controlling Party, the
Sellers and The Bank of New York Mellon, I have examined such corporate records
and other documents, and reviewed such questions of law, as I have deemed
necessary or appropriate for purposes of this opinions, and on the basis of
such knowledge, examination and review, it is my opinion that:

 

(1)           The Company is an existing corporation in good
standing under the laws of the State of Texas with corporate power and
authority to execute and deliver each of the Asset Purchase Agreement and the
Security Agreement and to perform its obligations under each of the Asset
Purchase Agreement and the Security Agreement.

 

(2)           Each of the Asset Purchase Agreement and the Security
Agreement has been duly authorized, executed and delivered by the Company.

 

(3)           The execution and delivery of the each of the Asset
Purchase Agreement and the Security Agreement do not, and the performance of
its obligations thereunder in accordance with its terms will not, (i) violate
the Federal laws of the United States or the laws of the State of Texas or the
certificate of incorporation or bylaws of the Company or (ii) result in or
require the creation or imposition of any lien on any assets of the Company; provided,
however, 

 

 

that with respect to the
opinion expressed in paragraph (i) above, I express no opinion with
respect to Federal or state securities laws, other antifraud laws or fraudulent
transfer laws.

 

(4)           All regulatory consents and approvals required to be
obtained by the Company on or prior to the date hereof under the Federal laws
of the United States or the laws of the State of Texas for the execution and
delivery by the Company of each of the Asset Purchase Agreement and the
Security Agreement have been obtained; provided, however, that I
express no view in this paragraph with respect to Federal or state securities
laws or matters relating to the title or ownership of, liens or security
interests in, or the transfer of, property.

 

(5)           To my knowledge, there is no claim, action, suit,
proceeding or investigation pending or threatened against the Company which in
any manner challenges or seeks to prevent, enjoin, alter or materially delay
the consummation of the transactions contemplated by the Asset Purchase Agreement
and the Security Agreement.

 

The foregoing opinion is
limited to the Federal laws of the United States and the laws of the State of
Texas, and I am expressing no opinion as to the effect or requirements of the
laws of any other jurisdiction.

 

I have relied as to
certain matters on information obtained from public officials, officers of the
Company and other sources believed by me to be responsible, and I have assumed
that the signatures on all documents reviewed by me are genuine, an assumption
that I have not independently verified.

 

The opinions set forth
herein are given as of the date hereof and I assume no obligation to advise you
or any other person as to any legal development or factual matters arising
subsequent to the date hereof that might affect the opinions expressed herein.

 

This opinion is being
delivered to you as the Buyer in connection with the transactions contemplated
by the Asset Purchase Agreement and the Security Agreement and may not be
relied upon by any other person or for any other purpose without my prior
written consent.

 

	
   

  	
  Very truly yours,

  
	
   

  	
   

  
	
   

  	
   

  
	
   

  	
  /s/ Kyle L. Jennings

  
	
   

  	
  Kyle L. Jennings

  
	
   

  	
  Executive Vice
  President 

  
	
   

  	
  General
  Counsel & Secretary

  

 

 

[letterhead of American
General Life Companies, LLC]

 

December 12, 2008

 

Maiden Lane II LLC,

c/o Federal Reserve Bank of New York,

33 Liberty Street,

New York, New York 10045

 

Ladies and Gentlemen:

 

I am Kyle L. Jennings,
Executive Vice President, General Counsel and Secretary of American
International Life Assurance Company of New York, a life insurance company
domiciled in the State of New York (the “Company”), and, as such, I am
generally familiar with the corporate affairs of the Company.

 

In connection with the
execution and delivery of (i) that certain Asset Purchase Agreement, dated
as of December 12, 2008 (the “Asset Purchase Agreement”), among the
Company and the other sellers named therein, as sellers (together with the
Company, the “Sellers”), AIG Securities Lending Corp., as agent, American
International Group, Inc., Maiden Lane II LLC, as buyer (the “Buyer”), and
Federal Reserve Bank of New York, as controlling party (the “Controlling Party”),
and (ii) that certain Security Agreement, dated as of December 12,
2008 (the “Security Agreement”), among the Buyer, the Controlling Party, the
Sellers and The Bank of New York Mellon, I have examined such corporate records
and other documents, and reviewed such questions of law, as I have deemed
necessary or appropriate for purposes of this opinions, and on the basis of
such knowledge, examination and review, it is my opinion that:

 

(1)           The Company is an existing corporation in good
standing under the laws of the State of New York with corporate power and
authority to execute and deliver each of the Asset Purchase Agreement and the
Security Agreement and to perform its obligations under each of the Asset
Purchase Agreement and the Security Agreement.

 

(2)           Each of the Asset Purchase Agreement and the Security
Agreement has been duly authorized, executed and delivered by the Company.

 

(3)           The execution and delivery of the each of the Asset
Purchase Agreement and the Security Agreement do not, and the performance of
its obligations thereunder in accordance with its terms will not, (i) violate
the Federal laws of the United States or the laws of the State of New York or
the certificate of incorporation or bylaws of the Company or (ii) result
in or require the creation or imposition of any lien on any assets of the
Company; provided, 

 

 

however, that with respect to the opinion
expressed in paragraph (i) above, I express no opinion with respect to
Federal or state securities laws, other antifraud laws or fraudulent transfer
laws.

 

(4)           All regulatory consents and approvals required to be
obtained by the Company on or prior to the date hereof under the Federal laws
of the United States or the laws of the State of New York for the execution and
delivery by the Company of each of the Asset Purchase Agreement and the
Security Agreement have been obtained; provided, however, that I
express no view in this paragraph with respect to Federal or state securities
laws or matters relating to the title or ownership of, liens or security
interests in, or the transfer of, property.

 

(5)           To my knowledge, there is no claim, action, suit,
proceeding or investigation pending or threatened against the Company which in
any manner challenges or seeks to prevent, enjoin, alter or materially delay
the consummation of the transactions contemplated by the Asset Purchase
Agreement and the Security Agreement.

 

The foregoing opinion is
limited to the Federal laws of the United States and the laws of the State of
New York, and I am expressing no opinion as to the effect or requirements of
the laws of any other jurisdiction.

 

I have relied as to
certain matters on information obtained from public officials, officers of the
Company and other sources believed by me to be responsible, and I have assumed
that the signatures on all documents reviewed by me are genuine, an assumption
that I have not independently verified.

 

The opinions set forth
herein are given as of the date hereof and I assume no obligation to advise you
or any other person as to any legal development or factual matters arising
subsequent to the date hereof that might affect the opinions expressed herein.

 

This opinion is being
delivered to you as the Buyer in connection with the transactions contemplated
by the Asset Purchase Agreement and the Security Agreement and may not be
relied upon by any other person or for any other purpose without my prior
written consent.

 

	
   

  	
  Very truly yours,

  
	
   

  	
   

  
	
   

  	
   

  
	
   

  	
  /s/ Kyle L. Jennings

  
	
   

  	
  Kyle L. Jennings

  
	
   

  	
  Executive Vice
  President 

  
	
   

  	
  General
  Counsel & Secretary

  

 

 

[letterhead of American
Life Insurance Company]

 

December 12, 2008

 

Maiden Lane II LLC,

c/o Federal Reserve Bank of New York,

33 Liberty Street,

New York, New York 10045

 

Ladies and Gentlemen:

 

I am Laura C. Classen,
International Counsel of American Life Insurance Company, a Life insurance
domiciled in the State of Delaware (the Company”), and, as such, I am generally
familiar with the corporate affairs of the Company.

 

In connection with the
execution and delivery of (i) that certain Asset Purchase Agreement, dated
as of December 12, 2008 (the “Asset Purchase Agreement”), among the
Company and the other sellers named therein, as sellers (together with the
Company, the “Sellers”), AIG Securities Lending Corp., as agent, American
International Group, Inc., Maiden Lane II LLC, as buyer (the “Buyer”), and
Federal Reserve Bank of New York, as controlling party (the “Controlling Party”),
and (ii) that certain Security Agreement, dated as of December 12,
2008  (the “Security Agreement”),
among the Buyer, the Controlling Party, the Sellers and The Bank of New York
Mellon, I have examined such corporate records and other documents, and
reviewed such questions of law, as I have deemed necessary or appropriate for
purposes of this opinions, and on the basis of such knowledge, examination and
review, it is my opinion that:

 

The Company is an
existing corporation in good standing under the laws of the State of Delaware
with corporate power and authority to execute and deliver each of the Asset
Purchase Agreement and the Security Agreement and to perform its obligations
under each of the Asset Purchase Agreement and the Security Agreements.

 

Each of the Asset
Purchase Agreement and the Security Agreement has been duly authorized,
executed and delivered by the Company.

 

The execution and
delivery of the each of the Asset Purchase Agreement and the Security Agreement
do not, and the performance of its obligations thereunder in accordance with
its terms will not, (i) violate the Federal laws of the United States or
the laws of the State of Delaware or the certificate of incorporation or bylaws
of the Company or (ii) result in or require the creation or imposition of
any lien on any assets of the Company; provided, however, that
with respect to the opinion expressed in paragraph (i) above, I express no
opinion with respect to Federal or state securities laws, other antifraud laws
or fraudulent transfer laws.

 

 

All regulatory consents
and approvals required to be obtained by the Company on or prior to the date
hereof under the Federal laws of the United States or the laws of the State of
Delaware or the execution and delivery by the Company of each of the Asset
Purchase Agreement and the Security Agreement have been obtained; provided,
however, that I express no view in this paragraph with respect to
Federal or state securities laws or matters relating to the title or ownership
of, liens or security interests in, or the transfer of, property.

 

(5)           To my knowledge, there is no claim, action, suit,
proceeding or investigation pending or threatened against the Company which in
any manner challenges or seeks to prevent, enjoin, alter or materially delay
the consummation of the transactions contemplated by the Asset Purchase
Agreement and the Security Agreement.

 

The foregoing opinion is
limited to the Federal laws of the United States and the laws of the State of
Delaware, and I am expressing no opinion as to the effect or requirements of
the laws of any other jurisdiction.

 

I have relied as to
certain matters on information obtained from public officials, officers of the
Company and other sources believed by me to be responsible, and I have assumed
that the signatures on all documents reviewed by me are genuine, an assumption
that I have not independently verified.

 

The opinions set forth
herein are given as of the date hereof and I assume no obligation to advise you
or any other person as to any legal development or factual matters arising
subsequent to the date hereof that might affect the opinions expressed herein.

 

This opinion is being
delivered to you as the Buyer in connection with the transactions contemplated
by the Asset Purchase Agreement and the Security Agreement and may not be
relied upon by any other person or for any other purpose without my prior
written consent.

 

	
   

  	
  Very truly yours,

  
	
   

  	
   

  
	
   

  	
   

  
	
   

  	
  /s/ Laura C. Classen

  
	
   

  	
  Laura C. Classen

  
	
   

  	
  International Counsel

  

 

 

[letterhead of AIG
Retirement Services, Inc.]

 

December 12, 2008

 

Federal Reserve Bank of
New York

33 Liberty Street, 

New York, New York 10045

 

Maiden Lane II LLC, 

c/o Federal Reserve Bank of New York 

33 Liberty Street, 

New York, New York 10045

 

Ladies and Gentlemen:

 

I am Christine A. Nixon,
General Counsel of AIG Retirement Services, Inc., a Delaware Company, the
indirect parent of First SunAmerica Life Insurance Company, a New York company
(the Company”), and, as such, I am generally familiar with the corporate
affairs of the Company.

 

In connection with the
execution and delivery of (i) that certain Asset Purchase Agreement, dated
as of December 12, 2008 (the “Asset Purchase Agreement”), among the
Company and the other sellers named therein, as sellers (together with the
Company, the “Sellers”), AIG Securities Lending Corp., as agent, American
International Group, Inc., Maiden Lane II LLC, as buyer (the “Buyer”), and
Federal Reserve Bank of New York, as controlling party (the “Controlling Party”),
and (ii) that certain Security Agreement, dated as of December 12,
2008 (the “Security Agreement”), among the Buyer, the Controlling Party, the
Sellers and The Bank of New York Mellon, I have examined such corporate records
and other documents, and reviewed such questions of law, as I have deemed
necessary or appropriate for purposes of this opinions, and on the basis of
such knowledge, examination and review, it is my opinion that:

 

(1)           The Company is an existing corporation in good
standing under the laws of the State of New York with corporate power and
authority to execute and deliver each of the Asset Purchase Agreement and the
Security Agreement and to perform its obligations under each of the Asset
Purchase Agreement and the Security Agreement.

 

(2)           Each of the Asset Purchase Agreement and the Security
Agreement has been duly authorized, executed and delivered by the Company.

 

(3)           The execution and delivery of each of the Asset
Purchase Agreement and the Security Agreement do not, and the performance of
its obligations thereunder in accordance 

 

 

with its terms will not, (i) violate
the Federal laws of the United States or the laws of the State of New York or
the certificate of incorporation or bylaws of the Company or (ii) result
in or require the creation or imposition of any lien on any assets of the
Company; provided, however, that with respect to the opinion
expressed in paragraph (i) above, I express no opinion with respect to
Federal or state securities laws, other antifraud laws or fraudulent transfer
laws.

 

(4)           All regulatory consents and approvals required to be
obtained by the Company on or prior to the date hereof under the Federal laws
of the United States or the laws of the State of New York for the execution and
delivery by the Company of each of the Asset Purchase Agreement and the
Security Agreement have been obtained; provided, however, that I
express no view in this paragraph with respect to Federal or state securities
laws or matters relating to the title or ownership of, liens or security
interests in, or the transfer of, property.

 

(5)           To my knowledge, there is no claim, action, suit,
proceeding or investigation pending or threatened against the Company which in
any manner challenges or seeks to prevent, enjoin, alter or materially delay
the consummation of the transactions contemplated by the Asset Purchase
Agreement and the Security Agreement.

 

The foregoing opinion is
limited to the Federal laws of the United States and the laws of the State of
California, and I am expressing no opinion as to the effect or requirements of
the laws of any other jurisdiction.

 

I have relied as to
certain matters on information obtained from public officials, officers of the
Company and other sources believed by me to be responsible, and I have assumed
that the signatures on all documents reviewed by me are genuine, an assumption
that I have not independently verified.

 

The opinions set forth
herein are given as of the date hereof and I assume no obligation to advise you
or any other person as to any legal development or factual matters arising
subsequent to the date hereof that might affect the opinions expressed herein.

 

This opinion is being
delivered to Maiden Lane II LLC as the Buyer and the Federal Reserve Bank of
New York as Controlling Party in connection with the transactions contemplated
by the Asset Purchase Agreement and the Security Agreement and may not be
relied upon by any other person or for any other purpose without my prior
written consent.

 

	
   

  	
  Very truly yours,

  
	
   

  	
  /s/ Christine A. Nixon

  

 

 

[letterhead of American
General Life Companies, LLC]

 

December 12, 2008

 

Federal Reserve Bank of
New York

33 Liberty Street, 

New York, New York 10045

 

Maiden Lane II LLC, 

c/o Federal Reserve Bank of New York 

33 Liberty Street, 

New York, New York 10045

 

Ladies and Gentlemen:

 

I am Christine A. Nixon,
General Counsel of AIG Retirement Services, Inc., a Delaware Company, the
parent of SunAmerica Life Insurance Company, an Arizona company (the Company”),
and, as such, I am generally familiar with the corporate affairs of the
Company.

 

In connection with the
execution and delivery of (i) that certain Asset Purchase Agreement, dated
as of December 12, 2008 (the “Asset Purchase Agreement”), among the
Company and the other sellers named therein, as sellers (together with the
Company, the “Sellers”), AIG Securities Lending Corp., as agent, American
International Group, Inc., Maiden Lane II LLC, as buyer (the “Buyer”), and
Federal Reserve Bank of New York, as controlling party (the “Controlling Party”),
and (ii) that certain Security Agreement, dated as of December 12,
2008 (the “Security Agreement”), among the Buyer, the Controlling Party, the
Sellers and The Bank of New York Mellon, I have examined such corporate records
and other documents, and reviewed such questions of law, as I have deemed
necessary or appropriate for purposes of this opinions, and on the basis of
such knowledge, examination and review, it is my opinion that:

 

(1)           The Company is an existing corporation in good
standing under the laws of the State of Arizona with corporate power and
authority to execute and deliver each of the Asset Purchase Agreement and the
Security Agreement and to perform its obligations under each of the Asset
Purchase Agreement and the Security Agreement.

 

(2)           Each of the Asset Purchase Agreement and the Security
Agreement has been duly authorized, executed and delivered by the Company.

 

(3)           The execution and delivery of each of the Asset
Purchase Agreement and the Security Agreement do not, and the performance of
its obligations thereunder in accordance with its terms will not, (i) violate
the Federal laws of the United States or the laws of the State of

 

 

Arizona or the
certificate of incorporation or bylaws of the Company or (ii) result in or
require the creation or imposition of any lien on any assets of the Company; provided,
however, that with respect to the opinion expressed in paragraph (i) above,
I express no opinion with respect to Federal or state securities laws, other
antifraud laws or fraudulent transfer laws.

 

(4)           All regulatory consents and approvals required to be
obtained by the Company on or prior to the date hereof under the Federal laws
of the United States or the laws of the State of Arizona for the execution and
delivery by the Company of each of the Asset Purchase Agreement and the
Security Agreement have been obtained; provided, however, that I
express no view in this paragraph with respect to Federal or state securities
laws or matters relating to the title or ownership of, liens or security
interests in, or the transfer of, property.

 

(5)           To my knowledge, there is no claim, action, suit,
proceeding or investigation pending or threatened against the Company which in
any manner challenges or seeks to prevent, enjoin, alter or materially delay
the consummation of the transactions contemplated by the Asset Purchase
Agreement and the Security Agreement.

 

The foregoing opinion is
limited to the Federal laws of the United States and the laws of the State of
California, and I am expressing no opinion as to the effect or requirements of
the laws of any other jurisdiction.

 

I have relied as to
certain matters on information obtained from public officials, officers of the
Company and other sources believed by me to be responsible, and I have assumed
that the signatures on all documents reviewed by me are genuine, an assumption
that I have not independently verified.

 

The opinions set forth
herein are given as of the date hereof and I assume no obligation to advise you
or any other person as to any legal development or factual matters arising subsequent
to the date hereof that might affect the opinions expressed herein.

 

This opinion is being
delivery to Maiden Lane II LLC as the Buyer and the Federal Reserve Bank of New
York as Controlling Party in connection with the transactions contemplated by
the Asset Purchase Agreement and the Security Agreement and may not be relied
upon by any other person or for any other purpose without my prior written
consent.

 

	
   

  	
  Very truly yours,

  
	
   

  	
  /s/ Christine A. Nixon

  

 

 

[letterhead of American
General Life Companies, LLC]

 

December 12, 2008

 

Maiden Lane II LLC, 

c/o Federal Reserve Bank of New York, 

33 Liberty Street,

New York, New York 10045

 

Ladies and Gentlemen:

 

I am Kyle L. Jennings,
Executive Vice President, General Counsel and Secretary of The United States
Life Insurance Company in the City of New York, a life insurance company
domiciled in the State of New York (the “Company”), and, as such, I am
generally familiar with the corporate affairs of the Company.

 

In connection with the
execution and delivery of (i) that certain Asset Purchase Agreement, dated
as of December 12, 2008 (the “Asset Purchase Agreement”), among the
Company and the other sellers named therein, as sellers (together with the
Company, the “Sellers”), AIG Securities Lending Corp., as agent, American
International Group, Inc., Maiden Lane II LLC, as buyer (the “Buyer”), and
Federal Reserve Bank of New York, as controlling party (the “Controlling Party”),
and (ii) that certain Security Agreement, dated as of December 12,
2008 (the “Security Agreement”), among the Buyer, the Controlling Party, the
Sellers and The Bank of New York Mellon, I have examined such corporate records
and other documents, and reviewed such questions of law, as I have deemed
necessary or appropriate for purposes of this opinions, and on the basis of
such knowledge, examination and review, it is my opinion that:

 

(1)           The Company is an existing corporation in good
standing under the laws of the State of New York with corporate power and
authority to execute and deliver each of the Asset Purchase Agreement and the
Security Agreement and to perform its obligations under each of the Asset
Purchase Agreement and the Security Agreement.

 

(2)           Each of the Asset Purchase Agreement and the Security
Agreement has been duly authorized, executed and delivered by the Company.

 

(3)           The execution and delivery of the each of the Asset
Purchase Agreement and the Security Agreement do not, and the performance of
its obligations thereunder in accordance with its terms will not, (i) violate
the Federal laws of the United States or the laws of the State of New York or
the certificate of incorporation or bylaws of the Company or (ii) result
in or require the creation or imposition of any lien on any assets of the
Company; provided, 

 

 

however, that with respect to the opinion
expressed in paragraph (i) above, I express no opinion with respect to
Federal or state securities laws, other antifraud laws or fraudulent transfer
laws.

 

(4)           All regulatory consents and approvals required to be
obtained by the Company on or prior to the date hereof under the Federal laws
of the United States or the laws of the State of New York for the execution and
delivery by the Company of each of the Asset Purchase Agreement and the
Security Agreement have been obtained; provided, however, that I
express no view in this paragraph with respect to Federal or state securities
laws or matters relating to the title or ownership of, liens or security
interests in, or the transfer of, property.

 

(5)           To my knowledge, there is no claim, action, suit,
proceeding or investigation pending or threatened against the Company which in
any manner challenges or seeks to prevent, enjoin, alter or materially delay
the consummation of the transactions contemplated by the Asset Purchase Agreement
and the Security Agreement.

 

The foregoing opinion is
limited to the Federal laws of the United States and the laws of the State of
New York, and I am expressing no opinion as to the effect or requirements of
the laws of any other jurisdiction.

 

I have relied as to
certain matters on information obtained from public officials, officers of the
Company and other sources believed by me to be responsible, and I have assumed
that the signatures on all documents reviewed by me are genuine, an assumption
that I have not independently verified.

 

The opinions set forth
herein are given as of the date hereof and I assume no obligation to advise you
or any other person as to any legal development or factual matters arising
subsequent to the date hereof that might affect the opinions expressed herein.

 

This opinion is being
delivered to you as the Buyer in connection with the transactions contemplated
by the Asset Purchase Agreement and the Security Agreement and may not be
relied upon by any other person or for any other purpose without my prior
written consent.

 

	
   

  	
  Very truly yours,

  
	
   

  	
   

  
	
   

  	
   

  
	
   

  	
  /s/ Kyle L. Jennings

  
	
   

  	
  Kyle L. Jennings

  
	
   

  	
  Executive Vice
  President

  
	
   

  	
  General
  Counsel & Secretary

  

 

 

[letterhead of AIG
Annuity Insurance Company]

 

December 12, 2008

 

Maiden Lane II LLC and 

Federal Reserve Bank of New York

33 Liberty Street, 

New York, New York 10045

 

Ladies and Gentlemen:

 

I am Jim Coppedge, Senior
Vice President and General Counsel of The Variable Annuity Life Insurance
Company, a Texas corporation (the “Company”), and, as such, I am generally
familiar with the corporate affairs of the Company.

 

In connection with the
execution and delivery of (i) that certain Asset Purchase Agreement, dated
as of December 12, 2008 (the “Asset Purchase Agreement”), among the Company
and the other sellers named therein, as sellers (together with the Company, the
“Sellers”), AIG Securities Lending Corp., as agent, American International
Group, Inc., Maiden Lane II LLC, as buyer (the “Buyer”), and Federal
Reserve Bank of New York, as controlling party (the “Controlling Party”), and (ii) that
certain Security Agreement, dated as of December 12, 2008 (the “Security
Agreement”), among the Buyer, the Controlling Party, the Sellers and The Bank
of New York Mellon, I have examined such corporate records and other documents,
and reviewed such questions of law, as I have deemed necessary or appropriate
for purposes of this opinions, and on the basis of such knowledge, examination
and review, it is my opinion that:

 

(1)           The Company is an existing corporation in good
standing under the laws of the State of Texas with corporate power and
authority to execute and deliver each of the Asset Purchase Agreement and the
Security Agreement and to perform its obligations under each of the Asset
Purchase Agreement and the Security Agreement.

 

(2)           Each of the Asset Purchase Agreement and the Security
Agreement has been duly authorized, executed and delivered by the Company.

 

(3)           The execution and delivery of the each of the Asset
Purchase Agreement and the Security Agreement do not, and the performance of
its obligations thereunder in accordance with its terms will not, (i) violate
the Federal laws of the United States or the laws of the State of Texas or the
certificate of incorporation or bylaws of the Company or (ii) result in or
require the creation or imposition of any lien on any assets of the Company; provided,
however, that with respect to the opinion expressed in paragraph (i) above,
I express no opinion with respect to Federal or state securities laws, other
antifraud laws or fraudulent transfer laws.

 

 

(4)           All regulatory consents and approvals required to be
obtained by the Company on or prior to the date hereof under the Federal laws
of the United States or the laws of the State of Texas for the execution and
delivery by the Company of each of the Asset Purchase Agreement and the
Security Agreement have been obtained; provided, however, that I express no
view in this paragraph with respect to Federal or state securities laws or
matters relating to the title or ownership of, liens or security interests in,
or the transfer of, property.

 

(5)           To my knowledge, there is no claim, action, suit,
proceeding or investigation pending or threatened against the Company which in
any manner challenges or seeks to prevent, enjoin, alter or materially delay
the consummation of the transactions contemplated by the Asset Purchase
Agreement and the Security Agreement.

 

The foregoing opinion is
limited to the Federal laws of the United States and the laws of the State of
Texas, and I am expressing no opinion as to the effect or requirements of the
laws of any other jurisdiction.

 

I have relied as to
certain matters on information obtained from public officials, officers of the
Company and other sources believed by me to be responsible, and I have assumed
that the signatures on all documents reviewed by me are genuine, an assumption
that I have not independently verified.

 

The opinions set forth
herein are given as of the date hereof and I assume no obligation to advise you
or any other person as to any legal development or factual matters arising
subsequent to the date hereof that might affect the opinions expressed herein.

 

This opinion is being
delivered to you as the Buyer in connection with the transactions contemplated
by the Asset Purchase Agreement and the Security Agreement and may not be
relied upon by any other person or for any other purpose without my prior
written consent.

 

	
  Very truly yours,

  	
   

  
	
  /s/ Jim Coppedge

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