SEC Info - American International Group Inc - ‘8-K’ for 3/10/11

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.


	Very truly yours,
	/s/ *Robert H. Benmosche*
	Robert H. Benmosche
	President and Chief Executive Officer

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.

2


	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

3


		Counsel to Seller/Controlling Party/Senior Lender:		Davis Polk & Wardwell LLP

		Counsel to Buyers/AIG Inc.:		Weil, Gotshal & Manges LLP

4

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


	FEDERAL RESERVE BANK OF NEW YORK
	By:
		Name:
		Title:

	MAIDEN LANE II LLC
	By:
		Name:
		Title:

	AMERICAN INTERNATIONAL GROUP, INC.
	By:
		Name:
		Title:

5

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

6


		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

7


		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

8


		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

9


		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

10


		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

11


		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

12


		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

13


		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

14


		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

15


		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

16


		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

17


		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

18


		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

19


		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

20


		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

21


		Current
Bond	CUSIP	Balance
SVHE 2006-OPT5 M2	83612CAG4		68,500,000
SVHE 2006-WF1 A4	83612LAU3		100,000,000
SVHE 2007-1 2A2	83612PAC4		13,560,000
SVHE 2007-1 2A3	83612PAD2		39,370,000
SVHE 2007-1 2A4	83612PAE0		29,764,000
SVHE 2007-NS1 A3	83612QAC2		85,880,000
SVHE 2007-OPT3 2A3	83612KAD3		34,671,000
TMTS 2004-19HE A1	881561LR3		3,948,605
TMTS 2005-12AL AV2	881561WB6		3,069,313
TMTS 2005-14HE AV2	881561XP4		10,248,045
TMTS 2005-16HE AV2	881561ZF4		19,729,332
TMTS 2005-18AL A2	881561F25		60,155,043
TMTS 2005-18AL A3	881561F33		56,728,662
TMTS 2006-1 1A2	881561L93		15,108,438
TMTS 2006-1 1A3	881561M27		12,178,000
TMTS 2006-5 1A2B	8815612F0		22,854,996
TMTS 2006-5 2A2	881561Z56		32,863,683
TMTS 2006-7 2A2	88156PAY7		17,050,329
TMTS 2006-7 2A3	88156PAZ4		57,300,000
TMTS 2007-2ALT A1A	88157JAA2		6,966,172
TRUMN 2004-2 A1	897896AW6		3,849,357
VBSSL 2009-1 UAB9	929090AA6		152,192,000
VBSSL 2009-1 UAU7	92910YAA9		13,338,150
WFHET 2006-1 A4	9497EUAD9		3,000,000
WFHET 2006-1 M1	9497EUAH0		10,000,000
WFHET 2006-1 M2	9497EUAJ6		7,242,000
WFHET 2006-3 M1	9497EBAD1		36,550,000
WMABS 2006-HE1 2A3	92925CES7		10,375,522
WMABS 2006-HE4 2A2	93934QAC2		27,249,734
WMABS 2006-HE5 2A2	93934XAC7		25,000,000
WMHE 2007-HE3 2A2	93364EAC8		14,000,000
WMHE 2007-HE3 2A3	93364EAD6		39,000,000
WMHE 2007-HE3 2A4	93364EAE4		12,000,000
WMHE 2007-HE4 2A3	93363XAD5		16,711,000
WMLT 2006-AMN1 A2	92978EAB0		48,134,780
CBASS 2006-CB3	12489WRA4		0
FFML 2007-FF2	32029GAF1		0
FFML 2007-FF2	32029GAG9		0
GSAMP 2006-S1	3623412K4		0
JPMAC 2006-WMC3	46629KAG4		0
LBMLT 2006-11	542512AF5		0
MABS 2006-HE2	57644UAH8		0
POPLR 2005-5	73316PGT1		0

22

This ‘8-K’ Filing	Date	Other Filings

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American International Group Inc – ‘8-K’ for 3/10/11 – EX-99.1

On: Thursday, 3/10/11, at 5:18pm ET · For: 3/10/11 · Accession #: 950123-11-24205 · File #: 1-08787

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EX-99.1 — Miscellaneous Exhibit

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