SETTLEMENT AGREEMENT This Settlement Agreement

SETTLEMENT AGREEMENT

This Settlement Agreement (“Agreement”) is entered into between the State of New

York, by Eric T. Schneiderman, Attorney General of the State of New York (the “OAG”), and

RBS Financial Products Inc. f/k/a Greenwich Capital Financial Products, Inc. (“RBS”). The

OAG and RBS are collectively referred to herein as the “Parties.”

WHEREAS, the OAG conducted an investigation pursuant to Article 23-A of the

General Business Law of the State of New York (the “Martin Act”) and Section 63(12) of the

Executive Law of the State of New York (“Executive Law § 63(12)”) into the creation,

packaging, structuring, arrangement, underwriting, issuance, marketing and sale of residential

mortgage-backed securities (“RMBS”) in 2006 and 2007 by RBS, and its affiliates RBS

Securities Inc., f/k/a Greenwich Capital Markets, Inc., RBS Acceptance Inc. f/k/a Greenwich

Capital Acceptance, Inc., and Financial Asset Securities Corp.; and

WHEREAS, the OAG, based on its investigation, believes that there is an evidentiary

basis for potential legal claims by the OAG against RBS for violation of the Martin Act and

Executive Law § 63(12) in connection with the same conduct;

NOW THEREFORE, in consideration of the mutual promises and obligations of this

Agreement, the Parties stipulate and agree as follows:

1. Acknowledgement of Facts. As a term of this Agreement, RBS acknowledges

the facts set out in the Statement of Facts attached as Appendix A to, and hereby incorporated

in, this Agreement.

2. Payment. RBS shall pay the sum of $100,000,000 to the State of New York in

consideration for the settlement of potential legal claims by the OAG, as compensation for

harms to the State of New York allegedly resulting from the creation, packaging, structuring,

arrangement, underwriting, issuance, marketing and sale of RMBS in 2006 and 2007 by RBS

and its affiliates. No portion of the funds in this paragraph will be designated or otherwise

classified by the State of New York as a civil penalty or fine. Payment shall be due by

electronic funds transfer forty-five days after the execution of this Agreement, pursuant to

written payment processing instructions to be provided by the OAG.

3. Consumer Relief. RBS or its affiliates shall also provide $400,000,000 of

consumer relief credits in New York, as set forth in Appendix B to this Agreement, to remediate

harms allegedly resulting from the conduct of RBS. The value of consumer relief credits

provided shall be calculated and enforced pursuant to the terms of Appendix B. A monitor will

determine whether RBS has satisfied the obligations contained in Appendix B (such monitor to

be Eric Green) (the “Monitor”), and RBS will provide the Monitor with all documentation the

Monitor needs to do so, excluding privileged information. Any costs associated with said

Monitor shall be borne solely by RBS or its affiliates. Notwithstanding the fact that RBS bears

the costs associated with the Monitor, the Monitor shall be fully independent of RBS. RBS will

refrain from retaining the Monitor to represent RBS in any capacity prior to two years after the

date upon which RBS satisfies the consumer relief obligations set forth in Appendix B. RBS

will also refrain from engaging the Monitor as a mediator in any matter to which RBS is a party

until RBS satisfies the consumer relief obligations set forth in Appendix B.

4. Covered Conduct. “Covered Conduct” as used herein is defined as the creation,

packaging, structuring, arrangement, underwriting, issuance, marketing and sale prior to January

1, 2009, by RBS or its affiliates of RMBS, or CDOs backed by RMBS (“CDOs”), including but

not limited to those identified in Appendix C to this Agreement. Covered Conduct includes

representations, disclosures, or omissions to RMBS or CDO investors made about or in

connection with the activities set forth above, where the representations, disclosures or

omissions involve information about or obtained during the process of originating, acquiring,

securitizing, underwriting or servicing residential mortgage loans securitized in the RMBS

covered by this Agreement. Covered Conduct does not include: (i) conduct relating to the

origination of residential mortgages, except representations, disclosures or omissions to RMBS

or CDO investors about the origination of, or information obtained in the course of originating,

such loans; (ii) origination conduct unrelated to securitization, such as soliciting, aiding or

abetting borrower fraud; (iii) representations, disclosures or omissions made in connection with

the secondary trading of RMBS or CDOs, except to the extent that the representations,

disclosures or omissions are in the offering materials for the underlying RMBS or CDOs

covered by this Agreement; and (iv) the servicing of residential mortgage loans, except

representations, disclosures or omissions to RMBS or CDO investors about servicing, or

information obtained in the course of servicing, such loans.

5. Releases by the OAG. Subject to the exceptions in Paragraph 6 below, and

conditioned upon compliance with the provisions of Paragraphs 2 and 3 above, the OAG fully

and finally releases and discharges RBS, each of its current and former parents, subsidiaries and

affiliates, and each of their respective successors and assigns (the “Released Entities”), from any

and all claims relating to or concerning the Covered Conduct, including but not limited to any

such claims under the Martin Act, Executive Law § 63(12), and common-law theories of

negligence, payment by mistake, unjust enrichment, money had and received, breach of

fiduciary duty, breach of contract, misrepresentation, deceit, fraud, and aiding and abetting any

of the foregoing.

6. Excluded Claims. The following claims are specifically reserved and not

released by this Agreement: (a) any liability based upon obligations created by this Agreement;

and (b) any liability to the State of New York (or its departments or agencies) for any conduct

other than the Covered Conduct. In addition, nothing in this Agreement shall be construed to

bar any agency or department of the State of New York that is a member of any plaintiff class or

a plaintiff in any action related to the Covered Conduct from making a claim as a putative class

member or otherwise participating in any such private or class action.

7. Releases by RBS. RBS fully and finally releases the OAG from any claims,

including attorney’s fees, costs, and expenses of every kind and however denominated, that RBS

has asserted, could have asserted, or may assert in the future against them related to the Covered

Conduct, to the extent released hereunder, and the investigation to date thereof.

8. Subsequent Proceedings. In any subsequent proceeding by the OAG to enforce

Paragraphs 2 and 3 of this Agreement, RBS agrees not to assert as a defense to the enforcement

of these Paragraphs the expiration of the statute of limitations for potential claims based on the

Covered Conduct.

9. This Agreement shall be binding on and inure to the benefit of the Parties and

their respective successors, assigns and transferees. RBS may not assign, delegate, or otherwise

transfer its obligations under Paragraphs 2 and 3 of this Agreement without the prior written

consent of the OAG. RBS shall cause this Agreement to be adopted in any such transfer

agreement.

10. The terms of this Agreement were negotiated in good faith by the Parties, and

reflect a settlement that was reached voluntarily after full investigation, consultation with

experienced legal counsel and arms-length negotiation.

11. This Agreement is made without any trial or adjudication or court finding on any

issue of fact or law, and is not a final order of any court or governmental authority.

12. RBS represents and warrants, through the signatures below, that the terms and

conditions of this Agreement are duly approved, and execution of this Agreement is duly

authorized.

13. This Agreement may not be amended except by an instrument in writing signed

on behalf of all the Parties.

14. RBS shall, upon request by the OAG or the Monitor, provide all non-privileged

documentation and information necessary for the OAG or the Monitor to verify compliance with

Paragraph 3 of this Agreement.

15. All notices, reports, requests, and other communications to any Party pursuant to

this Agreement shall be in writing and shall be directed as follows:

If to RBS, to:

Kay L. Lackey, Esq.

Managing Director

RBS Financial Products Inc.

600 Washington Boulevard

Stamford, Connecticut 06901

If to the OAG, to:

Hannah K. Flamenbaum, Esq.

Senior Enforcement Counsel

Investor Protection Bureau

Office of the Attorney General of the State of New York

120 Broadway, 23rd Floor

New York, New York 10271

16. RBS acknowledges that it has entered this Agreement freely and voluntarily and

upon due deliberation with the advice of counsel. The Agreement and all its terms shall be

construed as if mutually drafted with no presumption of any type against any party that may be

found to have been the drafter.

17. In the event that any one or more of the provisions contained in this Agreement

shall for any reason be held by a court of competent jurisdiction to be invalid, illegal, or

unenforceable in any respect, such invalidity, illegality, or unenforceability shall not affect any

other provision of this Agreement.

18. This Agreement shall be governed by the laws of the State of New York without

regard to any conflict of laws principles.

19. This Agreement, including the Appendices hereto, constitutes the entire

agreement between the Parties, and supersedes any prior communication, understanding, or

agreement, whether written or oral, concerning the subject matter of this Agreement.

20. This Agreement may be executed in counterparts, each of which shall be deemed

to be an original, but all of which, taken together, shall constitute one and the same agreement.

21. Except as specifically provided herein, including in Paragraph 5, nothing in this

Agreement shall relieve RBS of other obligations imposed by any applicable state or federal law

or regulation or other applicable law.

22. Except as specifically provided herein, RBS shall not take any position in any

proceeding brought by or on behalf of the OAG, or to which the OAG is a party, that is

inconsistent with any part of this Agreement. Nothing in this Agreement affects RBS’s

(i) testimonial obligations; or (ii) right to take any legal or factual position that may contradict

an allegation in this Agreement in litigation or other legal proceedings in which the OAG is not

a party.

23. This Agreement is intended to be for the benefit of the OAG and the Released

Entities only. This Agreement is not intended for use by any other third party in any other

proceeding and is not intended, and should not be construed, as an admission of liability by the

Released Entities in this or any other proceeding. Nothing contained herein shall be construed

so as to create any other third-party rights or private rights of action or to deprive any person of

any private right under the law.

24. This Agreement is not intended to subject the Released Entities to any

disqualifications contained in the federal securities laws or the Commodity Exchange Act, the

rules and regulations thereunder (including, without limitation, Regulation A and Rules 505 and

506(d) under the Securities Act of 1933), the rules and regulations of any self-regulatory

organizations, or various states’ securities laws, including any disqualifications from relying

upon registration exemptions or safe harbor provisions. In addition, this Agreement is not

intended to form the basis for any such disqualifications, and is not of the type described in

Section 15(b)(4)(H)(ii) of the Securities Exchange Act of 1934. This Agreement is not a final

order of any court and contains no findings of the type described in Rule 803(8) of the Federal

Rules of Evidence.

25. This Agreement shall not disqualify the Released Entities from any business that

they otherwise are qualified, licensed, or permitted to perform under the laws or regulations of

New York and any disqualifications from relying upon New York’s registration exemptions or

safe harbor provisions that might be deemed to arise from this Agreement are hereby waived.

APPENDIX A

STATEMENT OF FACTS

1. Between 2006 and 2007, RBS Financial Products Inc. f/k/a Greenwich Capital

Financial Products, Inc., RBS Securities Inc. f/k/a Greenwich Capital Markets, Inc., RBS

Acceptance Inc. f/k/a Greenwich Capital Acceptance, Inc., and Financial Asset Securities Corp.

(collectively, “RBS”), purchased and securitized tens of thousands of mortgage loans into

residential mortgage-backed securities (“RMBS”).

2. RMBS are asset-backed securities for which the underlying collateral is one or

more pools of residential mortgage loans. Investors in RMBS are entitled to a share of the cash

flows generated by these loan pools – primarily, the principal and interest payments made by

mortgage borrowers. If a sufficient number of borrowers defaults and fails to make scheduled

loan payments, depending on the deal structure and payment rules, some RMBS investors may

not receive certain payments on the securities, which may also decline in value.

3. The OAG’s investigation focused on 44 securitizations issued by RBS in 2006

and 2007 with an initial principal balance in excess of $52 billion (the “Securitizations”). RBS

entities served as the sponsor (RBS Financial Products Inc.), the depositor (RBS Acceptance Inc.

and Financial Asset Securities Corp.), and the underwriter (RBS Securities Inc.) for most of

these offerings.

4. RBS often offered RMBS certificates to investors pursuant to publicly filed

registration documents, including prospectuses and prospectus supplements (“Offering

Documents”). The Offering Documents explain the structure of the RMBS offering, describe the

lending standards – known as underwriting guidelines – used by mortgage lenders to originate

the underlying mortgage loans, and provide, inter alia, various data and representations and

warranties regarding the characteristics of the loans.

5. Specifically, in connection with the marketing and sale to investors of RMBS in

the Securitizations, the Offering Documents contained statements about the underlying mortgage

loans and the diligence RBS performed during the securitization process.

6. Based on its investigation, the OAG has concluded that one or more statements in

the Offering Documents for the Securitizations were not accurate.

7. To date, the loan pools backing the Securitizations have suffered billions of

dollars of collateral losses. As a result, some investors have experienced shortfalls in principal

and interest payments, as well as declines in the market value of their certificates.

RBS’s Loan-Level Diligence Process at Acquisition

8. RBS purchased pools of loans from third-party originators. The originators’

underwriting guidelines were described in the Offering Documents, in varying forms, as

“primarily intended to evaluate the prospective borrower’s credit standing and ability to repay

the loan, as well as the value and adequacy of the proposed mortgaged property as collateral.”

After purchasing mortgage loans from third-party originators, RBS packaged the loans into pools

that served as collateral for the RMBS it issued.

9. According to RBS’s written policies and procedures, RBS performed diligence in

connection with its RMBS offerings in order: “(a) to determine that the product meets the

approved underwriting guidelines, and (b) determine whether there are significant concentrations

of risk in the product that were not disclosed…,” among other reasons. Other documents

prepared by RBS stated that the goals of due diligence were to confirm that loans “generally

comply with the lender’s underwriting guidelines by checking income and asset documentation,

credit reports and credit scores, calculating debt to income ratios, and determining that the credit

risk is adequately assessed,” and to determine that the loans “comply with Federal, state, and

local laws….”

10. RBS generally conducted loan-level diligence at the time that it purchased loans

from a third-party originator. RBS typically retained one or more third-party diligence vendors,

such as the Clayton Group, Inc., to assist in these reviews. In many instances, RBS’s diligence

vendors reviewed a sample of the mortgage loans in pools for potential purchase. The diligence

vendors typically provided RBS with diligence reports that summarized their findings and

assigned grades to each sampled loan. Based on the results of its diligence, RBS could refuse to

purchase certain loans for various reasons, including, inter alia, that loans did not conform to

applicable underwriting guidelines and lacked compensating factors, did not comply with

applicable laws, or were based on appraisals that were not sufficiently supported.

RBS’s Representations to Investors

11. The Offering Documents for the Securitizations included, in varying forms,

statements that the mortgage loans were “originated generally in accordance with” the

originator’s underwriting guidelines, and that exceptions would be made on a “case-by-case

basis…where compensating factors exist.” The Offering Documents further stated that such

exceptions would be made “from time to time and in the ordinary course of business,” and

disclosed that “[l]oans originated with exceptions may result in a higher number of delinquencies

and loss severities than loans originated in strict compliance with the designated underwriting

guidelines.”

12. The Offering Documents often contained statements, in varying forms, with

respect to stated-income loans, that “the stated income is reasonable for the borrower’s

employment and that the stated assets are consistent with the borrower’s income.”

13. The Offering Documents further contained statements, in varying forms, that each

mortgage loan was originated “in compliance with applicable federal, state and local laws and

regulations.”

14. The Offering Documents also included statements regarding the valuation of the

mortgaged properties and the resulting loan-to-value (“LTV”) ratios, such as the weighted-

average LTV and maximum LTV at origination of the securitized loans.

15. In addition, the Offering Documents typically stated that loans acquired by RBS

for securitization were “subject to due diligence,” often described as including a “thorough credit

and compliance review with loan level testing,” and stated that “the depositor will not include

any loan in a trust fund if anything has come to the depositor’s attention that would cause it to

believe that the representations and warranties of the related seller regarding that loan will not be

accurate and complete in all material respects….”

The Actual Quality of the Mortgage Loans in the Securitizations

16. At times, RBS’s credit and compliance diligence vendors identified a number of

loans as diligence exceptions because, in their view, they did not comply with underwriting

guidelines and lacked adequate compensating factors or did not comply with applicable laws and

regulations. Loans were also identified as diligence exceptions because of missing documents or

other curable issues, or because of additional criteria specified by RBS for the review. In some

instances, RBS disagreed with the vendor’s view. Certain of these loans were included in the

Securitizations.

17. Additionally, some valuation diligence reports reflected variances between the

appraised value of the mortgaged properties and the values obtained through other measures,

such as automated valuation models (“AVMs”), broker-price opinions (“BPOs”), and drive-by

reviews. In some instances, the LTVs calculated using AVM or BPO valuations exceeded the

maximum LTV stated in the Offering Documents, which was calculated using the lower of the

appraised value or the purchase price. Certain of these loans were included in the

Securitizations.

18. RBS often purchased and securitized loans that were not part of the diligence

sample without additional loan-file review. The Offering Documents did not include a

description of the diligence reports prepared by RBS’s vendors, and did not state the size of the

diligence sample or the number of loans with diligence exceptions or valuation variances

identified during their reviews.

19. At times, RBS agreed with originators to limit the number of loan files it could

review during its due diligence. Although RBS typically reserved the right to request additional

loan-level diligence or not complete the loan purchase, in practice it rarely did so. These

agreements with originators were not disclosed in the Offering Documents.

20. Finally, RBS performed post-securitization reviews of certain loans that defaulted

shortly after securitization. These reviews identified a number of loans that appeared to breach

the representations and warranties contained in the Offering Documents. Based on these

reviews, RBS in some instances requested that the loan seller or loan originator repurchase

certain loans.

APPENDIX B

CONSUMER RELIEF

Eligibility: The consumer relief eligibility criteria shall reflect only the terms set forth below and the following

principles and conditions: (1) consumer relief will be related to borrowers or properties located in New York State;

(2) consumer relief will not be implemented through any policy that violates the Fair Housing Act or the Equal

Credit Opportunity Act.

Menu Item

Credit

Towards Settlement Minimum

1. Community Restoration/Loan

Remediation

Financing to units of local

government or other eligible

entities for the acquisition and

remediation of non-performing

loans

$1.00 of financing to support non-profit

acquisition of non-performing loans for

purposes of principal reduction and other

qualified consumer relief strategies =

$2.00 credit

115% early incentive credit

Menu item 1 credit

minimum = $65 million

2. Community Reinvestment and

Neighborhood Stabilization

A. Grants to municipalities or

counties to capitalize or

support certified land banks

or land trusts subject to

state or local regulation

$1.00 grant = $2.00 credit

115% early incentive credit

Menu item 2.A credit

minimum = $60 million

If RBS (as defined in this Agreement) elects to do so, it may use one or more non-profit organizations to evaluate potential

projects and to administer financing or grants as provided for under this Menu.

RBS may earn credit for consumer relief activities under this Menu completed between the date of this Agreement and

December 31, 2019. For all consumer relief activity under this Menu, credit will be earned when financing or grants are received

by the relevant units of local government or other eligible entities, including any non-profit organization used by RBS to

administer financing or grants as provided for under this Menu.

Eligibility is limited to non-performing loans, loans in imminent default, high LTV loans (defined as loans at or above 100%

LTV), loans with rates substantially above Freddie Mac’s Primary Mortgage Market Survey (PMMS), and loans with troubled

loan history (defined as loans where the borrower has missed two or more payments during the term of the loan). RBS may rely

on the determination of the relevant units of local government or other eligible entities, including any non-profit organization

used by RBS to administer financing or grants under this Menu Item, that non-performing loans meet these eligibility criteria.

In order to be eligible to receive credit, financing in the form of a secured loan must be provided at an interest rate of less

than 1% and for a term of at least four years or the disposition of the collateral securing the loan, whichever is sooner. If

financing is provided in the form of a grant, each $1.00 grant will equal $2.50 of credit.

Early incentive credit applies to all consumer relief activity under this Menu completed by September 30, 2018. Early

incentive credit and other credits are cumulative (e.g., $1.00 of grants to municipal or county housing agencies to support housing

quality improvement and enforcement programs prior to September 30, 2018 would receive $2.30 credit). For all consumer relief

activity under this Menu, RBS will earn early incentive credit when financing or grants are received by the relevant units of local

government or other eligible entities, including any non-profit organization used by RBS to administer financing or grants as

provided for under this Menu.

Menu Item

Credit

Towards Settlement Minimum

B. Grants to municipalities or

their housing or finance

agencies to support housing

quality improvement and

enforcement programs

$1.00 grant = $2.00 credit

115% early incentive credit

Menu item 2.B credit

minimum = $110 million

3. Affordable Rental Housing

Financing and/or grants to

municipalities or counties

(including housing or finance

agencies) to fund Critical Need

Housing Developments

and/or

support services or programs for

such developments

$1.00 Loss

/grant = $3.75 credit

115% early incentive credit

Menu item 3 credit

minimum = $165 million

Reporting Requirements, Liquidated Damages, Credit Minimums, and Tax Consequences

RBS shall endeavor to satisfy the consumer relief obligations set forth in this Appendix B by December 31, 2018,

but shall have until December 31, 2019 to complete all consumer relief obligations set forth in this Appendix B. An

independent Monitor acceptable to the parties and paid for by RBS shall be appointed to publicly: 1) report progress

towards completion of consumer relief, including reporting on overall progress on a quarterly basis commencing no

later than 180 days after the date of this Agreement; 2) report on credits earned as promptly as practicable after the

Monitor has confirmed the methodology for validation of credits under this Menu; and 3) ultimately determine and

certify RBS’s compliance with the terms of this Appendix B. If the Monitor determines that a shortfall in any

“Critical Need Housing Developments” is defined as new or existing multifamily affordable rental housing developments

that have been selected by a municipality, county or the state, or any of their housing or finance agencies and are subject to a

regulatory agreement comparable to LIHTC affordability restrictions that meet one of the following criteria: (i) developed

through LIHTC or are equivalent to multifamily affordable rental housing developed through LIHTC; (ii) rehabilitation of

existing multifamily properties between 4 and 49 units that are currently unoccupied or in need of rehabilitation to meet state

building codes – such properties would be financed with subsidy only, without LIHTC, and be subject to an affordable regulatory

agreement for families at or below 60% of the area median income for that area; (iii) provide multifamily affordable rental

housing for senior citizens; (iv) provide multifamily affordable rental housing located near public transit hubs; or (v) provide

multifamily affordable rental housing located near (or that otherwise provides access to) health care professionals. RBS will

have the ability to choose and underwrite the projects financed pursuant to this menu item. If RBS elects to do so, it may use one

or more non-profits to evaluate potential projects and to generate and administer financing or grants to municipalities or counties

pursuant to this menu item. RBS may rely on the determination of the relevant units of local government or other eligible

entities, including any non-profit organization used by RBS to administer financing or grants under this Menu Item, that Critical

Need Housing Developments meet these eligibility criteria. A cumulative 115% credit will be provided for projects located in

municipalities or counties where RBS has not funded a Critical Need Housing Development during the past four years.

For loans or investments, “Loss” is measured by the net settlement amount, and is equal to the difference between par value

(i.e., the amount paid by RBS) and the fair value (i.e., market value) on the origination date of the loan or investment made to

facilitate the construction, rehabilitation or preservation of multifamily affordable rental housing, less administrative fees.

Origination date is defined as the date of the closing of the loan or investment at par value and disbursement by RBS to fund the

Loss. Credit will only be given up to $100,000 of Loss per affordable housing unit. Origination date is also the determinative

date for determining whether the Loss is eligible for the early incentive credit. If RBS’s Loss is substantially reversed due to

circumstances such as cancellation of the project during the term of this Appendix B, RBS’s credit shall be calculated on the

actual Loss incurred. The Loss will be validated by the non-profit tax credit syndicator. For grants of assets to fund

developments or support services, the value of the grant will be measured based on the fair value of the asset at the time of the

grant. The financing provided under this section will be in a form (e.g., as a grant or a forgivable loan) acceptable to the

municipality or county receiving the financing.

consumer relief obligation remains as of December 31, 2019, RBS shall make a compensatory payment in cash to

the State of New York, in accordance with written payment processing instructions from the New York Attorney

General, in an amount equal to the shortfall (the “Liquidated Damages”). The payment of Liquidated Damages shall

be the sole remedy for any failure to complete the consumer relief. The calculations regarding the credit minimums

shall be performed by the Monitor and the Monitor shall determine at the end of the period whether there are

Liquidated Damages and, if so, the amount due.

In the event that RBS is unable to satisfy the credit minimums set forth in this Menu despite using its best efforts (as

confirmed by the Monitor) for the applicable consumer relief program, RBS may apply any credits earned in excess

of any of the credit minimums to offset any deficiency in respect of any of the other Menu Items as to which a credit

minimum applies.

Credit will not be given for any item of relief provided pursuant to this Menu where the Monitor determines that

RBS has failed to satisfactorily report data for that relief as required in this Appendix B.

APPENDIX C

RMBS AND CDO DEAL NAMES

Residential Mortgage-Backed Securitizations

AAA Trust 2005-2

AAA Trust 2007-1

AAA Trust 2007-2

Aames Mortgage Investment Trust 2004-1

Aames Mortgage Investment Trust 2005-1

Aames Mortgage Investment Trust 2005-2

Aames Mortgage Investment Trust 2005-4

Aames Mortgage Investment Trust 2006-1

American Home Mortgage Assets Trust 2005-2

American Home Mortgage Assets Trust 2007-3

American Home Mortgage Investment Trust 2004-2

American Home Mortgage Investment Trust 2005-2

American Home Mortgage Investment Trust 2005-4

American Home Mortgage Investment Trust 2006-1

American Home Mortgage Investment Trust 2006-2

American Home Mortgage Investment Trust 2006-3

Ameriquest CI-9 NIM 2005-RN9

Ameriquest Mortgage Securities 2004-FR1

Ameriquest Mortgage Securities 2004-IA1

Ameriquest Mortgage Securities 2004-R1

Ameriquest Mortgage Securities 2004-R2

Ameriquest Mortgage Securities 2004-R3

Ameriquest Mortgage Securities 2004-R6

Ameriquest Mortgage Securities 2004-R8

Ameriquest Mortgage Securities 2005-R10

Ameriquest Mortgage Securities 2005-R2

Ameriquest Mortgage Securities 2005-R5

Ameriquest Mortgage Securities 2005-R8

Ameriquest Mortgage Securities 2005-R9

Ameriquest Mortgage Securities Trust 2006-M3

Ameriquest Mortgage Securities Trust 2006-R1

Ameriquest NIM 2004-FRN1

Ameriquest NIM 2004-RN5

Ameriquest NIM CI-4 2004-IAN1

Ameriquest NIM Trust 2004-R8

Ameriquest NIM Trust 2004-RN7

Ameriquest NIM Trust 2005-RN2

Ameriquest NIM Trust 2005-RN5

Argent Asset-Backed Pass-Through Certificates 2005-W5

Argent Mortgage Loan Trust 2005-W1

Argent NIM 2006-M1

Argent NIM CI-14 2004-WN10

Argent NIM Trust 2004-WN7

Argent Securities 2004-W3

Argent Securities 2004-W6

Argent Securities Inc. 2004-PW1

This Appendix reflects RMBS and CDOs that were issued between January 1, 2004 and December 31, 2008 and is

intended to be illustrative only. The absence of a qualifying RMBS or CDO from this Appendix does not impact the

releases provided under the Agreement.

Argent Securities Inc. 2004-W8

Argent Securities Inc. Asset-Backed Pass-Through Certificates 2004-W11

Argent Securities Trust 2006-M1

Argent Securities Trust 2006-W5

Arran Residential Mortgages Funding No. 2 plc

Arran Residential Mortgages Funding No. 3 plc

BellaVista Mortgage Trust 2004-1

BellaVista Mortgage Trust 2005-1

BellaVista Mortgage Trust 2005-2

Cayman Nomura Asset Acceptance Corporation NIM 2006-S5

C-BASS 2006-CB6 Trust

C-BASS Mortgage Loan Asset-Backed Certificates 2004-CB6

C-BASS Mortgage Loan Asset-Backed Certificates 2006-RP1

C-BASS Mortgage Loan Asset-Backed Certificates 2006-RP2

C-BASS Mortgage Loan Asset-Backed Certificates 2007-SP2

C-BASS Mortgage Loan Trust 2007-CB3

C-BASS Mortgage Loan Trust 2007-CB6

CDC Mortgage Capital Trust 2004-HE1

Centex Home Equity Loan Trust 2004-A

Centex Home Equity Loan Trust 2004-B

Centex Home Equity Loan Trust 2004-C

Centex Home Equity Loan Trust 2004-D

Centex Home Equity Loan Trust 2005-A

Centex Home Equity Loan Trust 2005-B

Centex Home Equity Loan Trust 2005-C

Centex Home Equity Loan Trust 2005-D

Centex Home Equity Loan Trust 2006-A

Charlie Mac Trust 2004-2

CHEC Loan Trust 2004-1

CHEC NIM Trust 2004-1

CHL Mortgage Pass-Through Trust 2004-16

CHL Mortgage Pass-Through Trust 2004-2

CHL Mortgage Pass-Through Trust 2004-20

CHL Mortgage Pass-Through Trust 2004-23

CHL Mortgage Pass-Through Trust 2004-8

CHL Mortgage Pass-Through Trust 2005-10

CHL Mortgage Pass-Through Trust 2005-13

CHL Mortgage Pass-Through Trust 2005-21

CHL Mortgage Pass-Through Trust 2006-1

CHL Mortgage Pass-Through Trust 2006-6

CHL Mortgage Pass-Through Trust 2007-15

CHL Mortgage Pass-Through Trust 2007-7

Citicorp Mortgage Securities Trust 2007-2

Citicorp Mortgage Securities, Inc. REMIC Pass-Through Certificates 2005-4

Citicorp Mortgage Securities, Inc. REMIC Pass-Through Certificates 2005-6

Citicorp Mortgage Securities, Inc. REMIC Pass-Through Certificates 2005-7

CitiFinancial Mortgage Securities 2004-1

Citigroup Mortgage Loan Trust 2004-CB7

CitiMortgage Alternative Loan Trust 2007-A3

CitiMortgage Alternative Loan Trust 2007-A4

CitiMortgage Alternative Loan Trust 2007-A5

CitiMortgage Alternative Loan Trust 2007-A6

CitiMortgage Alternative Loan Trust 2006-A6

Countrywide Alternative Loan Trust 2004-10CB

Countrywide Alternative Loan Trust 2004-13CB

Countrywide Alternative Loan Trust 2004-15

Countrywide Alternative Loan Trust 2004-18CB

Countrywide Alternative Loan Trust 2004-22CB

Countrywide Alternative Loan Trust 2004-25CB

Countrywide Alternative Loan Trust 2004-28CB

Countrywide Alternative Loan Trust 2004-2CB

Countrywide Alternative Loan Trust 2004-36CB

Countrywide Alternative Loan Trust 2004-4CB

Countrywide Alternative Loan Trust 2004-5CB

Countrywide Alternative Loan Trust 2004-6CB

Countrywide Alternative Loan Trust 2004-8CB

Countrywide Alternative Loan Trust 2005-26CB

Countrywide Alternative Loan Trust 2005-3CB

Countrywide Alternative Loan Trust 2005-49CB

Countrywide Alternative Loan Trust 2005-6CB

Countrywide Alternative Loan Trust 2005-70CB

Countrywide Alternative Loan Trust 2005-73CB

Countrywide Alternative Loan Trust 2005-80CB

Countrywide Alternative Loan Trust 2006-11CB

Countrywide Alternative Loan Trust 2006-15CB

Countrywide Alternative Loan Trust 2006-30T1

Countrywide Alternative Loan Trust 2006-4CB

Countrywide Alternative Loan Trust 2007-20

Countrywide Alternative Loan Trust Resecuritization 2006-22R

Crusade Global Trust No. 1 of 2007

CWABS 2004-A Subtrust

CWABS 2004-B Subtrust

CWABS 2004-C Subtrust

CWABS 2004-E Subtrust

CWABS Asset-Backed Certificates 2004-15

CWABS Asset-Backed Certificates Trust 2005-1

CWABS Asset-Backed Certificates Trust 2005-11

CWABS Asset-Backed Certificates Trust 2005-12

CWABS Asset-Backed Certificates Trust 2005-14

CWABS Asset-Backed Certificates Trust 2005-15

CWABS Asset-Backed Certificates Trust 2005-16

CWABS Asset-Backed Certificates Trust 2005-17

CWABS Asset-Backed Certificates Trust 2005-2

CWABS Asset-Backed Certificates Trust 2005-3

CWABS Asset-Backed Certificates Trust 2005-7

CWABS Asset-Backed Certificates Trust 2005-9

CWABS Asset-Backed Certificates Trust 2005-AB1

CWABS Asset-Backed Certificates Trust 2005-AB5

CWABS Asset-Backed Certificates Trust 2005-BC1

CWABS Asset-Backed Certificates Trust 2005-BC5

CWABS Asset-Backed Certificates Trust 2006-21

CWABS Asset-Backed Certificates Trust 2006-22

CWABS Asset-Backed Certificates Trust 2006-23

CWABS Asset-Backed Certificates Trust 2006-24

CWABS Asset-Backed Certificates Trust 2006-25

CWABS Asset-Backed Certificates Trust 2006-26

CWABS Asset-Backed Certificates Trust 2007-1

CWABS Asset-Backed Certificates Trust 2007-2

CWABS Asset-Backed Certificates Trust 2007-3

CWABS Asset-Backed Certificates Trust 2007-4

CWABS Asset-Backed Certificates Trust 2007-5

CWABS Asset-Backed Certificates Trust 2007-6

CWABS Asset-Backed Certificates Trust 2007-7

CWABS Asset-Backed Certificates Trust 2007-8

CWABS Asset-Backed Certificates Trust 2007-9

CWABS Revolving Home Equity Loan Trust 2004-K

CWABS Revolving Home Equity Loan Trust 2004-L

CWABS Revolving Home Equity Loan Trust 2004-M

CWABS Revolving Home Equity Loan Trust 2004-N

CWABS Revolving Home Equity Loan Trust 2004-O

CWABS Revolving Home Equity Loan Trust 2004-P

CWABS, Inc. Asset Backed Certificates 2004-1

CWABS, Inc. Asset Backed Certificates 2004-6

CWALT 2004-24CB

CWHEQ Home Equity Loan Trust 2006-S10

CWHEQ Home Equity Loan Trust 2006-S7

CWHEQ Home Equity Loan Trust 2006-S8

CWHEQ Home Equity Loan Trust 2006-S9

CWHEQ Home Equity Loan Trust 2007-S1

CWHEQ Home Equity Loan Trust 2007-S2

CWHEQ Home Equity Loan Trust 2007-S3

DSLA Mortgage Loan Trust 2004-AR1

DSLA Mortgage Loan Trust 2004-AR2

DSLA Mortgage Loan Trust 2004-AR3

DSLA Mortgage Loan Trust 2004-AR4

DSLA Mortgage Loan Trust 2005-AR1

DSLA Mortgage Loan Trust 2005-AR2

DSLA Mortgage Loan Trust 2005-AR3

DSLA Mortgage Loan Trust 2005-AR4

DSLA Mortgage Loan Trust 2005-AR5

DSLA Mortgage Loan Trust 2005-AR6

DSLA Mortgage Loan Trust 2006-AR1

DSLA Mortgage Loan Trust 2006-AR2

DSLA Mortgage Loan Trust 2007-AR1

DSLA NIM CI-1 Notes 2005-6

DSLA NIM CI-2 Notes 2006-1

DSLA NIM CI-3 Notes 2006-AR2

DSLA NIM CI-4 Notes 2007-AR1

Ellington Loan Acquisition Trust 2007-2

EquiFirst CI-1 NIM 2004-1

EquiFirst CI-2 NIM 2004-2

EquiFirst CI-3 NIM Notes 2004-3

EquiFirst CI-4 NIM Notes 2005-1

EquiFirst Mortgage Loan Trust 2004-1

EquiFirst Mortgage Loan Trust 2004-2

EquiFirst Mortgage Loan Trust 2004-3

EquiFirst Mortgage Loan Trust 2005-1

Equity One Mortgage Pass-Through Trust 2004-1

Equity One Mortgage Pass-Through Trust 2004-2

Equity One Mortgage Pass-Through Trust 2004-3

FADR 2008-1

Fannie Mae Grantor Trust 2004-T10

Fannie Mae Grantor Trust 2005-T3

Fannie Mae Remic Trust 2004-W10

Fannie Mae Remic Trust 2004-W3

Fannie Mae Remic Trust 2004-W4

Fannie Mae Remic Trust 2004-W6

Fannie Mae REMIC Trust 2006-118

Fannie Mae REMIC Trust 2006-5

Fannie Mae REMIC Trust 2007-114

Fannie Mae Trust 2004-W2

FFMLT Trust 2004-FF3

FFNT 2003-FFH2 (NIM)

Finance America CI-2 NIM 2004-2

Finance America CI-3 NIM Notes 2004-3

Finance America Mortgage Loan Trust 2004-2

Finance America Mortgage Loan Trust 2004-3

Finance America NIM Trust 2003-1

Financial Asset Securities Corp. AAA Trust 2005-1

First Franklin CI-10 NIM Notes 2004-FFH3

First Franklin CI-11 NIM Notes 2004-FFH4

First Franklin CI-12 NIM Notes 2004-FF11

First Franklin CI-13 NIM Notes 2005-FF4

First Franklin CI-14 NIM Notes 2005-FFH3

First Franklin CI-15 NIM Notes 2005-FFH4

First Franklin CI-16 NIM Notes 2006-FF8

First Franklin CI-17 NIM Notes 2006-FF16

First Franklin CI-4 NIM 2003-FFH2

First Franklin CI-5 NIM 2003-FF5

First Franklin CI-6 NIM 2004-FF2

First Franklin CI-7 NIM 2004-FFH1

First Franklin CI-8 NIM 2004-FFH2

First Franklin CI-9 NIM 2004-FF5

First Franklin Mortgage Loan Trust 2004-FF11

First Franklin Mortgage Loan Trust 2004-FF2

First Franklin Mortgage Loan Trust 2004-FF5

First Franklin Mortgage Loan Trust 2004-FFH1

First Franklin Mortgage Loan Trust 2004-FFH2

First Franklin Mortgage Loan Trust 2004-FFH3

First Franklin Mortgage Loan Trust 2004-FFH4

First Franklin Mortgage Loan Trust 2005-FF4

First Franklin Mortgage Loan Trust 2005-FFH3

First Franklin Mortgage Loan Trust 2005-FFH4

First Franklin Mortgage Loan Trust 2006-FF16

First Franklin Mortgage Loan Trust 2006-FF8

First Franklin NIM 2003-FFH1

First Horizon Alternative Mortgage Securities Trust 2006-FA2

First Horizon Alternative Mortgage Securities Trust 2006-FA3

First Horizon Alternative Mortgage Securities Trust 2006-FA5

First Horizon Mortgage Pass-Through Trust 2007-1

FNBA Mortgage Loan Trust 2004-AR1

FNMA Grantor Trust 2005-T2

FNW 2004-W6 (Countrywide)

Freddie Mac Reference REMIC Series R001

Freddie Mac Reference REMIC Series R003

Freddie Mac Securities REMIC Trust 2005-S001

Freddie Mac SPC Series H013

Freddie Mac SPC Series H016

Freddie Mac Structured Pass-Through Certificates T-067

Freddie Mac Structured Pass-Through Certificates T-072

Freddie Mac Structured Pass-Through Certificates T-075

Fremont CI-1 NIM 2004-1

Fremont CI-2 NIM Notes 2004-2

Fremont CI-3 NIM Notes 2004-4

Fremont CI-4 NIM Notes 2005-1

Fremont CI-5 NIM Notes 2005-2

Fremont CI-6 NIM Notes 2006-1

Fremont CI-7 NIM Notes 2006-2

Fremont CI-8 NIM Notes 2006-3

Fremont Home Loan Trust 2004-1

Fremont Home Loan Trust 2004-2

Fremont Home Loan Trust 2004-4

Fremont Home Loan Trust 2004-A

Fremont Home Loan Trust 2004-B

Fremont Home Loan Trust 2004-C

Fremont Home Loan Trust 2004-D

Fremont Home Loan Trust 2005-1

Fremont Home Loan Trust 2005-2

Fremont Home Loan Trust 2005-A

Fremont Home Loan Trust 2005-B

Fremont Home Loan Trust 2005-C

Fremont Home Loan Trust 2005-D

Fremont Home Loan Trust 2005-E

Fremont Home Loan Trust 2006-1

Fremont Home Loan Trust 2006-2

Fremont Home Loan Trust 2006-3

Fremont Home Loan Trust 2006-A

Fremont Home Loan Trust 2006-B

Fremont Home Loan Trust 2006-C

Fremont Home Loan Trust 2006-D

Fremont Home Loan Trust 2006-E

Fremont NIM Trust 2004-B

Fremont NIM Trust 2005-C

Fremont NIM Trust 2006-A

FSPC H016

GMACM Home Equity Loan Trust 2004-HE2

GMACM Home Equity Loan Trust 2004-HE3

GMACM Home Equity Loan Trust 2004-HE4

GMACM Home Equity Loan Trust 2004-HE5

GMACM Home Equity Loan Trust 2005-HE1

GMACM Home Equity Loan Trust 2005-HE2

GMACM Home Equity Loan Trust 2005-HE3

GMACM Home Equity Loan Trust 2006-HE1

GMACM Home Equity Loan Trust 2006-HE2

GMACM Home Equity Loan Trust 2006-HE4

GMACM Home Equity Loan Trust 2006-HE5

GMACM Home Equity Loan Trust 2007-HE1

GMACM Home Equity Loan Trust 2007-HE2

GMACM Home Equity Loan Trust 2007-HE3

GMACM Mortgage Loan Trust 2004-AR1

GMACM Mortgage Loan Trust 2004-AR2

GMACM Mortgage Loan Trust 2005-AR2

Green Tree 2008-HE1

Green Tree 2008-REC1

Green Tree Mortgage Loan Trust 2005-HE1

GreenPoint CI-1 NIM Notes 2005-HE4

GreenPoint Mortgage Funding Trust 2005-HE1

GreenPoint Mortgage Funding Trust 2005-HE4

GreenPoint Mortgage Funding Trust 2005-HY1

GreenPoint Mortgage Loan Trust 2004-1

GreenPoint NIM Trust 2005-HE1

GreenPoint NIM Trust 2005-HY1

Greenwich Capital Structured Products Trust 2005-1

Greenwich Structured ARM Products CI-1 2005-1

Greenwich Structured ARM Products CI-2 2005-2

Greenwich Structured ARM Products CI-3 2005-3

Greenwich Structured ARM Products CI-4 2005-4

Greenwich Structured ARM Products CI-5 2005-5

Greenwich Structured ARM Products CI-6 2005-6

Greenwich Structured ARM Products CI-7 2006-1

Greenwich Structured ARM Products SPC 2006-2

GSC Capital Corp. Mortgage Trust 2006-1

GSC Capital Corp. Mortgage Trust 2006-2

HarborView Mortgage Loan Trust 2004-1

HarborView Mortgage Loan Trust 2004-10

HarborView Mortgage Loan Trust 2004-11

HarborView Mortgage Loan Trust 2004-2

HarborView Mortgage Loan Trust 2004-3

HarborView Mortgage Loan Trust 2004-4

HarborView Mortgage Loan Trust 2004-5

HarborView Mortgage Loan Trust 2004-6

HarborView Mortgage Loan Trust 2004-7

HarborView Mortgage Loan Trust 2004-8

HarborView Mortgage Loan Trust 2004-9

HarborView Mortgage Loan Trust 2005-1

HarborView Mortgage Loan Trust 2005-10

HarborView Mortgage Loan Trust 2005-11

HarborView Mortgage Loan Trust 2005-12

HarborView Mortgage Loan Trust 2005-13

HarborView Mortgage Loan Trust 2005-14

HarborView Mortgage Loan Trust 2005-15

HarborView Mortgage Loan Trust 2005-16

HarborView Mortgage Loan Trust 2005-2

HarborView Mortgage Loan Trust 2005-3

HarborView Mortgage Loan Trust 2005-4

HarborView Mortgage Loan Trust 2005-5

HarborView Mortgage Loan Trust 2005-6

HarborView Mortgage Loan Trust 2005-7

HarborView Mortgage Loan Trust 2005-8

HarborView Mortgage Loan Trust 2005-9

HarborView Mortgage Loan Trust 2006-1

HarborView Mortgage Loan Trust 2006-10

HarborView Mortgage Loan Trust 2006-11

HarborView Mortgage Loan Trust 2006-12

HarborView Mortgage Loan Trust 2006-13

HarborView Mortgage Loan Trust 2006-14

HarborView Mortgage Loan Trust 2006-2

HarborView Mortgage Loan Trust 2006-3

HarborView Mortgage Loan Trust 2006-4

HarborView Mortgage Loan Trust 2006-5

HarborView Mortgage Loan Trust 2006-6

HarborView Mortgage Loan Trust 2006-7

HarborView Mortgage Loan Trust 2006-8

HarborView Mortgage Loan Trust 2006-9

HarborView Mortgage Loan Trust 2006-BU1

HarborView Mortgage Loan Trust 2006-CB1

HarborView Mortgage Loan Trust 2006-SB1

HarborView Mortgage Loan Trust 2007-1

HarborView Mortgage Loan Trust 2007-2

HarborView Mortgage Loan Trust 2007-3

HarborView Mortgage Loan Trust 2007-4

HarborView Mortgage Loan Trust 2007-5

HarborView Mortgage Loan Trust 2007-6

HarborView Mortgage Loan Trust 2007-7

HarborView Mortgage Loan Trust 2007-A

HarborView NIM CI-1 Notes 2006-BU1

HarborView NIM CI-10 Notes 2007-1

HarborView NIM CI-11 Notes 2007-2

HarborView NIM CI-12 Notes 2007-3

HarborView NIM CI-13 Notes 2007-4

HarborView NIM CI-14 Notes 2007-5

HarborView NIM CI-15 2007-6

HarborView NIM CI-2 Notes 2006-7

HarborView NIM CI-3 Notes 2006-8

HarborView NIM CI-4 Notes 2006-9

HarborView NIM CI-5 Notes 2006-SB1

HarborView NIM CI-6 Notes 2006-10

HarborView NIM CI-7 Notes 2006-11

HarborView NIM CI-8 Notes 2006-14

HarborView NIM CI-9 Notes 2006-12

Home Loan Mortgage Loan Trust 2004-2

Home Loan Mortgage Loan Trust 2005-1

Home Loan Mortgage Loan Trust 2006-1

IndyMac Home Equity Mortgage Loan Trust 2005-A

IndyMac Home Equity Mortgage Loan Trust 2005-B

IndyMac Home Equity Mortgage Loan Trust 2005-C

IndyMac Home Equity Mortgage Loan Trust 2005-D

IndyMac Home Equity Mortgage Loan Trust 2006-A

IndyMac Home Equity Mortgage Loan Trust 2006-B

IndyMac Home Equity Mortgage Loan Trust 2006-C

IndyMac Home Equity Mortgage Loan Trust 2006-D

IndyMac Home Equity Mortgage Loan Trust 2006-E

IndyMac Home Equity Mortgage Loan Trust 2007-A

IndyMac Home Equity Mortgage Loan Trust 2007-B

IndyMac Home Equity Mortgage Loan Trust SPMD 2004-C

IndyMac INDX Mortgage Loan Trust 2004-AR1

IndyMac INDX Mortgage Loan Trust 2004-AR10

IndyMac INDX Mortgage Loan Trust 2004-AR12

IndyMac INDX Mortgage Loan Trust 2004-AR14

IndyMac INDX Mortgage Loan Trust 2004-AR2

IndyMac INDX Mortgage Loan Trust 2004-AR3

IndyMac INDX Mortgage Loan Trust 2004-AR5

IndyMac INDX Mortgage Loan Trust 2004-AR7

IndyMac INDX Mortgage Loan Trust 2004-AR8

IndyMac INDX Mortgage Loan Trust 2005-AR12

IndyMac INDX Mortgage Loan Trust 2005-AR2

IndyMac INDX Mortgage Loan Trust 2005-AR23

IndyMac INDX Mortgage Loan Trust 2005-AR29

IndyMac INDX Mortgage Loan Trust 2005-AR4

IndyMac INDX Mortgage Loan Trust 2005-AR8

IndyMac INDX Mortgage Loan Trust 2006-AR35

IndyMac INDX Mortgage Loan Trust 2006-AR6

IndyMac INDX Mortgage Loan Trust SPMD 2004-B

IndyMac INDX NIM CI-1 Notes 2006-AR6

IndyMac INDX NIM CI-2 Corp. 2006-AR35

IndyMac NIM Trust SPMD 2004-C

Interstar Millennium 2005-1G Trust

Lake Country Mortgage Loan Trust 2005-HE1

Lake Country Mortgage Loan Trust 2006-HE1

Long Beach Asset Holdings Corp. CI NIM 2004-4

Long Beach Asset Holdings Corp. CI NIM 2005-1

Long Beach Asset Holdings Corp. CI NIM 2005-WL1

Long Beach Asset Holdings Corp. CI NIM Notes 2006-2

Long Beach Asset Holdings Corp. NIM 2004-1

Long Beach Mortgage Loan Trust 2004-1

Long Beach Mortgage Loan Trust 2004-3

Long Beach Mortgage Loan Trust 2004-4

Long Beach Mortgage Loan Trust 2004-A

Long Beach Mortgage Loan Trust 2005-1

Long Beach Mortgage Loan Trust 2005-WL1

Long Beach Mortgage Loan Trust 2006-2

Long Beach Mortgage Loan Trust 2006-8

Luminent Mortgage Trust 2006-2

Luminent Mortgage Trust 2006-4

Luminent Mortgage Trust 2006-5

Luminent Mortgage Trust 2007-1

Luminent Mortgage Trust 2007-2

Macquarie Mortgage Funding Trust 2007-1

Mastr Asset Securitization Trust 2004-9

Mellon Re-REMIC Pass-Through Trust 2004-1 TBC1

Meritage CI-1 NIM 2004-1

Meritage CI-2 NIM 2004-2

Meritage CI-3 NIM Notes 2005-1

Meritage CI-4 NIM Notes 2005-2

Meritage CI-5 NIM Notes 2005-3

Meritage Mortgage Loan Trust 2004-1

Meritage Mortgage Loan Trust 2004-2

Meritage Mortgage Loan Trust 2005-1

Meritage Mortgage Loan Trust 2005-2

Meritage Mortgage Loan Trust 2005-3

Meritage NIM Trust 2003-1

MortgageIT Mortgage Loan Trust 2006-1

MortgageIT Trust 2005-3

MortgageIT Trust 2005-4

MortgageIT Trust 2005-AR1

NAAC NIM 2006-AR4

Nationstar Home Equity Loan Trust 2006-B

Nationstar Home Equity Loan Trust 2007-A

Nationstar Home Equity Loan Trust 2007-B

Nationstar Home Equity Loan Trust 2007-C

Nationstar Home Equity Loan Trust 2007-FRE1

Nationstar NIM Ltd. 2006-2N

Nationstar NIM Ltd. 2007-BN

Nationstar NIM Ltd. 2007-FRE1N

New York Mortgage Trust 2005-1

New York Mortgage Trust 2005-2

Newcastle Mortgage Securities Trust 2006-1

Nomura Asset Acceptance Corporation Alternative Trust 2006-AF2

Nomura Asset Acceptance Corporation, Alternative Loan Trust 2006-AR4

Nomura Asset Acceptance Corporation, Alternative Loan Trust 2006-S5

Nomura Asset Acceptance Corporation, Alternative Loan Trust 2007-1

Nomura Asset Acceptance Corporation, Alternative Loan Trust 2007-1 (Class I-M-3)

Nomura Asset Acceptance Corporation, Alternative Loan Trust 2007-2

Nomura Asset Acceptance Corporation, Alternative Loan Trust 2007-S1

Nomura Home Equity Loan NIM 2006-FM2

Nomura Home Equity Loan NIM 2006-HE3

Nomura Home Equity Loan NIM 2007-2

Nomura Home Equity Loan Trust 2006-AF1

Nomura Home Equity Loan Trust 2006-FM2

Nomura Home Equity Loan Trust 2006-HE3

Nomura Home Equity Loan Trust 2007-1

Nomura Home Equity Loan Trust 2007-2

Nomura Home Equity Loan Trust 2007-3

NovaStar Home Equity Loan Asset-Backed Certificates 2005-2

NovaStar Home Equity Loan Asset-Backed Certificates 2005-3

NovaStar Home Equity Loan Trust 2004-1

NovaStar Mortgage Funding Trust 2004-2

NovaStar Mortgage Funding Trust 2004-3

NovaStar Mortgage Funding Trust 2004-4

NovaStar Mortgage Funding Trust 2005-1

NovaStar Mortgage Funding Trust 2005-4

NovaStar Mortgage Funding Trust 2005-4 (Class M-9)

NovaStar Mortgage Funding Trust 2006-1

NovaStar Mortgage Funding Trust 2006-2

NovaStar Mortgage Funding Trust 2006-3

NovaStar Mortgage Funding Trust 2006-4

NovaStar Mortgage Funding Trust 2006-5

NovaStar Mortgage Funding Trust 2006-6

NovaStar Mortgage Funding Trust 2006-MTA1

NovaStar Mortgage Funding Trust 2007-1

NovaStar Mortgage Funding Trust 2007-2

NovaStar NIM Trust 2004-N1

NovaStar NIM Trust 2004-N2

NovaStar NIM Trust 2005-N1

Ocwen Real Estate Asset Liquidating Trust 2007-1

Option One CI-3 NIM Trust 2004-2

Option One CI-4 NIM Notes 2005-3

Option One Mortgage Loan Trust 2004-1

Option One Mortgage Loan Trust 2004-2

Option One Mortgage Loan Trust 2004-3

Option One Mortgage Loan Trust 2005-1

Option One Mortgage Loan Trust 2005-2

Option One Mortgage Loan Trust 2005-3

Option One Mortgage Loan Trust 2005-4

Option One Mortgage Loan Trust 2005-5

Option One Mortgage Loan Trust 2006-1

Option One Mortgage Loan Trust 2006-2

Option One Mortgage Loan Trust 2006-3

Option One Mortgage Loan Trust 2007-1

Option One Mortgage Loan Trust 2007-2

Option One Mortgage Loan Trust 2007-3

Option One Mortgage Loan Trust 2007-4

Option One Mortgage Loan Trust 2007-5

Option One Mortgage Loan Trust 2007-6

Option One Mortgage Loan Trust 2007-CP1

Option One Mortgage Loan Trust 2007-FXD1

Option One Mortgage Loan Trust 2007-FXD2

Option One Mortgage Loan Trust 2007-HL1

Option One Mortgage Securities Corp. NIM Trust 2004-1

Option One Mortgage Securities Corp. NIM Trust 2005-1

Option One Mortgage Securities Corp. NIM Trust 2005-2

Option One Mortgage Securities Corp. NIM Trust 2006-1

Option One Mortgage Securities Corp. NIM Trust 2006-2

Option One Mortgage Securities Corp. NIM Trust 2006-3

Option One Mortgage Securities II Corp. Re-NIM Trust 2005-1

Option One Mortgage Securities II Corp. Re-NIM Trust 2005-2

Option One Mortgage Securities III Corp. Re-NIM Trust 2007-1

Option One Mortgage Securities NIM Trust 2007-2

Option One Mortgage Securities NIM Trust 2007-3

Option One Mortgage Securities NIM Trust 2007-4

Option One Mortgage Securities NIM Trust 2007-5

Option One Mortgage Securities NIM Trust 2007-CP1

Option One Mortgage Securities NIM Trust 2007-FXD1

Option One Mortgage Securities NIM Trust 2007-FXD2

Orkney Re II plc

Park Place Asset-Backed Pass-Through Certificates 2005-WCW2

Park Place Asset-Backed Pass-Through Certificates 2005-WCW3

Park Place Asset-Backed Pass-Through Certificates 2005-WHQ3

Park Place Asset-Backed Pass-Through Certificates 2005-WHQ4

Park Place CI-3 NIM 2004-MCWN1

Park Place NIM CI-13 2005-WHQN4

Park Place Securities 2004-MCW1

Popular ABS Mortgage Pass-Through 2004-5

Popular ABS Mortgage Pass-Through Trust 2004-4

Popular ABS Mortgage Pass-Through Trust 2005-1

Popular ABS Mortgage Pass-Through Trust 2005-2

Popular ABS Mortgage Pass-Through Trust 2005-3

Popular ABS Mortgage Pass-Through Trust 2005-4

Popular ABS Mortgage Pass-Through Trust 2005-5

Popular ABS Mortgage Pass-Through Trust 2005-6

Popular ABS Mortgage Pass-Through Trust 2005-A

Popular ABS Mortgage Pass-Through Trust 2005-B

Popular ABS Mortgage Pass-Through Trust 2005-C

Popular ABS Mortgage Pass-Through Trust 2005-D

Popular ABS Mortgage Pass-Through Trust 2006-A

Popular ABS Mortgage Pass-Through Trust 2006-B

Popular ABS Mortgage Pass-Through Trust 2006-C

Popular ABS Mortgage Pass-Through Trust 2006-D

Popular ABS Mortgage Pass-Through Trust 2006-E

Provident Funding Mortgage Loan Trust 2004-1

Provident Funding Mortgage Loan Trust 2005-1

Provident Funding Mortgage Loan Trust 2005-2

PUMA Global Trust No. 5

Quest Trust 2005-X2

Quest Trust 2006-X1

RAAC 2005-SP3 Trust

RAAC 2006-RP1 Trust

RAAC 2006-RP3 Trust

RAAC 2007-RP1 Trust

RAAC 2007-SP2 Trust

RALI 2004-QR1 Trust Re-Remic

RALI 2004-QS12 Trust

RALI 2004-QS14 Trust

RALI 2004-QS16 Trust

RALI 2005-QA1 Trust

RALI 2005-QO4 Trust

RALI 2005-QR1 Trust

RALI 2005-QS1 Trust

RALI 2005-QS10 Trust

RALI 2005-QS14 Trust

RALI 2005-QS15 Trust

RALI 2005-QS17 Trust

RALI 2005-QS2 Trust

RALI 2005-QS4 Trust

RALI 2006-QO4 Trust

RALI 2006-QS13 Trust

RALI 2006-QS16 Trust

RALI 2006-QS3 Trust

RALI 2006-QS6 Trust

RALI 2007-QS3 Trust

RALI 2007-QS4 Trust

RALI 2007-QS8 Trust

RALI 2007-QS9 Trust

RALI CI-1 NIM Notes 2006-QO4

RALI Series 2004-QA2 Trust

RALI Series 2004-QS1 Trust

RALI Series 2004-QS10 Trust

RALI Series 2004-QS4 Trust

RALI Series 2004-QS5 Trust

RALI Series 2004-QS7 Trust

RAMP 2004-RS10

RAMP 2004-RS11

RAMP 2004-RS12 Trust

RAMP 2004-RZ3

RAMP 2005-EFC1 Trust

RAMP 2005-RS1 Trust

RAMP 2005-RS2 Trust

RAMP 2005-RS3 Trust

RAMP 2005-RS4 Trust

RAMP 2005-RS6 Trust

RAMP 2005-RS7 Trust

RAMP 2005-RS8 Trust

RAMP 2005-RS9 Trust

RAMP 2005-RZ1 Trust

RAMP 2005-RZ2 Trust

RAMP 2006-RS1 Trust

RAMP 2006-RS2 Trust

RAMP 2006-RS3 Trust

RAMP 2006-RS4 Trust

RAMP 2006-RS5 Trust

RAMP 2006-RZ1 Trust

RAMP NIM 2005-NM2 Trust

RAMP Series 2004-RZ2

RASC 2004-KS7

RASC 2004-KS9

RASC 2005-KS11 Trust

RASC 2005-KS12 Trust

RASC 2005-KS2 Trust

RASC 2005-KS3 Trust

RASC 2005-KS8 Trust

RASC 2006-EMX4 Trust

RASC 2006-KS1 Trust

RASC 2006-KS2 Trust

RASC 2006-KS5 Trust

RBSGC Mortgage Loan Trust 2005-A

RBSGC Mortgage Loan Trust 2005-RP1

RBSGC Mortgage Loan Trust 2007-A

RBSGC Mortgage Loan Trust 2007-B

RBSGC Structured Trust 2008-A

RBSGC Structured Trust 2008-B

Renaissance Home Equity Loan Trust 2004-1

Renaissance Home Equity Loan Trust 2004-2

Renaissance Home Equity Loan Trust 2004-3

Renaissance Home Equity Loan Trust 2004-4

Renaissance Home Equity Loan Trust 2005-1

Renaissance Home Equity Loan Trust 2005-2

Renaissance Home Equity Loan Trust 2005-4

Renaissance Home Equity Loan Trust 2006-1

Renaissance Home Equity Loan Trust 2006-2

Renaissance Home Equity Loan Trust 2006-3

Renaissance Home Equity Loan Trust 2006-4

Renaissance Home Equity Loan Trust 2007-1

Renaissance Home Equity Loan Trust 2007-2

Renaissance Home Equity Loan Trust 2007-3

Renaissance Mortgage Acceptance Corp. 2005-3

Renaissance NIM Trust 2004-D

Renaissance NIM Trust 2005-2

Renaissance NIM Trust 2005-4

Renaissance NIM Trust 2006-2

Renaissance NIM Trust 2006-4

Renaissance NIM Trust 2004-B

Residential Asset Securitization Trust 2004-R1

Residential Asset Securitization Trust 2004-R2

Residential Asset Securitization Trust 2005-A9

Residential Asset Securitization Trust 2006-A14CB

Residential Funding Mortgage Securities II 2006-HSA3

Residential Funding Mortgage Securities II, Inc. 2005-HS1

Residential Funding Mortgage Securities II, Inc. 2005-HS2

ResMAE Mortgage Loan Trust 2006-1

RFMS2 Home Equity Loan Trust 2004-HS2

RFMSI 2005-S9 Trust

RFMSI 2005-SA4 Trust

RFMSI 2006-S1 Trust

RFMSI 2006-S12 Trust

RFMSI 2006-S4 Trust

RFMSI 2006-S5 Trust

RFMSI 2006-S7 Trust

RFMSI 2006-S9 Trust

RFMSI 2006-SA1 Trust

RFMSI 2007-S1 Trust

RFMSI 2007-S3 Trust

RFMSI 2007-S4 Trust

RFMSI 2007-S5 Trust

RFMSI Home Equity Loan Trust 2007-HSA2

RFMSI Series 2004-S4 Trust

Riverview HECM Pass-Through Trust 2008-1

RiverView HECM Trust 2007-1

RiverView HECM Trust 2007-4

RiverView Mortgage Loan Trust 2007-2

RiverView Mortgage Loan Trust 2007-3

Saxon Asset Securities Trust 2004-1

Saxon Asset Securities Trust 2004-2

Saxon Asset Securities Trust 2004-3

Saxon Asset Securities Trust 2005-1

Saxon Asset Securities Trust 2005-2

Saxon Asset Securities Trust 2005-3

Saxon Asset Securities Trust 2005-4

Saxon Asset Securities Trust 2006-1

Saxon Asset Securities Trust 2006-2

Saxon Asset Securities Trust 2006-3

Sequoia Mortgage Trust 2004-1

Sequoia Mortgage Trust 2004-10

Sequoia Mortgage Trust 2004-11

Sequoia Mortgage Trust 2004-12

Sequoia Mortgage Trust 2004-3

Sequoia Mortgage Trust 2004-4

Sequoia Mortgage Trust 2004-5

Sequoia Mortgage Trust 2004-6

Sequoia Mortgage Trust 2004-7

Sequoia Mortgage Trust 2004-8

Sequoia Mortgage Trust 2004-9

Sequoia Mortgage Trust 2005-1

Sequoia Mortgage Trust 2005-2

Sequoia Mortgage Trust 2005-3

Sequoia Mortgage Trust 2007-1

Sequoia Mortgage Trust 2007-3

Soundview CI-1 NIM Notes 2004-WMC1

Soundview CI-10 NIM Notes 2006-2

Soundview CI-11 NIM Notes 2006-OPT1

Soundview CI-12 NIM Notes 2006-OPT2

Soundview CI-13 NIM Notes 2006-RS3

Soundview CI-14 NIM Notes 2006-OPT3

Soundview CI-15 NIM Notes 2006-OPT5

Soundview CI-16 NIM Notes 2006-KS5

Soundview CI-17 NIM Notes 2006-3

Soundview CI-18 NIM Notes 2006-EQ1

Soundview CI-19 NIM Notes 2006-WF1

Soundview CI-2 NIM Notes 2005-1

Soundview CI-20 NIM Notes 2006-NLC1

Soundview CI-21 NIM Notes 2006-WF2

Soundview CI-22 NIM Notes 2006-EQ2

Soundview CI-23 NIM Notes 2007-1

Soundview CI-24 NIM Notes 2007-NS1

Soundview CI-25 NIM Notes 2007-WMC1

Soundview CI-26 NIM Notes 2007-OPT2

Soundview CI-26 NIM Notes 2007-OPT3

Soundview CI-28 NIM Notes 2007-OPT4

Soundview CI-29 NIM Notes 2007-OPT5

Soundview CI-3 NIM Notes 2005-DO1

Soundview CI-4 NIM Notes 2005-2

Soundview CI-5 NIM Notes 2005-OPT3

Soundview CI-6 NIM Notes 2005-OPT4

Soundview CI-7 NIM Notes 2005-CTX1

Soundview CI-8 NIM Notes 2005-4

Soundview CI-9 NIM Notes 2006-1

Soundview Home Loan Trust 2004-1

Soundview Home Loan Trust 2004-WMC1

Soundview Home Loan Trust 2005-1

Soundview Home Loan Trust 2005-2

Soundview Home Loan Trust 2005-3

Soundview Home Loan Trust 2005-4

Soundview Home Loan Trust 2005-A

Soundview Home Loan Trust 2005-B

Soundview Home Loan Trust 2005-CTX1

Soundview Home Loan Trust 2005-DO1

Soundview Home Loan Trust 2005-OPT1

Soundview Home Loan Trust 2005-OPT2

Soundview Home Loan Trust 2005-OPT3

Soundview Home Loan Trust 2005-OPT4

Soundview Home Loan Trust 2006-1

Soundview Home Loan Trust 2006-2

Soundview Home Loan Trust 2006-3

Soundview Home Loan Trust 2006-A

Soundview Home Loan Trust 2006-EQ1

Soundview Home Loan Trust 2006-EQ2

Soundview Home Loan Trust 2006-NLC1

Soundview Home Loan Trust 2006-OPT1

Soundview Home Loan Trust 2006-OPT2

Soundview Home Loan Trust 2006-OPT3

Soundview Home Loan Trust 2006-OPT4

Soundview Home Loan Trust 2006-OPT5

Soundview Home Loan Trust 2006-WF1

Soundview Home Loan Trust 2006-WF2

Soundview Home Loan Trust 2007-1

Soundview Home Loan Trust 2007-2

Soundview Home Loan Trust 2007-NS1

Soundview Home Loan Trust 2007-OPT1

Soundview Home Loan Trust 2007-OPT2

Soundview Home Loan Trust 2007-OPT3

Soundview Home Loan Trust 2007-OPT4

Soundview Home Loan Trust 2007-OPT5

Soundview Home Loan Trust 2007-WMC1

Soundview Home Loan Trust 2008-1

Soundview NIM Notes 2005-KS3

Soundview NIM Notes 2005-OPT2

Soundview NIM Trust 2004-1

Soundview NIM Trust 2004-2

Soundview NIM Trust 2005-3

Soundview NIM Trust 2005-OPT1

Soundview NIM Trust 2006-OPT4

Soundview NIM Trust 2007-OPT1

Thornburg Mortgage Securities Trust 2004-1

Thornburg Mortgage Securities Trust 2004-2

Thornburg Mortgage Securities Trust 2004-3

Thornburg Mortgage Securities Trust 2004-4

Thornburg Mortgage Securities Trust 2005-1

Thornburg Mortgage Securities Trust 2005-2

Thornburg Mortgage Securities Trust 2005-3

Thornburg Mortgage Securities Trust 2005-4

Thornburg Mortgage Securities Trust 2006-1

Thornburg Mortgage Securities Trust 2006-2

Thornburg Mortgage Securities Trust 2006-3

Thornburg Mortgage Securities Trust 2006-4

Thornburg Mortgage Securities Trust 2006-5

Thornburg Mortgage Securities Trust 2006-6

Thornburg Mortgage Securities Trust 2007-1

Thornburg Mortgage Securities Trust 2007-2

Thornburg Mortgage Securities Trust 2007-3

Thornburg Mortgage Securities Trust 2007-4

Thornburg Mortgage Securities Trust 2008-1

Truman Capital Mortgage Loan Trust 2004-1

Truman Capital Mortgage Loan trust 2004-2

Truman Capital Mortgage Loan Trust 2005-1

Truman Capital Mortgage Loan Trust 2006-1

Truman Capital Trust 2004-LT1

Vendee Mortgage Trust 2008-1

Wachovia Loan Trust 2005-SD1

Wachovia Mortgage Loan Trust 2005-WMC1

Wachovia Mortgage Loan Trust 2006-ALT1

Wachovia Mortgage Loan Trust 2006-AMN1

WaMu Mortgage Pass-Through Certificates 2004-AR1

WaMu Mortgage Pass-Through Certificates 2004-AR10

WaMu Mortgage Pass-Through Certificates 2004-AR11

WaMu Mortgage Pass-Through Certificates 2004-AR12

WaMu Mortgage Pass-Through Certificates 2004-AR13

WaMu Mortgage Pass-Through Certificates 2004-AR2

WaMu Mortgage Pass-Through Certificates 2004-AR3

WaMu Mortgage Pass-Through Certificates 2004-AR4

WaMu Mortgage Pass-Through Certificates 2004-AR6

WaMu Mortgage Pass-Through Certificates 2004-AR7

WaMu Mortgage Pass-Through Certificates 2004-AR8

WaMu Mortgage Pass-Through Certificates 2004-RP1

WaMu Mortgage Pass-Through Certificates 2005-AR1

WaMu Mortgage Pass-Through Certificates 2005-AR11

WaMu Mortgage Pass-Through Certificates 2005-AR13

WaMu Mortgage Pass-Through Certificates 2005-AR15

WaMu Mortgage Pass-Through Certificates 2005-AR17

WaMu Mortgage Pass-Through Certificates 2005-AR19

WaMu Mortgage Pass-Through Certificates 2005-AR2

WaMu Mortgage Pass-Through Certificates 2005-AR4

WaMu Mortgage Pass-Through Certificates 2005-AR7

Wells Fargo Mortgage Backed Securities 2005-11

Wells Fargo Mortgage Backed Securities 2005-14

Wells Fargo Mortgage Backed Securities 2005-17

Wells Fargo Mortgage Backed Securities 2005-2 Trust

Wells Fargo Mortgage Backed Securities 2005-6 Trust

Wells Fargo Mortgage Backed Securities 2005-7

Wells Fargo Mortgage Backed Securities 2005-9

Wells Fargo Mortgage Backed Securities 2006-11

Wells Fargo Mortgage Backed Securities 2006-2

Wells Fargo Mortgage Backed Securities 2006-4

Wells Fargo Mortgage Backed Securities 2006-7

Wells Fargo Mortgage Backed Securities 2007-1

Wells Fargo Mortgage Backed Securities 2007-4

Zuni Mortgage Loan Trust 2006-OA1

CDOs

ACA ABS 2007-1

ACA ABS CDO 2005-1

Acacia CDO 12, LTD

Acacia CDO IV

Acacia CDO V

Acacia CDO VIII

Acacia CDO X

Adrastea SHG 2007-1

Babson Quantitative Mortgage CDO

Cairn HG ABS CDO II

Cairn Mezz ABS CDO II

Cairn Mezz ABS CDO III

C-BASS IX CDO

C-BASS XV CBO

Charles Fort CDO I, Ltd

Chrome Funding Ltd / Green Bay

Enhanced Mortgage-Backed Securities Fund V

Glacier Funding CDO IV

GSC CDO 2007-1r, Ltd.

Gulf Stream-Atlantic CDO 2007-1

Kleros Preferred Funding IX

Knollwood CDO

Knollwood CDO II

Longridge ABS CDO II

MKP CBO III

MKP CBO IV

MKP CBO V

NovaStar ABS CDO I

Orchid Structured Finance CDO III

Pascal CDO

STACK 2007-2 Ltd.

TABS 2006-6

Trainer Wortham CDO IV

Webster CDO I