maiden lane ii portfolio

CusipcusipO/FOriginal

Face

Descriptionticker

& pool/ticker

deal tranche

CollateralBond

Collateral

Seen?Number

of times we've

seen this bond

trade, click

on cell to see

trade history

for cusip.

BreadthNumber

of times we've

seen this bond

offered/How

many different

dealers. Click

on hyperlink to

see trade and

offering history

Spreadspread

to reference

curve

Pricecolor

—trade,cover,

dnt=did not

trade,

reo=reoffer

from buying

dealer

Colorprice

info

(decimal

or 32nds)

Last

TradeMost

recent

date this

bond

traded.

Click on

cell to see

last list

bond

appeared

on.

00075XAG2 13.5 ABF 06-OP2 0 0/0

00075XAH0 12.0 ABFC 06-OPT2 0 0/0

04544TAC5 21.0 ABSH 07-H2 0 0/0

04544TAD3 30.1 ABSH 07-H2 0 0/0

04541GXD9 70.5 ABSHE 06-H3 0 0/0

04541GVJ8 15.5ABSHE 06-HE1

A33 0/0 M70s pxtalk 2011-02-18

Empirasign Strategies

MBS/ABS Trade Database

Maiden Lane II Portfolio

Portfolio includes 785 line items.

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1 of 33 4/4/2011 1:56 PM

04541GWE8 3.0ABSHE 06-HE2

A31 0/0 H60s cover 2011-02-11

04544QAE7 22.5 ABSHE 06-HE7 0 0/0

004375DC2 56.4 ACCR 05-2 0 0/0

004375DT5 31.0 ACCR 05-3 0 0/0

004375FG1 42.0 ACCR 06-1 0 0/0

004375EW7 74.8 ACCR 06-1 A3 2 0/0 L80s pxtalk 2011-01-20

00437NAC6 91.5 ACCR 06-2 A3 3 0/0 LM80s cover 2011-03-10

00437NAD4 50.0 ACCR 06-2 0 0/0

00438QAD6 22.5 ACCR 07-1 0 0/0

004421KJ1 0.5 ACE 05-SD1 0 0/0

004421VW0 12.5 ACE 06-AS1 0 0/0

004421XE8 15.8 ACE 06-AS2 0 0/0

004421WP4 61.0 ACE 06-HE1 0 0/0

00441TAF0 24.8 ACE 06-HE3 0 0/0

00441TAG8 5.2 ACE 06-HE3 0 0/0

004421US0 33.3 ACE 06-NC1 0 0/0

004421UT8 67.2 ACE 06-NC1 0 0/0

00442EAH8 44.7ACE 2006-NC3

A2D1 0/0 2011-04-06

00442EAJ4 16.0 ACE 06-NC3 0 0/0

00442PAG5 7.0 ACE 06-OP1 M1 heq 2 0/0 2010-09-17

00442UAC3 14.0 ACE 07-AS2 0 0/0

00442UAD1 11.0 ACE 07-AS2 0 0/0

00442PAF7 42.8 ACE 2006-OP1 0 0/0

026932AA1 222.3 AHM 07-1 0 0/0

026932AB9 5.6 AHM 07-1 0 0/0

00252FCD1 35.7 AMIT 05-3 0 0/0

00252FCS8 8.6 AMIT 05-4 0 0/0


2 of 33 4/4/2011 1:56 PM

03072SP41 9.4 AMQ 05-R9 0 0/0

03072SXR1 3.2 AMSI 05-R1 0 0/0

03072SZW8 25.3 AMSI 05-R3 0 0/0

007036UQ7 13.4 ARMT 05-11 5A1 prime-a 2 0/0 trade 2010-08-18

007036JF4 7.2 ARMT 05-3 0 0/0

007036KP0 5.6 ARMT 05-4 0 0/0

007036QU3 9.9 ARMT 05-8 0 0/0

007036QV1 13.3 ARMT 05-8 0 0/0

007037BH6 10.5 ARMT 07-1 0 0/0

040104RG8 43.0 ARS 06-W1 0 0/0

040104FW6 5.0 ARSI 04-W3 0 0/0

040104NC1 20.8 ARSI 05-W2 0 0/0

040104PA3 18.0 ARSI 05-W3 0 0/0

058933AB8 99.6 BAF 06-D 0 0/0

05952GAD3 37.1BAFC 2007-D

1A43 0/0 2011-04-06

05946XQY2 5.7 BAFC 05-A 0 0/0

05946XRH8 4.6BAFC 2005-A

5M11 0/0 2011-04-06

05946XQZ9 2.3 BAFC 05-A 0 0/0

05946XRY1 31.1 BAFC 05-B 0 0/0

058933AA0 76.4BAFC 2006-D

1A11 0/0 2011-04-06

05950MAD2 221.0 BAFC 06-G 0 0/0

05950MAE0 144.8 BAFC 06-G 0 0/0

05952DAQ1 32.2 BAFC 07-A 0 0/0

07386HNQ0 20.9BALTA 04-12

1A1alta-a 2 0/0 2010-11-17

07386HSP7 18.7 BALTA 05-4 0 0/0


3 of 33 4/4/2011 1:56 PM

07386HVG3 69.8BALTA 05-7

11A11 0/0 78h cover 2011-03-01

07386HA92 20.1BALTA 06-1

11A13 0/0 H63s cover 2011-03-09

07386HK26 55.2 BALTA 06-3 1A1 1 0/0 2011-03-17

073871AE5 58.1BALTA 06-4

13A11 1/1 L40s pxtalk 2011-02-10

073871AA3 42.0BALTA 06-4

11A11 0/0 2011-03-17

073873AA9 68.9 BALTA 06-5 0 0/0

073868AA9 68.7BALTA 2006-6

1A13 0/0 2011-04-06

073875AA4 67.2BALTA 2006-7

1A12 0/0 2011-04-01

07387QAA8 6.4BALTA 2006-8

1A12 0/0 2011-04-06

07386XAA4 32.5BALTA 2007-1

1A12 0/0 2011-04-06

06983NAB3 8.1 BASIC 06-1 0 0/0

06983NAC1 11.4 BASIC 06-1 0 0/0

07325NCW0 29.4 BAYV 06-A 0 0/0

07324FAG5 0.9 BAYV 07-B 0 0/0

05530PAB8 30.0 BCAP 07-AA1 0 0/0

05530PAC6 102.6 BCP 07-AA1 0 0/0

07325NDS8 16.4 BFAT 06-B 0 0/0

05569GAD8 36.9BNCMT 2007-1

A41 0/0 2011-04-06

05569QAC8 89.9 BNCMT 07-2 0 0/0

05568QAD7 30.0 BNCMT 07-3 0 0/0

07386HYW5 37.0 BSAA 05-10 0 0/0

07386HUA7 51.2 BALTA 05-5 1A3 alta-a 1 0/0 MH70s cover 2010-09-01


4 of 33 4/4/2011 1:56 PM

07386HH46 44.1BALTA 06-2

11A1alta-a 1 0/0 m40s cover 2010-10-28

07387RAA6 134.7 BSAA 07-3 0 0/0

0738793L0 9.1BSABS

2005-HE11 A2heq 1 0/0 2010-08-23

0738793M8 13.6 BSABS 05-HE11 0 0/0

073877AC6 34.4BSABS 05-SD1

1A3subprime 1 0/0 2010-09-15

073877CY6 14.9 BSABS 05-S3 0 0/0

073877BQ4 12.0 BSABS 05-SD2 0 0/0

073877EF5 12.4BSABS 05-SD4

2A11 0/0 L90s pxtalk 2011-03-07

073879VF2 1.8BSABS 05-TC1

M11 0/0 LM60s pxtalk 2011-03-01

073879D88 13.3 BSABS 05-TC2 0 0/0

0738796N3 14.6 BSABS 06-H1 0 0/0

07387UBQ3 3.8 BSABS 06-H1 0 0/0

07387UEK3 14.3 BSABS 06-H2 0 0/0

07387UEJ6 18.7 BSABS 06-HE2 0 0/0

07387UHQ7 33.6 BSABS 06-HE3 0 0/0

07388CAB6 9.8BSABS 2006-HE5

1A21 0/0 2011-04-06

07387UFE6 19.3BSABS 2006-IM1

A21 0/0 2011-04-06

07387UFY2 43.0BSABS 2006-IM1

A51 0/0 2011-04-06

07387UFW6 35.7 BSABS 06-I1 0 0/0

07388EAJ5 2.9BSABS 06-SD2

A21 0/0 L98s cover 2011-03-02

07388EAA4 4.0BSABS 06-SD2

A11 0/0 2010-12-10


5 of 33 4/4/2011 1:56 PM

07389UAP4 50.3 BSABS 07-HE1 0 0/0

073852AB1 53.6 BSABS 07-HE3 0 0/0

073852AC9 32.5 BSABS 07-HE3 0 0/0

07386RAC3 63.8 BSABS 07-HE4 0 0/0

073859AB6 27.1BSABS 2007-HE5

1A22 0/0 2011-04-06

073859AC4 32.9 BSABS 07-HE5 0 0/0

07386RAB5 62.3BSABS 07-HE4

1A21 0/0 2011-03-11

07401WBA6 30.3 BSSLT 07-1 0 0/0

07401WAA7 11.9 BSSLT 2007-1 1A 2 0/0 2011-03-23

07401WAP4 17.8 BSSLT 07-1 0 0/0

144531EB2 18.5 CARR 05-FRE1 0 0/0

78514RAC9 18.7 CARR 05-N4 0 0/0

144531CX6 2.8 CARR 05-NC3 0 0/0

144531EX4 40.7 CARR 06-NC1 0 0/0

144531EW6 97.2 CARR 06-NC1 0 0/0

14453MAC8 108.7CARR 06-NC4

A3subprime 2 0/0 dnt 2010-08-26

144531FL9 24.1CARR 06-OPT1

A34 0/0 m/h80s pxtalk 2011-03-24

14454EAA9 10.8CARR 07-HE1

A12 0/0 2011-01-12

12489WMD3 7.0 CBASS 05-CB4 0 0/0

12489WMZ4 6.0 CBASS 05-CB5 0 0/0

12489WQZ0 6.7 CBASS 06-CB3 0 0/0

12489WQY3 14.0 CBASS 06-CB3 0 0/0

14986PAC7 2.0 CBASS 06-CB6 0 0/0

12465MAE4 19.3 CBASS 06-CB9 0 0/0

1248RHAC1 24.2 CBASS 07-CB6 0 0/0


6 of 33 4/4/2011 1:56 PM

161546HZ2 0.6CFAB 2004-1

2A21 0/0 2011-04-06

161542DN2 10.1CFLAT 04-AQ1

A22 0/0 2010-12-10

16165YAB8 32.2 CFLX 07-M1 1A2 1 0/0 2011-02-10

14454EAC5 42.8 CMLT 07-H1 0 0/0

14454EAD3 20.0 CMLT 07-H1 0 0/0

17307GCU0 15.4 CMLTI 03-HE3 A 4 0/0 H80s/90a pxtalk 2011-01-19

17307GCZ9 8.4 CMLTI 03-HE4 A 1 0/0 2010-12-13

17307GP44 8.9 CMLTI 05-HE4 0 0/0

17310RAB5 19.0 CMLTI 06-AR9 0 0/0

17309SAD2 31.4 CMLTI 06-WFH4 0 0/0

17312GAB7 32.2CMLTI 07-AHL3

A3B1 0/0 dnt 2010-05-11

17311BAB9 114.5CMLTI

2007-AMC1 A2B5 0/0 39-21 cover 2011-02-22

17311XAB1 170.8CMLTI

2007-AMC2 A3B1 1/1 40a pxtalk 2011-04-04

17313BAD3 36.3CMLTI 07-AMC4

A2C1 0/0 2010-12-13

17313CAB5 120.2CMLTI 07-WFH3

A21 0/0 2011-01-11

172978AD0 27.5 CMLTI 6-NCB1 0 0/0

225470TY9 9.3 CSMC 06-CF1 A1 3 0/0 LM90s pxtalk 2011-01-31

17307GGP7 12.4 CTM 04-HE1 0 0/0

17312TAJ2 48.0 CTM 07-AH2 0 0/0

17311BAC7 11.4CMLTI

2007-AMC1 A2C1 0/0 2011-04-06

12667FNG6 7.9 CWALT 04-J5 0 0/0

12667GS20 3.8 CWALT 05-41 0 0/0


7 of 33 4/4/2011 1:56 PM

12667G3U5 6.4CWALT 2005-44

2A2B1 0/0 2011-03-04

12668A4S1 81.3 CWALT 05-AR1 0 0/0

23242GAR5 44.8 CWALT 06-O16 0 0/0

23242GAC8 160.3 CWALT 06-O16 0 0/0

23242GAD6 38.0 CWALT 06-O16 0 0/0

12668PAC6 50.0 CWALT 06-O17 0 0/0

126694A40 6.0 CWALT 06-OA1 0 0/0

02147DAB7 172.3CWALT

2006-OA11 A1B1 0/0 2010-12-22

23243AAC0 10.0CWALT 06-OA12

A1C2 0/0 2011-02-10

23243AAB2 85.4CWALT 06-OA12

A1B2 0/0 trade 2010-12-15

12668PAD4 14.0 CWALT 06-OA17 0 0/0

02147CAF0 33.8 CWALT 06-OA8 0 0/0

02146YAD8 3.5 CWALT 06-OA9 0 0/0

12668BJU8 148.3 CWALT 06-OC1 0 0/0

23244JAC0 22.3CWALT 06-OC11

2A2Aalta-a 1 19/1 59-28 reo 2010-10-15

12668BRF2 40.7 CWALT 06-OC2 0 0/0

23243VAC4 9.6CWALT

2006-OC7 2A2A1 0/0 LM60S cover 2011-01-20

232434AD2 169.5 CWALT 06-OC8 0 0/0

02150KAX7 17.0CWALT 07-OH1

A1Balta-a 1 0/0 2010-10-15

02150KAY5 11.2 CWALT 07-OH1 0 0/0

02150KBB4 7.0 CWALT 07-OH1 0 0/0

02150KBC2 4.9 CWALT 07-OH1 0 0/0

23245CAF7 51.0 CWH 07-1 0 0/0


8 of 33 4/4/2011 1:56 PM

126670FC7 11.0 CWHE 05-I2 0 0/0

126671ZJ8 0.2 CWHEL 03-D A heloc 1 0/0 MH70s pxtalk 2010-10-19

126673HC9 3.8 CWHEL 04-J 2A 2 0/0 H70s pxtalk 2011-03-10

126685AH9 44.9 CWHEL 05-E 2A 1 0/0 64-00 cover 2011-02-17

126685BA3 1.4 CWHEL 05-L 0 0/0

126685BW5 95.0 CWHEL 05-M 0 0/0

126685DJ2 35.9CWHEL 2006-C

2A1 0/0 trade 2011-03-31

23243JAB3 41.3 CWHEL 06-G 2A 3 0/0 H60s pxtalk 2011-03-10

126682AA1 40.1 CWHEL 07-A A heloc 1 11/1 H/VH70s pxtalk 2010-11-04

12670CAA5 60.6 CWHEL 07-C A heloc 3 0/0 dnt 2010-11-05

12669GRQ6 7.3CWHL 2005-1

2A15 0/0 trade 2011-03-09

12669GNP2 1.3 CWHL 05-7 2A1 2 0/0 trade 2011-02-24

126671B47 0.2 CWL 03-BC3 0 0/0

126670PF9 30.7 CWL 05-16 0 0/0

126670PG7 71.3 CWL 05-16 0 0/0

126670RB6 66.7 CWL 05-17 4A2A 2 0/0 88-16 cover 2011-01-19

126673B43 18.1 CWL 05-3 MV1 subprime 1 0/0 H90s cover 2010-11-16

1266736Q0 11.9 CWL 05-9 0 0/0

126670KM9 54.7CWL 05-AB4

2A3subprime 1 0/0 2010-09-23

126670QB7 15.0CWL 05-AB5

2A21 0/0 H70s cover 2011-01-06

126670QC5 61.8 CWL 05-AB5 0 0/0

1266733W0 25.6 CWL 05-IM1 A2 3 0/0 trade 2011-02-24

126670JD1 97.2CWL 2005-IM3

A31 0/0 54-16 reo 2011-02-02

126670TV0 12.5 CWL 06-1 0 0/0

12666PAU8 63.3 CWL 06-10 0 0/0


9 of 33 4/4/2011 1:56 PM

12666TAJ5 108.0CWL 2006-11

3AV21 1/1 65H cover 2011-01-06

12666TAL0 33.1 CWL 06-11 0 0/0

23242FAC0 96.9 CWL 06-16 0 0/0

12667LAF9 26.1 CWL 06-21 0 0/0

12666CAF0 20.0 CWL 06-23 0 0/0

12667TAD7 200.0CWL 2006-25

2A34 0/0 l50s pxtalk 2011-04-04

12667TAF2 40.0 CWL 06-25 0 0/0

12668HAD2 164.5 CWL 06-26 0 0/0

126670WT1 7.1 CWL 06-4 2A2 3 1/1 87H cover 2011-03-08

126670YG7 15.4 CWL 06-5 2A2 subprime 2 0/0 80.61 cover 2010-08-09

126670ZM3 25.0 CWL 06-6 2A3 subprime 1 1/1 L38h cover 2010-11-29

126670ZN1 10.0 CWL 06-6 0 0/0

126670ZL5 45.5 CWL 2006-6 2A2 3 0/0 2011-03-29

045427AC5 175.0 CWL 06-8 2A3 subprime 1 0/0 63-04 cover 2010-10-07

045427AE1 38.0 CWL 06-8 0 0/0

12666RAU4 43.1 CWL 06-9 0 0/0

12666RAW0 15.6 CWL 06-9 0 0/0

23242NAB5 56.0 CWL 06-ABC1 0 0/0

126670XP8 10.2 CWL 06-BC1 0 0/0

12668YAB9 114.3 CWL 06-S10 0 0/0

12668YAC7 75.5 CWL 06-S10 0 0/0

23246BAJ0 103.2 CWL 07-10 0 0/0

23247LAC2 106.7CWL 2007-11

2A31 0/0 L50s trade 2011-01-13

12668KAC7 35.0 CWL 07-5 0 0/0

12668KAD5 143.4 CWL 07-5 0 0/0

12669LAC4 49.9 CWL 07-6 0 0/0


10 of 33 4/4/2011 1:56 PM

12669LAD2 92.8 CWL 07-6 0 0/0

12669VAD0 62.5 CWL 07-7 2A3 subprime 1 0/0 41-02 cover 2010-10-20

12669WAE6 50.0 CWL 07-8 2A3 subprime 1 1/1 36h cover 2010-08-30

12669WAF3 24.0 CWL 07-8 0 0/0

12668TAF1 9.4 CWL 07-BC1 0 0/0

12669QAC3 11.4 CWL 07-BC2 0 0/0

12669QAD1 47.6CWL 2007-BC2

2A3subprime 1 0/0 44.875 cover 2010-07-29

23246LAD1 25.0 CWL 07-BC3 0 0/0

12670BAL3 26.0 CWL 07-S2 0 0/0

12670HAB2 132.8 CWL 07-S3 0 0/0

152314JW1 1.7 CXHE 04-B 0 0/0

15231AAC0 44.5 CXHE 06-A 0 0/0

251510NC3 125.4 DAA 06-AF1 0 0/0

25151AAE1 120.5 DAA 06-AR3 0 0/0

25151YAB5 19.9 DBALT 07-1 1A2 1 0/0 dnt 2011-01-05

25151YAC3 139.4DBALT 2007-1

1A3A3 0/0 2011-04-01

25151UAF4 4.0 DAA 07-AR2 0 0/0

25151UAD9 8.7 DAA 07-AR2 0 0/0

25150VAL0 96.3 DAA 07-AR3 0 0/0

25151TAB6 5.3 DAA 07-BA1 0 0/0

25151TAD2 73.0 DAA 07-BA1 0 0/0

25150MAD8 40.9 DAA 07-RM1 0 0/0

25150MAC0 76.3 DAA 07-RM1 0 0/0

25150RAD7 89.1DBALT

2006-AR6 A43 0/0 2011-04-06

25151UAE7 9.4 DBALT 07-AR2 0 0/0

25151UAG2 4.3 DBALT 07-AR2 0 0/0


11 of 33 4/4/2011 1:56 PM

25150VAD8 26.4 DBALT 07-AR3 0 0/0

25150VBA3 139.3 DBALT 07-AR3 0 0/0

25150VAC0 26.6 DBALT 07-AR3 0 0/0

30246QAB9 21.3 FBRSI 05-1 A2 subprime 1 0/0 M60s pxtalk 2010-08-25

32027NMH1 8.5FFML 04-FF10

A33 0/0 2011-03-14

59025CAD2 61.5 FFMER 07-4 0 0/0

32027NKU4 14.2 FFML 04-F5 0 0/0

32027NMD0 10.5 FFML 04-H3 0 0/0

32027NQF1 3.1 FFML 05-F1 0 0/0

32027NUJ8 2.8 FFML 05-F7 0 0/0

32027NVU2 20.5 FFML 05-FF9 A3 subprime 1 0/0 97-15 cover 2010-10-13

32027NYQ8 16.0 FFML 06-F1 0 0/0

32027NYP0 82.4 FFML 06-F1 0 0/0

31561EAC9 61.2 FFML 06-F6 0 0/0

32028HAD5 28.0 FFML 06-FF10 0 0/0

32028PAG0 24.0FFML 06-FF11

M1subprime 1 0/0 L3s cover 2010-11-29

32027LAG0 9.2 FFML 06-FF14 0 0/0

32029AAF4 25.1 FFML 06-FF18 0 0/0

32027NA35 15.4FFML 2006-FF2

A52 0/0 trade 2011-03-30

32027NA27 39.7 FFML 06-FF2 0 0/0

32027NA43 19.5 FFML 06-FF2 0 0/0

362334AU8 39.8 FFML 06F-F3 0 0/0

32027EAF8 25.0 FFML 06-FF5 0 0/0

320277AE6 60.5FFML 06-FF7

2A3subprime 3 0/0 trade 2010-11-19

320278AC8 15.0FFML 2006-FF8

IIA31 0/0 2011-04-06


12 of 33 4/4/2011 1:56 PM

320276AE8 121.9 FFML 06-FF9 0 0/0

32027NZL8 7.5FFML 2006-FFH1

A41 0/0 2011-04-06

32028TAF4 8.8 FFML 07-FF1 0 0/0

32029GAD6 201.4FFML 07-FF2

A2Csubprime 1 0/0 H40s pxtalk 2010-10-18

32029GAE4 65.0FFML 2007-FF2

A2D4 0/0 2011-04-06

32029HAB8 34.8FFML 2007-FFC

A2A3 0/0 2011-03-28

320275AE0 28.0 FFML06-FF16 0 0/0

31659TEG6 44.2 FMIC 2005-3 2A2 1 0/0 trade 2011-03-31

31659TEY7 71.8 FMIC 06-1 A2 3 3/1 2011-01-06

316599AE9 15.0 FMIC 06-3 0 0/0

32113JAA3 40.2 FNLC 05-1 0 0/0

336161AT1 0.5 FRBPT 00-FRB2 0 0/0

367910AD8 6.2 GEWMC 05-1 0 0/0

361856CK1 47.8 GMACM 03-HE1 0 0/0

361856CV7 41.0 GMACM 04-HE1 0 0/0

361856DP9 53.4GMACM 04-HE4

A31 0/0 m/H 60s cover 2011-01-06

361856EC7 5.7 GMACM 05-HE1 0 0/0

361856EJ2 112.0 GMACM 05-HE3 0 0/0

38012UAB5 1.0GMACM

2006-HE4 A22 0/0 2011-04-06

361856DL8 72.6 GMHE 04-HE3 0 0/0

38012UAC3 39.9 GMHE 06-H4 0 0/0

395385AQ0 0.7 GPHE 2004-1 A 1 0/0 2011-04-06

39539FAE4 188.1 GPM 06-AR4 0 0/0

39539FAC8 36.4GPMF 2006-AR4

1 0/0 2011-04-06


13 of 33 4/4/2011 1:56 PM

A2A

39538AAC0 33.2 GPM 06-AR5 0 0/0

39538AAG1 57.8GPMF 06-AR5

A3A12 0/0 H20s trade 2011-03-15

39538CAC6 34.5 GPM 06-AR7 0 0/0

39538WBM9 14.3 GPMF 05-HY1 0 0/0

39538BAC8 23.7 GPMF 06-AR6 0 0/0

39538BAB0 33.9 GPMF 06-AR6 0 0/0

39538BAE4 57.0GPMF 06-AR6

A3Aprime-a 1 0/0 2010-10-15

39538CAD4 46.8 GPMF 06-AR7 0 0/0

39538CAE2 60.0GPMF 06-AR7

1A31prime-a 1 0/0 2010-10-08

39539HAC4 30.0GPMF 2006-AR8

1A2A3 0/0 2011-04-06

39539HAD2 180.0 GPMF 06-AR8 0 0/0

781100AA0 44.3 GPMF 06-HE1 0 0/0

362341L49 7.5GSAMP

05-WMC3 A2Bsubprime 3 0/0 8h cover 2010-11-22

362405AB8 16.2 GSA 06-SD2 0 0/0

362341QF9 42.0 GSAA 05-11 0 0/0

362341ZV4 83.8 GSAA 05-14 0 0/0

362341D89 114.7 GSAA 05-15 0 0/0

362341CT4 33.7 GSAA 05-8 0 0/0

362341Z44 91.1 GSAA 06-1 0 0/0

362381AS4 31.8 GSAA 06-12 0 0/0

3623415R6 10.3 GSAA 06-2 0 0/0

362334AA2 18.9 GSAA 06-2 2A4 1 0/0 2011-01-25

362334BS2 74.6 GSAA 2006-3 A3 heq 2 0/0 58-08 cover 2010-10-13

781100AB8 101.6 GSAH 07-S1 0 0/0


14 of 33 4/4/2011 1:56 PM

3623414S5 13.1 GSAMP 06-HE1 0 0/0

362334LG7 21.9GSAMP 06-HE2

A2subprime 2 0/0 Traded trade 2010-11-17

36244KAD7 52.0GSAMP 06-HE3

A2C2 0/0 MH60s pxtalk 2011-02-23

3622M8AD8 85.3 GSAMP 06-HE8 0 0/0

3622M8AF3 45.7GSAMP

2006-HE8 M11 0/0 2011-04-06

3622MGAD0 136.4GSAMP 07-NC1

A2C7 0/0 41-42H pxtalk 2011-03-09

3622MGAE8 79.8 GSAMP 07-NC1 0 0/0

3622MGAF5 59.0 GSAMP 07-NC1 0 0/0

36245HAA9 35.1 GSH 07-HL1 0 0/0

3622NAAD2 74.7GSR 2007-OA1

2A21 0/0 2011-04-06

40430HBP2 3.2 HASC 05-NC2 0 0/0

40430HCA4 33.5 HASC 05-OPT1 0 0/0

40430HER5 16.6 HASC 06-NC1 0 0/0

40430HFP8 7.0 HASC 06-OPT3 0 0/0

40430HFL7 18.1HASC 06-OPT3

3A3subprime 1 0/0 M80s pxtalk 2010-12-02

40430MAD9 84.9HASC

2006-WMC1 A31 0/0 dnt 2010-06-17

40431JAD5 28.5 HASC 07-OPT1 0 0/0

40431JAG8 6.0 HASC 07-OPT1 0 0/0

40431RAD7 58.6 HASC 07-WF1 0 0/0

437084VR4 41.0 HEAT 06-4 0 0/0

43710XAC2 22.4 HEL 07-FR1 0 0/0

40430GAF7 0.6HFCHC 2005-2

M21 0/0 dnt 2011-01-18

40430WAB1 22.9 HELT 06-1 0 0/0


15 of 33 4/4/2011 1:56 PM

40430WAD7 10.7 HELT 06-1 0 0/0

40431MAB2 24.5 HELT 07-2 0 0/0

43710XAD0 33.8HELT 2007-FRE1

2AV3subprime 1 0/0 41.3125 cover 2010-07-29

2254W0LE3 18.0 HEMT 05-F1 0 0/0

43710DAE2 3.1 HEMT 07-2 2A4 heq 1 0/0 50.100 cover 2010-10-12

43710DAD4 6.8 HEMT 07-2 0 0/0

43710DAC6 15.3 HEMT 07-2 0 0/0

40430GAA8 46.9 HFCHC 05-1 A heq 2 0/0 H80s trade 2010-07-13

40430GAC4 32.1 HFCHC 05-2 0 0/0

40430GAG5 21.0 HFCHC 05-3 0 0/0

40430WAA3 35.8 HFCHC 06-1 A1 3 0/0 90's pxtalk 2011-03-02

40430WAC9 15.1 HFCHC 06-1 0 0/0

40430YAB7 31.0 HFCHC 06-2 0 0/0

40430YAC5 21.5 HFCHC 06-2 0 0/0

40430YAD3 14.6 HFCHC 06-2 0 0/0

40430XAH6 18.0 HFCHC 06-3 0 0/0

40430XAJ2 10.0 HFCHC 06-3 0 0/0

40430VAH0 49.7 HFCHC 06-4 0 0/0

40430VAJ6 21.5 HFCHC 06-4 0 0/0

40431FAB7 12.0 HFCHC 07-1 0 0/0

40431FAA9 19.2 HFCHC 07-1 0 0/0

40431FAF8 14.4 HFCHC 07-1 A2V 1 0/0 trade 2011-03-02

40431FAH4 17.1 HFCHC 07-1 0 0/0

40431FAJ0 24.3 HFCHC 07-1 A4 3 0/0 dnt 2011-03-16

40431FAK7 20.2 HFCHC 07-1 0 0/0

40431FAL5 20.0 HFCHC 07-1 0 0/0

40431MAA4 24.5 HFCHC 07-2 AS heq 2 0/0 88-10 cover 2010-10-13

40431MAF3 9.2 HFCHC 07-2 A2V 1 0/0 98-13 cover 2011-01-19


16 of 33 4/4/2011 1:56 PM

40431MAH9 10.0 HFCHC 07-2 0 0/0

40431MAJ5 30.0 HFCHC 07-2 0 0/0

40431MAK2 8.0 HFCHC 07-2 0 0/0

40431MAL0 5.0 HFCHC 07-2 0 0/0

43718RAD5 23.1 HLMTLT 05-1 0 0/0

43739EAB3 23.1 HMBT 2004-1 2A prime-a 1 0/0 2010-07-08

43739EAP2 90.9 HMBT 05-1 A1 1 0/0 trade 2011-02-24

43739EAQ0 18.3 HMBT 05-1 A2 1 0/0 2010-12-08

43739EBJ5 91.3 HMBT 05-3 A1 1 0/0 dnt 2011-03-02

43739EBS5 71.0 HMBT 05-4 A1 4 0/0 2011-03-16

43739ECB1 139.8 HMBT 05-5 0 0/0

43739ECD7 13.0 HMBT 05-5 0 0/0

43739HAA8 8.9 HMBT 2006-2 A1 1 0/0 2011-04-06

43739EAJ6 37.2 HMBT 04-2 A1 prime-a 1 0/0 2010-11-09

43739EAZ0 6.1 HMT 05-2 0 0/0

43739ECE5 9.5 HMT 05-5 0 0/0

40430HDD7 8.0 HSA 06-OP1 0 0/0

40430KAH4 29.0HASC 06-OPT4

M1subprime 1 0/0 LTeens pxtalk 2010-09-29

40431JAF0 17.4 HSA 07-OP1 0 0/0

40430XAG8 68.0 HSBCHE 06-3 0 0/0

45254NFY8 3.7 IMM 03-11 0 0/0

45254NLL9 0.8 IMM 2004-10 2A 1 0/0 2011-04-06

45254NMB0 22.8 IMM 04-11 0 0/0

45254NHT7 13.8 IMM 04-4 0 0/0

45254NJH1 22.5 IMM 04-5 0 0/0

45254NKF3 18.6 IMM 2004-7 1A1 4 19/1 2011-03-31

45254NKQ9 9.3 IMM 04-8 0 0/0

45254NKS5 3.8 IMM 2004-8 2A2 1 0/0 2011-04-06


17 of 33 4/4/2011 1:56 PM

45254NMP9 7.0 IMM 05-1 0 0/0

45254NML8 14.1 IMM 05-1 1A1 3 0/0 trade 2011-02-24

45254NMY0 38.1 IMM 05-2 0 0/0

45254NNQ6 6.4 IMM 2005-3 A2 1 0/0 2011-04-06

45254NPA9 33.6IMM 2005-4

1A1A4 0/0 H70s pxtalk 2011-03-17

45254NPU5 46.4 IMM 05-5 A1 prime-a 1 0/0 2010-09-16

45254NQG5 7.5 IMM 05-6 1A1 3 0/0 2011-03-11

45254NRG4 79.5 IMM 2005-8 1A 2 0/0 m70s trade 2011-01-11

452550AA4 105.1 IMM 2007-A A 2 0/0 2011-03-25

45254TPX6 0.2 IMSA 04-3 0 0/0

45254TRU0 11.9 IMSA 2005-1 5A3 1 0/0 2011-04-06

45256VAA5 80.6 IMSA 06-2 0 0/0

45255RAX5 171.9 IMSA 06-3 0 0/0

45255RAZ0 26.4 IMSA 06-3 0 0/0

45257EAC8 16.7 IMSA 06-5 0 0/0

45257EAB0 155.9IMSA 2006-5

1A1B4 0/0 L50s cover 2011-03-03

452559AB3 200.0 IMSA 07-1 A2 2 0/0 42H cover 2010-12-21

452559AC1 98.0 IMSA 07-1 0 0/0

452570AA2 3.9IMSA 2007-2

1A1A1 0/0 2011-04-06

452570AC8 82.1 IMSA 07-2 0 0/0

452570AB0 168.0 IMSA 07-2 0 0/0

45257VAB2 90.8IMSA 2007-3

A1B2 0/0 2011-02-01

43709XAF8 30.0 INABS 06-E 2A4 4 0/0 42-28 cover 2011-02-04

45661DAA4 39.7 INABS 06-H2 0 0/0

43710EAE0 32.7 INABS 07-B 2A3 subprime 1 0/0 M30s cover 2010-08-26


18 of 33 4/4/2011 1:56 PM

43710EAD2 63.7INABS 2007-B

2A22 0/0 2011-04-06

43709KAA7 37.4 INDS 2006-2B A 2 0/0 LM20s pxtalk 2011-01-31

43708DAA4 23.5 INDS 07-1 A 1 0/0 2011-02-11

45660LW96 49.5 INDX 05-AR31 0 0/0

45668WAB3 15.0 INDX 07-FLX1 0 0/0

45668RAC2 17.2 INDX 07-FLX2 0 0/0

45668RAB4 51.8 INDX 07-FLX2 0 0/0

45668QAA8 44.7 INDYL 07-L1 0 0/0

45661LAC2 11.4 INX 06-A27 0 0/0

45661LAB4 158.1 INX 06-A27 0 0/0

45668WAC1 46.9INDX 07-FLX1

A31 0/0 2010-12-13

45071KDE1 24.0 IXIS 06-HE1 A4 heq 1 0/0 trade 2010-11-15

46602UAC2 150.0 IXIS 06-HE3 A3 heq 1 0/0 H30s cover 2010-10-15

45073DAC2 42.9 IXIS 07-H1 0 0/0

45073DAD0 43.8 IXIS 07-H1 0 0/0

46628RAG0 17.5 JPA 06-AC1 0 0/0

46630KAT3 38.3 JPA 07-HE1 0 0/0

466287AC3 10.6JPALT 2007-A1

1A3A1 0/0 2011-04-06

46629TAE0 20.0JPMAC 06-CH1

A51 0/0 H60s/L70s pxtalk 2011-03-02

46629QAW6 66.2 JPMAC 06-CH2 0 0/0

46625SAD8 15.8 JPMAC 06-HE2 0 0/0

46626LHT0 105.9 JPMAC 06-WM1 0 0/0

46628TAD3 70.3 JPMAC 06-WM2 0 0/0

46630BAF3 76.8JPMAC

06-WMC40 0/0


19 of 33 4/4/2011 1:56 PM

46630CAD6 20.0JPMAC

2007-CH4 A41 0/0 H30s cover 2010-06-08

46631KAD7 40.0 JPMAC 07-CH5 0 0/0

542512AD0 101.1LBMLT 06-11

2A32 0/0 LM40s pxtalk 2011-02-11

54251PAD9 74.6 LBMLT 06-5 2A3 3 0/0 MH40s pxtalk 2011-03-08

525221FQ5 27.0 LXS 05-10 0 0/0

525221FP7 5.0 LXS 05-10 0 0/0

525221AC1 51.2 LXS 05-3 0 0/0

525221CA3 53.7 LXS 05-4 0 0/0

525221CB1 6.0 LXS 05-4 0 0/0

525221CW5 27.3 LXS 05-6 0 0/0

525221CV7 7.8 LXS 05-6 0 0/0

525221DT1 47.3 LXS 05-8 0 0/0

52522WAC3 63.7 LXS 06-11 0 0/0

52522WAB5 153.8 LXS 06-11 0 0/0

52523LAB8 114.1 LXS 06-13 0 0/0

52523LAC6 41.6 LXS 06-13 0 0/0

52523MAB6 40.1 LXS 06-15 0 0/0

52523MAC4 40.0 LXS 06-15 0 0/0

52523YAB0 92.4 LXS 06-19 A2 2 0/0 62A trade 2011-02-22

52523QAC5 71.2 LXS 06-20 0 0/0

52523QAB7 104.9 LXS 06-20 0 0/0

525221JJ7 22.7 LXS 06-3 0 0/0

52522EAD1 54.1 LXS 2006-7 2A2 1 0/0 2011-04-06

52522EAE9 28.4LXS 2006-7

2A3A1 0/0 2011-04-06

52522HAE2 32.5 LXS 06-8 0 0/0

52522HAF9 16.5 LXS 06-8 0 0/0


20 of 33 4/4/2011 1:56 PM

52523DAC4 71.6 LXS 06-9 0 0/0

52523DAB6 175.8 LXS 06-9 0 0/0

52522RAB6 26.8LXS 2006-GP1

A2A3 0/0 2011-04-06

525228AH5 32.0 LXS 06-GP3 0 0/0

525228AK8 74.2 LXS 06-GP3 0 0/0

525161AK1 122.6 LXS 06-GP4 0 0/0

525161AH8 79.4 LXS 06-GP4 0 0/0

525241AD7 33.6 LXS 07-1 0 0/0

525237AC7 52.0 LXS 07-10H 0 0/0

525237AB9 108.0 LXS 07-10H 0 0/0

525249AA6 3.8 LXS 2007-11 A1 1 0/0 2011-04-06

525249AC2 46.2 LXS 07-11 0 0/0

525249AB4 89.9 LXS 07-11 0 0/0

525245AG1 79.8 LXS 2007-3 2A2 1 0/0 2011-04-06

525245AH9 40.8 LXS 07-3 0 0/0

52524TAB0 168.1 LXS 07-8H 0 0/0

52524TAC8 83.3 LXS 07-8H 0 0/0

52524MAC3 81.0 LXS 07-9 0 0/0

52524MAD1 40.2 LXS 07-9 0 0/0

57643LMN3 97.8 MABS 05-NC2 0 0/0

57643LQB5 22.4 MABS 06-AM1 0 0/0

57645FAC1 29.7 MABS 06-AM2 0 0/0

57645FAD9 18.6 MABS 06-AM2 0 0/0

57645FAE7 4.2MABS 2006-AM2

M2heq 1 0/0 2010-07-22

57645FAF4 3.5 MABS 06-AM2 0 0/0

57645EAC4 30.0MABS 06-AM3

A32 0/0 2011-03-14


21 of 33 4/4/2011 1:56 PM

57643LQT6 13.0MABS 06-HE1

A31 0/0 L/M 90s cover 2011-01-06

57644UAG0 2.7 MABS 06-HE2 0 0/0

57644UAE5 16.8 MABS 06-HE2 0 1/1

55275BAF4 7.6 MABS 06-NC2 0 0/0

55275RAE2 52.1 MABS 06-NC3 0 0/0

57643LRK4 32.3MABS

2006-WMC1 A32 0/0 2011-04-06

59025EAV8 79.7 MANA 07-OAR4 0 0/0

61913PAP7 37.9 MHL 05-1 1A1 3 0/0 2011-02-01

61915RAB2 7.2 MHL 05-2 0 0/0

61915YAD3 44.5 MIT 07-1 0 0/0

61915YAE1 17.3 MIT 07-1 0 0/0

59023MAC4 18.3 MLA 07-A1 0 0/0

5899292T4 0.9 MLCC 2003-F B1 1 0/0 2011-04-06

59020UPA7 1.8 MLCC 04-G 0 0/0

59024VAG4 54.2 FFMER 07-3 A2C 7 2/1 H40s/L50s pxtalk 2011-02-16

59020U3C7 24.3MLMI 2006-HE1

A2C1 0/0 2011-04-06

59020US22 7.3 MLIM 05-HE2 0 0/0

59020UZH1 28.7 MLMI 05-A6 0 0/0

59020U3D5 19.6 MLMI 06-HE1 0 0/0

590212AC0 93.2 MLMI 06-HE3 0 0/0

59022QAD4 117.4MLMI 06-HE5

A2C3 0/0 M30s pxtalk 2011-03-03

59022QAF9 50.2 MLMI 06-HE5 0 0/0

59022QAG7 24.8 MLMI 06-HE5 0 0/0

59022VAF8 49.9 MLMI 06-OPT1 0 0/0

59022VAG6 35.8 MLMI 06-OPT1 0 0/0


22 of 33 4/4/2011 1:56 PM

59024UAD3 114.6 MLMI 07-MLN1 0 0/0

61753KAC0 29.5MSAC 07-HE5

A2B1 0/0 49-00 cover 2011-01-19

61753KAD8 77.0MSAC 07-HE5

A2C2 0/0 dnt 2011-01-06

61753NAE0 57.0MSAC 07-NC2

A2Cheq 1 0/0 vh30 pxtalk 2010-12-02

61753NAF7 30.0MSAC 07-NC2

A2Dheq 1 0/0 vh30 pxtalk 2010-12-02

61755AAE6 26.0MSAC 07-NC3

A2Dsubprime 1 0/0 37-16 reo 2010-08-10

61755EAD0 42.1MSAC 2007-NC4

A2C1 0/0 2011-04-06

61755AAC0 53.0MSAC 2007-NC3

A2B1 0/0 2011-04-06

61746REV9 0.9MSAC 2004-HE1

A42 0/0 2011-03-08

61744CKG0 0.3 MSAC 05-HE1 0 0/0

617451EU9 81.8MSAC 06-HE2

A2C4 0/0 lo 70s cover 2011-01-20

61749HAD2 23.5MSAC 06-HE3

A2C5 0/0 L70s trade 2011-02-04

61744CXM3 25.0 MSAC 06-WMC1 0 0/0

61744CXL5 10.0MSAC 06-WMC1

A2Bsubprime 2 0/0 2010-11-12

61755CAC6 68.0MSAC 2007-HE6

A34 14/1 H30s cover 2011-01-13

617505AE2 17.4MSAC 2007-NC1

A2Dheq 1 0/0 40a pxtalk 2010-10-08

61755AAD8 71.0 MSAC 07-NC3 0 0/0

61744CWX0 55.0 MSHE 06-1 0 0/0

61744CYP5 32.0 MSHEL 06-2 A4 1 0/0 LM60s trade 2011-02-09


23 of 33 4/4/2011 1:56 PM

55353WAA4 4.3 MSHLC 2003-1 A 4 3/1 2011-03-25

61749QAD2 39.3 MSIX 2006-1 A3 1 0/0 L50s trade 2011-01-14

617487AC7 53.3 MSM 06-16A 0 0/0

61748JAD9 11.1 MSM 06-9AR A4 prime-a 1 0/0 m40s pxtalk 2010-10-13

61751TAD1 9.8 MSM 07-2AX 0 0/0

61751TAC3 28.5 MSM 07-2AX 0 0/0

61751GAC1 5.7 MSM 07-5AX 0 0/0

61751GAD9 8.3 MSM 07-5AX 0 0/0

65535VNB0 7.9 NAA 05-AR4 0 0/0

65535VNA2 3.4NAA 2005-AR4

5A11 0/0 2011-04-06

65535VQH4 9.2 NAA 05-AR5 0 0/0

65535VPY8 24.0 NAA 05-AR5 0 0/0

65535VRK6 36.3 NAA 05-AR6 4A1 alta-a 1 0/0 2010-11-10

65535VSF6 37.6 NAA 06-AR1 0 0/0

65535VTP3 8.1 NAA 06-S1 0 0/0

65538NAC7 33.0 NAA 2007-1 2A3 1 0/0 2011-04-06

65538NAB9 34.0 NAA 07-1 0 0/0

64352VKN0 12.7 NCC 05-2 0 0/0

64352VMS7 7.7 NCHET 05-4 0 0/0

64352VNH0 121.6 NCHET 05-B 0 0/0

65106AAM5 106.3 NCMT 2006-1 A4 1 0/0 M70s pxtalk 2011-03-22

65106AAL7 93.1 NCMT 06-1 0 0/0

65106FAC6 27.7 NCMT 07-1 0 0/0

65106FAD4 34.0 NCMT 07-1 0 0/0

66988XAC8 72.4 NFHE 06-4 0 0/0

66988RAD9 30.0 NHEL 06-6 A2C 2 0/0 M30s cover 2011-03-15

669884AF5 40.0 NHEL 06-1 0 0/0

66988WAF3 41.6 NHEL 06-3 0 0/0


24 of 33 4/4/2011 1:56 PM

66988RAE7 45.5 NHEL 06-6 0 0/0

65536MAC1 24.5NHELI 2006-HE2

A32 0/0 L/M 80s trade 2011-01-24

63860HAC3 35.0NSTR 2007-A

AV33 0/0 2011-03-17

63860LAC4 58.4 NSTR 07-B 0 0/0

63860LAD2 28.7 NSTR 07-B 0 0/0

63860KAD4 10.0 NSTR 07-C 0 0/0

63860KAE2 42.3 NSTR 07-C 2AV4 2 0/0 2010-12-13

63860FAD5 59.3 NSTR 06-B AV4 heq 1 0/0 H50s cover 2010-11-04

63860HAD1 39.0 NTSR 07-A 0 0/0

68383NCY7 41.1 OMAC 05-5 0 0/0

68383NCX9 20.7 OMAC 05-5 0 0/0

68383NDW0 77.6 OMAC 06-1 0 0/0

68384CAC0 41.7OPMAC 06-2

A1Cprime-a 2 0/0 2010-09-20

68384CAB2 103.6 OMAC 06-2 0 0/0

68403KAD7 14.5 OOHE 07-6 0 0/0

68402YAD8 10.2 OOHE 07-C1 0 0/0

68389FGF5 1.0 OOMLT 05-1 0 1/1

68389FHB3 8.2OOMLT 2005-2

M15 0/0 trade 2011-03-24

68389FJF2 12.2 OOMLT 05-4 A3 2 0/0 MH90s pxtalk 2011-03-07

68389FJW5 5.2 OOMLT 05-5 A3 heq 1 0/0 88h cover 2010-11-23

68389BAE3 11.1 OOMLT 06-3 0 0/0

68389BAP8 30.0 OOMLT 06-3 0 0/0

68403KAC9 10.0 OOMLT 07 0 0/0

68400XAK6 0.2 OOWLT 02-1 0 0/0

68383NAT0 8.5 OPMAC 05-2 0 0/0


25 of 33 4/4/2011 1:56 PM

68383NBL6 3.4 OPMAC 05-3 0 0/0

68383NCC5 33.4 OPMAC 05-4 0 0/0

68383NCD3 47.2OPMAC 05-4

1A1C1 0/0 2011-01-19

68383NDV2 91.2 OPMAC 06-1 0 0/0

69121PBT9 10.7 OWNIT 05-5 A2B 2 0/0 dnt 2011-01-04

69121PAX1 12.0 OWNIT 05-4 0 0/0

69121PAV5 5.2 OWNIT 05-4 0 0/0

69121QAD3 48.8OWNIT 2006-4

A2C1 0/0 2011-04-06

69337BAB0 58.7 PHHA 07-1 0 0/0

69337BAA2 111.4 PHHA 07-1 0 0/0

69337HAA9 1.5 PHHA 07-2 0 0/0

69337MAA8 4.6 PHHA 07-3 0 0/0

69337MAB6 79.0 PHHAM 07-3 A2 1 18/1 MH70s cover 2011-01-26

73316NAB1 76.1 POHE 07-A 0 0/0

73316PJV3 46.9 POPLR 06-A 0 0/0

73316MAC1 16.4 POPLR 06-C 0 0/0

73316TAC6 11.9 POPLR 06-E 0 0/0

70069FEY9 3.2 PPSI 04-WHQ2 0 0/0

748351AR4 20.1 QUST 06-X1 0 0/0

748351AS2 6.4 QUST 06-X1 0 0/0

74919QAB3 20.8 RAAC 06-SP3 0 0/0

75114HAE7 14.4 RALI 06-QO5 0 0/0

75114HAD9 42.1RALI 2006-QO5

2A11 0/0 2011-04-06

759950GS1 19.2 RAMC 06-1 AV3 3 0/0 M60s pxtalk 2011-03-09

759950GR3 2.4 RAMC 06-1 0 0/0

759676AB5 5.0 RAMC 06-2 0 0/0


26 of 33 4/4/2011 1:56 PM

7609857J4 18.6 RAMP 04-RS7 0 0/0

76112BR77 63.9 RAMP 05-EF7 0 0/0

76112BH29 2.4 RAMP 05-EFC5 0 0/0

76112BZF0 31.1 RAMP 05-RS8 A2 3 0/0 90's pxtalk 2011-03-02

76112BL81 94.9 RAMP 05-RS9 0 0/0

76112BX21 16.0 RAMP 06-NC1 0 0/0

75156TAB6 7.5RAMP 2006-NC2

A23 0/0 2011-04-06

76112BT83 30.3RAMP 2006-RS1

AI24 0/0 2011-04-04

76112B2C3 25.3 RAMP 06-RS2 A2 1 0/0 Hi 70s cover 2011-01-06

76112B2D1 80.0 RAMP 06-RS2 0 0/0

75156WAC7 53.7 RAMP 06-RS4 A3 subprime 1 0/0 trade 2010-07-12

76112BY87 19.1 RAMP 06-RZ1 0 0/0

75157DAB0 55.0RAMP 2007-RS2

A22 0/0 L60s cover 2011-02-02

76110WLD6 1.1 RASC 01-KS1 AII heq 1 0/0 FGIC pxtalk 2010-10-25

76110WSK3 2.6 RASC 03-KS5 0 0/0

76110WUP9 2.8RASC 2003-KS9

A2B1 0/0 2011-02-16

76110WG26 1.9RASC 04-KS10

AII2heq 1 0/0 74 cover 2010-08-12

76110WJ23 0.3RASC 2004-KS11

AII21 0/0 2011-04-06

76110WD52 0.7RASC 04-KS8

MII1heq 2 0/0 66.250 cover 2010-11-18

76110W6L5 10.7RASC 05-AHL3

A21 0/0 H70s pxtalk 2010-06-30

753910AB4 3.0RASC 2005-KS12

A23 0/0 2011-03-17

76112BLD0 1.6RAMP 05-RS3

subprime 1 0/0 LM90s cover 2010-08-12


27 of 33 4/4/2011 1:56 PM

AIA3

76113ABZ3 65.0RASC 06-EMX3

A2heq 2 0/0 l80 pxtalk 2010-12-02

74924QAC4 50.5 RASC 06-EMX5 0 0/0

754065AC4 40.9RASC

2006-EMX6 A35 0/0 M40s pxtalk 2011-01-14

75406EAC5 37.8 RASC 06-KS4 0 0/0

75406VAC7 63.9 RASC 06-KS5 A3 2 0/0 LM70s pxtalk 2011-02-01

75406WAC5 30.0 RASC 06-KS6 0 0/0

75406XAC3 25.0 RASC 06-KS7 A3 1 0/0 75-00a cover 2010-04-13

75406YAC1 45.0RASC 06-KS9

AI32 2/1 L50s cover 2011-02-04

74924YAC7 118.0 RASC 07-KS3 0 0/0

76110W6M3 20.8 RFMSI 05-AH3 0 0/0

76110WU53 0.9 RFMSI 05-KS4 0 0/0

76112BPU8 18.5 RFMSI 05-RS5 0 0/0

754065AD2 39.0 RFMSI 06-EM6 0 0/0

75406YAF4 35.0 RFMSI 06-KS9 0 0/0

75115FAD2 186.9 RFMSI 06-QO8 0 0/0

76112BY95 49.5 RFMSI 06-RZ1 0 0/0

74919PAC3 20.3 RFMSI 06-SP2 0 0/0

74919PAB5 10.0 RFMSI 06-SP2 0 0/0

74919QAC1 36.5 RFMSI 06-SP3 0 0/0

74919VAB2 19.0 RFMSI 06-SP4 0 0/0

74919VAC0 22.5 RFMSI 06-SP4 0 0/0

74924SAC0 35.5 RFMSI 07-KS1 0 0/0

76116RAE1 20.3 RSMLT 06-1 0 0/0

81375HAC3 45.0 SABR 06-NC1 0 0/0

81377CAC2 15.9 SABR 06-NC3 0 0/0


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81379EAB8 169.1 SABR 07-B5 0 0/0

81378GAE8 10.0SABR 07-NC2

M13 0/0 2-18 cover 2011-03-15

785778ND9 14.2 SACO 05-10 1A 2 0/0 trade 2011-02-24

785778PF2 12.1 SACO 06-2 0 0/0

785778PG0 9.6 SACO 2006-2 2A 2 0/0 47-00 res 2010-12-16

86358EKJ4 17.5 SAIL 04-7 A8 2 0/0 2010-12-10

86358EKH8 56.4 SAIL 04-7 0 0/0

86358ELS3 10.3 SAIL 04-8 0 0/0

86358EYX8 21.0 SAIL 05-10 0 0/0

86358EZR0 31.9 SAIL 05-11 0 0/0

86358EQU3 2.2 SAIL 05-2 0 0/0

86358ESY3 2.4 SAIL 05-5 0 0/0

86358EXS0 6.3 SAIL 05-8 0 0/0

86358EXP6 141.9 SAIL 05-8 0 0/0

86358EYC4 186.7 SAIL 05-9 0 0/0

86358EYS9 13.5 SAIL 05-9 0 0/0

86358EA89 42.4 SAIL 06-1 A3 3 0/0 dnt 2011-02-17

86358EE85 18.3 SAIL 06-2 0 0/0

86358EE69 53.5 SAIL 2006-2 A3 3 0/0 74-12 cover 2011-02-17

86360WAD4 120.2 SAIL 2006-4 A4 2 0/0 60-00 cover 2011-02-23

86360WAF9 58.1 SAIL 06-4 0 0/0

86361KAF4 73.9 SAIL 06-B3 0 0/0

86358EC87 23.2 SAIL 06-BNC1 0 0/0

86358GAG6 2.6 SAIL 06-BNC2 0 0/0

86361HAP9 9.9SAMI 2006-AR7

A111 0/0 2011-04-06

86359BWS6 42.6 SARM 04-8 0 0/0

863579NY0 18.7 SARM 05-8XS 0 0/0


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86359DAW7 3.7 SASC 05-GEL2 0 0/0

86359DVF1 13.0 SASC 05-OP1 0 0/0

86359DVC8 55.6 SASC 05-OPT1 0 0/0

86359DLJ4 6.2 SASC 05-WF3 A2 subprime 1 0/0 94h dnt 2010-11-30

863576DE1 37.1 SASC 05-WF4 0 0/0

86360DAE4 47.9 SASC 06-11 0 0/0

86359RAD8 50.9 SASC 06-BC4 A4 3 0/0 trade 2011-01-06

86359RAF3 36.5 SASC 06-BC4 0 0/0

863576EF7 36.2SASC 06-GEL1

A22 0/0 2011-01-21

86360CAB2 57.4 SASC 06-GE2 0 0/0

86360XAB6 40.9SASC 06-GEL3

A2subprime 2 0/0 70-06 cover 2010-10-29

86361NAB7 50.7 SASC 06-GEL4 0 0/0

86359UAG4 11.0SASC 06-OPT1

M12 0/0 dnt 2011-03-10

86361CAD7 11.8SASC 2006-W1A

A4subprime 1 0/0 L60s dnt 2010-09-28

863576FF6 3.6 SASC 06-WF1 0 0/0

86362PAG0 35.0 SASC 07-BC1 0 0/0

86362QAB9 10.0 SASC 07-GEL1 0 0/0

86362QAC7 13.6 SASC 07-GEL1 0 0/0

86363MAA9 12.3SASC 07-GEL2

A16 0/0 95.000 cover 2011-02-01

86363MAB7 49.0SASC 07-GEL2

A2subprime 1 0/0 LM40s cover 2010-07-08

805564PL9 4.5 SAST 04-1 A heq 1 0/0 2010-09-08

80556UAF0 26.7 SAST 06-1 0 0/0

80556XAG2 9.5 SAST 06-2 0 0/0

80556AAC1 111.0 SAST 06-3 A3 subprime 1 0/0 43-01+ cover 2010-09-22


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78420MAG4 18.7SGMS 06-OPT2

M1subprime 1 0/0 7-01 cover 2010-08-09

83169RAA1 3.8 SHOME 05-1A 0 0/0

83170GAC8 14.0 SHOME 06-1 0 0/0

83170GAA2 22.0SHOME 06-1A

M21 0/0 2011-03-11

84751PDZ9 3.3 SURF 04-BC4 0 0/0

84751PJG5 20.8 SURF 05-A3 0 0/0

84751PKW8 78.7 SURF 06-AB1 0 0/0

84751PKA6 22.8 SURF 06-BC1 0 0/0

84751NAF1 18.5 SURF 06-BC5 0 0/0

83612QAC2 85.9 SVHE 07-NS1 A3 heq 1 0/0 2010-09-24

83611MGT9 51.4 SVHE 05-OPT3 0 0/0

83611MJH2 37.3SVHE 05-OPT4

2A32 0/0 90's pxtalk 2011-03-02

83611MKY3 14.1 SVHE 06-1 0 0/0

83612HAC2 57.4 SVHE 06-3 A3 3 0/0 dnt 2011-03-08

83611XAC8 105.0 SVHE 06-E2 0 0/0

83612JAE4 47.3 SVHE 06-EQ1 0 0/0

83611MMM7 25.0SVHE 2006-OPT2

M11 0/0 M20s trade 2011-03-18

83611MPJ1 15.0 SVHE 06-OPT3 0 1/1

83611MPK8 85.0SVHE 06-OPT3

M1heq 2 0/0 26h cover 2010-11-03

83611YAF9 15.0 SVHE 06-OPT4 0 0/0

83612CAF6 60.0 SVHE 06-OPT5 0 0/0

83612CAG4 68.5 SVHE 06-OPT5 0 0/0

83612LAU3 100.0 SVHE 06-WF1 0 0/0

83612PAC4 13.6 SVHE 07-1 0 0/0

83612PAD2 39.4 SVHE 07-1 0 0/0


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83612PAE0 29.8 SVHE 07-1 0 0/0

83612KAD3 34.7 SVHE 07-OPT3 0 0/0

872227AC7 73.9 TBW 2007-2 A2A 2 0/0 2011-04-06

885220DW0 3.1 TMST 03-4 0 0/0

88522XAC5 38.1TMST 2007-3

2A11 0/0 h96s pxtalk 2011-03-31

881561PM0 11.4 TMT 04-23H 0 0/0

881561ZF4 19.7 TMT 05-16H 0 0/0

881561M27 12.2 TMT 06-1 0 0/0

881561L93 15.1 TMT 06-1 0 0/0

881561Z56 32.9 TMT 06-5 0 0/0

8815612F0 22.9 TMT 06-5 0 0/0

88156PAZ4 57.3 TMT 06-7 0 0/0

881561LR3 3.9TMTS 04-19HE

A1heq 1 0/0 2010-09-15

881561WB6 3.1 TMTS 05-12AL 0 0/0

881561XP4 10.2 TMTS 05-14HE 0 0/0

881561F33 56.7 TMTS 05-18A 0 0/0

881561F25 60.2 TMTS 05-18A 0 0/0

88156PAY7 17.1 TMTS 06-7 0 0/0

88157JAA2 7.0TMTS 07-2ALT

A1A1 0/0 dnt 2010-12-15

897896AW6 3.8 TRUMN 04-2 0 0/0

929090AA6 152.2 VBSSL 09-1 0 0/0

92910YAA9 13.3 VBSSL 09-1 0 0/0

93936LAA5 8.8 WAL 07-OC2 0 0/0

93364EAE4 12.0 WAMU 07-H3 0 0/0

9497EUAD9 3.0 WFHE 06-1 0 0/0

9497EUAJ6 7.2WFHET 2006-1

subprime 1 0/0 2010-07-29


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M2

9497EUAH0 10.0 WFHET 06-1 M1 subprime 1 0/0 54-00 cover 2010-12-07

9497EBAD1 36.6WFHET 2006-3

M11 0/0 2011-04-06

93934QAC2 27.2 WMAB 06-H4 0 0/0

93934XAC7 25.0 WMAB 06-H5 0 0/0

92925CES7 10.4 WMABS 06-HE1 0 0/0

93936AAD3 36.2WMALT 07-HY1

A3A1 0/0 VH60s cover 2011-01-06

93936AAB7 39.1WMALT

07-HY1-A2A0 0/0

93936LAB3 40.6 WMALT 07-OC2 0 0/0

93363XAD5 16.7 WMHE 07-H4 0 0/0

93364EAC8 14.0WMHE

2007-HE3 2A25 0/0 2011-04-06

93364EAD6 39.0WMHE 07-HE3

2A31 0/0 VH30s trade 2010-05-12

92978EAB0 48.1 WMLT 06-AMN1 0 0/0

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