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of times we've seen this bond —trade,cover,
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Descriptionticker seen this bond offered/How Spreadspread dnt=did not
O/FOriginal CollateralBond info traded.
Cusipcusip & pool/ticker trade, click many different to reference trade,
Face Collateral (decimal Click on
deal tranche on cell to see dealers. Click curve reo=reoffer
or 32nds) cell to see
trade history on hyperlink to from buying
last list
for cusip. see trade and dealer
bond
offering history
appeared
on.
00075XAG2 13.5 ABF 06-OP2 0 0/0
00075XAH0 12.0 ABFC 06-OPT2 0 0/0
04544TAC5 21.0 ABSH 07-H2 0 0/0
04544TAD3 30.1 ABSH 07-H2 0 0/0
04541GXD9 70.5 ABSHE 06-H3 0 0/0
ABSHE 06-HE1
04541GVJ8 15.5 3 0/0 M70s pxtalk 2011-02-18
A3
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ABSHE 06-HE2
04541GWE8 3.0 1 0/0 H60s cover 2011-02-11
A3
04544QAE7 22.5 ABSHE 06-HE7 0 0/0
004375DC2 56.4 ACCR 05-2 0 0/0
004375DT5 31.0 ACCR 05-3 0 0/0
004375FG1 42.0 ACCR 06-1 0 0/0
004375EW7 74.8 ACCR 06-1 A3 2 0/0 L80s pxtalk 2011-01-20
00437NAC6 91.5 ACCR 06-2 A3 3 0/0 LM80s cover 2011-03-10
00437NAD4 50.0 ACCR 06-2 0 0/0
00438QAD6 22.5 ACCR 07-1 0 0/0
004421KJ1 0.5 ACE 05-SD1 0 0/0
004421VW0 12.5 ACE 06-AS1 0 0/0
004421XE8 15.8 ACE 06-AS2 0 0/0
004421WP4 61.0 ACE 06-HE1 0 0/0
00441TAF0 24.8 ACE 06-HE3 0 0/0
00441TAG8 5.2 ACE 06-HE3 0 0/0
004421US0 33.3 ACE 06-NC1 0 0/0
004421UT8 67.2 ACE 06-NC1 0 0/0
ACE 2006-NC3
00442EAH8 44.7 1 0/0 2011-04-06
A2D
00442EAJ4 16.0 ACE 06-NC3 0 0/0
00442PAG5 7.0 ACE 06-OP1 M1 heq 2 0/0 2010-09-17
00442UAC3 14.0 ACE 07-AS2 0 0/0
00442UAD1 11.0 ACE 07-AS2 0 0/0
00442PAF7 42.8 ACE 2006-OP1 0 0/0
026932AA1 222.3 AHM 07-1 0 0/0
026932AB9 5.6 AHM 07-1 0 0/0
00252FCD1 35.7 AMIT 05-3 0 0/0
00252FCS8 8.6 AMIT 05-4 0 0/0
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BALTA 05-7
07386HVG3 69.8 1 0/0 78h cover 2011-03-01
11A1
BALTA 06-1
07386HA92 20.1 3 0/0 H63s cover 2011-03-09
11A1
07386HK26 55.2 BALTA 06-3 1A1 1 0/0 2011-03-17
BALTA 06-4
073871AE5 58.1 1 1/1 L40s pxtalk 2011-02-10
13A1
BALTA 06-4
073871AA3 42.0 1 0/0 2011-03-17
11A1
073873AA9 68.9 BALTA 06-5 0 0/0
BALTA 2006-6
073868AA9 68.7 3 0/0 2011-04-06
1A1
BALTA 2006-7
073875AA4 67.2 2 0/0 2011-04-01
1A1
BALTA 2006-8
07387QAA8 6.4 2 0/0 2011-04-06
1A1
BALTA 2007-1
07386XAA4 32.5 2 0/0 2011-04-06
1A1
06983NAB3 8.1 BASIC 06-1 0 0/0
06983NAC1 11.4 BASIC 06-1 0 0/0
07325NCW0 29.4 BAYV 06-A 0 0/0
07324FAG5 0.9 BAYV 07-B 0 0/0
05530PAB8 30.0 BCAP 07-AA1 0 0/0
05530PAC6 102.6 BCP 07-AA1 0 0/0
07325NDS8 16.4 BFAT 06-B 0 0/0
BNCMT 2007-1
05569GAD8 36.9 1 0/0 2011-04-06
A4
05569QAC8 89.9 BNCMT 07-2 0 0/0
05568QAD7 30.0 BNCMT 07-3 0 0/0
07386HYW5 37.0 BSAA 05-10 0 0/0
07386HUA7 51.2 BALTA 05-5 1A3 alta-a 1 0/0 MH70s cover 2010-09-01
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BALTA 06-2
07386HH46 44.1 alta-a 1 0/0 m40s cover 2010-10-28
11A1
07387RAA6 134.7 BSAA 07-3 0 0/0
BSABS
0738793L0 9.1 heq 1 0/0 2010-08-23
2005-HE11 A2
0738793M8 13.6 BSABS 05-HE11 0 0/0
BSABS 05-SD1
073877AC6 34.4 subprime 1 0/0 2010-09-15
1A3
073877CY6 14.9 BSABS 05-S3 0 0/0
073877BQ4 12.0 BSABS 05-SD2 0 0/0
BSABS 05-SD4
073877EF5 12.4 1 0/0 L90s pxtalk 2011-03-07
2A1
BSABS 05-TC1
073879VF2 1.8 1 0/0 LM60s pxtalk 2011-03-01
M1
073879D88 13.3 BSABS 05-TC2 0 0/0
0738796N3 14.6 BSABS 06-H1 0 0/0
07387UBQ3 3.8 BSABS 06-H1 0 0/0
07387UEK3 14.3 BSABS 06-H2 0 0/0
07387UEJ6 18.7 BSABS 06-HE2 0 0/0
07387UHQ7 33.6 BSABS 06-HE3 0 0/0
BSABS 2006-HE5
07388CAB6 9.8 1 0/0 2011-04-06
1A2
BSABS 2006-IM1
07387UFE6 19.3 1 0/0 2011-04-06
A2
BSABS 2006-IM1
07387UFY2 43.0 1 0/0 2011-04-06
A5
07387UFW6 35.7 BSABS 06-I1 0 0/0
BSABS 06-SD2
07388EAJ5 2.9 1 0/0 L98s cover 2011-03-02
A2
BSABS 06-SD2
07388EAA4 4.0 1 0/0 2010-12-10
A1
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CFAB 2004-1
161546HZ2 0.6 1 0/0 2011-04-06
2A2
CFLAT 04-AQ1
161542DN2 10.1 2 0/0 2010-12-10
A2
16165YAB8 32.2 CFLX 07-M1 1A2 1 0/0 2011-02-10
14454EAC5 42.8 CMLT 07-H1 0 0/0
14454EAD3 20.0 CMLT 07-H1 0 0/0
17307GCU0 15.4 CMLTI 03-HE3 A 4 0/0 H80s/90a pxtalk 2011-01-19
17307GCZ9 8.4 CMLTI 03-HE4 A 1 0/0 2010-12-13
17307GP44 8.9 CMLTI 05-HE4 0 0/0
17310RAB5 19.0 CMLTI 06-AR9 0 0/0
17309SAD2 31.4 CMLTI 06-WFH4 0 0/0
CMLTI 07-AHL3
17312GAB7 32.2 1 0/0 dnt 2010-05-11
A3B
CMLTI
17311BAB9 114.5 5 0/0 39-21 cover 2011-02-22
2007-AMC1 A2B
CMLTI
17311XAB1 170.8 1 1/1 40a pxtalk 2011-04-04
2007-AMC2 A3B
CMLTI 07-AMC4
17313BAD3 36.3 1 0/0 2010-12-13
A2C
CMLTI 07-WFH3
17313CAB5 120.2 1 0/0 2011-01-11
A2
172978AD0 27.5 CMLTI 6-NCB1 0 0/0
225470TY9 9.3 CSMC 06-CF1 A1 3 0/0 LM90s pxtalk 2011-01-31
17307GGP7 12.4 CTM 04-HE1 0 0/0
17312TAJ2 48.0 CTM 07-AH2 0 0/0
CMLTI
17311BAC7 11.4 1 0/0 2011-04-06
2007-AMC1 A2C
12667FNG6 7.9 CWALT 04-J5 0 0/0
12667GS20 3.8 CWALT 05-41 0 0/0
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CWALT 2005-44
12667G3U5 6.4 1 0/0 2011-03-04
2A2B
12668A4S1 81.3 CWALT 05-AR1 0 0/0
23242GAR5 44.8 CWALT 06-O16 0 0/0
23242GAC8 160.3 CWALT 06-O16 0 0/0
23242GAD6 38.0 CWALT 06-O16 0 0/0
12668PAC6 50.0 CWALT 06-O17 0 0/0
126694A40 6.0 CWALT 06-OA1 0 0/0
CWALT
02147DAB7 172.3 1 0/0 2010-12-22
2006-OA11 A1B
CWALT 06-OA12
23243AAC0 10.0 2 0/0 2011-02-10
A1C
CWALT 06-OA12
23243AAB2 85.4 2 0/0 trade 2010-12-15
A1B
12668PAD4 14.0 CWALT 06-OA17 0 0/0
02147CAF0 33.8 CWALT 06-OA8 0 0/0
02146YAD8 3.5 CWALT 06-OA9 0 0/0
12668BJU8 148.3 CWALT 06-OC1 0 0/0
CWALT 06-OC11
23244JAC0 22.3 alta-a 1 19/1 59-28 reo 2010-10-15
2A2A
12668BRF2 40.7 CWALT 06-OC2 0 0/0
CWALT
23243VAC4 9.6 1 0/0 LM60S cover 2011-01-20
2006-OC7 2A2A
232434AD2 169.5 CWALT 06-OC8 0 0/0
CWALT 07-OH1
02150KAX7 17.0 alta-a 1 0/0 2010-10-15
A1B
02150KAY5 11.2 CWALT 07-OH1 0 0/0
02150KBB4 7.0 CWALT 07-OH1 0 0/0
02150KBC2 4.9 CWALT 07-OH1 0 0/0
23245CAF7 51.0 CWH 07-1 0 0/0
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CWL 2006-11
12666TAJ5 108.0 1 1/1 65H cover 2011-01-06
3AV2
12666TAL0 33.1 CWL 06-11 0 0/0
23242FAC0 96.9 CWL 06-16 0 0/0
12667LAF9 26.1 CWL 06-21 0 0/0
12666CAF0 20.0 CWL 06-23 0 0/0
CWL 2006-25
12667TAD7 200.0 4 0/0 l50s pxtalk 2011-04-04
2A3
12667TAF2 40.0 CWL 06-25 0 0/0
12668HAD2 164.5 CWL 06-26 0 0/0
126670WT1 7.1 CWL 06-4 2A2 3 1/1 87H cover 2011-03-08
126670YG7 15.4 CWL 06-5 2A2 subprime 2 0/0 80.61 cover 2010-08-09
126670ZM3 25.0 CWL 06-6 2A3 subprime 1 1/1 L38h cover 2010-11-29
126670ZN1 10.0 CWL 06-6 0 0/0
126670ZL5 45.5 CWL 2006-6 2A2 3 0/0 2011-03-29
045427AC5 175.0 CWL 06-8 2A3 subprime 1 0/0 63-04 cover 2010-10-07
045427AE1 38.0 CWL 06-8 0 0/0
12666RAU4 43.1 CWL 06-9 0 0/0
12666RAW0 15.6 CWL 06-9 0 0/0
23242NAB5 56.0 CWL 06-ABC1 0 0/0
126670XP8 10.2 CWL 06-BC1 0 0/0
12668YAB9 114.3 CWL 06-S10 0 0/0
12668YAC7 75.5 CWL 06-S10 0 0/0
23246BAJ0 103.2 CWL 07-10 0 0/0
CWL 2007-11
23247LAC2 106.7 1 0/0 L50s trade 2011-01-13
2A3
12668KAC7 35.0 CWL 07-5 0 0/0
12668KAD5 143.4 CWL 07-5 0 0/0
12669LAC4 49.9 CWL 07-6 0 0/0
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A2A
39538AAC0 33.2 GPM 06-AR5 0 0/0
GPMF 06-AR5
39538AAG1 57.8 2 0/0 H20s trade 2011-03-15
A3A1
39538CAC6 34.5 GPM 06-AR7 0 0/0
39538WBM9 14.3 GPMF 05-HY1 0 0/0
39538BAC8 23.7 GPMF 06-AR6 0 0/0
39538BAB0 33.9 GPMF 06-AR6 0 0/0
GPMF 06-AR6
39538BAE4 57.0 prime-a 1 0/0 2010-10-15
A3A
39538CAD4 46.8 GPMF 06-AR7 0 0/0
GPMF 06-AR7
39538CAE2 60.0 prime-a 1 0/0 2010-10-08
1A31
GPMF 2006-AR8
39539HAC4 30.0 3 0/0 2011-04-06
1A2A
39539HAD2 180.0 GPMF 06-AR8 0 0/0
781100AA0 44.3 GPMF 06-HE1 0 0/0
GSAMP
362341L49 7.5 subprime 3 0/0 8h cover 2010-11-22
05-WMC3 A2B
362405AB8 16.2 GSA 06-SD2 0 0/0
362341QF9 42.0 GSAA 05-11 0 0/0
362341ZV4 83.8 GSAA 05-14 0 0/0
362341D89 114.7 GSAA 05-15 0 0/0
362341CT4 33.7 GSAA 05-8 0 0/0
362341Z44 91.1 GSAA 06-1 0 0/0
362381AS4 31.8 GSAA 06-12 0 0/0
3623415R6 10.3 GSAA 06-2 0 0/0
362334AA2 18.9 GSAA 06-2 2A4 1 0/0 2011-01-25
362334BS2 74.6 GSAA 2006-3 A3 heq 2 0/0 58-08 cover 2010-10-13
781100AB8 101.6 GSAH 07-S1 0 0/0
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INABS 2007-B
43710EAD2 63.7 2 0/0 2011-04-06
2A2
43709KAA7 37.4 INDS 2006-2B A 2 0/0 LM20s pxtalk 2011-01-31
43708DAA4 23.5 INDS 07-1 A 1 0/0 2011-02-11
45660LW96 49.5 INDX 05-AR31 0 0/0
45668WAB3 15.0 INDX 07-FLX1 0 0/0
45668RAC2 17.2 INDX 07-FLX2 0 0/0
45668RAB4 51.8 INDX 07-FLX2 0 0/0
45668QAA8 44.7 INDYL 07-L1 0 0/0
45661LAC2 11.4 INX 06-A27 0 0/0
45661LAB4 158.1 INX 06-A27 0 0/0
INDX 07-FLX1
45668WAC1 46.9 1 0/0 2010-12-13
A3
45071KDE1 24.0 IXIS 06-HE1 A4 heq 1 0/0 trade 2010-11-15
46602UAC2 150.0 IXIS 06-HE3 A3 heq 1 0/0 H30s cover 2010-10-15
45073DAC2 42.9 IXIS 07-H1 0 0/0
45073DAD0 43.8 IXIS 07-H1 0 0/0
46628RAG0 17.5 JPA 06-AC1 0 0/0
46630KAT3 38.3 JPA 07-HE1 0 0/0
JPALT 2007-A1
466287AC3 10.6 1 0/0 2011-04-06
1A3A
JPMAC 06-CH1
46629TAE0 20.0 1 0/0 H60s/L70s pxtalk 2011-03-02
A5
46629QAW6 66.2 JPMAC 06-CH2 0 0/0
46625SAD8 15.8 JPMAC 06-HE2 0 0/0
46626LHT0 105.9 JPMAC 06-WM1 0 0/0
46628TAD3 70.3 JPMAC 06-WM2 0 0/0
JPMAC
46630BAF3 76.8 0 0/0
06-WMC4
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JPMAC
46630CAD6 20.0 1 0/0 H30s cover 2010-06-08
2007-CH4 A4
46631KAD7 40.0 JPMAC 07-CH5 0 0/0
LBMLT 06-11
542512AD0 101.1 2 0/0 LM40s pxtalk 2011-02-11
2A3
54251PAD9 74.6 LBMLT 06-5 2A3 3 0/0 MH40s pxtalk 2011-03-08
525221FQ5 27.0 LXS 05-10 0 0/0
525221FP7 5.0 LXS 05-10 0 0/0
525221AC1 51.2 LXS 05-3 0 0/0
525221CA3 53.7 LXS 05-4 0 0/0
525221CB1 6.0 LXS 05-4 0 0/0
525221CW5 27.3 LXS 05-6 0 0/0
525221CV7 7.8 LXS 05-6 0 0/0
525221DT1 47.3 LXS 05-8 0 0/0
52522WAC3 63.7 LXS 06-11 0 0/0
52522WAB5 153.8 LXS 06-11 0 0/0
52523LAB8 114.1 LXS 06-13 0 0/0
52523LAC6 41.6 LXS 06-13 0 0/0
52523MAB6 40.1 LXS 06-15 0 0/0
52523MAC4 40.0 LXS 06-15 0 0/0
52523YAB0 92.4 LXS 06-19 A2 2 0/0 62A trade 2011-02-22
52523QAC5 71.2 LXS 06-20 0 0/0
52523QAB7 104.9 LXS 06-20 0 0/0
525221JJ7 22.7 LXS 06-3 0 0/0
52522EAD1 54.1 LXS 2006-7 2A2 1 0/0 2011-04-06
LXS 2006-7
52522EAE9 28.4 1 0/0 2011-04-06
2A3A
52522HAE2 32.5 LXS 06-8 0 0/0
52522HAF9 16.5 LXS 06-8 0 0/0
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MABS 06-HE1
57643LQT6 13.0 1 0/0 L/M 90s cover 2011-01-06
A3
57644UAG0 2.7 MABS 06-HE2 0 0/0
57644UAE5 16.8 MABS 06-HE2 0 1/1
55275BAF4 7.6 MABS 06-NC2 0 0/0
55275RAE2 52.1 MABS 06-NC3 0 0/0
MABS
57643LRK4 32.3 2 0/0 2011-04-06
2006-WMC1 A3
59025EAV8 79.7 MANA 07-OAR4 0 0/0
61913PAP7 37.9 MHL 05-1 1A1 3 0/0 2011-02-01
61915RAB2 7.2 MHL 05-2 0 0/0
61915YAD3 44.5 MIT 07-1 0 0/0
61915YAE1 17.3 MIT 07-1 0 0/0
59023MAC4 18.3 MLA 07-A1 0 0/0
5899292T4 0.9 MLCC 2003-F B1 1 0/0 2011-04-06
59020UPA7 1.8 MLCC 04-G 0 0/0
59024VAG4 54.2 FFMER 07-3 A2C 7 2/1 H40s/L50s pxtalk 2011-02-16
MLMI 2006-HE1
59020U3C7 24.3 1 0/0 2011-04-06
A2C
59020US22 7.3 MLIM 05-HE2 0 0/0
59020UZH1 28.7 MLMI 05-A6 0 0/0
59020U3D5 19.6 MLMI 06-HE1 0 0/0
590212AC0 93.2 MLMI 06-HE3 0 0/0
MLMI 06-HE5
59022QAD4 117.4 3 0/0 M30s pxtalk 2011-03-03
A2C
59022QAF9 50.2 MLMI 06-HE5 0 0/0
59022QAG7 24.8 MLMI 06-HE5 0 0/0
59022VAF8 49.9 MLMI 06-OPT1 0 0/0
59022VAG6 35.8 MLMI 06-OPT1 0 0/0
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AIA3
RASC 06-EMX3
76113ABZ3 65.0 heq 2 0/0 l80 pxtalk 2010-12-02
A2
74924QAC4 50.5 RASC 06-EMX5 0 0/0
RASC
754065AC4 40.9 5 0/0 M40s pxtalk 2011-01-14
2006-EMX6 A3
75406EAC5 37.8 RASC 06-KS4 0 0/0
75406VAC7 63.9 RASC 06-KS5 A3 2 0/0 LM70s pxtalk 2011-02-01
75406WAC5 30.0 RASC 06-KS6 0 0/0
75406XAC3 25.0 RASC 06-KS7 A3 1 0/0 75-00a cover 2010-04-13
RASC 06-KS9
75406YAC1 45.0 2 2/1 L50s cover 2011-02-04
AI3
74924YAC7 118.0 RASC 07-KS3 0 0/0
76110W6M3 20.8 RFMSI 05-AH3 0 0/0
76110WU53 0.9 RFMSI 05-KS4 0 0/0
76112BPU8 18.5 RFMSI 05-RS5 0 0/0
754065AD2 39.0 RFMSI 06-EM6 0 0/0
75406YAF4 35.0 RFMSI 06-KS9 0 0/0
75115FAD2 186.9 RFMSI 06-QO8 0 0/0
76112BY95 49.5 RFMSI 06-RZ1 0 0/0
74919PAC3 20.3 RFMSI 06-SP2 0 0/0
74919PAB5 10.0 RFMSI 06-SP2 0 0/0
74919QAC1 36.5 RFMSI 06-SP3 0 0/0
74919VAB2 19.0 RFMSI 06-SP4 0 0/0
74919VAC0 22.5 RFMSI 06-SP4 0 0/0
74924SAC0 35.5 RFMSI 07-KS1 0 0/0
76116RAE1 20.3 RSMLT 06-1 0 0/0
81375HAC3 45.0 SABR 06-NC1 0 0/0
81377CAC2 15.9 SABR 06-NC3 0 0/0
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SGMS 06-OPT2
78420MAG4 18.7 subprime 1 0/0 7-01 cover 2010-08-09
M1
83169RAA1 3.8 SHOME 05-1A 0 0/0
83170GAC8 14.0 SHOME 06-1 0 0/0
SHOME 06-1A
83170GAA2 22.0 1 0/0 2011-03-11
M2
84751PDZ9 3.3 SURF 04-BC4 0 0/0
84751PJG5 20.8 SURF 05-A3 0 0/0
84751PKW8 78.7 SURF 06-AB1 0 0/0
84751PKA6 22.8 SURF 06-BC1 0 0/0
84751NAF1 18.5 SURF 06-BC5 0 0/0
83612QAC2 85.9 SVHE 07-NS1 A3 heq 1 0/0 2010-09-24
83611MGT9 51.4 SVHE 05-OPT3 0 0/0
SVHE 05-OPT4
83611MJH2 37.3 2 0/0 90's pxtalk 2011-03-02
2A3
83611MKY3 14.1 SVHE 06-1 0 0/0
83612HAC2 57.4 SVHE 06-3 A3 3 0/0 dnt 2011-03-08
83611XAC8 105.0 SVHE 06-E2 0 0/0
83612JAE4 47.3 SVHE 06-EQ1 0 0/0
SVHE 2006-OPT2
83611MMM7 25.0 1 0/0 M20s trade 2011-03-18
M1
83611MPJ1 15.0 SVHE 06-OPT3 0 1/1
SVHE 06-OPT3
83611MPK8 85.0 heq 2 0/0 26h cover 2010-11-03
M1
83611YAF9 15.0 SVHE 06-OPT4 0 0/0
83612CAF6 60.0 SVHE 06-OPT5 0 0/0
83612CAG4 68.5 SVHE 06-OPT5 0 0/0
83612LAU3 100.0 SVHE 06-WF1 0 0/0
83612PAC4 13.6 SVHE 07-1 0 0/0
83612PAD2 39.4 SVHE 07-1 0 0/0
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Maiden Lane II Portfolio http://www.empirasign.com/db/mlii.php
32 of 33 4/4/2011 1:56 PM
Maiden Lane II Portfolio http://www.empirasign.com/db/mlii.php
M2
9497EUAH0 10.0 WFHET 06-1 M1 subprime 1 0/0 54-00 cover 2010-12-07
WFHET 2006-3
9497EBAD1 36.6 1 0/0 2011-04-06
M1
93934QAC2 27.2 WMAB 06-H4 0 0/0
93934XAC7 25.0 WMAB 06-H5 0 0/0
92925CES7 10.4 WMABS 06-HE1 0 0/0
WMALT 07-HY1
93936AAD3 36.2 1 0/0 VH60s cover 2011-01-06
A3A
WMALT
93936AAB7 39.1 0 0/0
07-HY1-A2A
93936LAB3 40.6 WMALT 07-OC2 0 0/0
93363XAD5 16.7 WMHE 07-H4 0 0/0
WMHE
93364EAC8 14.0 5 0/0 2011-04-06
2007-HE3 2A2
WMHE 07-HE3
93364EAD6 39.0 1 0/0 VH30s trade 2010-05-12
2A3
92978EAB0 48.1 WMLT 06-AMN1 0 0/0
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