UNITED STATES
SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 8-K

CURRENT REPORT
Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934

Date of Report (Date of earliest event reported): March 10, 2011

AMERICAN INTERNATIONAL GROUP, INC.

(Exact name of registrant as specified in its charter)

Delaware		1-8787		13-2592361
(State or other jurisdiction of incorporation)		(Commission File Number)		(IRS Employer Identification No.)

180 Maiden Lane
New York, New York 10038
(Address of principal executive offices)

Registrant’s telephone number, including area code: (212) 770-7000

(Former name or former address, if changed since last report.)

Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions ( see General Instruction A.2. below):

o		Written communications pursuant to Rule 425 under the Securities Act (17 CFR 230.425)

o		Soliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12)

o		Pre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act (17 CFR 240.14d-2(b))

o		Pre-commencement communications pursuant to Rule 13e4(c) under the Exchange Act (17 CFR 240.13e-4(c))

 

 

Item 7.01 Regulation FD Disclosure

On March 10, 2011, American International Group, Inc. delivered a letter to the Federal Reserve Bank of New York (FRBNY) offering to repay the loan by the FRBNY to, and to purchase all of the assets of, Maiden Lane II LLC.

A copy of the letter is attached as Exhibit 99.1 to this Current Report on Form 8-K and incorporated into this Item 7.01 by reference.

Item 9.01. Financial Statements and Exhibits.

     (d) Exhibits.

	99.1			Letter of American International Group, Inc. to the Federal Reserve Bank of New York, dated March 10, 2011

SIGNATURES

     Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

EXHIBIT INDEX

Exhibit No.				Description
	99.1			Letter from American International Group, Inc. to the Federal Reserve Bank of New York, dated March 10, 2011

Exhibit 99.1

3/9/2011

[AIG LETTERHEAD]

March 10, 2011

Maiden Lane II LLC
c/o Federal Reserve Bank of New York
33 Liberty Street
New York, New York 10045

Federal Reserve Bank of New York, as Controlling Party and Senior Lender
33 Liberty Street
New York, New York 10045

Attention:		Helen Mucciolo, Senior Vice President
		Telecopy: (212) 720-1953
		E-mail: helen.mucciolo@ny.frb.org
Attention:		William Walsh, Assistant Vice President
		Telecopy: (212) 720-5686
		E-mail: william.walsh@ny.frb.org
Attention:		Joyce M. Hansen, Deputy General Counsel and Senior Vice President
		Telecopy: (212) 720-1756
		E-mail: joyce.hansen@ny.frb.org

Re: Offer to Repay the Loan by the Federal Reserve Bank of New York to, and to Purchase All of the Assets of, Maiden Lane II

          American International Group, Inc. (AIG) hereby submits an offer to purchase all of the residential mortgage backed securities (RMBS) owned by Maiden Lane II for $15.7 billion in cash in accordance with the provisions of the attached term sheet.

          AIG believes this offer is in the best interest of the U.S. Taxpayers, the U.S. Government and AIG itself. If accepted, this offer will substantially reduce the amount of outstanding government assistance to AIG; help AIG ensure that the U.S. government recoups all of the money it has invested in AIG; and guarantee that the Federal Reserve Bank of New York (FRBNY) earns a profit on its interest in Maiden Lane II while reducing the amount of AIG-related assets on the FRBNY’s balance sheet.

          On January 14, 2011, AIG completed its recapitalization plan with the U.S. Government when it:

          (a) repaid in full the FRBNY revolving credit facility;

(b)

purchased in full the Preferred Interests of the FRBNY in the AIA and ALICO SPVs and transferred certain of the Preferred Interests in the ALICO and AIA SPVs to the U.S. Treasury Department; and

(c)

exchanged the AIG Preferred Shares held by the U.S. Treasury Department for AIG common stock, giving the U.S. Treasury Department approximately 92 percent ownership of AIG’s outstanding common stock, and setting a path for the U.S. Treasury Department to monetize and exit its equity ownership in AIG over time.

          In February, AIG paid the U.S. Treasury Department $2.2 billion from the sale of AIG Star Life Insurance and AIG Edison Life Insurance to repay and retire Preferred Interests in the ALICO SPV. Earlier this week, AIG paid the U.S. Treasury Department $6.9 billion from the proceeds of the sale of securities of MetLife, Inc., originally acquired by AIG in connection with the sale of ALICO, to repay and retire Preferred Interests in the ALICO and AIA SPVs.

          As of the date of this letter, in addition to the U.S. Treasury Department’s 92 percent common equity stake in AIG, AIG has an outstanding balance of AIA Preferred Interests to be repaid to the U.S. Government of approximately $11 billion. However, AIG’s outstanding assistance from the U.S. Government totals approximately $39 billion as a result of a $2 billion undrawn line of credit and an additional $26 billion associated with the Maiden Lane II and III transactions.

          AIG seeks to further reduce its outstanding U.S. Government assistance by repurchasing the assets of Maiden Lane II. Maiden Lane II was formed to help AIG alleviate the liquidity challenges in its securities lending program by purchasing from AIG approximately $20.5 billion of RMBS. Since then, the conditions that necessitated Maiden Lane II in the first place have been resolved. Today AIG is a stable company, with a bright outlook and strong liquidity, positioned to match the Maiden Lane II assets with appropriate, longer-term insurance liabilities, not shorter-term liabilities.

          AIG is uniquely positioned to purchase the Maiden Lane II assets as we currently hold the subordinated interest in Maiden Lane II. Maiden Lane II is structured such that the FRBNY is the senior lender, AIG is the subordinated lender, and the FRBNY owns a majority of the residual equity interest with AIG owning a minority residual equity interest. At the time that Maiden Lane II was formed, AIG’s $1 billion subordinated loan to Maiden Lane II represented the first loss position, such that if the value of the Maiden Lane II assets fell and Maiden Lane II was unable to pay its obligations, AIG suffered the initial losses. Since the original transaction was executed in December 2008, Maiden Lane II has paid the FRBNY interest incurred on the senior loans and reduced the principal balance of the senior loans. In addition, the value of the Maiden Lane II assets has increased. If the FRBNY accepts this offer, the loans that the FRBNY made to Maiden Lane II will be repaid in full, with interest, and the FRBNY will realize a profit of approximately $1.5 billion on its residual equity interest in Maiden Lane II. In addition, the total outstanding assistance to AIG from the U.S. Government will be reduced by approximately $13 billion to a total of approximately $26 billion.

          U.S. Taxpayers and the U.S. Government are best served by allowing AIG to purchase the Maiden Lane II assets now. This purchase transaction will accelerate the time period within which the U.S. Government will be able to terminate all of its assistance to AIG. AIG is offering to purchase all of the approximately 800 RMBS owned by Maiden Lane II in a single transaction and AIG will close this transaction promptly after the FRBNY accepts the offer. After closing, the FRBNY can remove Maiden Lane II from its balance sheet.

          If the FRBNY does not accept AIG’s offer (i) the U.S. Treasury Department, as owner of approximately 92 percent of AIG’s common stock, will not benefit from the enhanced investment income that AIG will receive as a result of owning the assets and (ii) the FRBNY will need to retain the Maiden Lane II transaction on its balance sheet indefinitely. This scenario could potentially slow down the efforts of the U.S. Treasury Department to sell its AIG common stock and potentially decrease the proceeds received for the stock.

          AIG has prepared extensively over the last year to make this offer and has conducted significant research in order to fully analyze the incremental benefits and risks of purchasing these securities. The organization has invested heavily in risk management with the hiring of professionals with backgrounds in mortgage risk management and development of required infrastructure and analytics. AIG anticipates that more than 98 percent of the Maiden Lane II securities will be classified as NAIC 1 securities by AIG’s insurance company regulators, a classification that is assigned to obligations where credit risk is at its lowest relative to book value. At the proposed purchase price, the Maiden Lane II securities have an attractive risk/return profile to AIG. In addition, AIG has extensively evaluated the risk in the portfolio and has determined it is within AIG’s overall risk tolerance for residential mortgage risk. AIG has discussed the potential for this transaction with its rating agencies and AIG does not expect the transaction to have a material effect on its ratings. It will, however, further improve AIG’s current rating agency fixed charge and interest coverage metrics. It will also better balance the relative liquidity position of the holding company and its insurance subsidiaries. AIG has set aside the cash necessary to pay the purchase price in full and has strong liquidity reserves after giving effect to the transaction.

          AIG looks forward to receiving your response to this offer. AIG reserves the right to change or withdraw this offer at any time.

PURCHASE AGREEMENT
Binding Term Sheet

March 10, 2011

     Pursuant to that certain Asset Purchase Agreement, dated as of December 12, 2008 (as amended to date, the “Asset Purchase Agreement”), by and among the sellers party thereto (such entities, the “Original Sellers”), Maiden Lane II LLC (“ML II”), as buyer, the Federal Reserve Bank of New York (the “FRBNY”), as controlling party, American International Group, Inc. (“AIG Inc.”) and AIG Securities Lending Corp., as AIG agent, ML II purchased from the Original Sellers tranches of residential mortgage-backed securities. Pursuant to that certain Credit Agreement, dated as of December 12, 2008 (as amended to date, the “Credit Agreement”) among ML II, as Borrower, the FRBNY, as Controlling Party and as Senior Lender, and The Bank of New York Mellon, as Collateral Agent, the FRBNY made a loan to ML II to finance the purchase of the assets (the “Senior Loan”). Capitalized terms used but not defined herein, shall have the meanings ascribed thereto in the Credit Agreement and if not defined therein, the meaning ascribed thereto in the Asset Purchase Agreement.

     Set forth below is a summary of proposed terms under which AIG Inc. would propose to enter into a Purchase Agreement (the “AIG Inc. PA”) with ML II and FRBNY, as Senior Lender and Controlling Party, pursuant to which one or more Buyers (as defined below) would purchase from ML II all of the assets (other than cash) owned by ML II as of the Cut-Off Date set forth below (each such asset, individually, an “Asset”, and collectively, the “Assets”).

I.		PARTIES
		Seller:		ML II
		Buyer(s):		AIG Inc. and certain direct or indirect subsidiaries, including insurance company subsidiaries (such subsidiaries, the “Insurance Companies”)
		Senior Lender:		FRBNY
		Controlling Party:		FRBNY
II.		PURCHASE AGREEMENT
		Signing Date:		A date agreed to by the parties to the AIG Inc. PA.
		Closing Date:		No later than April 6, 2011, or such other date agreed to by the parties to the AIG Inc. PA.

		Purchase Agreement:		On the Signing Date, Seller, AIG Inc., the Senior Lender and the Controlling Party will enter into the AIG Inc. PA. Under the AIG Inc. PA, AIG Inc. shall purchase, or arrange for one or more other Buyers to purchase on the Closing Date all of the Assets, in accordance with the procedures set forth herein and in the AIG Inc. PA. In connection with the purchase of any Assets by a Buyer, it is intended that such Buyer will execute a purchase agreement with Seller, the Senior Lender and the Controlling Party having terms substantially similar to those of the AIG Inc. PA but limited to the Assets to be purchased by such Buyer (all such purchase agreements, together with the AIG Inc. PA, are collectively referred to as the “PA”).
		Assets:		The Assets listed on Exhibit A hereto.
		Asset Purchase Allocation:		The Assets to be purchased by each Buyer under the related PA will be set forth in a schedule to such PA (each such schedule, an “Asset Schedule”). Each Asset Schedule will identify the specific Assets to be purchased by the related Buyer and the Purchase Price allocated to each such Asset. On any date on or prior to 4 business days before the Closing Date, Buyers may modify the Asset Schedules to each PA to reallocate among Buyers the specific Assets being purchased by each Buyer on the Closing Date.
		Purchase Price:		The purchase price for the Assets will be (i) $15,700,000,000 (the “Initial Purchase Price”) minus (ii) the amount of collections on, under or in respect of, the Assets received by Seller during the period from and including the Cut-Off Date to and including the Closing Date (such amount, the “Purchase Price Adjustment”). The foregoing calculation of the Purchase Price Adjustment shall be subject to reconciliation as between Buyer and Seller to be completed within 30 days after the Closing Date.
		Cut-Off Date:		March 1, 2011, or such other date agreed to by the parties to the AIG Inc. PA.
		Use of Proceeds:		Upon receipt of proceeds from the purchase of the Assets under the PA, ML II will apply such proceeds in accordance with the Transaction Documents; provided that the Senior Loan, the Contingent Interest and the Deferred Purchase Price shall be paid in full on or prior to the second business day following the Closing Date.

		Agreements of Seller, the Senior Lender and the Controlling Party:		Seller, the Controlling Party and the Senior Lender shall (i) fully cooperate in assisting Buyer in performing all due diligence, that Buyer shall reasonably request, and undertake all actions that, upon completion by Buyer of such due diligence, Buyer reasonably determines to be necessary or prudent to effectuate the purposes of the transaction outlined herein and (ii) provide all information, reports, audits documents and other materials relating to the Assets that any such party has, or is entitled to request or receive in any capacity.
III.		CERTAIN DOCUMENTARY MATTERS
		Representations and Warranties:		The PA shall contain standard representations and warranties deemed appropriate by each party thereto, including, without limitation: corporate existence; compliance with law; corporate power and authority; enforceability of the PA; no conflict with law or contractual obligations; no litigation; no default; no liquidation event; taxes; Federal Reserve regulations; ERISA; Investment Company Act; subsidiaries; use of proceeds; accuracy of disclosure. With respect to each Asset, Seller shall represent as of the Closing Date that it owns such Asset free and clear of all liens and has the unrestricted right to transfer such Asset.
		Amendments:		The terms and conditions of the PA may not be amended, supplemented or otherwise modified absent the express written consent of each party thereto.
		Further Assurances:		Under the PA (a) each of Seller, the Senior Lender, the Controlling Party and each Buyer will agree to execute and deliver all further documents, financing statements, agreements and instruments and to take all further actions that may be required under applicable law, or that any Buyer may reasonably request, in order to effectuate the transaction outlined herein; (b) if Seller receives a distribution or payment on any Asset purchased by a Buyer under the PA after the Closing Date, Seller shall promptly deliver such distribution or payment to, or at the direction of such Buyer; and (c) if requested by a Buyer, Seller will fully cooperate with such Buyer to amend, restructure, repackage and/or otherwise modify any of the Assets in preparation for purchase of such Assets by Buyer.
		Governing Law and Forum:		State of New York

		Counsel to Seller/Controlling Party/Senior Lender:		Davis Polk & Wardwell LLP
		Counsel to Buyers/AIG Inc.:		Weil, Gotshal & Manges LLP

The undersigned hereby accept and agree to the foregoing terms. AIG reserves the right to change or withdraw this term sheet at any time prior to its acceptance by the FRBNY and ML II.

     Date: March ___, 2011

Exhibit A

List of Assets

				Current
Bond		CUSIP		Balance
AHM 2007-1 GA1A		026932AA1			221,077,223
AHM 2007-1 GA1B		026932AB9			5,600,000
ARMT 2005-11 5A1		007036UQ7			13,435,937
ARMT 2005-3 8A32		007036JF4			7,240,439
ARMT 2005-4 7A32		007036KP0			5,638,107
ARMT 2005-8 7A31		007036QU3			9,937,800
ARMT 2005-8 7A32		007036QV1			13,250,000
ARMT 2007-1 5A22		007037BH6			10,488,722
BAFC 2005-A 5A1		05946XQY2			5,741,224
BAFC 2005-A 5A2		05946XQZ9			2,328,385
BAFC 2005-A 5M1		05946XRH8			4,612,000
BAFC 2005-B 3A1B		05946XRY1			31,052,135
BAFC 2006-D 1A1		058933AA0			76,390,535
BAFC 2006-D 1A2		058933AB8			99,554,000
BAFC 2006-G 2A3		05950MAD2			220,999,000
BAFC 2006-G 2A4		05950MAE0			144,814,000
BAFC 2007-A 2A4		05952DAQ1			32,150,468
BAFC 2007-D 1A4		05952GAD3			37,072,000
BALTA 2004-12 1A1		07386HNQ0			20,910,381
BALTA 2005-10 11A1		07386HYW5			37,002,494
BALTA 2005-4 1A1		07386HSP7			18,732,838
BALTA 2005-5 1A3		07386HUA7			51,167,185
BALTA 2005-7 11A1		07386HVG3			69,823,134
BALTA 2006-1 11A1		07386HA92			20,080,727
BALTA 2006-2 11A1		07386HH46			44,056,467
BALTA 2006-3 1A1		07386HK26			55,242,044
BALTA 2006-4 11A1		073871AA3			41,980,036
BALTA 2006-4 13A1		073871AE5			58,146,544
BALTA 2006-5 1A1		073873AA9			68,864,212
BALTA 2006-6 1A1		073868AA9			68,658,181
BALTA 2006-7 1A1		073875AA4			67,227,629
BALTA 2006-8 1A1		07387QAA8			6,427,683
BALTA 2007-1 1A1		07386XAA4			32,549,570
BALTA 2007-3 1A1		07387RAA6			134,663,869
BCAP 2007-AA1 1A2		05530PAB8			30,000,000
BCAP 2007-AA1 1A3		05530PAC6			102,579,000
BSABS 2006-IM1 A2		07387UFE6			19,272,513
BSABS 2006-IM1 A3		07387UFW6			35,742,888
BSABS 2006-IM1 A5		07387UFY2			42,989,458
CFLX 2007-M1 1A2		16165YAB8			32,247,150
CMLTI 2006-AR9 1A2		17310RAB5			18,996,291
CWALT 2004-J5 2A3		12667FNG6			7,926,803
CWALT 2005-41 2A2		12667GS20			3,818,615
CWALT 2005-44 2A2B		12667G3U5			6,374,663
CWALT 2005-AR1 2A3A		12668A4S1			81,275,000
CWALT 2006-OA1 2A2		126694A40			6,034,297

				Current
Bond		CUSIP		Balance
CWALT 2006-OA11 A1B		02147DAB7			172,292,536
CWALT 2006-OA12 A1B		23243AAB2			85,429,766
CWALT 2006-OA12 A1C		23243AAC0			9,972,224
CWALT 2006-OA16 A1C		23242GAC8			160,300,000
CWALT 2006-OA16 A1D		23242GAD6			38,000,000
CWALT 2006-OA16 A4B		23242GAR5			44,849,401
CWALT 2006-OA17 1A1C		12668PAC6			49,991,131
CWALT 2006-OA17 1A1D		12668PAD4			14,044,994
CWALT 2006-OA8 2A3		02147CAF0			33,750,000
CWALT 2006-OA9 2A1B		02146YAD8			3,539,141
CWALT 2006-OC1 2A3A		12668BJU8			148,305,000
CWALT 2006-OC11 2A2A		23244JAC0			22,338,463
CWALT 2006-OC2 2A2		12668BRF2			40,738,361
CWALT 2006-OC7 2A2A		23243VAC4			9,647,523
CWALT 2006-OC8 2A2B		232434AD2			169,494,234
CWALT 2007-OH1 A1B		02150KAX7			17,000,000
CWALT 2007-OH1 A1C		02150KAY5			11,203,000
CWALT 2007-OH1 A2B		02150KBB4			7,000,000
CWALT 2007-OH1 A2C		02150KBC2			4,949,000
CWHL 2005-1 2A1		12669GRQ6			7,257,667
CWHL 2005-7 2A1		12669GNP2			1,313,165
CWL 2005-IM1 A2		1266733W0			25,621,844
CWL 2005-IM2 A4		126670FC7			11,000,000
CWL 2005-IM3 A3		126670JD1			97,179,269
DBALT 2006-AF1 A4		251510NC3			125,388,000
DBALT 2006-AR3 A5		25151AAE1			120,463,549
DBALT 2006-AR6 A4		25150RAD7			89,143,665
DBALT 2007-1 1A2		25151YAB5			19,916,407
DBALT 2007-1 1A3A		25151YAC3			139,392,000
DBALT 2007-AR2 A4		25151UAD9			8,661,603
DBALT 2007-AR2 A5		25151UAE7			9,436,000
DBALT 2007-AR2 A6		25151UAF4			4,042,007
DBALT 2007-AR2 A7		25151UAG2			4,309,000
DBALT 2007-AR3 1A3		25150VAC0			26,614,483
DBALT 2007-AR3 1A4		25150VAD8			26,433,686
DBALT 2007-AR3 2A2B		25150VBA3			139,340,000
DBALT 2007-AR3 2A4		25150VAL0			96,270,000
DBALT 2007-BAR1 A2		25151TAB6			5,344,797
DBALT 2007-BAR1 A4		25151TAD2			73,020,000
DBALT 2007-RMP1 A2		25150MAC0			76,279,361
DBALT 2007-RMP1 A3		25150MAD8			40,896,000
FRBPT 2000-FRB2 B1		336161AT1			463,989
GPMF 2006-AR4 A2A		39539FAC8			36,443,920
GPMF 2006-AR4 A3A		39539FAE4			188,086,660
GPMF 2006-AR5 A2A1		39538AAC0			33,232,131
GPMF 2006-AR5 A3A1		39538AAG1			57,795,215
GPMF 2006-AR6 A2A1		39538BAB0			33,881,189

				Current
Bond		CUSIP		Balance
GPMF 2006-AR6 A2A2		39538BAC8			23,725,133
GPMF 2006-AR6 A3A		39538BAE4			56,954,129
GPMF 2006-AR7 1A21		39538CAC6			34,500,000
GPMF 2006-AR7 1A22		39538CAD4			46,758,000
GPMF 2006-AR7 1A31		39538CAE2			60,000,000
GPMF 2006-AR8 1A2A		39539HAC4			30,008,034
GPMF 2006-AR8 1A3A		39539HAD2			180,048,204
GSAH 2007-S1 A1		781100AB8			101,313,043
GSR 2007-OA1 2A2		3622NAAD2			74,739,000
HASC 2005-NC2 1A		40430HBP2			3,211,373
HASC 2006-NC1 2A		40430HER5			16,555,565
HMBT 2004-1 2A		43739EAB3			23,147,562
HMBT 2004-2 A1		43739EAJ6			37,193,024
HMBT 2005-1 A1		43739EAP2			90,875,761
HMBT 2005-1 A2		43739EAQ0			18,312,127
HMBT 2005-2 A1		43739EAZ0			6,103,286
HMBT 2005-3 A1		43739EBJ5			91,335,560
HMBT 2005-4 A1		43739EBS5			70,990,321
HMBT 2005-5 A1		43739ECB1			139,813,163
HMBT 2005-5 M1		43739ECD7			13,009,400
HMBT 2005-5 M2		43739ECE5			9,506,800
HMBT 2006-2 A1		43739HAA8			8,904,288
IMM 2003-11 1A1		45254NFY8			3,706,292
IMM 2004-10 2A		45254NLL9			774,346
IMM 2004-11 2A1		45254NMB0			22,801,887
IMM 2004-4 1A2		45254NHT7			13,839,895
IMM 2004-5 1A2		45254NJH1			22,543,488
IMM 2004-7 1A1		45254NKF3			18,643,389
IMM 2004-8 1A		45254NKQ9			9,343,372
IMM 2004-8 2A2		45254NKS5			3,831,770
IMM 2005-1 1A1		45254NML8			14,101,017
IMM 2005-1 2A2		45254NMP9			6,995,281
IMM 2005-2 1A1		45254NMY0			38,055,965
IMM 2005-3 A2		45254NNQ6			6,376,454
IMM 2005-4 1A1A		45254NPA9			33,552,183
IMM 2005-5 A1		45254NPU5			46,414,443
IMM 2005-6 1A1		45254NQG5			7,491,497
IMM 2005-8 1A		45254NRG4			79,453,272
IMM 2007-A A		452550AA4			105,111,194
IMSA 2004-3 1A4		45254TPX6			194,412
IMSA 2005-1 5A3		45254TRU0			11,878,422
IMSA 2006-2 1A11		45256VAA5			80,615,036
IMSA 2006-3 A6		45255RAX5			170,914,361
IMSA 2006-3 A7		45255RAZ0			26,212,984
IMSA 2006-4 A2C		45257BAD2			55,914,449
IMSA 2006-5 1A1B		45257EAB0			155,852,851
IMSA 2006-5 1A1C		45257EAC8			16,700,802

				Current
Bond		CUSIP		Balance
IMSA 2007-1 A2		452559AB3			200,000,000
IMSA 2007-1 A3		452559AC1			97,972,000
IMSA 2007-2 1A1A		452570AA2			3,854,490
IMSA 2007-2 1A1B		452570AB0			167,983,288
IMSA 2007-2 1A1C		452570AC8			82,093,208
IMSA 2007-3 A1B		45257VAB2			90,795,163
INDX 2005-AR31 5A1		45660LW96			49,491,039
INDX 2006-AR27 1A2		45661LAB4			158,100,460
INDX 2006-AR27 1A3		45661LAC2			11,367,893
INDX 2007-FLX1 A2		45668WAB3			15,000,000
INDX 2007-FLX1 A3		45668WAC1			46,890,000
INDX 2007-FLX2 A1B		45668RAB4			51,828,948
INDX 2007-FLX2 A1C		45668RAC2			17,228,805
INDYL 2007-L1 A1		45668QAA8			44,695,397
JPALT 2007-A1 1A3A		466287AC3			10,627,824
LXS 2007-10H 1A2		525237AB9			107,994,330
LXS 2007-10H 1A3		525237AC7			51,998,923
LXS 2007-8H A2		52524TAB0			168,057,784
LXS 2007-8H A3		52524TAC8			83,347,463
MANA 2007-A1 A2B		59023MAC4			18,309,387
MANA 2007-OAR4 A1		59025EAV8			79,689,705
MHL 2005-1 1A1		61913PAP7			37,900,446
MHL 2005-2 1A2		61915RAB2			7,206,094
MHL 2007-1 2A13		61915YAD3			44,472,682
MHL 2007-1 2A14		61915YAE1			17,324,237
MLCC 2003-F B1		5899292T4			871,808
MLCC 2004-G A2		59020UPA7			1,841,114
MLMI 2005-A6 2A2		59020UZH1			28,741,632
MSM 2006-9AR A4		61748JAD9			11,090,690
NAA 2005-AR4 5A1		65535VNA2			3,388,790
NAA 2005-AR4 5A2		65535VNB0			7,879,000
NAA 2005-AR5 3A2		65535VQH4			9,150,131
NAA 2005-AR5 3A3		65535VPY8			23,969,000
NAA 2005-AR6 4A1		65535VRK6			36,252,041
NAA 2006-AR1 5A1		65535VSF6			37,600,325
NAA 2007-1 2A2		65538NAB9			34,036,653
NAA 2007-1 2A3		65538NAC7			32,951,523
OPMAC 2005-2 AI3		68383NAT0			8,454,309
OPMAC 2005-3 A1B		68383NBL6			3,353,999
OPMAC 2005-4 1A1B		68383NCC5			33,415,835
OPMAC 2005-4 1A1C		68383NCD3			47,190,000
OPMAC 2005-5 1A1C		68383NCX9			20,692,294
OPMAC 2005-5 1A1D		68383NCY7			41,107,000
OPMAC 2006-1 1A1B		68383NDV2			91,170,945
OPMAC 2006-1 1AC1		68383NDW0			77,617,000
OPMAC 2006-2 A1B		68384CAB2			103,626,005
OPMAC 2006-2 A1C		68384CAC0			41,694,230

				Current
Bond		CUSIP		Balance
PHHAM 2007-1 1A1		69337BAA2			111,403,535
PHHAM 2007-1 1A2		69337BAB0			58,737,000
PHHAM 2007-2 1A1		69337HAA9			1,504,346
PHHAM 2007-3 A1		69337MAA8			4,608,664
PHHAM 2007-3 A2		69337MAB6			79,013,000
RALI 2006-QO5 2A1		75114HAD9			42,115,274
RALI 2006-QO5 2A2		75114HAE7			14,439,522
RALI 2006-QO8 1A3A		75115FAD2			186,877,369
SAMI 2006-AR7 A11		86361HAP9			9,943,000
SARM 2004-8 B1		86359BWS6			42,591,485
SARM 2005-8XS A3		863579NY0			18,676,468
SASC 2005-OPT1 A2		86359DVC8			55,644,145
SASC 2005-OPT1 M1		86359DVF1			12,956,857
TBW 2007-2 A2A		872227AC7			73,874,860
TMST 2003-4 A1		885220DW0			3,111,795
TMST 2007-3 2A1		88522XAC5			38,060,778
WMALT 2007-HY1 A2A		93936AAB7			39,077,555
WMALT 2007-HY1 A3A		93936AAD3			36,150,523
WMALT 2007-OC2 A1		93936LAA5			8,829,507
WMALT 2007-OC2 A2		93936LAB3			40,557,721
CWHEL 2003-D A		126671ZJ8			179,781
CWHEL 2004-J 2A		126673HC9			3,796,062
CWHEL 2005-E 2A		126685AH9			44,871,632
CWHEL 2005-L A		126685BA3			1,364,628
CWHEL 2005-M A4		126685BW5			95,000,000
CWHEL 2006-C 2A		126685DJ2			35,937,882
CWHEL 2006-G 2A		23243JAB3			41,251,524
CWHEL 2007-A A		126682AA1			40,097,756
CWHEL 2007-C A		12670CAA5			60,569,237
GMACM 2003-HE1 A3		361856CK1			47,765,871
GMACM 2004-HE1 A3		361856CV7			41,030,471
GMACM 2004-HE3 A3		361856DL8			72,563,538
GMACM 2004-HE4 A3		361856DP9			53,367,289
GMACM 2005-HE1 A3		361856EC7			5,663,267
GMACM 2005-HE3 A3		361856EJ2			112,000,686
GMACM 2006-HE4 A2		38012UAB5			1,018,816
GMACM 2006-HE4 A3		38012UAC3			39,855,509
GPHE 2004-1 A		395385AQ0			657,185
GPMF 2006-HE1 AC		781100AA0			44,297,006
GSR 2007-HEL1 A		36245HAA9			35,106,557
INABS 2006-H2 A		45661DAA4			39,662,826
MSHLC 2003-1 A		55353WAA4			4,292,733
TMTS 2004-23HE A		881561PM0			11,380,035
ABFC 2006-OPT2 M1		00075XAG2			13,466,000
ABFC 2006-OPT2 M2		00075XAH0			12,000,000
ABSHE 2006-HE1 A3		04541GVJ8			15,462,188
ABSHE 2006-HE2 A3		04541GWE8			2,991,381

				Current
Bond		CUSIP		Balance
ABSHE 2006-HE3 M1		04541GXD9			70,472,000
ABSHE 2006-HE7 A5		04544QAE7			22,500,000
ABSHE 2007-HE2 A3		04544TAC5			20,998,000
ABSHE 2007-HE2 A4		04544TAD3			30,073,000
ACCR 2005-2 A2C		004375DC2			56,405,474
ACCR 2005-3 A2D		004375DT5			31,000,000
ACCR 2006-1 A3		004375EW7			74,828,383
ACCR 2006-1 A4		004375FG1			42,000,000
ACCR 2006-2 A3		00437NAC6			91,467,000
ACCR 2006-2 A4		00437NAD4			50,000,000
ACCR 2007-1 A4		00438QAD6			22,500,000
ACE 2005-SD1 A1		004421KJ1			450,935
ACE 2006-ASP1 A2D		004421VW0			12,500,000
ACE 2006-ASP2 A2C		004421XE8			15,839,557
ACE 2006-HE1 A2C		004421WP4			61,045,713
ACE 2006-HE3 M1		00441TAF0			24,845,000
ACE 2006-HE3 M2		00441TAG8			5,162,228
ACE 2006-NC1 A2C		004421US0			33,274,311
ACE 2006-NC1 A2D		004421UT8			67,164,000
ACE 2006-NC3 A2D		00442EAH8			44,745,000
ACE 2006-NC3 M1		00442EAJ4			16,046,000
ACE 2006-OP1 A2D		00442PAF7			42,758,000
ACE 2006-OP1 M1		00442PAG5			7,000,000
ACE 2007-ASP2 A2B		00442UAC3			14,000,000
ACE 2007-ASP2 A2C		00442UAD1			11,000,000
AMIT 2005-3 A2		00252FCD1			35,658,000
AMIT 2005-4 2A3S		00252FCS8			8,634,626
AMSI 2005-R1 A1B		03072SXR1			3,245,954
AMSI 2005-R3 A3D		03072SZW8			25,285,114
AMSI 2005-R9 A2C		03072SP41			9,430,000
ARSI 2004-W3 A3		040104FW6			4,986,796
ARSI 2005-W2 A2C		040104NC1			20,782,000
ARSI 2005-W3 A2C		040104PA3			17,961,492
ARSI 2006-W1 A2D		040104RG8			43,000,000
BASIC 2006-1 A2		06983NAB3			8,121,668
BASIC 2006-1 A3		06983NAC1			11,386,000
BAYV 2006-A 2A3		07325NCW0			29,405,670
BAYV 2006-B 2A3		07325NDS8			16,395,117
BAYV 2007-B 2A1		07324FAG5			867,192
BNCMT 2007-1 A4		05569GAD8			36,857,000
BNCMT 2007-2 A3		05569QAC8			89,897,000
BNCMT 2007-3 A4		05568QAD7			30,000,000
BSABS 2005-HE11 A2		0738793L0			9,136,341
BSABS 2005-HE11 A3		0738793M8			13,553,000
BSABS 2005-SD1 1A3		073877AC6			34,376,070
BSABS 2005-SD2 2A1		073877BQ4			12,005,487
BSABS 2005-SD3 2A1		073877CY6			14,866,594

				Current
Bond		CUSIP		Balance
BSABS 2005-SD4 2A1		073877EF5			12,427,092
BSABS 2005-TC1 M1		073879VF2			1,800,000
BSABS 2005-TC2 A2		073879D88			13,346,554
BSABS 2006-HE1 1A3		0738796N3			14,565,000
BSABS 2006-HE1 2A3		07387UBQ3			3,810,000
BSABS 2006-HE2 1A2		07387UEJ6			18,718,577
BSABS 2006-HE2 1A3		07387UEK3			14,310,000
BSABS 2006-HE3 A2		07387UHQ7			33,621,804
BSABS 2006-HE5 1A2		07388CAB6			9,847,683
BSABS 2006-SD2 A1		07388EAA4			4,017,610
BSABS 2006-SD2 A2		07388EAJ5			2,866,012
BSABS 2007-HE1 21A2		07389UAP4			50,325,000
BSABS 2007-HE3 1A2		073852AB1			53,601,000
BSABS 2007-HE3 1A3		073852AC9			32,461,000
BSABS 2007-HE4 1A2		07386RAB5			62,309,000
BSABS 2007-HE4 1A3		07386RAC3			63,813,000
BSABS 2007-HE5 1A2		073859AB6			27,092,000
BSABS 2007-HE5 1A3		073859AC4			32,856,000
BSSLT 2007-1 1A		07401WAA7			11,930,411
BSSLT 2007-1 2A		07401WAP4			17,780,407
BSSLT 2007-1 3A		07401WBA6			30,286,498
CARR 2005-FRE1 A3		144531EB2			18,478,688
CARR 2005-NC3 A2		144531CX6			2,801,941
CARR 2005-NC4 A3		78514RAC9			18,743,100
CARR 2006-NC1 A3		144531EW6			97,232,070
CARR 2006-NC1 A4		144531EX4			40,745,000
CARR 2006-NC4 A3		14453MAC8			108,721,000
CARR 2006-OPT1 A3		144531FL9			24,107,562
CARR 2007-HE1 A1		14454EAA9			10,844,996
CARR 2007-HE1 A3		14454EAC5			42,820,000
CARR 2007-HE1 A4		14454EAD3			19,963,000
CBASS 2005-CB4 M1		12489WMD3			7,000,000
CBASS 2005-CB5 M1		12489WMZ4			6,000,000
CBASS 2006-CB3 M1		12489WQY3			14,000,000
CBASS 2006-CB3 M2		12489WQZ0			6,672,406
CBASS 2006-CB6 A22		14986PAC7			1,972,247
CBASS 2006-CB9 M1		12465MAE4			19,281,748
CBASS 2007-CB6 A3		1248RHAC1			24,179,000
CFAB 2004-1 2A2		161546HZ2			596,143
CFLAT 2004-AQ1 A2		161542DN2			10,087,837
CMLTI 2003-HE3 A		17307GCU0			15,425,872
CMLTI 2003-HE4 A		17307GCZ9			8,440,928
CMLTI 2004-HE1 A		17307GGP7			12,375,301
CMLTI 2005-HE4 A2C		17307GP44			8,943,377
CMLTI 2006-NCB1 2A3		172978AD0			27,500,000
CMLTI 2006-WFH4 A4		17309SAD2			31,400,000
CMLTI 2007-AHL2 A3B		17312TAJ2			48,000,000

				Current
Bond		CUSIP		Balance
CMLTI 2007-AHL3 A3B		17312GAB7			32,151,000
CMLTI 2007-AMC1 A2B		17311BAB9			114,517,000
CMLTI 2007-AMC1 A2C		17311BAC7			11,405,000
CMLTI 2007-AMC2 A3B		17311XAB1			170,788,000
CMLTI 2007-AMC4 A2C		17313BAD3			36,285,000
CMLTI 2007-WFH3 A2		17313CAB5			120,244,173
CSMC 2006-CF1 A1		225470TY9			9,322,364
CWL 2003-BC3 A2		126671B47			247,957
CWL 2005-16 4AV3		126670PF9			30,704,459
CWL 2005-16 4AV4		126670PG7			71,308,000
CWL 2005-17 4A2A		126670RB6			66,734,046
CWL 2005-3 MV1		126673B43			18,087,586
CWL 2005-9 2A4		1266736Q0			11,873,243
CWL 2005-AB4 2A3		126670KM9			54,743,012
CWL 2005-AB5 2A2		126670QB7			15,042,144
CWL 2005-AB5 2A3		126670QC5			61,792,000
CWL 2006-1 AV3		126670TV0			12,542,000
CWL 2006-10 3AV3		12666PAU8			63,260,806
CWL 2006-11 3AV2		12666TAJ5			108,010,980
CWL 2006-11 MV1		12666TAL0			33,100,000
CWL 2006-16 2A2		23242FAC0			96,949,715
CWL 2006-21 M1		12667LAF9			26,100,000
CWL 2006-23 M1		12666CAF0			20,000,000
CWL 2006-25 2A3		12667TAD7			200,000,000
CWL 2006-25 M1		12667TAF2			40,000,000
CWL 2006-26 2A3		12668HAD2			164,548,000
CWL 2006-4 2A2		126670WT1			7,056,394
CWL 2006-5 2A2		126670YG7			15,425,433
CWL 2006-6 2A2		126670ZL5			45,474,461
CWL 2006-6 2A3		126670ZM3			25,000,000
CWL 2006-6 M1		126670ZN1			10,000,000
CWL 2006-8 2A3		045427AC5			175,000,000
CWL 2006-8 M1		045427AE1			38,000,000
CWL 2006-9 3AV3		12666RAU4			43,053,470
CWL 2006-9 MV1		12666RAW0			15,622,000
CWL 2006-ABC1 A2		23242NAB5			55,959,403
CWL 2006-BC1 2A2		126670XP8			10,200,018
CWL 2006-S10 A2		12668YAB9			114,273,294
CWL 2006-S10 A3		12668YAC7			75,506,874
CWL 2007-1 M1		23245CAF7			51,000,000
CWL 2007-10 2A3		23246BAJ0			103,206,000
CWL 2007-11 2A3		23247LAC2			106,697,000
CWL 2007-5 2A2		12668KAC7			35,000,000
CWL 2007-5 2A3		12668KAD5			143,352,000
CWL 2007-6 2A2		12669LAC4			49,897,000
CWL 2007-6 2A3		12669LAD2			92,794,000
CWL 2007-7 2A3		12669VAD0			62,461,000

				Current
Bond		CUSIP		Balance
CWL 2007-8 2A3		12669WAE6			50,000,000
CWL 2007-8 2A4		12669WAF3			24,027,000
CWL 2007-BC1 M1		12668TAF1			9,375,000
CWL 2007-BC2 2A2		12669QAC3			11,358,000
CWL 2007-BC2 2A3		12669QAD1			47,554,000
CWL 2007-BC3 2A3		23246LAD1			25,000,000
CWL 2007-S2 A4V		12670BAL3			26,026,984
CWL 2007-S3 A2		12670HAB2			132,835,383
CXHE 2004-B M2		152314JW1			1,670,105
CXHE 2006-A AV3		15231AAC0			44,501,223
FBRSI 2005-1 A2		30246QAB9			21,349,858
FFMER 2007-3 A2C		59024VAG4			54,210,000
FFMER 2007-4 2A3		59025CAD2			61,548,000
FFML 2004-FF10 A3		32027NMH1			8,530,498
FFML 2004-FF5 A3C		32027NKU4			14,231,815
FFML 2004-FFH3 1A2		32027NMD0			10,456,055
FFML 2005-FF1 A1B		32027NQF1			3,082,119
FFML 2005-FF7 A4		32027NUJ8			2,841,777
FFML 2005-FF9 A3		32027NVU2			20,463,474
FFML 2006-FF1 2A3		32027NYP0			82,416,249
FFML 2006-FF1 2A4		32027NYQ8			16,041,000
FFML 2006-FF10 A4		32028HAD5			28,031,000
FFML 2006-FF11 M1		32028PAG0			24,000,000
FFML 2006-FF14 M1		32027LAG0			9,239,964
FFML 2006-FF16 2A4		320275AE0			28,000,000
FFML 2006-FF18 M1		32029AAF4			25,122,503
FFML 2006-FF2 A4		32027NA27			39,706,219
FFML 2006-FF2 A5		32027NA35			15,397,000
FFML 2006-FF2 M1		32027NA43			19,527,220
FFML 2006-FF3 A2B		362334AU8			39,837,015
FFML 2006-FF5 2A4		32027EAF8			25,000,000
FFML 2006-FF6 A3		31561EAC9			61,180,592
FFML 2006-FF7 2A3		320277AE6			60,505,533
FFML 2006-FF8 IIA3		320278AC8			15,000,000
FFML 2006-FF9 2A3		320276AE8			121,946,000
FFML 2006-FFH1 A4		32027NZL8			7,500,000
FFML 2007-FF1 M1		32028TAF4			8,774,160
FFML 2007-FF2 A2C		32029GAD6			201,362,629
FFML 2007-FF2 A2D		32029GAE4			64,976,385
FFML 2007-FFC A2A		32029HAB8			34,830,741
FMIC 2005-3 2A2		31659TEG6			44,248,076
FMIC 2006-1 A2		31659TEY7			71,797,674
FMIC 2006-3 2A4		316599AE9			15,000,000
FNLC 2005-1 A		32113JAA3			40,220,693
GEWMC 2005-1 A2C		367910AD8			6,203,646
GPMF 2005-HY1 1A1B		39538WBM9			14,259,250
GSAA 2005-11 3A1		362341QF9			42,035,087

				Current
Bond		CUSIP		Balance
GSAA 2005-14 2A3		362341ZV4			83,800,000
GSAA 2005-15 2A3		362341D89			114,715,000
GSAA 2005-8 A3		362341CT4			33,732,000
GSAA 2006-1 A3		362341Z44			91,078,566
GSAA 2006-12 A2A		362381AS4			31,836,966
GSAA 2006-2 2A2		3623415R6			10,315,052
GSAA 2006-2 2A4		362334AA2			18,946,000
GSAA 2006-3 A3		362334BS2			74,637,540
GSAMP 2005-WMC3 A2B		362341L49			7,514,721
GSAMP 2006-HE1 A2D		3623414S5			13,102,000
GSAMP 2006-HE2 A2		362334LG7			21,923,444
GSAMP 2006-HE3 A2C		36244KAD7			51,980,000
GSAMP 2006-HE8 A2C		3622M8AD8			85,335,000
GSAMP 2006-HE8 M1		3622M8AF3			45,700,000
GSAMP 2006-SD2 A2		362405AB8			16,227,000
GSAMP 2007-NC1 A2C		3622MGAD0			136,365,000
GSAMP 2007-NC1 A2D		3622MGAE8			79,824,000
GSAMP 2007-NC1 M1		3622MGAF5			58,966,393
HASC 2005-OPT1 M1		40430HCA4			33,491,000
HASC 2006-OPT1 2A4		40430HDD7			8,000,000
HASC 2006-OPT3 3A3		40430HFL7			18,069,152
HASC 2006-OPT3 M2		40430HFP8			7,000,000
HASC 2006-OPT4 M1		40430KAH4			29,000,000
HASC 2006-WMC1 A3		40430MAD9			84,942,851
HASC 2007-OPT1 2A3		40431JAD5			28,466,000
HASC 2007-OPT1 M1		40431JAF0			17,396,000
HASC 2007-OPT1 M2		40431JAG8			6,000,000
HASC 2007-WF1 2A3		40431RAD7			58,647,000
HEAT 2006-4 M1		437084VR4			41,000,000
HELT 2007-FRE1 2AV2		43710XAC2			22,355,000
HELT 2007-FRE1 2AV3		43710XAD0			33,800,000
HEMT 2005-HF1 A1		2254W0LE3			17,971,938
HEMT 2007-2 2A2		43710DAC6			15,280,645
HEMT 2007-2 2A3		43710DAD4			6,791,398
HEMT 2007-2 2A4		43710DAE2			3,056,129
HFCHC 2005-1 A		40430GAA8			46,889,414
HFCHC 2005-2 A1		40430GAC4			32,117,594
HFCHC 2005-2 M2		40430GAF7			586,355
HFCHC 2005-3 A1		40430GAG5			20,992,418
HFCHC 2006-1 A1		40430WAA3			35,752,511
HFCHC 2006-1 A2		40430WAB1			22,881,607
HFCHC 2006-1 M1		40430WAC9			15,062,533
HFCHC 2006-1 M2		40430WAD7			10,725,753
HFCHC 2006-2 A2		40430YAB7			30,962,571
HFCHC 2006-2 M1		40430YAC5			21,491,666
HFCHC 2006-2 M2		40430YAD3			14,570,621
HFCHC 2006-3 A4		40430XAG8			68,000,000

				Current
Bond		CUSIP		Balance
HFCHC 2006-3 M1		40430XAH6			18,000,000
HFCHC 2006-3 M2		40430XAJ2			10,000,000
HFCHC 2006-4 M1		40430VAH0			49,680,000
HFCHC 2006-4 M2		40430VAJ6			21,500,000
HFCHC 2007-1 A2V		40431FAF8			14,350,000
HFCHC 2007-1 A3V		40431FAH4			17,100,000
HFCHC 2007-1 A4		40431FAJ0			24,300,000
HFCHC 2007-1 AM		40431FAB7			11,998,548
HFCHC 2007-1 AS		40431FAA9			19,197,676
HFCHC 2007-1 M1		40431FAK7			20,200,000
HFCHC 2007-1 M2		40431FAL5			20,000,000
HFCHC 2007-2 A2V		40431MAF3			9,226,434
HFCHC 2007-2 A3V		40431MAH9			10,000,000
HFCHC 2007-2 A4		40431MAJ5			30,000,000
HFCHC 2007-2 AM		40431MAB2			24,470,136
HFCHC 2007-2 AS		40431MAA4			24,470,135
HFCHC 2007-2 M1		40431MAK2			8,000,000
HFCHC 2007-2 M2		40431MAL0			5,000,000
HLMLT 2005-1 A3		43718RAD5			23,144,886
INABS 2006-E 2A4		43709XAF8			30,000,000
INABS 2007-B 2A2		43710EAD2			63,693,501
INABS 2007-B 2A3		43710EAE0			32,651,000
INDS 2006-2B A		43709KAA7			37,372,818
INDS 2007-1 A		43708DAA4			23,516,006
IXIS 2006-HE1 A4		45071KDE1			24,000,000
IXIS 2006-HE3 A3		46602UAC2			150,000,000
IXIS 2007-HE1 A3		45073DAC2			42,857,137
IXIS 2007-HE1 A4		45073DAD0			43,809,519
JPMAC 2006-ACC1 M2		46628RAG0			17,500,000
JPMAC 2006-CH1 A5		46629TAE0			20,000,000
JPMAC 2006-CH2 AV5		46629QAW6			66,197,000
JPMAC 2006-HE2 A4		46625SAD8			15,844,000
JPMAC 2006-WMC1 A4		46626LHT0			105,900,485
JPMAC 2006-WMC2 A4		46628TAD3			70,305,000
JPMAC 2006-WMC4 A5		46630BAF3			76,756,082
JPMAC 2007-CH4 A4		46630CAD6			20,000,000
JPMAC 2007-CH5 A4		46631KAD7			40,000,000
JPMAC 2007-HE1 AV3		46630KAT3			38,300,000
LBMLT 2006-11 2A3		542512AD0			101,118,112
LBMLT 2006-5 2A3		54251PAD9			74,602,185
LXS 2005-10 1A3		525221FP7			4,969,004
LXS 2005-10 1A4		525221FQ5			26,985,731
LXS 2005-3 1A3		525221AC1			51,188,415
LXS 2005-4 1A3		525221CA3			53,736,519
LXS 2005-4 1A4		525221CB1			5,964,512
LXS 2005-6 1A3		525221CV7			7,800,648
LXS 2005-6 1A4		525221CW5			27,342,000

				Current
Bond		CUSIP		Balance
LXS 2005-8 1A3		525221DT1			47,274,000
LXS 2006-11 1A2		52522WAB5			153,824,559
LXS 2006-11 1A3		52522WAC3			63,732,873
LXS 2006-13 1A2		52523LAB8			114,149,225
LXS 2006-13 1A3		52523LAC6			41,552,000
LXS 2006-15 A2		52523MAB6			40,051,000
LXS 2006-15 A3		52523MAC4			40,000,000
LXS 2006-19 A2		52523YAB0			92,392,017
LXS 2006-20 A2		52523QAB7			104,927,482
LXS 2006-20 A3		52523QAC5			71,248,656
LXS 2006-3 A3		525221JJ7			22,658,000
LXS 2006-7 2A2		52522EAD1			54,050,764
LXS 2006-7 2A3A		52522EAE9			28,442,349
LXS 2006-8 2A3		52522HAE2			32,521,780
LXS 2006-8 2A4A		52522HAF9			16,479,000
LXS 2006-9 A1B		52523DAB6			175,824,013
LXS 2006-9 A1C		52523DAC4			71,637,000
LXS 2006-GP1 A2A		52522RAB6			26,821,166
LXS 2006-GP3 3A2A		525228AH5			31,980,419
LXS 2006-GP3 3A3A		525228AK8			74,230,947
LXS 2006-GP4 3A2A		525161AH8			79,443,659
LXS 2006-GP4 3A3A		525161AK1			122,563,524
LXS 2007-1 1A4		525241AD7			33,580,351
LXS 2007-11 A1		525249AA6			3,771,589
LXS 2007-11 A2		525249AB4			89,924,842
LXS 2007-11 A3		525249AC2			46,219,988
LXS 2007-3 2A2		525245AG1			79,771,000
LXS 2007-3 2A3		525245AH9			40,805,000
LXS 2007-9 1A2		52524MAC3			81,023,780
LXS 2007-9 1A3		52524MAD1			40,185,490
MABS 2005-NC2 A3		57643LMN3			97,808,593
MABS 2006-AM1 A3		57643LQB5			22,409,000
MABS 2006-AM2 A3		57645FAC1			29,720,000
MABS 2006-AM2 M1		57645FAD9			18,615,000
MABS 2006-AM2 M2		57645FAE7			4,183,000
MABS 2006-AM2 M3		57645FAF4			3,501,000
MABS 2006-AM3 A3		57645EAC4			30,000,000
MABS 2006-HE1 A3		57643LQT6			12,954,985
MABS 2006-HE2 A3		57644UAE5			16,760,000
MABS 2006-HE2 M1		57644UAG0			2,657,084
MABS 2006-NC2 M1		55275BAF4			7,577,644
MABS 2006-NC3 A5		55275RAE2			52,105,000
MABS 2006-WMC1 A3		57643LRK4			32,264,252
MLMI 2005-HE2 A2B		59020US22			7,289,363
MLMI 2006-HE1 A2C		59020U3C7			24,255,652
MLMI 2006-HE1 A2D		59020U3D5			19,554,000
MLMI 2006-HE3 A3		590212AC0			93,192,000

				Current
Bond		CUSIP		Balance
MLMI 2006-HE5 A2C		59022QAD4			117,353,000
MLMI 2006-HE5 M1		59022QAF9			50,235,000
MLMI 2006-HE5 M2		59022QAG7			24,753,944
MLMI 2006-OPT1 M1		59022VAF8			49,884,000
MLMI 2006-OPT1 M2		59022VAG6			35,826,000
MLMI 2007-MLN1 A2C		59024UAD3			114,600,000
MSAC 2004-HE1 A4		61746REV9			939,550
MSAC 2005-HE1 A1MZ		61744CKG0			343,224
MSAC 2006-HE2 A2C		617451EU9			81,837,161
MSAC 2006-HE3 A2C		61749HAD2			23,549,407
MSAC 2006-WMC1 A2B		61744CXL5			10,006,483
MSAC 2006-WMC1 A2C		61744CXM3			25,000,000
MSAC 2007-HE5 A2B		61753KAC0			29,500,000
MSAC 2007-HE5 A2C		61753KAD8			77,000,000
MSAC 2007-HE6 A3		61755CAC6			68,000,000
MSAC 2007-NC1 A2D		617505AE2			17,385,000
MSAC 2007-NC2 A2C		61753NAE0			57,000,000
MSAC 2007-NC2 A2D		61753NAF7			30,000,000
MSAC 2007-NC3 A2B		61755AAC0			52,980,000
MSAC 2007-NC3 A2C		61755AAD8			71,000,000
MSAC 2007-NC3 A2D		61755AAE6			26,000,000
MSAC 2007-NC4 A2C		61755EAD0			42,140,187
MSHEL 2006-1 A2C		61744CWX0			55,000,000
MSHEL 2006-2 A4		61744CYP5			32,000,000
MSIX 2006-1 A3		61749QAD2			39,317,578
MSM 2006-16AX 2A2		617487AC7			53,309,639
MSM 2007-2AX 2A2		61751TAC3			28,549,717
MSM 2007-2AX 2A3		61751TAD1			9,788,474
MSM 2007-5AX 2A2		61751GAC1			5,718,828
MSM 2007-5AX 2A3		61751GAD9			8,251,452
NAA 2006-S1 A2		65535VTP3			8,125,227
NCHET 2005-2 A1ZC		64352VKN0			12,677,261
NCHET 2005-4 A2B		64352VMS7			7,713,149
NCHET 2005-B A2C		64352VNH0			121,638,422
NCMT 2006-1 A3		65106AAL7			93,109,146
NCMT 2006-1 A4		65106AAM5			106,279,000
NCMT 2007-1 2A2		65106FAC6			27,683,000
NCMT 2007-1 2A3		65106FAD4			34,007,000
NHEL 2006-1 M1		669884AF5			40,000,000
NHEL 2006-3 M1		66988WAF3			41,550,000
NHEL 2006-4 A2C		66988XAC8			72,382,000
NHEL 2006-6 A2C		66988RAD9			30,000,000
NHEL 2006-6 A2D		66988RAE7			45,475,000
NHELI 2006-HE2 A3		65536MAC1			24,547,819
NSTR 2006-B AV4		63860FAD5			59,274,000
NSTR 2007-A AV3		63860HAC3			35,000,000
NSTR 2007-A AV4		63860HAD1			39,000,000

				Current
Bond		CUSIP		Balance
NSTR 2007-B 2AV2		63860LAC4			58,395,000
NSTR 2007-B 2AV3		63860LAD2			28,708,000
NSTR 2007-C 2AV3		63860KAD4			10,000,000
NSTR 2007-C 2AV4		63860KAE2			42,306,000
OOMLT 2005-1 A1B		68389FGF5			970,469
OOMLT 2005-2 M1		68389FHB3			8,200,000
OOMLT 2005-4 A3		68389FJF2			12,232,796
OOMLT 2005-5 A3		68389FJW5			5,217,239
OOMLT 2006-3 2A4		68389BAP8			30,000,000
OOMLT 2006-3 M2		68389BAE3			11,084,443
OOMLT 2007-6 2A3		68403KAC9			10,000,000
OOMLT 2007-6 2A4		68403KAD7			14,451,000
OOMLT 2007-CP1 2A3		68402YAD8			10,190,000
OOWLT 2002-1 A1		68400XAK6			189,356
OWNIT 2005-4 A2A2		69121PAV5			5,173,591
OWNIT 2005-4 A3		69121PAX1			12,000,000
OWNIT 2005-5 A2B		69121PBT9			10,693,351
OWNIT 2006-4 A2C		69121QAD3			48,798,000
POPLR 2006-A A4		73316PJV3			46,877,784
POPLR 2006-C A3		73316MAC1			16,363,775
POPLR 2006-E A3		73316TAC6			11,867,000
POPLR 2007-A A2		73316NAB1			76,090,000
PPSI 2004-WHQ2 A2B		70069FEY9			3,243,510
QUEST 2006-X1 A2		748351AR4			20,087,811
QUEST 2006-X1 A3		748351AS2			6,365,000
RAAC 2006-SP2 A2		74919PAB5			9,975,021
RAAC 2006-SP2 A3		74919PAC3			20,337,000
RAAC 2006-SP3 A2		74919QAB3			20,760,885
RAAC 2006-SP3 A3		74919QAC1			36,505,000
RAAC 2006-SP4 A2		74919VAB2			18,983,071
RAAC 2006-SP4 A3		74919VAC0			22,545,000
RAMC 2006-1 AV2		759950GR3			2,443,856
RAMC 2006-1 AV3		759950GS1			19,210,000
RAMC 2006-2 AV2		759676AB5			5,049,299
RAMP 2004-RS7 A2B2		7609857J4			18,629,933
RAMP 2005-EFC5 A2		76112BH29			2,440,229
RAMP 2005-EFC7 AI4		76112BR77			63,873,569
RAMP 2005-RS3 AIA3		76112BLD0			1,565,959
RAMP 2005-RS5 AI3		76112BPU8			18,516,952
RAMP 2005-RS8 A2		76112BZF0			31,096,737
RAMP 2005-RS9 AI4		76112BL81			94,934,329
RAMP 2006-NC1 A3		76112BX21			16,044,500
RAMP 2006-NC2 A2		75156TAB6			7,450,020
RAMP 2006-RS1 AI2		76112BT83			30,343,893
RAMP 2006-RS2 A2		76112B2C3			25,340,081
RAMP 2006-RS2 A3A		76112B2D1			80,007,000
RAMP 2006-RS4 A3		75156WAC7			53,663,992

				Current
Bond		CUSIP		Balance
RAMP 2006-RZ1 A2		76112BY87			19,133,295
RAMP 2006-RZ1 A3		76112BY95			49,479,000
RAMP 2007-RS2 A2		75157DAB0			55,000,000
RASC 2001-KS1 AII		76110WLD6			1,122,266
RASC 2003-KS5 AIIB		76110WSK3			2,557,066
RASC 2003-KS9 A2B		76110WUP9			2,760,481
RASC 2004-KS10 AII2		76110WG26			1,932,461
RASC 2004-KS11 AII2		76110WJ23			257,661
RASC 2004-KS8 MII1		76110WD52			700,842
RASC 2005-AHL3 A2		76110W6L5			10,696,858
RASC 2005-AHL3 A3		76110W6M3			20,805,000
RASC 2005-KS12 A2		753910AB4			2,990,680
RASC 2005-KS4 A4B		76110WU53			904,621
RASC 2006-EMX3 A2		76113ABZ3			65,030,259
RASC 2006-EMX5 A3		74924QAC4			50,509,032
RASC 2006-EMX6 A3		754065AC4			40,860,000
RASC 2006-EMX6 A4		754065AD2			39,011,000
RASC 2006-KS4 A3		75406EAC5			37,819,687
RASC 2006-KS5 A3		75406VAC7			63,853,341
RASC 2006-KS6 A3		75406WAC5			30,000,000
RASC 2006-KS7 A3		75406XAC3			25,000,000
RASC 2006-KS9 AI3		75406YAC1			45,000,000
RASC 2006-KS9 M1S		75406YAF4			35,000,000
RASC 2007-KS1 A3		74924SAC0			35,455,000
RASC 2007-KS3 AI3		74924YAC7			118,000,000
RSMLT 2006-1 A2C		76116RAE1			20,314,518
SABR 2006-NC1 A3		81375HAC3			45,000,000
SABR 2006-NC3 A2C		81377CAC2			15,949,000
SABR 2007-BR5 A2B		81379EAB8			169,142,000
SABR 2007-NC2 M1		81378GAE8			10,000,000
SACO 2005-10 1A		785778ND9			14,232,301
SACO 2006-2 1A		785778PF2			12,128,511
SACO 2006-2 2A		785778PG0			9,585,913
SAIL 2004-7 A7		86358EKH8			56,409,691
SAIL 2004-7 A8		86358EKJ4			17,500,000
SAIL 2004-8 A8		86358ELS3			10,256,786
SAIL 2005-10 A5		86358EYX8			20,956,182
SAIL 2005-11 A5		86358EZR0			31,906,194
SAIL 2005-2 A1		86358EQU3			2,195,961
SAIL 2005-5 A3		86358ESY3			2,437,088
SAIL 2005-8 A4		86358EXP6			141,891,090
SAIL 2005-8 M3		86358EXS0			6,325,842
SAIL 2005-9 A3		86358EYC4			186,684,849
SAIL 2005-9 A6		86358EYS9			13,547,809
SAIL 2006-1 A3		86358EA89			42,420,462
SAIL 2006-2 A3		86358EE69			53,464,262
SAIL 2006-2 M1		86358EE85			18,283,117

				Current
Bond		CUSIP		Balance
SAIL 2006-4 A4		86360WAD4			120,163,000
SAIL 2006-4 M1		86360WAF9			58,099,137
SAIL 2006-BNC1 A4		86358EC87			23,222,465
SAIL 2006-BNC2 M1		86358GAG6			2,649,821
SAIL 2006-BNC3 M1		86361KAF4			73,858,951
SASC 2005-GEL2 A		86359DAW7			3,705,223
SASC 2005-WF3 A2		86359DLJ4			6,192,848
SASC 2005-WF4 A4		863576DE1			37,101,342
SASC 2006-11 A3		86360DAE4			47,888,125
SASC 2006-BC4 A4		86359RAD8			50,880,000
SASC 2006-BC4 M1		86359RAF3			36,488,000
SASC 2006-GEL1 A2		863576EF7			36,156,908
SASC 2006-GEL2 A2		86360CAB2			57,434,197
SASC 2006-GEL3 A2		86360XAB6			40,894,000
SASC 2006-GEL4 A2		86361NAB7			50,707,000
SASC 2006-OPT1 M1		86359UAG4			10,995,000
SASC 2006-W1A A4		86361CAD7			11,801,000
SASC 2006-WF1 A4		863576FF6			3,632,639
SASC 2007-BC1 M1		86362PAG0			35,000,000
SASC 2007-GEL1 A2		86362QAB9			10,000,000
SASC 2007-GEL1 A3		86362QAC7			13,630,000
SASC 2007-GEL2 A1		86363MAA9			12,254,090
SASC 2007-GEL2 A2		86363MAB7			49,025,000
SAST 2004-1 A		805564PL9			4,507,570
SAST 2006-1 M1		80556UAF0			26,748,000
SAST 2006-2 M1		80556XAG2			9,500,000
SAST 2006-3 A3		80556AAC1			111,000,000
SGMS 2006-OPT2 M1		78420MAG4			18,701,000
SHOME 2005-1A M1		83169RAA1			3,817,060
SHOME 2006-1A M2		83170GAA2			22,000,000
SHOME 2006-1A M3		83170GAC8			14,000,000
SURF 2004-BC4 A1B		84751PDZ9			3,315,600
SURF 2005-AB3 A2C		84751PJG5			20,841,000
SURF 2006-AB1 A4		84751PKW8			78,735,000
SURF 2006-BC1 A2C		84751PKA6			22,755,856
SURF 2006-BC5 A2E		84751NAF1			18,463,000
SVHE 2005-OPT3 A5		83611MGT9			51,418,000
SVHE 2005-OPT4 2A3		83611MJH2			37,278,956
SVHE 2006-1 A4		83611MKY3			14,076,000
SVHE 2006-3 A3		83612HAC2			57,384,724
SVHE 2006-EQ1 M1		83612JAE4			47,271,000
SVHE 2006-EQ2 A3		83611XAC8			105,017,000
SVHE 2006-OPT2 M1		83611MMM7			25,000,000
SVHE 2006-OPT3 2A4		83611MPJ1			15,000,000
SVHE 2006-OPT3 M1		83611MPK8			85,000,000
SVHE 2006-OPT4 M1		83611YAF9			15,000,000
SVHE 2006-OPT5 M1		83612CAF6			60,000,000