Maiden Lane Ii - Listing of Toxic Mortgages

Maiden Lane II Portfolio http://www.empirasign.com/db/mlii.
php
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Maiden Lane II Portfolio
Portfolio includes 785 line items.
Last
TradeMost
BreadthNumber
recent
Seen?Number of times we've Pricecolor
date this
of times we've seen this bond —trade,cover,
Colorprice bond
Descriptionticker seen this bond offered/How Spreadspread dnt=did not
O/FOriginal CollateralBond info traded.
Cusipcusip & pool/ticker trade, click many different to reference trade,
Face Collateral (decimal Click on
deal tranche on cell to see dealers. Click curve reo=reoffer
or 32nds) cell to see
trade history on hyperlink to from buying
last list
for cusip. see trade and dealer
bond
offering history
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
ABSHE 06-HE1
04541GVJ8 15.5 3 0/0 M70s pxtalk 2011-02-18
A3
1 of 33 4/4/2011 1:56 PM
Maiden Lane II Portfolio http://www.empirasign.com/db/mlii.php
ABSHE 06-HE2
04541GWE8 3.0 1 0/0 H60s cover 2011-02-11
A3
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
ACE 2006-NC3
00442EAH8 44.7 1 0/0 2011-04-06
A2D
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
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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
BAFC 2007-D
05952GAD3 37.1 3 0/0 2011-04-06
1A4
05946XQY2 5.7 BAFC 05-A 0 0/0
BAFC 2005-A
05946XRH8 4.6 1 0/0 2011-04-06
5M1
05946XQZ9 2.3 BAFC 05-A 0 0/0
05946XRY1 31.1 BAFC 05-B 0 0/0
BAFC 2006-D
058933AA0 76.4 1 0/0 2011-04-06
1A1
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
BALTA 04-12
07386HNQ0 20.9 alta-a 2 0/0 2010-11-17
1A1
07386HSP7 18.7 BALTA 05-4 0 0/0
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BALTA 05-7
07386HVG3 69.8 1 0/0 78h cover 2011-03-01
11A1
BALTA 06-1
07386HA92 20.1 3 0/0 H63s cover 2011-03-09
11A1
07386HK26 55.2 BALTA 06-3 1A1 1 0/0 2011-03-17
BALTA 06-4
073871AE5 58.1 1 1/1 L40s pxtalk 2011-02-10
13A1
BALTA 06-4
073871AA3 42.0 1 0/0 2011-03-17
11A1
073873AA9 68.9 BALTA 06-5 0 0/0
BALTA 2006-6
073868AA9 68.7 3 0/0 2011-04-06
1A1
BALTA 2006-7
073875AA4 67.2 2 0/0 2011-04-01
1A1
BALTA 2006-8
07387QAA8 6.4 2 0/0 2011-04-06
1A1
BALTA 2007-1
07386XAA4 32.5 2 0/0 2011-04-06
1A1
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
BNCMT 2007-1
05569GAD8 36.9 1 0/0 2011-04-06
A4
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
BALTA 06-2
07386HH46 44.1 alta-a 1 0/0 m40s cover 2010-10-28
11A1
07387RAA6 134.7 BSAA 07-3 0 0/0
BSABS
0738793L0 9.1 heq 1 0/0 2010-08-23
2005-HE11 A2
0738793M8 13.6 BSABS 05-HE11 0 0/0
BSABS 05-SD1
073877AC6 34.4 subprime 1 0/0 2010-09-15
1A3
073877CY6 14.9 BSABS 05-S3 0 0/0
073877BQ4 12.0 BSABS 05-SD2 0 0/0
BSABS 05-SD4
073877EF5 12.4 1 0/0 L90s pxtalk 2011-03-07
2A1
BSABS 05-TC1
073879VF2 1.8 1 0/0 LM60s pxtalk 2011-03-01
M1
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
BSABS 2006-HE5
07388CAB6 9.8 1 0/0 2011-04-06
1A2
BSABS 2006-IM1
07387UFE6 19.3 1 0/0 2011-04-06
A2
BSABS 2006-IM1
07387UFY2 43.0 1 0/0 2011-04-06
A5
07387UFW6 35.7 BSABS 06-I1 0 0/0
BSABS 06-SD2
07388EAJ5 2.9 1 0/0 L98s cover 2011-03-02
A2
BSABS 06-SD2
07388EAA4 4.0 1 0/0 2010-12-10
A1
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
BSABS 2007-HE5
073859AB6 27.1 2 0/0 2011-04-06
1A2
073859AC4 32.9 BSABS 07-HE5 0 0/0
BSABS 07-HE4
07386RAB5 62.3 1 0/0 2011-03-11
1A2
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
CARR 06-NC4
14453MAC8 108.7 subprime 2 0/0 dnt 2010-08-26
A3
CARR 06-OPT1
144531FL9 24.1 4 0/0 m/h80s pxtalk 2011-03-24
A3
CARR 07-HE1
14454EAA9 10.8 2 0/0 2011-01-12
A1
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
CFAB 2004-1
161546HZ2 0.6 1 0/0 2011-04-06
2A2
CFLAT 04-AQ1
161542DN2 10.1 2 0/0 2010-12-10
A2
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
CMLTI 07-AHL3
17312GAB7 32.2 1 0/0 dnt 2010-05-11
A3B
CMLTI
17311BAB9 114.5 5 0/0 39-21 cover 2011-02-22
2007-AMC1 A2B
CMLTI
17311XAB1 170.8 1 1/1 40a pxtalk 2011-04-04
2007-AMC2 A3B
CMLTI 07-AMC4
17313BAD3 36.3 1 0/0 2010-12-13
A2C
CMLTI 07-WFH3
17313CAB5 120.2 1 0/0 2011-01-11
A2
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
CMLTI
17311BAC7 11.4 1 0/0 2011-04-06
2007-AMC1 A2C
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
CWALT 2005-44
12667G3U5 6.4 1 0/0 2011-03-04
2A2B
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
CWALT
02147DAB7 172.3 1 0/0 2010-12-22
2006-OA11 A1B
CWALT 06-OA12
23243AAC0 10.0 2 0/0 2011-02-10
A1C
CWALT 06-OA12
23243AAB2 85.4 2 0/0 trade 2010-12-15
A1B
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
CWALT 06-OC11
23244JAC0 22.3 alta-a 1 19/1 59-28 reo 2010-10-15
2A2A
12668BRF2 40.7 CWALT 06-OC2 0 0/0
CWALT
23243VAC4 9.6 1 0/0 LM60S cover 2011-01-20
2006-OC7 2A2A
232434AD2 169.5 CWALT 06-OC8 0 0/0
CWALT 07-OH1
02150KAX7 17.0 alta-a 1 0/0 2010-10-15
A1B
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
CWHEL 2006-C
126685DJ2 35.9 1 0/0 trade 2011-03-31
2A
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
CWHL 2005-1
12669GRQ6 7.3 5 0/0 trade 2011-03-09
2A1
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
CWL 05-AB4
126670KM9 54.7 subprime 1 0/0 2010-09-23
2A3
CWL 05-AB5
126670QB7 15.0 1 0/0 H70s cover 2011-01-06
2A2
126670QC5 61.8 CWL 05-AB5 0 0/0
1266733W0 25.6 CWL 05-IM1 A2 3 0/0 trade 2011-02-24
CWL 2005-IM3
126670JD1 97.2 1 0/0 54-16 reo 2011-02-02
A3
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
CWL 2006-11
12666TAJ5 108.0 1 1/1 65H cover 2011-01-06
3AV2
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
CWL 2006-25
12667TAD7 200.0 4 0/0 l50s pxtalk 2011-04-04
2A3
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
CWL 2007-11
23247LAC2 106.7 1 0/0 L50s trade 2011-01-13
2A3
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
CWL 2007-BC2
12669QAD1 47.6 subprime 1 0/0 44.875 cover 2010-07-29
2A3
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
DBALT 2007-1
25151YAC3 139.4 3 0/0 2011-04-01
1A3A
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
DBALT
25150RAD7 89.1 3 0/0 2011-04-06
2006-AR6 A4
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
FFML 04-FF10
32027NMH1 8.5 3 0/0 2011-03-14
A3
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
FFML 06-FF11
32028PAG0 24.0 subprime 1 0/0 L3s cover 2010-11-29
M1
32027LAG0 9.2 FFML 06-FF14 0 0/0
32029AAF4 25.1 FFML 06-FF18 0 0/0
FFML 2006-FF2
32027NA35 15.4 2 0/0 trade 2011-03-30
A5
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
FFML 06-FF7
320277AE6 60.5 subprime 3 0/0 trade 2010-11-19
2A3
FFML 2006-FF8
320278AC8 15.0 1 0/0 2011-04-06
IIA3
12 of 33 4/4/2011 1:56 PM
320276AE8 121.9 FFML 06-FF9 0 0/0

FFML 2006-FFH1
32027NZL8 7.5 1 0/0 2011-04-06
A4
32028TAF4 8.8 FFML 07-FF1 0 0/0
FFML 07-FF2
32029GAD6 201.4 subprime 1 0/0 H40s pxtalk 2010-10-18
A2C
FFML 2007-FF2
32029GAE4 65.0 4 0/0 2011-04-06
A2D
FFML 2007-FFC
32029HAB8 34.8 3 0/0 2011-03-28
A2A
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
GMACM 04-HE4
361856DP9 53.4 1 0/0 m/H 60s cover 2011-01-06
A3
361856EC7 5.7 GMACM 05-HE1 0 0/0
361856EJ2 112.0 GMACM 05-HE3 0 0/0
GMACM
38012UAB5 1.0 2 0/0 2011-04-06
2006-HE4 A2
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
GPMF 2006-AR4
39539FAC8 36.4 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
GPMF 06-AR5
39538AAG1 57.8 2 0/0 H20s trade 2011-03-15
A3A1
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
GPMF 06-AR6
39538BAE4 57.0 prime-a 1 0/0 2010-10-15
A3A
39538CAD4 46.8 GPMF 06-AR7 0 0/0
GPMF 06-AR7
39538CAE2 60.0 prime-a 1 0/0 2010-10-08
1A31
GPMF 2006-AR8
39539HAC4 30.0 3 0/0 2011-04-06
1A2A
39539HAD2 180.0 GPMF 06-AR8 0 0/0
781100AA0 44.3 GPMF 06-HE1 0 0/0
GSAMP
362341L49 7.5 subprime 3 0/0 8h cover 2010-11-22
05-WMC3 A2B
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

GSAMP 06-HE2
362334LG7 21.9 subprime 2 0/0 Traded trade 2010-11-17
A2
GSAMP 06-HE3
36244KAD7 52.0 2 0/0 MH60s pxtalk 2011-02-23
A2C
3622M8AD8 85.3 GSAMP 06-HE8 0 0/0
GSAMP
3622M8AF3 45.7 1 0/0 2011-04-06
2006-HE8 M1
GSAMP 07-NC1
3622MGAD0 136.4 7 0/0 41-42H pxtalk 2011-03-09
A2C
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
GSR 2007-OA1
3622NAAD2 74.7 1 0/0 2011-04-06
2A2
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
HASC 06-OPT3
40430HFL7 18.1 subprime 1 0/0 M80s pxtalk 2010-12-02
3A3
HASC
40430MAD9 84.9 1 0/0 dnt 2010-06-17
2006-WMC1 A3
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
HFCHC 2005-2
40430GAF7 0.6 1 0/0 dnt 2011-01-18
M2
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
HELT 2007-FRE1
43710XAD0 33.8 subprime 1 0/0 41.3125 cover 2010-07-29
2AV3
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
HASC 06-OPT4
40430KAH4 29.0 subprime 1 0/0 LTeens pxtalk 2010-09-29
M1
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
IMM 2005-4
45254NPA9 33.6 4 0/0 H70s pxtalk 2011-03-17
1A1A
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
IMSA 2006-5
45257EAB0 155.9 4 0/0 L50s cover 2011-03-03
1A1B
452559AB3 200.0 IMSA 07-1 A2 2 0/0 42H cover 2010-12-21
452559AC1 98.0 IMSA 07-1 0 0/0
IMSA 2007-2
452570AA2 3.9 1 0/0 2011-04-06
1A1A
452570AC8 82.1 IMSA 07-2 0 0/0
452570AB0 168.0 IMSA 07-2 0 0/0
IMSA 2007-3
45257VAB2 90.8 2 0/0 2011-02-01
A1B
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
INABS 2007-B
43710EAD2 63.7 2 0/0 2011-04-06
2A2
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
INDX 07-FLX1
45668WAC1 46.9 1 0/0 2010-12-13
A3
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
JPALT 2007-A1
466287AC3 10.6 1 0/0 2011-04-06
1A3A
JPMAC 06-CH1
46629TAE0 20.0 1 0/0 H60s/L70s pxtalk 2011-03-02
A5
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
JPMAC
46630BAF3 76.8 0 0/0
06-WMC4
19 of 33 4/4/2011 1:56 PM
JPMAC
46630CAD6 20.0 1 0/0 H30s cover 2010-06-08
2007-CH4 A4
46631KAD7 40.0 JPMAC 07-CH5 0 0/0
LBMLT 06-11
542512AD0 101.1 2 0/0 LM40s pxtalk 2011-02-11
2A3
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
LXS 2006-7
52522EAE9 28.4 1 0/0 2011-04-06
2A3A
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
LXS 2006-GP1
52522RAB6 26.8 3 0/0 2011-04-06
A2A
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
MABS 2006-AM2
57645FAE7 4.2 heq 1 0/0 2010-07-22
M2
57645FAF4 3.5 MABS 06-AM2 0 0/0
MABS 06-AM3
57645EAC4 30.0 2 0/0 2011-03-14
A3
21 of 33 4/4/2011 1:56 PM
MABS 06-HE1
57643LQT6 13.0 1 0/0 L/M 90s cover 2011-01-06
A3
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
MABS
57643LRK4 32.3 2 0/0 2011-04-06
2006-WMC1 A3
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
MLMI 2006-HE1
59020U3C7 24.3 1 0/0 2011-04-06
A2C
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
MLMI 06-HE5
59022QAD4 117.4 3 0/0 M30s pxtalk 2011-03-03
A2C
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

MSAC 07-HE5
61753KAC0 29.5 1 0/0 49-00 cover 2011-01-19
A2B
MSAC 07-HE5
61753KAD8 77.0 2 0/0 dnt 2011-01-06
A2C
MSAC 07-NC2
61753NAE0 57.0 heq 1 0/0 vh30 pxtalk 2010-12-02
A2C
MSAC 07-NC2
61753NAF7 30.0 heq 1 0/0 vh30 pxtalk 2010-12-02
A2D
MSAC 07-NC3
61755AAE6 26.0 subprime 1 0/0 37-16 reo 2010-08-10
A2D
MSAC 2007-NC4
61755EAD0 42.1 1 0/0 2011-04-06
A2C
MSAC 2007-NC3
61755AAC0 53.0 1 0/0 2011-04-06
A2B
MSAC 2004-HE1
61746REV9 0.9 2 0/0 2011-03-08
A4
61744CKG0 0.3 MSAC 05-HE1 0 0/0
MSAC 06-HE2
617451EU9 81.8 4 0/0 lo 70s cover 2011-01-20
A2C
MSAC 06-HE3
61749HAD2 23.5 5 0/0 L70s trade 2011-02-04
A2C
61744CXM3 25.0 MSAC 06-WMC1 0 0/0
MSAC 06-WMC1
61744CXL5 10.0 subprime 2 0/0 2010-11-12
A2B
MSAC 2007-HE6
61755CAC6 68.0 4 14/1 H30s cover 2011-01-13
A3
MSAC 2007-NC1
617505AE2 17.4 heq 1 0/0 40a pxtalk 2010-10-08
A2D
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
NAA 2005-AR4
65535VNA2 3.4 1 0/0 2011-04-06
5A1
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

NHELI 2006-HE2
65536MAC1 24.5 2 0/0 L/M 80s trade 2011-01-24
A3
NSTR 2007-A
63860HAC3 35.0 3 0/0 2011-03-17
AV3
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
OPMAC 06-2
68384CAC0 41.7 prime-a 2 0/0 2010-09-20
A1C
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
OOMLT 2005-2
68389FHB3 8.2 5 0/0 trade 2011-03-24
M1
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
OPMAC 05-4
68383NCD3 47.2 1 0/0 2011-01-19
1A1C
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
OWNIT 2006-4
69121QAD3 48.8 1 0/0 2011-04-06
A2C
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
RALI 2006-QO5
75114HAD9 42.1 1 0/0 2011-04-06
2A1
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
RAMP 2006-NC2
75156TAB6 7.5 3 0/0 2011-04-06
A2
RAMP 2006-RS1
76112BT83 30.3 4 0/0 2011-04-04
AI2
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
RAMP 2007-RS2
75157DAB0 55.0 2 0/0 L60s cover 2011-02-02
A2
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
RASC 2003-KS9
76110WUP9 2.8 1 0/0 2011-02-16
A2B
RASC 04-KS10
76110WG26 1.9 heq 1 0/0 74 cover 2010-08-12
AII2
RASC 2004-KS11
76110WJ23 0.3 1 0/0 2011-04-06
AII2
RASC 04-KS8
76110WD52 0.7 heq 2 0/0 66.250 cover 2010-11-18
MII1
RASC 05-AHL3
76110W6L5 10.7 1 0/0 H70s pxtalk 2010-06-30
A2
RASC 2005-KS12
753910AB4 3.0 3 0/0 2011-03-17
A2
RAMP 05-RS3
76112BLD0 1.6 subprime 1 0/0 LM90s cover 2010-08-12
27 of 33 4/4/2011 1:56 PM
AIA3
RASC 06-EMX3
76113ABZ3 65.0 heq 2 0/0 l80 pxtalk 2010-12-02
A2
74924QAC4 50.5 RASC 06-EMX5 0 0/0
RASC
754065AC4 40.9 5 0/0 M40s pxtalk 2011-01-14
2006-EMX6 A3
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
RASC 06-KS9
75406YAC1 45.0 2 2/1 L50s cover 2011-02-04
AI3
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
28 of 33 4/4/2011 1:56 PM
81379EAB8 169.1 SABR 07-B5 0 0/0

SABR 07-NC2
81378GAE8 10.0 3 0/0 2-18 cover 2011-03-15
M1
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
SAMI 2006-AR7
86361HAP9 9.9 1 0/0 2011-04-06
A11
86359BWS6 42.6 SARM 04-8 0 0/0
863579NY0 18.7 SARM 05-8XS 0 0/0
29 of 33 4/4/2011 1:56 PM
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
SASC 06-GEL1
863576EF7 36.2 2 0/0 2011-01-21
A2
86360CAB2 57.4 SASC 06-GE2 0 0/0
SASC 06-GEL3
86360XAB6 40.9 subprime 2 0/0 70-06 cover 2010-10-29
A2
86361NAB7 50.7 SASC 06-GEL4 0 0/0
SASC 06-OPT1
86359UAG4 11.0 2 0/0 dnt 2011-03-10
M1
SASC 2006-W1A
86361CAD7 11.8 subprime 1 0/0 L60s dnt 2010-09-28
A4
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
SASC 07-GEL2
86363MAA9 12.3 6 0/0 95.000 cover 2011-02-01
A1
SASC 07-GEL2
86363MAB7 49.0 subprime 1 0/0 LM40s cover 2010-07-08
A2
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
30 of 33 4/4/2011 1:56 PM
SGMS 06-OPT2
78420MAG4 18.7 subprime 1 0/0 7-01 cover 2010-08-09
M1
83169RAA1 3.8 SHOME 05-1A 0 0/0
83170GAC8 14.0 SHOME 06-1 0 0/0
SHOME 06-1A
83170GAA2 22.0 1 0/0 2011-03-11
M2
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
SVHE 05-OPT4
83611MJH2 37.3 2 0/0 90's pxtalk 2011-03-02
2A3
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
SVHE 2006-OPT2
83611MMM7 25.0 1 0/0 M20s trade 2011-03-18
M1
83611MPJ1 15.0 SVHE 06-OPT3 0 1/1
SVHE 06-OPT3
83611MPK8 85.0 heq 2 0/0 26h cover 2010-11-03
M1
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
31 of 33 4/4/2011 1:56 PM
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
TMST 2007-3
88522XAC5 38.1 1 0/0 h96s pxtalk 2011-03-31
2A1
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
TMTS 04-19HE
881561LR3 3.9 heq 1 0/0 2010-09-15
A1
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
TMTS 07-2ALT
88157JAA2 7.0 1 0/0 dnt 2010-12-15
A1A
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
WFHET 2006-1
9497EUAJ6 7.2 subprime 1 0/0 2010-07-29
32 of 33 4/4/2011 1:56 PM
M2
9497EUAH0 10.0 WFHET 06-1 M1 subprime 1 0/0 54-00 cover 2010-12-07
WFHET 2006-3
9497EBAD1 36.6 1 0/0 2011-04-06
M1
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
WMALT 07-HY1
93936AAD3 36.2 1 0/0 VH60s cover 2011-01-06
A3A
WMALT
93936AAB7 39.1 0 0/0
07-HY1-A2A
93936LAB3 40.6 WMALT 07-OC2 0 0/0
93363XAD5 16.7 WMHE 07-H4 0 0/0
WMHE
93364EAC8 14.0 5 0/0 2011-04-06
2007-HE3 2A2
WMHE 07-HE3
93364EAD6 39.0 1 0/0 VH30s trade 2010-05-12
2A3
92978EAB0 48.1 WMLT 06-AMN1 0 0/0
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Maiden Lane Ii - Listing of Toxic Mortgages

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Maiden Lane Ii - Listing of Toxic Mortgages

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Maiden Lane II Portfolio http://www.empirasign.com/db/mlii.

Maiden Lane II Portfolio

Portfolio includes 785 line items.

03072SP41 9.4 AMQ 05-R9 0 0/0

07389UAP4 50.3 BSABS 07-HE1 0 0/0

126670FC7 11.0 CWHE 05-I2 0 0/0

12669LAD2 92.8 CWL 07-6 0 0/0

25150VAD8 26.4 DBALT 07-AR3 0 0/0

320276AE8 121.9 FFML 06-FF9 0 0/0

3623414S5 13.1 GSAMP 06-HE1 0 0/0

40430WAD7 10.7 HELT 06-1 0 0/0

40431MAH9 10.0 HFCHC 07-2 0 0/0

45254NMP9 7.0 IMM 05-1 0 0/0

52523DAC4 71.6 LXS 06-9 0 0/0

59024UAD3 114.6 MLMI 07-MLN1 0 0/0

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

66988RAE7 45.5 NHEL 06-6 0 0/0

68383NBL6 3.4 OPMAC 05-3 0 0/0

7609857J4 18.6 RAMP 04-RS7 0 0/0

81379EAB8 169.1 SABR 07-B5 0 0/0

86359DAW7 3.7 SASC 05-GEL2 0 0/0

83612PAE0 29.8 SVHE 07-1 0 0/0

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