May 2013 Ratings                    
Security Information May 2013 Lookback
3-Year Lookback: May 2010 1-Year Lookback: May 2012 Date of Lookback: May 2013
Issuer Security Name Tranche CUSIP Initial Rating Seasoning as of May 2010 (months) Rating as of May  2010 Seasoning as of May 2012 (months) Rating as of May 2012 Seasoning as of May 2013 (months)  Rating as of May 2013
Bear Stearns Bear Stearns ABS I Trust 2007 HE3  I-A-1 073852AA3 aaa-0 38 aaa-0 62 aaa-0 74 aaa-0
    I-A-2 073852AB1 aaa-0   aaa-0 aaa-0 aaa-0
    I-A-3 073852AC9 aaa-0   aaa-0   aaa-0   aaa-0
    I-A-4 073852AD7 aaa-0   bb-157 aa-1 aaa-0
    II-A1 073852AE5 aaa-0   ccc-1444   b-293   aaa-0
    III-A1 073852AF2 aaa-0   ccc-1631 ccc-1690 ccc-895
    M-1 073852AG0 bbb-38   ccc-1335   ccc-1386   ccc-1925
    M-2 073852AH8 b-159   ccc-1312 ccc-1346 Written Off
    M-3 073852AJ4 b-27   ccc-1157   Written Off   Written Off
    M-4 073852Ak1 ccc-320   ccc-1009 Paid in Full Paid in Full
    M-5 073852AL9 ccc-378   ccc-952   Written Off   Written Off
    M-6 073852AM7 ccc-387   ccc-864 Written Off Written Off
    M-7 073852AN5 ccc-409   Written Off   Written Off   Written Off
    M-8 073852AP0 ccc-446   Written Off Written Off Written Off
    M-9 073852AQ8 ccc-483   Written Off   Written Off   Written Off
Citicorp Citicorp Mortgage Securities Inc. 2006-5  IA-1 17310FAA3 aaa-0 43 aaa-0 67 aaa-0 79 aaa-0
    IA-2 17310FAB1 aaa-0   aaa-0   aaa-0   aaa-0
    IA-3 17310FAC9 a-9   aaa-0 aaa-0 aaa-0
    IA-4 17310FAD7 bb-108   aaa-0   Paid in Full   Paid in Full
    IA-5 17310FAE5 bb-113   Paid in Full Paid in Full Paid in Full
    IA-6 17310FAF2 bb-125   aaa-0   Paid in Full   Paid in Full
    IA-7 17310FAG0 bb-147   aaa-0 Paid in Full Paid in Full
    IA-8 17310FAH8 b-168   aaa-0   Paid in Full   Paid in Full
    IA-9 17310FAJ4 b-185   aaa-0 Paid in Full Paid in Full
    IA-10 17310FAK1 ccc-358   aaa-0   aaa-0   aaa-0
    IA-11 17310FAL9 ccc-413   aaa-0 aaa-0 aaa-0
    IA-12 17310FAM7 ccc-344   aaa-0   aaa-0   aaa-0
    IA-13 17310FAN5 ccc-386   aaa-0 aaa-0 aaa-0
    IA-14 17310FAP0 bb-59   aaa-0   aa-1   aaa-0
    IIA-1 17310FAR6 aaa-0   aaa-0 a-15 bbb-69
    IIIA-1 17310FAT2 bb-55   aaa-0   b-219   aaa-0
    B-1 17310FAW5 d-10591   aa-5 ccc-1571 aaa-0
    B-2 17310FAX3 d-10591   ccc-2138   Paid in Full   Paid in Full
    B-3 17310FAY1 d-10591   d-10591 Paid in Full Paid in Full
    B-4 17310FAZ8 d-10591   d-10591   Written Off   Written Off
    B-5 17310FBA2 d-10591   d-10591 Paid in Full Paid in Full
    B-6 17310FBB0 d-10591   Written Off   Written Off   Written Off
  Citicorp Mortgage Securities Inc. 2007-1  IA-1 173105AA5 aaa-0 40 aaa-0 64 aaa-0 76 aaa-0
    IA-2 173105AB3 aaa-0   aaa-0   aaa-0   aaa-0
    IA-3 173105AC1 aaa-0   ccc-1053 aaa-0 aaa-0
    IA-4 173105AD9 aaa-0   d-8795   Paid in Full   Paid in Full
    IA-5 173105AE7 aaa-0   d-10075 Paid in Full Paid in Full
    IA-6 173105AF4 aaa-0   d-10535   Paid in Full   Paid in Full
    IA-8 173105AH0 ccc-366   d-10600 b-263 aaa-0
    IA-9 173105AJ6 ccc-397   Paid in Full   Paid in Full   Paid in Full
    IA-10 173105AK3 ccc-400   d-10575 Paid in Full Paid in Full
    IIA-1 173105AP2 bb-193   a-9   aaa-0   aaa-0
    B-1 173105AS6 d-10591   d-8457 ccc-1106 aaa-0
    B-2 173105AT4 d-10595   d-10595   d-10595   Paid in Full
    B-3 173105AU1 d-10595   d-10595 Written Off Written Off
    B-4 173105AV9 d-10595   d-10595   Written Off   Written Off
    B-5 173105AW7 d-10595   d-10595 Written Off Written Off
    B-6 173105AX5 d-10595   Written Off   Written Off   Written Off
Countrywide Countrywide Home Loans CWHL 2004-4  A1 12669FRC9 aaa-0 74 Paid in Full 98 Paid in Full 110 Paid in Full
    A3 12669FRE5 aaa-0   Paid in Full   Paid in Full   Paid in Full
    A4 12669FRF2 aaa-0   aaa-0 aaa-0 aaa-0
    A5 12669FRG0 aaa-0   aaa-0   aaa-0   aaa-0
    A6 12669FRH8 aaa-0   aaa-0 aaa-0 aaa-0
    A7 12669FRJ4 aaa-0   Paid in Full   Paid in Full   Paid in Full
    A8 12669FRK1 aaa-0   aaa-0 aaa-0 Paid in Full
    A9 12669FRL9 aaa-0   aaa-0   aaa-0   aaa-0
    A10 12669FRM7 aaa-0   aaa-0 aaa-0 aaa-0
    A11 12669FRN5 aaa-0   Paid in Full   Paid in Full   Paid in Full
    A12 12669FRP0 aaa-0   Paid in Full Paid in Full Paid in Full
    A13 12669FRQ8 aaa-0   aaa-0   aaa-0   aaa-0
    A14 12669FRR6 aaa-0   aaa-0 aaa-0 aaa-0
    A16 12669FRT2 aaa-0   aaa-0   Paid in Full   Paid in Full
    A17 12669FRU9 aaa-0   aaa-0 Paid in Full Paid in Full
    A18 12669FRV7 aaa-0   aaa-0   aaa-0   aaa-0
    A19 12669FRW5 aaa-0   aaa-0 aaa-0 aaa-0
    A20 12669FRX3 aaa-0   aaa-0   aaa-0   aaa-0
    A21 12669FRY1 aaa-0   aaa-0 Paid in Full Paid in Full
    A22 12669FRZ8 aaa-0   ccc-552   Paid in Full   Paid in Full
    A23 12669FSA2 aaa-0   ccc-1357 Paid in Full Paid in Full
    A24 12669FSB0 aaa-0   ccc-1839   ccc-846   aaa-0
    A25 12669FSC8 aaa-0   ccc-2153 ccc-1380 aaa-0
    A26 12669FSD6 aa-0.32   d-8801   cc-7417   aaa-0
    M1 12669FSG9 bbb-33   ccc-2394 ccc-1906 aaa-0
    B1 12669FSH7 bb-51   ccc-2520   ccc-2124   aaa-0
    B2 12669FSJ3 bb-60   ccc-2581 ccc-2226 aaa-0
    B3 12669FSP9 bb-67   ccc-2615   ccc-2287   Paid in Full
    B4 12669FSQ7 bb-71   ccc-2640 Written Off Written Off
    B5 12669FSR5 bb-74   ccc-2660   Written Off   Written Off
    AR1 12669FSK0 bb-77   Paid in Full   Paid in Full   Paid in Full
  Countrywide Home Loans CWHEQ 2006-S7  A1 12668VAA7 aaa-0 42 aaa-0 66 Paid in Full 78 Paid in Full
    A2 12668VAB5 aaa-0   aaa-0 b-218 aaa-0
    A3 12668VAC3 aaa-0   b-485   ccc-1688   ccc-809
    A4 12668VAD1 aaa-0   ccc-1126 ccc-3462 ccc-1481
    A5 12668VAE9 aaa-0   ccc-1558   ccc-4876   ccc-1442
    A6 12668VAF6 bbb-31   ccc-2202   cc-7445   ccc-1488
  Countrywide Asset Backed Certificates CWL 2006-S8 A1 12668XAA3 aaa-0   aaa-0   aaa-0   Paid in Full
    A2 12668XAB1 aaa-0   ccc-501 ccc-1209 aaa-0
    A3 12668XAC9 aaa-0   ccc-1096   ccc-1686   aaa-0
    A4 12668XAD7 aaa-0   ccc-1696 ccc-3012 ccc-900
    A5 12668XAE5 aaa-0   ccc-2160   ccc-4104   ccc-1447
    A6 12668XAF2 b-193   ccc-2934 cc-6102 ccc-1504
    A1 12668GAA0 aaa-0   aaa-0   Paid in Full   Paid in Full
    A2 12668GAB8 aaa-0   aaa-0 aaa-0 aaa-0
    A3 12668GAC6 aaa-0   b-285   ccc-860   aaa-0
    A4 12668GAD4 aaa-0   ccc-907 ccc-1383 bb-106
    A5 12668GAE2 aaa-0   ccc-1230   ccc-2008   ccc-1335
    A6 12668GAF9 aaa-0   ccc-1785   ccc-2976   ccc-1392
  Countrywide Asset-Backed Certificates CWL 2006-18  1A1 23243WAA6 aa-0.08 44 bb-149 68 aaa-0 80 aaa-0
    2A1 23243WAB4 aaa-0   Paid in Full Paid in Full Paid in Full
    2A2 23243WAC2 aaa-0   bb-123   aaa-0   aaa-0
    2A3 23243WAD0 aa-0.27   ccc-937 aaa-0 aaa-0
    M1 23243WAE8 ccc-347   d-8407   a-6   aa-2
    M2 23243WAF5 ccc-682   d-8840 a-6 aa-2
    M3 23243WAG3 ccc-4179   d-9188   a-8   Paid in Full
    M4 23243WAH1 c-7483   d-9337 a-15 Written Off
    M5 23243WAJ7 c-9397   d-9560   bbb-28   Written Off
    M6 23243WAK4 c-10283   d-9747 bbb-66 Written Off
    M7 23243WAL2 c-10583   d-9907   Written Off   Written Off
    M8 23243WAM0 c-10752   d-10048 Written Off Written Off
    M9 23243WAN8 c-10880   d-10248   Written Off   Written Off
    B1 23243WAP3 c-10952   d-10375   Written Off   Written Off
  Countrywide Home Loans CWHL 2006-19  1A1 12543XAA4 aaa-0 42 aaa-0 66 aaa-0 78 aaa-0
    1A3 12543XAC0 aaa-0   aaa-0 aaa-0 aaa-0
    1A4 12543XAD8 aaa-0   aaa-0   aaa-0   aaa-0
    1A5 12543XAE6 aaa-0   aaa-0 aaa-0 aaa-0
    1A6 12543XAF3 aaa-0   aaa-0   aaa-0   aaa-0
    1A7 12543XAG1 bb-77   bb-111 b-298 b-287
    1A8 12543XAH9 ccc-391   b-454   ccc-865   ccc-713
    1A9 12543XAJ5 ccc-396   Paid in Full Paid in Full Paid in Full
    M1 12543XAN6 ccc-415   b-485   ccc-917   Paid in Full
    B1 12543XAP1 ccc-438   ccc-516 Written Off Written Off
    B2 12543XAQ9 ccc-445   Paid in Full   Written Off   Written Off
    B3 12543XAR7 ccc-449   Written Off Written Off Written Off
    B4 12543XAS5 ccc-452   Paid in Full   Paid in Full   Paid in Full
    B5 12543XAT3 ccc-454   Written Off   Written Off   Written Off
  Countrywide Home Loans CWALT 2006-19CB  A1 02147QAA0 aaa-0 46 aaa-0 70 aaa-0 82 aaa-0
    A4 02147QAD4 aaa-0   aaa-0 aaa-0 aaa-0
    A5 02147QAE2 aaa-0   aaa-0   aaa-0   aaa-0
    A6 02147QAF9 aaa-0   aaa-0 aaa-0 aaa-0
    A7 02147QAG7 aaa-0   aaa-0   aaa-0   aaa-0
    A8 02147QAH5 aaa-0   aaa-0 aaa-0 aaa-0
    A9 02147QAJ1 aaa-0   aaa-0   aaa-0   aaa-0
    A11 02147QAL6 aaa-0   aaa-0 aaa-0 aaa-0
    A12 02147QAM4 aaa-0   aaa-0   aaa-0   aaa-0
    A14 02147QAP7 aaa-0   aaa-0 aaa-0 aaa-0
    A15 02147QAQ5 aaa-0   aaa-0   aaa-0   aaa-0
    A16 02147QAR3 aaa-0   aaa-0 aaa-0 aaa-0
    A17 02147QAS1 aaa-0   aaa-0   aaa-0   aaa-0
    A19 02147QAU6 aaa-0   aaa-0 aaa-0 aaa-0
    A20 02147QAV4 aaa-0   aaa-0   aaa-0   aaa-0
    A21 02147QAW2 aaa-0   aaa-0 aaa-0 aaa-0
    A22 02147QAX0 aaa-0   aaa-0   aaa-0   aaa-0
    A23 02147QAY8 aaa-0   aaa-0 aaa-0 aaa-0
    A24 02147QAZ5 aaa-0   aaa-0   aaa-0   aaa-0
    A25 02147QBA9 aaa-0   aaa-0 aaa-0 Paid in Full
    A26 02147QBB7 aa-0.06   aaa-0   aaa-0   aaa-0
    A27 02147QBC5 aa-0.38   aaa-0 aaa-0 aaa-0
    A28 02147QBD3 aa-1.9   aaa-0   aaa-0   aaa-0
    A30 02147QBF8 bbb-32   aaa-0 aaa-0 Paid in Full
    A31 02147QBG6 bbb-18   aaa-0   Written Off   Written Off
    A32 02147QBH4 bbb-22   aaa-0 aaa-0 aaa-0
    X1 02147QBK7 bb-92   aaa-0   aaa-0   aaa-0
    AR1 02147QBM3 bb-55   Paid in Full Paid in Full Paid in Full
    M1 02147QBN1 bb-127   aaa-0   Paid in Full   Paid in Full
    B1 02147QBP6 bb-139   Paid in Full Paid in Full Paid in Full
    B2 02147QBQ4 bb-134   Paid in Full   Paid in Full   Paid in Full
    B3 02147QBR2 ccc-959   Written Off Written Off Written Off
    B4 02147QBS0 ccc-1689   Paid in Full   Paid in Full   Paid in Full
    B5 02147QBT8 ccc-1716   Paid in Full   Paid in Full   Paid in Full
  Countrywide Asset-Backed Certicates CWABS 2007-1  1A1 23245CAA8 aa-0.17 39 aaa-0 63 aaa-0 75 aaa-0
    2A1 23245CAB6 aaa-0   aaa-0 aaa-0 Paid in Full
    2A2 23245CAC4 aaa-0   aaa-0   aaa-0   aaa-0
    2A3 23245CAD2 aaa-0   aa-1 aaa-0 aaa-0
    2A4 23245CAE0 aaa-0.34   bb-200   aaa-0   aaa-0
    M1 23245CAF7 b-260   aaa-0 aaa-0 aa-3
    M2 23245CAG5 ccc-326   a-8   a-6   aa-3
    M3 23245CAH3 ccc-655   b-229 bbb-54 Written Off
    M4 23245CAJ9 ccc-1583   ccc-1003   b-393   Written Off
    M5 23245CAK6 ccc-3396   ccc-1149 ccc-1204 Written Off
    M6 23245CAL4 c-5485   ccc-1110   Written Off   Written Off
    M7 23245CAM2 c-7203   ccc-847 Written Off Written Off
    M8 23245CAN0 d-8541   ccc-631   Written Off   Written Off
    M9 23245CAP5 d-9233   ccc-667 Written Off Written Off
    B1 23245CAT7 d-9879   ccc-723   Written Off   Written Off
  Countrywide Asset-Backed Certificates CWL 2007-S1  A1A 12669RAA5 aaa-0 38 ccc-2317 62 aaa-0 74 Paid in Full
    A1B 12669RAL1 aaa-0   ccc-862   b-454   Paid in Full
    A2 12669RAB3 aaa-0   ccc-4904 ccc-937 b-489
    A3 12669RAC1 aaa-0   d-10541   ccc-2123   b-471
    A4 12669RAD9 aaa-0   d-10587 ccc-4684 b-466
    A5 12669RAE7 aaa-0   d-10602   d-7563   b-473
    A6 12669RAF4 bb-53   d-10569   d-10568   ccc-717
Credit Suisse First Boston CSFB HEAT 2006-7  1-A-1 43709NAA1 aa-0.5 42 ccc-1113 66 b-410 78 b-380
    2-A-1 43709NAB9 aaa-0   ccc-688 Paid in Full Paid in Full
    2-A-2 43709NAC7 aaa-0   d-8665   ccc-682   b-388
    2-A-3 43709NAD5 aaa-0   d-10533 ccc-2882 ccc-954
    2-A-4 43709NAE3 aa-0.26   d-10554   d-10319   ccc-3010
    R1 43709NAF0 aa-1.89   Paid in Full Paid in Full Paid in Full
    M-1 43709NAG8 b-202   Paid in Full   Written Off   Written Off
    M-2 43709NAH6 c-581   Written Off Written Off Written Off
    M-3 43709NAJ2 d-10559   Written Off   Written Off   Written Off
    M-4 43709NAK9 d-10570   Written Off Written Off Written Off
    M-5 43709NAL7 d-10572   Written Off   Written Off   Written Off
    M-6 43709NAM5 d-10580   Written Off Written Off Written Off
    M-7 43709NAN3 d-10610   Written Off   Written Off   Written Off
    M-8 43709NAP8 d-10642   Written Off Written Off Written Off
    B-1 43709NAQ6 d-10722   Written Off   Written Off   Written Off
    B-2 43709NAR4 d-10782   Written Off Written Off Written Off
    B-3 43709NAS2 d-10782   Written Off   Written Off   Written Off
  CS First Boston Mortgage Securities Corp. 2006-9  1-A-1 126380AA2 aaa-0 43 aaa-0 67 aaa-0 79 aaa-0
    2-A-1 126380AB0 aaa-0   aaa-0   aaa-0   aaa-0
    3-A-1 126380AC8 aaa-0   aaa-0 aaa-0 aaa-0
    4-A-1 126380AD6 aaa-0   aaa-0   aaa-0   aaa-0
    4-A-9 126380BV5 aaa-0   aaa-0 aaa-0 aaa-0
    4-A-12 126380BY9 aaa-0   aaa-0   aaa-0   aaa-0
    4-A-13 126380BZ6 aaa-0   aaa-0 aaa-0 aaa-0
    4-A-14 126380CA0 aaa-0   aaa-0   aaa-0   aaa-0
    4-A-15 126380CB8 aaa-0   aaa-0 aaa-0 aaa-0
    5-A-1 126380AE4 aaa-0   aaa-0   aaa-0   aaa-0
    6-A-1 126380AF1 aaa-0   aaa-0 aaa-0 aaa-0
    6-A-3 126380AH7 aaa-0   aaa-0   aaa-0   aaa-0
    6-A-4 126380AJ3 aaa-0   aaa-0 aaa-0 aaa-0
    6-A-5 126380AK0 aaa-0   aaa-0   aaa-0   aaa-0
    6-A-6 126380AL8 aaa-0   aaa-0 aaa-0 aaa-0
    6-A-8 126380AN4 aaa-0   aaa-0   aaa-0   aaa-0
    6-A-9 126380AP9 aaa-0   aaa-0 aaa-0 aaa-0
    6-A-10 126380AQ7 aaa-0   aaa-0   aaa-0   aaa-0
    6-A-12 126380AS3 aaa-0   Paid in Full Paid in Full Paid in Full
    6-A-13 126380AT1 aaa-0   aaa-0   aaa-0   Paid in Full
    6-A-14 126380CC6 aaa-0   aaa-0 aaa-0 aaa-0
    6-A-15 126380CD4 aaa-0   aaa-0   aaa-0   aaa-0
    7-A-1 126380AU8 aaa-0   aaa-0 aaa-0 aaa-0
    D-B-1 126380AY0 b-190   aaa-0   aaa-0   aaa-0
    D-B-2 126380AZ7 b-205   aaa-0 aaa-0 aaa-0
    D-B-3 126380BA1 b-216   aaa-0   aaa-0   aaa-0
    D-B-4 126380BB9 b-222   aaa-0 aaa-0 aaa-0
    D-B-5 126380BC7 b-226   aaa-0   aaa-0   aaa-0
    D-B-6 126380CF9 b-231   aaa-0 aaa-0 Written Off
    D-B-7 126380CG7 b-236   aaa-0   Written Off   Written Off
    C-B-1 126380BD5 b-223   aaa-0 Written Off Written Off
    C-B-2 126380BE3 b-237   Written Off   Written Off   Written Off
    C-B-3 126380BF0 b-243   Written Off Written Off Written Off
    C-B-4 126380BG8 b-246   Written Off   Written Off   Written Off
    C-B-5 126380BH6 b-250   Written Off Written Off Written Off
    C-B-6 126380BJ2 b-253   Paid in Full   Paid in Full   Paid in Full
Flagstar  Flagstar Home Loan Trust 2007-1  AV1 33848JAA3 aaa-0 35 Paid in Full 59 Paid in Full 71 Paid in Full
    AF2 33848JAB1 aaa-0   aaa-0   Paid in Full   Paid in Full
    AF3 33848JAC9 aaa-0   b-411 ccc-1335 aaa-0
    AF4 33848JAD7 aaa-0   ccc-1596   ccc-2734   aaa-0
    AF5 33848JAE5 aaa-0.38   ccc-3005   cc-5340   aaa-0
GSAMP GSAMP Trust 2007-NC1  A-1 3622MGAA6 aaa-0.44 39 aaa-0 63 aaa-0 75 aaa-0
    A-2A 3622MGAB4 aaa-0   aaa-0 aaa-0 aaa-0
    A-2B 3622MGAC2 aaa-0   aaa-0   aaa-0   aaa-0
    A-2C 3622MGAD0 aaa-0   aaa-0 aaa-0 aaa-0
    A-2D 3622MGAE8 aaa-0   aaa-0   aaa-0   bb-127
    M-1 3622MGAF5 aaa-0.05   aaa-0 Paid in Full Written Off
    M-2 3622MGAG3 aaa-0.04   aaa-0   Written Off   Written Off
    M-3 3622MGAH1 aaa-0.04   Written Off Written Off Written Off
    M-4 3622MGAJ7 aaa-0.04   Written Off   Written Off   Written Off
    M-5 3622MGAK4 aaa-0.04   Written Off Written Off Written Off
    M-6 3622MGAL2 aaa-0.04   Written Off   Written Off   Written Off
    M-7 3622MGAM0 aaa-0.04   Written Off Written Off Written Off
    M-8 3622MGAN8 aaa-0.05   Written Off   Written Off   Written Off
    M-9 3622MGAP3 aa-0.06   Written Off Written Off Written Off
    B-1 3622MGAT5 aa-0.06   Written Off   Written Off   Written Off
    B-2 3622MGAU2 aa-0.06   Written Off   Written Off   Written Off
IndyMac IndyMac RAST 2005-A15  1-A-1 45660L3G2 aaa-0 53 aaa-0 77 aaa-0 89 aaa-0
    1-A-2 45660L3H0 aaa-0   aaa-0 aaa-0 aaa-0
    1-A-3 45660L3J6 aaa-0   aaa-0   aaa-0   aaa-0
    1-A-X1 45660L4K2 aaa-0   aaa-0 aaa-0 aaa-0
    1-A-4 45660L3K3 aaa-0   aaa-0   aaa-0   aaa-0
    1-A-5 45660L3L1 aaa-0   aaa-0 aaa-0 aaa-0
    1-A-7 45660L3N7 ccc-432   aaa-0   aaa-0   aaa-0
    1-A-9 45660L3Q0 ccc-531   aaa-0 aaa-0 Paid in Full
    2-A-1 45660L3R8 aaa-0   aaa-0   aaa-0   aaa-0
    2-A-3 45660L3T4 aaa-0   aaa-0 aaa-0 aaa-0
    2-A-4 45660L3U1 aaa-0   aaa-0   aaa-0   aaa-0
    2-A-5 45660L3V9 aaa-0   aaa-0 aaa-0 aaa-0
    2-A-6 45660L3W7 aaa-0   aaa-0   aaa-0   aaa-0
    2-A-7 45660L3X5 aaa-0   aaa-0 aaa-0 aaa-0
    2-A-8 45660L3Y3 aaa-0   aaa-0   aaa-0   aaa-0
    2-A-9 45660L3Z0 aaa-0   aaa-0 aaa-0 aaa-0
    2-A-10 45660L4A4 a-9.6   aaa-0   aaa-0   aaa-0
    2-A-12 45660L4C0 bbb-45   aaa-0 a-18 b-201
    2-A-13 45660L4D8 bb-65   a-6   b-269   b-323
    2-A-X1 45660L4L0 aaa-0   aaa-0 aaa-0 aaa-0
    3-A-1 45660L4E6 aaa-0   bb-148   b-282   b-260
    4-A-1 45660L4F3 aaa-0.005   b-499 ccc-795 b-460
    5-A-1 45660L4G1 aaa-0   bb-171   b-253   b-290
    5-A-2 45660L4H9 aaa-0   ccc-543 ccc-688 b-475
    5-A-3 45660L4J5 aaa-0   ccc-808   ccc-1071   ccc-720
    B-1 45660L4P1 bb-135   aa-2 Written Off Written Off
    B-2 45660L4Q9 b-236   Written Off   Written Off   Written Off
    B-3 45660L4R7 ccc-212   Written Off Written Off Written Off
    B-4 45660L4T3 ccc-2276   Written Off   Written Off   Written Off
    B-5 45660L4U0 cc-3077   Written Off Written Off Written Off
    B-6 45660L4V8 cc-3839   Paid in Full   Paid in Full   Paid in Full
Long Beach Long Beach MLT 2006-6  I-A1 54251RAA1 aaa-0 46 aaa-0 70 bbb-72 82 aaa-0
    II-A1 54251RAB9 aaa-0   Paid in Full   Paid in Full   Paid in Full
    II-A2 54251RAC7 aaa-0   aaa-0 aaa-0 aaa-0
    II-A3 54251RAD5 aa-0.14   b-230   b-385   aaa-0
    II-A4 54251RAE3 aa-1.72   ccc-1273 ccc-1338 aaa-0
    M-1 54251RAF0 b-257   ccc-974   Written Off   Written Off
    M-2 54251RAG8 ccc-1379   Written Off Written Off Written Off
    M-3 54251RAH6 cc-4479   Written Off   Written Off   Written Off
    M-4 54251RAJ2 c-6467   Written Off Written Off Written Off
    M-5 54251RAK9 d-7886   Written Off   Written Off   Written Off
    M-6 54251RAL7 d-9105   Written Off Written Off Written Off
    M-7 54251RAM5 d-9779   Written Off   Written Off   Written Off
    M-8 54251RAN3 d-10253   Written Off Written Off Written Off
    M-9 54251RAP8 d-10511   Written Off   Written Off   Written Off
    M-10 54251RAQ6 d-10682   Written Off Written Off Written Off
    M-11 54251RAR4 d-10731   Written Off   Written Off   Written Off
Morgan Stanley Morgan Stanley ABS Capital l 2006-NC5  A-1 61749BAA1 aa-0.58 42 a-15 66 b-322 78 aaa-0
    A-2fpt 61749BAB9 aaa-0   aaa-0   aaa-0   aaa-0
    A-2a 61749BAC7 aaa-0   aaa-0 Paid in Full Paid in Full
    A-2b 61749BAD5 aaa-0   aaa-0   aaa-0   aaa-0
    A-2c 61749BAE3 aaa-0   aaa-0 aaa-0 aaa-0
    A-2d 61749BAF0 aa-0.24   b-223   bbb-65   aaa-0
    M-1 61749BAG8 ccc-300   ccc-2427 d-9932 aaa-0
    M-2 61749BAH6 ccc-909   cc-6431   d-10031   Paid in Full
    M-3 61749BAJ2 c-5373   d-9530 d-10032 Written Off
    M-4 61749BAK9 c-7211   d-9827   Written Off   Written Off
    M-5 61749BAL7 d-9017   d-9950 Written Off Written Off
    M-6 61749BAM5 d-9850   d-10011   Written Off   Written Off
    B-1 61749BAN3 d-10279   d-10064 Written Off Written Off
    B-2 61749BAP8 d-10530   Written Off   Written Off   Written Off
    B-3 61749BAQ6 d-10698   Written Off Written Off Written Off
    B-4 61749BAR4 d-10790   Written Off   Written Off   Written Off
Prime Mortgage Prime Mortgage Trust 2003-3  A-1 74160MCJ9 aaa-0 77 aaa-0 101 Paid in Full 113 Paid in Full
    A-2 74160MCK6 aaa-0   aaa-0   Paid in Full   Paid in Full
    A-3 74160MCL4 aaa-0   aaa-0 Paid in Full Paid in Full
    A-5 74160MCN0 aaa-0   aaa-0   aaa-0   Paid in Full
    A-6 74160MCP5 aaa-0   aaa-0 aaa-0 aaa-0
    A-7 74160MCQ3 a-0.11   aaa-0   aaa-0   aaa-0
    A-9 74160MCS9 a-8.1   aaa-0 aaa-0 aaa-0
    B-1 74160MCX8 b-156   aaa-0   aaa-0   aaa-0
    B-2 74160MCY6 ccc-322   aaa-0 aaa-0 aaa-0
    B-3 74160MCZ3 ccc-481   aaa-0   aaa-0   aaa-0
    B-4 74160MDA7 ccc-645   aaa-0 aaa-0 aaa-0
    B-5 74160MDB5 ccc-809   aaa-0   aaa-0   aaa-0
    B-6 74160MDC3 ccc-966   aaa-0   aaa-0   Paid in Full
Washington Mutual WAMU 2006-5  1A1 93934NAA3 ccc-330 47 aaa-0 71 aaa-0 83 aaa-0
    1A2 93934NAB1 ccc-394   aaa-0 aaa-0 aaa-0
    1A3 93934NAC9 ccc-669   bb-125   aaa-0   aaa-0
    1A5 93934NAE5 cc-2762   ccc-676 b-313 b-236
    1A6 93934NAF2 cc-2907   ccc-779   b-365   b-314
    1A7 93934NAG0 cc-3045   ccc-2241 ccc-1301 ccc-1090
    1A8 93934NAH8 cc-3180   ccc-901   b-434   b-331
    1A9 93934NAJ4 cc-3094   ccc-898 b-426 b-298
    1A10 93934NAK1 cc-3292   ccc-1068   ccc-517   b-314
    1A11 93934NAL9 cc-3441   ccc-1263 ccc-616 b-314
    1A12 93934NAM7 cc-3561   ccc-3220   ccc-1868   ccc-1117
    1A13 93934NAN5 cc-3609   ccc-1387 Paid in Full Paid in Full
    1A14 93934NAP0 cc-3622   ccc-1408   Paid in Full   Paid in Full
    R1 93934NBM6 cc-4007   Paid in Full Paid in Full Paid in Full
    2CB1 93934NAQ8 aaa-0   aaa-0   aaa-0   aaa-0
    2CB2 93934NAR6 aaa-0   aaa-0 b-207 aaa-0
    2CB3 93934NAS4 aaa-0   bb-161   b-295   aaa-0
    2CB5 93934NAU9 bb-133   ccc-638 ccc-804 b-279
    2CB6 93934NAV7 b-282   ccc-888   ccc-1128   b-355
    2CB7 93934NAW5 ccc-476   ccc-1318 ccc-1765 ccc-619
    2CB8 93934NAX3 ccc-582   ccc-1624   Written Off   Written Off
    2CB9 93934NAY1 ccc-557   ccc-1597 ccc-2278 ccc-827
    3A1A 93935BAA8 aaa-0   Paid in Full   Paid in Full   Paid in Full
    3A1B 93935BAB6 aaa-2.3   Paid in Full Paid in Full Paid in Full
    3A2 93935BAC4 aaa-0   aaa-0   aaa-0   aaa-0
    3A3 93935BAD2 aaa-0   aaa-0 aaa-0 aaa-0
    3A4A 93935BAE0 aaa-0   aa-5   aaa-0   aaa-0
    3A4B 93935BAF7 aaa-0   bb-177 aaa-0 aaa-0
    3A5 93935BAG5 aa-2.4   ccc-2012   aaa-0   aaa-0
    3A6 93935BAH3 bbb-28   cc-7486 aaa-0 aaa-0
    3A7 93935BAJ9 bb-61   d-8118   aaa-0   aaa-0
    3M1 93935BAK6 bb-68   Written Off Written Off Written Off
    3M2 93935BAL4 bb-83   Written Off   Written Off   Written Off
    3M3 93935BAM2 bb-96   Written Off Written Off Written Off
    3M4 93935BAN0 bb-102   Written Off   Written Off   Written Off
    3M5 93935BAP5 bb-109   Written Off Written Off Written Off
    3M6 93935BAQ3 bb-117   Paid in Full   Paid in Full   Paid in Full
    3B2 93935BAS9 bb-134   Paid in Full Paid in Full Paid in Full
    3B3 93935BAT7 bbb-143   Paid in Full   Paid in Full   Paid in Full
    3B4 93935BAV2 bb-149   Written Off Written Off Written Off
    3B5 93935BAW0 b-158   Written Off   Written Off   Written Off
    4A1 93934NAZ8 aaa-0   cc-5976 aaa-0 aaa-0
    4A2 93934NBA2 aa-0.09   d-10600   Paid in Full   Paid in Full
    CX1 93934NBB0 ccc-337   d-10650 b-232 aaa-0
    LB1 93934NBE4 ccc-2023   d-10600   Paid in Full   Paid in Full
    LB2 93934NBF1 cc-2998   Written Off Written Off Written Off
    LB3 93934NBG9 cc-3309   Written Off   Written Off   Written Off
    LB4 93934NBP9 cc-3489   Written Off Written Off Written Off
    LB5 93934NBQ7 cc-3612   Written Off   Written Off   Written Off
    LB6 93934NBR5 cc-3689   Written Off Written Off Written Off
    3B1 93935BAR1 bbb-126   Paid in Full   Paid in Full   Paid in Full
  WAMU 2006-AR3  A1A 92925CDA7 aaa-0 51 aaa-0 75 aaa-0 87 aaa-0
    A1B 92925CDB5 a-6.1   aaa-0   aaa-0   aaa-0
    A1C 92925CDC3 bb-126   b-294 b-437 aaa-0
    B1 92925CDF6 b-274   ccc-1882   ccc-1599   aaa-0
    B2 92925CDG4 ccc-325   ccc-2916 ccc-1992 Paid in Full
    B3 92925CDH2 ccc-353   ccc-3152   Written Off   Written Off
    B4 92925CDJ8 ccc-351   ccc-2968 Written Off Written Off
    B5 92925CDK5 ccc-361   ccc-3043   Written Off   Written Off
    B6 92925CDL3 ccc-367   ccc-3081 Written Off Written Off
    B7 92925CDM1 ccc-361   ccc-2999   Paid in Full   Paid in Full
    B8 92925CDN9 ccc-371   ccc-3127 Written Off Written Off
    B9 92925CDP4 ccc-380   ccc-3246   Written Off   Written Off
    B10 92925CEB4 ccc-391   Written Off Written Off Written Off
    B11 92925CEC2 ccc-401   Paid in Full   Paid in Full   Paid in Full
    B12 92925CED0 ccc-411   Written Off Written Off Written Off
    B13 92925CEE8 ccc-425   Written Off   Written Off   Written Off
    B14 92925CEF5 ccc-443   Written Off Written Off Written Off
    1A1 93364AAA0 aaa-0   aaa-0   aaa-0   aaa-0
    2A1 93364AAB8 a-2.92   ccc-1489 bb-101 aaa-0
    2A1A 93364AAC6 b-234   ccc-4219   ccc-971   aaa-0
    2A1B 93364AAD4 ccc-544   cc-6699 ccc-1303 aaa-0
    B1 93364AAJ1 ccc-933   d-9732   Written Off   Written Off
    B2 93364AAK8 ccc-971   d-9747 Written Off Written Off
    B3 93364AAL6 ccc-971   d-9670   Written Off   Written Off
    B4 93364AAM4 ccc-955   Paid in Full Written Off Written Off
    B5 93364AAN2 ccc-990   Written Off   Written Off   Written Off
    B6 93364AAP7 ccc-1012   Written Off Written Off Written Off
    B7 93364AAQ5 ccc-1024   Written Off   Written Off   Written Off
    B8 93364AAS1 ccc-1034   Paid in Full Paid in Full Paid in Full
    B9 93364AAT9 ccc-1043   Paid in Full   Paid in Full   Paid in Full
    B10 93364AAU6 ccc-1057   Written Off Written Off Written Off
    R1 93364AAR3 ccc-1278   Paid in Full   Paid in Full   Paid in Full
Wells Fargo Wells Fargo MBS 2004-1  A-1 949814AA5 aaa-0 76 aaa-0 100 aaa-0 112 Paid in Full
    A-4 949814AD9 aaa-0   aaa-0   aaa-0   Paid in Full
    A-5 949814AE7 aaa-0   aaa-0 aaa-0 Paid in Full
    A-6 949814AF4 aaa-0   aaa-0   aaa-0   aaa-0
    A-7 949814AG2 aaa-0   aaa-0 aaa-0 aaa-0
    A-8 949814AH0 aaa-0   aaa-0   aaa-0   aaa-0
    A-9 949814AJ6 aaa-0   aaa-0 aaa-0 Paid in Full
    A-10 949814AK3 aaa-0   aaa-0   aaa-0   aaa-0
    A-12 949814AM9 aaa-0   aaa-0 aaa-0 aaa-0
    A-13 949814AN7 aaa-0   aaa-0   aaa-0   aaa-0
    A-14 949814AP2 aaa-0   aaa-0 aaa-0 aaa-0
    A-15 949814AQ0 aaa-0   aaa-0   Paid in Full   Paid in Full
    A-16 949814AR8 aaa-0   aaa-0 aaa-0 Paid in Full
    A-17 949814AS6 aaa-0   aaa-0   aaa-0   aaa-0
    A-18 949814AT4 aaa-0   Paid in Full Paid in Full Paid in Full
    A-19 949814AU1 aaa-0   Paid in Full   Paid in Full   Paid in Full
    A-20 949814AV9 aaa-0   aaa-0 aaa-0 aaa-0
    A-21 949814AW7 aaa-0   aaa-0   Paid in Full   Paid in Full
    A-22 949814AX5 aaa-0   aaa-0 Paid in Full Paid in Full
    A-24 949814AZ0 aaa-0   Paid in Full   Paid in Full   Paid in Full
    A-25 949814BA4 aaa-0   Paid in Full Paid in Full Paid in Full
    A-26 949814BB2 aaa-0   Paid in Full   Paid in Full   Paid in Full
    A-27 949814BC0 aaa-0   Paid in Full Paid in Full Paid in Full
    A-28 949814BD8 aaa-0   aaa-0   Paid in Full   Paid in Full
    A-29 949814BE6 aaa-0   aaa-0 Paid in Full Paid in Full
    A-30 949814BF3 aaa-0   aaa-0   Paid in Full   Paid in Full
    A-31 949814BG1 aaa-0   aaa-0 Paid in Full Paid in Full
    A-33 949814BJ5 ccc-357   aaa-0   Paid in Full   Paid in Full
    A-35 949814BL0 cc-3251   aaa-0 Paid in Full Paid in Full
    A-36 949814BM8 cc-3269   aaa-0   Paid in Full   Paid in Full
    A-37 949814BN6 ccc-471   aaa-0 Paid in Full Paid in Full
    A-38 949814BP1 ccc-473   Paid in Full   Paid in Full   Paid in Full
    A-39 949814BQ9 ccc-477   Paid in Full Paid in Full Paid in Full
    B-1 949814BV8 ccc-497   bb-94   b-348   aaa-0
    B-2 949814BW6 ccc-521   b-330 b-400 aaa-0
    B-3 949814BX4 ccc-530   b-331   b-400   aaa-0
    B-4 949814BY2 ccc-536   b-335 b-400 aaa-0
    B-5 949814BZ9 ccc-540   b-341   b-400   aaa-0
    B-6 949814CA3 ccc-543   b-349   b-400   Paid in Full
  Wells Fargo MBS 2006-12  A-1 94984HAA3 aaa-0 44 aaa-0 68 Paid in Full 80 Paid in Full
    A-2 94984HAB1 aaa-0   aaa-0 Paid in Full Paid in Full
    A-3 94984HAC9 aaa-0   ccc-3274   b-217   aaa-0
    A-4 94984HAD7 aaa-0   d-10600 b-346 aaa-0
    A-5 94984HAE5 aaa-0   d-10600   b-373   aaa-0
    A-6 94984HAF2 bb-76   Paid in Full Paid in Full Paid in Full
    A-8 94984HAH8 b-257   Paid in Full   Paid in Full   Paid in Full
    A-9 94984HAJ4 b-226   Paid in Full Paid in Full Paid in Full
    A-10 94984HAK1 b-281   Paid in Full   Paid in Full   Paid in Full
    A-11 94984HAL9 ccc-336   d-10600 Paid in Full Paid in Full
    A-12 94984HAM7 ccc-451   d-10600   Paid in Full   Paid in Full
    A-13 94984HAN5 ccc-565   d-10600 ccc-2998 b-389
    A-14 94984HAP0 ccc-572   d-10600   ccc-4173   ccc-870
    A-15 94984HAQ8 ccc-586   d-10600 ccc-4264 Written Off
    A-16 94984HAR6 ccc-599   d-10600   Paid in Full   Paid in Full
    A-17 94984HAS4 ccc-602   d-10600 Paid in Full Paid in Full
    A-R1 94984HAU9 ccc-621   Paid in Full   Paid in Full   Paid in Full
    B-1 94984HAV7 bbb-648   d-10600 ccc-4905 Written Off
    B-2 94984HAW5 ccc-658   d-10600   Written Off   Written Off
    B-3 94984HAX3 ccc-664   Written Off Written Off Written Off
    B-4 94984HAY1 ccc-668   Paid in Full   Paid in Full   Paid in Full
    B-5 94984HAZ8 bbb-61   Paid in Full Paid in Full Paid in Full
    B-6 94984HBA2 bbb-64   Written Off   Written Off   Written Off