0000891092-12-004671.txt : 20120814 0000891092-12-004671.hdr.sgml : 20120814 20120814153807 ACCESSION NUMBER: 0000891092-12-004671 CONFORMED SUBMISSION TYPE: ABS-15G PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20120630 ITEM INFORMATION: Periodic Filing of Rule 15Ga-1 Representations and Warranties Disclosure FILED AS OF DATE: 20120814 DATE AS OF CHANGE: 20120814 RULE-15GA1 20120401 N N Residential mortgages - Other/Combined FILER: COMPANY DATA: COMPANY CONFORMED NAME: ACE SECURITIES CORP CENTRAL INDEX KEY: 0001063292 STANDARD INDUSTRIAL CLASSIFICATION: ASSET-BACKED SECURITIES [6189] IRS NUMBER: 562088493 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: ABS-15G SEC ACT: SEC FILE NUMBER: 025-01082 FILM NUMBER: 121032485 BUSINESS ADDRESS: STREET 1: 6525 MORRISON BLVD STREET 2: SUITE 318 CITY: CHARLOTTE STATE: NC ZIP: 28211 BUSINESS PHONE: 7043650569 MAIL ADDRESS: STREET 1: 6525 MORRISON BLVD STREET 2: SUITE 318 CITY: CHARLOTTE STATE: NC ZIP: 28211 ABS-15G 1 e49193_15g.htm REPURCHASE REPORTING

OMB Number: 3235-0675

Expires: March 31, 2014

 

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM ABS-15G
ASSET-BACKED SECURITIZER
REPORT PURSUANT TO SECTION 15G OF
THE SECURITIES EXCHANGE ACT OF 1934

 

ACE Securities Corp.

 

 

 

Check the appropriate box to indicate the filing obligation to which this form is intended to satisfy:


X Rule 15Ga-1 under the Exchange Act (17 CFR 240.15Ga-1) for the reporting period April 1, 2012 to June 30, 2012.

Date of Report (Date of filing): August 14, 2012

Commission File Number of securitizer: 025-01082

Central Index Key Number of securitizer: 0001063292

 

Karla L. Boyd

(704) 365-0569

Name and telephone number, including area code, of the persons to
contact in connection with this filing.

Indicate by check mark whether the securitizer has no activity to report for the initial period pursuant to Rule 15Ga-1(c)(1) [ ]

Indicate by check mark whether the securitizer has no activity to report for the quarterly period pursuant to Rule 15Ga-1(c)(2)(i) [ ]

Indicate by check mark whether the securitizer has no activity to report for the annual period pursuant to Rule 15Ga-1(c)(2)(ii) [ ]



 
 

REPRESENTATION AND WARRANTY INFORMATION

Item 1.02 Periodic Filing of Rule 15Ga-1 Representations and Warranties Disclosure

The disclosures required by Rule 15Ga-1 (17 CFR 240.15Ga-1) are attached as Exhibits to this Form ABS-15G. Please see Exhibit 99.1 and Exhibit 99.2 for the related information.

 
 

SIGNATURES

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

  ACE SECURITIES CORP.
Date: August 14, 2012 /s/ Karla L. Boyd
  Name: Karla L. Boyd
  Title:    President
 
 

 

EXHIBIT INDEX

 

 

Exhibit Number

 

99.1          Table for Form ABS-15G (Repurchase reporting)

99.2          Explanatory Notes

 

 

 
 

EX-99.1 CHARTER 2 e49193ex99-1.htm DISCLOSURES

Exhibit 99.1

Name of Issuing Entity Checked if Registered  Name of Originator    Total Assets in ABS by Originator      Assets That Were Subject of Demand     Assets That were Repurchased or Replaced     Assets Pending Repurchase or Replacement (within Cure Period)     Demand In Dispute     Demand Withdrawn     Demand Rejected  
(a) (b) (c ) # (d)  $ (e)  (% of Principal balance)
(f)
#  (g) $  (h) (% of Principal balance)
(i)
#  (j) $  (k) (% of Principal balance)
(l)
#  (m) $  (n) (% of Principal balance)
(o)
#  (p) $  (q) (% of Principal balance)
(r)
#  (s) $  (t) (% of Principal balance)
(u)
#  (v) $  (w) (% of Principal balance)
(x)
ACE 2006-FM1 X Fremont Investment & Loan 6,493 $1,451,859,622.67 100.00% 1933 $151,049,292.98 40.81% 0 $0.00 0.00% 0 $0.00 0.00% 1933 $151,049,292.98 40.81% 0 $0.00 0.00% 0 $0.00 0.00%
    Total 6,493 $1,451,859,622.67 100.00% 1933 $151,049,292.98 40.81% 0 $0.00 0.00% 0 $0.00 0.00% 1933 $151,049,292.98 40.81% 0 $0.00 0.00% 0 $0.00 0.00%
ACE
2006-HE4
X ACT Lending Corporation 18 $       3,342,469.73 0.48% 3 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 3 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Alliance Bancorp 58 $     14,148,206.79 2.01% 12 $235,203.87 0.13% 0 $0.00 0.00% 0 $0.00 0.00% 12 $235,203.87 0.13% 0 $0.00 0.00% 0 $0.00 0.00%
    Allstate Home Loans, Inc 29 $       4,386,508.06 0.62% 9 $142,421.33 0.08% 0 $0.00 0.00% 0 $0.00 0.00% 9 $142,421.33 0.08% 0 $0.00 0.00% 0 $0.00 0.00%
    Amstar 26 $       2,229,108.63 0.32% 5 $156,739.17 0.08% 0 $0.00 0.00% 0 $0.00 0.00% 5 $156,739.17 0.08% 0 $0.00 0.00% 0 $0.00 0.00%
    Barrington Capital Corporation 11 $       3,309,604.95 0.47% 1 $335,663.63 0.18% 0 $0.00 0.00% 0 $0.00 0.00% 1 $335,663.63 0.18% 0 $0.00 0.00% 0 $0.00 0.00%
    Cameron Financial Group, Inc. 16 $       3,743,721.35 0.53% 2 $155,889.08 0.08% 0 $0.00 0.00% 0 $0.00 0.00% 2 $155,889.08 0.08% 0 $0.00 0.00% 0 $0.00 0.00%
    CBSK Financial Group, Inc. 9 $       2,121,998.68 0.30% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    db home lending 516 $   130,967,760.05 18.64% 157 $9,966,074.30 5.37% 0 $0.00 0.00% 0 $0.00 0.00% 157 $9,966,074.30 5.37% 0 $0.00 0.00% 0 $0.00 0.00%
    DHI Mortgage 1 $            38,949.89 0.01% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Equity Plus 15 $       2,457,350.13 0.35% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Equity Resources 15 $       1,370,148.52 0.20% 6 $100,313.33 0.05% 0 $0.00 0.00% 0 $0.00 0.00% 6 $100,313.33 0.05% 0 $0.00 0.00% 0 $0.00 0.00%
    First Bank Mortgage 158 $     26,397,200.31 3.76% 24 $1,091,599.13 0.59% 0 $0.00 0.00% 0 $0.00 0.00% 24 $1,091,599.13 0.59% 0 $0.00 0.00% 0 $0.00 0.00%
    First Consolidated Mortgage Company 67 $       5,587,519.49 0.80% 8 $264,477.23 0.14% 0 $0.00 0.00% 0 $0.00 0.00% 8 $264,477.23 0.14% 0 $0.00 0.00% 0 $0.00 0.00%
    First NLC Financial Services, LLC 1,206 $   199,968,845.61 28.47% 202 $7,710,095.65 4.15% 0 $0.00 0.00% 0 $0.00 0.00% 202 $7,710,095.65 4.15% 0 $0.00 0.00% 0 $0.00 0.00%
    First Street Financial, Inc. 209 $     48,802,642.84 6.95% 44 $2,626,122.23 1.41% 0 $0.00 0.00% 0 $0.00 0.00% 44 $2,626,122.23 1.41% 0 $0.00 0.00% 0 $0.00 0.00%
    Freedom Mortgage Corporation 4 $       1,470,966.93 0.21% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Gateway Business Bank 254 $     45,991,856.06 6.55% 74 $1,347,567.14 0.73% 0 $0.00 0.00% 0 $0.00 0.00% 74 $1,347,567.14 0.73% 0 $0.00 0.00% 0 $0.00 0.00%
    Harbourton Mortgage Investment Corporation 2 $          223,551.24 0.03% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Home Savings Mortgage 1 $          120,800.00 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Investaid Corporation 39 $       4,329,937.72 0.62% 15 $265,595.58 0.14% 0 $0.00 0.00% 0 $0.00 0.00% 15 $265,595.58 0.14% 0 $0.00 0.00% 0 $0.00 0.00%
    Lender LTD 7 $       1,331,863.62 0.19% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Liberty American Mortgage Corp 89 $     20,175,205.83 2.87% 29 $941,007.38 0.51% 0 $0.00 0.00% 0 $0.00 0.00% 29 $941,007.38 0.51% 0 $0.00 0.00% 0 $0.00 0.00%
    Maxim Mortgage Corp. 2 $          345,977.62 0.05% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Meridias Capital 17 $       2,582,575.31 0.37% 3 $141,909.84 0.08% 0 $0.00 0.00% 0 $0.00 0.00% 3 $141,909.84 0.08% 0 $0.00 0.00% 0 $0.00 0.00%
    Metrociti 90 $     15,146,347.34 2.16% 26 $720,471.98 0.39% 0 $0.00 0.00% 0 $0.00 0.00% 26 $720,471.98 0.39% 0 $0.00 0.00% 0 $0.00 0.00%
    MILA Incorporated 428 $     64,196,417.36 9.14% 99 $5,302,842.25 2.86% 0 $0.00 0.00% 0 $0.00 0.00% 99 $5,302,842.25 2.86% 0 $0.00 0.00% 0 $0.00 0.00%
    Millennium Bank, N.A. 165 $     33,620,974.98 4.79% 31 $1,047,287.07 0.56% 0 $0.00 0.00% 0 $0.00 0.00% 31 $1,047,287.07 0.56% 0 $0.00 0.00% 0 $0.00 0.00%
    Network Funding LP 9 $          966,415.68 0.14% 4 $280,626.98 0.15% 0 $0.00 0.00% 0 $0.00 0.00% 4 $280,626.98 0.15% 0 $0.00 0.00% 0 $0.00 0.00%
    Protofund Mortgage Corporation 13 $       2,620,376.10 0.37% 6 $189,817.68 0.10% 0 $0.00 0.00% 0 $0.00 0.00% 6 $189,817.68 0.10% 0 $0.00 0.00% 0 $0.00 0.00%
    Sebring Capital Partners, LP 2 $            42,312.85 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Silver State Financial Services 8 $       1,047,205.08 0.15% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    South Lake Mortgage Bankers 28 $       7,160,624.67 1.02% 13 $248,057.09 0.13% 0 $0.00 0.00% 0 $0.00 0.00% 13 $248,057.09 0.13% 0 $0.00 0.00% 0 $0.00 0.00%
    Sunset Direct Lending LLC. 253 $     41,370,173.61 5.89% 88 $3,073,427.43 1.66% 0 $0.00 0.00% 0 $0.00 0.00% 88 $3,073,427.43 1.66% 0 $0.00 0.00% 0 $0.00 0.00%
    Transnational Financial Network 1 $          173,767.67 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Unimortgage 21 $       3,006,786.93 0.43% 1 $150,602.01 0.08% 0 $0.00 0.00% 0 $0.00 0.00% 1 $150,602.01 0.08% 0 $0.00 0.00% 0 $0.00 0.00%
    Universal American 2 $          294,716.46 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    WestStar Mortgage 37 $       7,371,388.07 1.05% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Total 3,826 $   702,462,276.16 100.00% 867 $36,493,811.38 19.66% 0 $0.00 0.00% 0 $0.00 0.00% 867 $36,493,811.38 19.66% 0 $0.00 0.00% 0 $0.00 0.00%
ACE 2006-SL2 X Allstate Home Loans, Inc 51 $       3,697,851.12 0.69% 2 $2,990.86 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 2 $2,990.86 0.01% 0 $0.00 0.00% 0 $0.00 0.00%
    Alterna Mortgage 16 $          583,783.44 0.11% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Ameriquest Mortgage Company 9 $          504,673.08 0.09% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    First Financial Equity Corporation 15 $       1,171,897.70 0.22% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Fremont Investment & Loan 2,653 $   164,369,217.31 30.53% 132 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 132 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Lime Financials 166 $     13,020,811.75 2.42% 10 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 10 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Long Beach Mortgage 5,532 $   323,964,463.10 60.17% 295 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 295 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Millennium Bank, N.A. 51 $       3,016,265.55 0.56% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    MortgageIT, Inc. 159 $     14,655,153.28 2.72% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    New Century Mortgage Corporation 5 $          277,287.86 0.05% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    New York Mortgage Company, LLC 2 $            89,223.94 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Silver State Financial Services 107 $       6,700,041.87 1.24% 4 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 4 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Steward Financial, Inc. 49 $       6,341,238.82 1.18% 4 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 4 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Total 8,815 $   538,391,908.82 100.00% 450 $2,990.86 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 450 $2,990.86 0.01% 0 $0.00 0.00% 0 $0.00 0.00%
ACE 2007-SL2 X 2CI Direct, LLC 34 $       3,970,988.86 2.02% 6 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 6 $0.00 0.00% 0 $0.00 0.00%
    ACE MORTGAGE FUNDING, LLC. 18 $          797,197.65 0.41% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Advantage One Mortgage Corp. 2 $          126,476.83 0.06% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Advantix Lending, Inc. 2 $          138,845.16 0.07% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Advent Mortgage, LLC 8 $          230,004.28 0.12% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Allied Mortgage Group, Inc. 1 $            16,382.17 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    American Home Mortgage Holdings, Inc. 124 $       7,667,752.38 3.90% 8 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 8 $0.00 0.00% 0 $0.00 0.00%
    American Mortgage Specialist, Inc. 1 $            49,923.70 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    American Partners Bank 1 $            73,789.14 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Apreva Funding 11 $          804,240.62 0.41% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Ascent Home Loans, Inc. 6 $          401,012.54 0.20% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Banyan Financial Group, Inc. 10 $       1,311,102.34 0.67% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Best Rate Funding 2 $            61,403.49 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Cameron Financial Group, Inc. 3 $          177,876.90 0.09% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Capitol Mortgage Services 10 $          374,451.82 0.19% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    CBSK Financial Group, Inc. 2 $          129,658.86 0.07% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Centennial Mortgage and Funding Inc. 7 $          311,990.00 0.16% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Century Mortgage Company 5 $          361,146.76 0.18% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Century Pacific Mortgage, Inc. 1 $          119,916.78 0.06% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Chapel Mortgage Corporation 748 $     54,290,134.13 27.63% 77 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 77 $0.00 0.00% 0 $0.00 0.00%
    CML Direct, LLC 19 $       1,069,068.29 0.54% 3 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 3 $0.00 0.00% 0 $0.00 0.00%
    CMS Capital Group, Inc. 3 $          212,049.57 0.11% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Colorado Federal Savings Bank 4 $          205,368.10 0.10% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    ComUnity Lending, Inc. 20 $          830,077.18 0.42% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Cornerstone Mortgage Company 3 $            83,052.91 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Crevecore Mortgage, Inc 16 $          603,980.54 0.31% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Desert Hill Bank 1 $            66,878.33 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    DHI Mortgage 19 $          986,271.45 0.50% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Eagle Mortgage 3 $          153,226.88 0.08% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Equity Resources 28 $       1,027,834.23 0.52% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Executive World Corp 1 $            85,845.92 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Fairfield Financial 2 $          169,580.52 0.09% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    First Capital 2 $          105,578.49 0.05% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    First Credit Union 1 $            54,098.88 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    First Guaranty Mortgage Corp. 1 $            46,923.98 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    First Home Mortgage Corporation 3 $          116,267.39 0.06% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Flexpoint Funding Corporation 11 $          858,405.38 0.44% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Gateway Business Bank 1 $            77,629.58 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    GFS Inc. 4 $          192,331.82 0.10% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    GMAC Mortgage 661 $     33,044,012.34 16.81% 14 $46,016.12 0.14% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 14 $46,016.12 0.14% 0 $0.00 0.00%
    Golf Savings Bank 23 $       1,171,421.86 0.60% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Great Northern Financial Corporation 1 $            35,599.72 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Guild Mortgage 1 $            57,939.70 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    HOME 123 701 $     39,259,417.41 19.98% 12 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 12 $0.00 0.00% 0 $0.00 0.00%
    Home Capital Funding 4 $          145,581.16 0.07% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Home Loan Center 15 $          568,822.43 0.29% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Home Loan Network Corporation 1 $            56,485.79 0.03% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Home Mortgage Resources 2 $            76,479.18 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    IMortgage.com 12 $          679,037.01 0.35% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    JDB Mortgage, Inc. 2 $          117,656.12 0.06% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Kenney Bank & Trust 1 $            45,366.31 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Lending First Mortgage 4 $          322,670.53 0.16% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Liberty Lending, Inc. 1 $            82,475.69 0.04% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    M&T Mortgage Corporation 488 $     23,223,527.41 11.82% 10 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 10 $0.00 0.00% 0 $0.00 0.00%
    Mandalay Mortgage 1 $            44,077.04 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Maverick Residential Mortgage 1 $            24,741.14 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Maxim Mortgage Corp. 14 $          586,619.82 0.30% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Michael David Financial, Inc. 19 $       3,310,272.71 1.68% 6 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 6 $0.00 0.00% 0 $0.00 0.00%
    Midwest Mortgage Capital, LLC 1 $            69,323.01 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Millennium Mortgage  2 $          145,778.38 0.07% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    MLSG, Inc. 26 $       1,684,530.06 0.86% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Montgomery Mortgage Capital 2 $          123,982.98 0.06% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Mortgage Capital Associates, Inc 1 $          155,639.63 0.08% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Mortgage Corporation of America 2 $          116,767.80 0.06% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    NBGI 1 $            92,262.74 0.05% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    New Century Mortgage Corporation 1 $            39,094.90 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    New Equity Financial Corp. 2 $            42,628.99 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    NJ Lenders Corp. 1 $            49,730.91 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Novelle Financial Services, Inc. 21 $       1,712,171.69 0.87% 3 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 3 $0.00 0.00% 0 $0.00 0.00%
    Olympia Funding, Inc. 1 $          135,894.50 0.07% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Palladium Mortgage Corporation 2 $            79,409.98 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Paragon Home Lending 22 $          794,862.44 0.40% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Pathway Financial 25 $          873,893.68 0.44% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Plaza Home Mortgage 8 $          475,687.68 0.24% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Prajna Group 4 $          148,623.65 0.08% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Premier Mortgage Capital, Inc. 1 $            52,085.68 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Prime Lending 4 $          139,781.67 0.07% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Pro30 Funding 13 $          915,467.57 0.47% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    River Funding Corporation 3 $          127,773.70 0.07% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Royal Crown Bancorp 1 $            64,954.93 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Silver State Financial Services 33 $       1,858,711.29 0.95% 2 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 2 $0.00 0.00% 0 $0.00 0.00%
    South Pacific Financial Corp 1 $            60,952.67 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Structure Mortgage, Inc. 12 $          770,468.50 0.39% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Summit Funding 2 $            74,097.39 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Sunset Direct Lending LLC. 17 $          966,969.31 0.49% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Sutton Bank 5 $          230,901.37 0.12% 2 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 2 $0.00 0.00% 0 $0.00 0.00%
    Sycamore Funding, Inc. 4 $          240,086.68 0.12% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    The Lending Company 2 $          173,607.02 0.09% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    TLP Funding 2 $            81,161.99 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Transnational Financial Network 8 $          565,945.23 0.29% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Trian LLC 2 $          145,162.40 0.07% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    United Capital, Inc. 1 $            25,094.20 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Universal American 33 $       1,802,392.33 0.92% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    USA Funding 5 $          199,770.34 0.10% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    W.R. Starkey Mortgage 1 $            29,626.75 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    WR Starkey Mortgage, LLP 1 $            48,851.20 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Total 3,363 $   196,525,112.46 100.00% 161 $46,016.12 0.14% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 161 $46,016.12 0.14% 0 $0.00 0.00%
ACE 2007-SL3 X 2CI Direct, LLC 8 $          769,252.94 0.21% 3 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 3 $0.00 0.00% 0 $0.00 0.00%
    Advantage One Mortgage Corp. 22 $       1,503,024.45 0.41% 11 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 11 $0.00 0.00% 0 $0.00 0.00%
    Advantix Lending, Inc. 13 $          997,319.42 0.27% 8 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 8 $0.00 0.00% 0 $0.00 0.00%
    Advent Mortgage, LLC 9 $          347,865.99 0.09% 4 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 4 $0.00 0.00% 0 $0.00 0.00%
    All American Home Mortgage Corp. 1 $          102,713.60 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Alliance Mortgage Banking Corporation 27 $       3,008,943.19 0.82% 5 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 5 $0.00 0.00% 0 $0.00 0.00%
    Alterna Mortgage 10 $          415,300.39 0.11% 2 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 2 $0.00 0.00% 0 $0.00 0.00%
    American Financial Resources 1 $          151,682.25 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    American Home Equity Corporation 2 $          206,209.63 0.06% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    American Lending Group, Inc. 2 $          150,849.37 0.04% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    American Partners Bank 8 $          487,752.31 0.13% 2 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 2 $0.00 0.00% 0 $0.00 0.00%
    Amerifund Financial Inc. 2 $          127,557.85 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    AmeriTrust Mortgage Bankers, Inc. 1 $            41,889.56 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Amtec Funding Group, LLC. 1 $            43,763.06 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Apreva Funding 1 $          119,640.74 0.03% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Ascent Home Loans, Inc. 13 $          705,628.63 0.19% 8 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 8 $0.00 0.00% 0 $0.00 0.00%
    Atlantic Bancorp of California 22 $       1,956,654.90 0.53% 7 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 7 $0.00 0.00% 0 $0.00 0.00%
    Banyan Financial Group, Inc. 20 $       1,848,186.79 0.50% 9 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 9 $0.00 0.00% 0 $0.00 0.00%
    Bell America Mortgage, LLC 10 $          406,861.91 0.11% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Best Rate Funding 3 $          180,948.43 0.05% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    BM Real Estate Services 3 $          338,074.44 0.09% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Cambridge Home Capital, LLC 1 $          394,766.45 0.11% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Cameron Financial Group, Inc. 3 $          105,235.70 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    CaNon National Bank 1 $            25,444.34 0.01% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Capital Quest Mortgage, Inc. 1 $          141,513.42 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Capitol Mortgage Services 25 $       1,264,575.30 0.34% 11 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 11 $0.00 0.00% 0 $0.00 0.00%
    CBSK Financial Group, Inc. 2 $            94,080.97 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Celebrity Mortgage, LLC 2 $          144,496.00 0.04% 2 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 2 $0.00 0.00% 0 $0.00 0.00%
    Centennial Mortgage and Funding Inc. 8 $          370,461.21 0.10% 4 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 4 $0.00 0.00% 0 $0.00 0.00%
    Century Mortgage Company 12 $          360,407.43 0.10% 3 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 3 $0.00 0.00% 0 $0.00 0.00%
    Century Pacific Mortgage, Inc. 4 $          260,984.01 0.07% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Chapel Mortgage Corporation 128 $     10,408,444.41 2.83% 52 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 52 $0.00 0.00% 0 $0.00 0.00%
    Charter Lending, LLC 9 $          597,762.22 0.16% 3 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 3 $0.00 0.00% 0 $0.00 0.00%
    Chu & Associates, Inc. 1 $            83,767.66 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Citizens Community Bank 1 $            79,217.33 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    CML Direct, LLC 13 $       1,127,422.99 0.31% 9 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 9 $0.00 0.00% 0 $0.00 0.00%
    CMS Capital Group, Inc. 1 $            38,004.09 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Colorado Federal Savings Bank 5 $          277,333.58 0.08% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Commonwealth Home Mortgage Bankers Corp. 1 $            53,857.67 0.01% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Cornerstone Mortgage Company 12 $          393,861.74 0.11% 7 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 7 $0.00 0.00% 0 $0.00 0.00%
    County Trust Mortgage Bankers Corp. 2 $          116,949.16 0.03% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    db home lending 47 $       3,489,951.30 0.95% 17 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 17 $0.00 0.00% 0 $0.00 0.00%
    DCG Home Loans Inc. 10 $          496,227.25 0.13% 2 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 2 $0.00 0.00% 0 $0.00 0.00%
    Delta Home Loans, Inc. 6 $          758,633.51 0.21% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Diversified Mortgage, Inc. 11 $          429,798.86 0.12% 6 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 6 $0.00 0.00% 0 $0.00 0.00%
    Eagle Mortgage 1 $            41,005.46 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Eastern American Mortgage Company 1 $          140,872.56 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Equihome Mortgage Corp. 2 $          165,702.25 0.05% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Equity Resources 91 $       4,077,870.82 1.11% 26 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 26 $0.00 0.00% 0 $0.00 0.00%
    Executive Funding Inc. 7 $          453,648.80 0.12% 4 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 4 $0.00 0.00% 0 $0.00 0.00%
    Executive World Corp 3 $          193,811.16 0.05% 2 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 2 $0.00 0.00% 0 $0.00 0.00%
    Fairfield Financial 18 $       1,462,840.59 0.40% 6 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 6 $0.00 0.00% 0 $0.00 0.00%
    Fairmont Funding, Ltd. 1 $          147,129.79 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Fidelity Funding 1 $            37,533.79 0.01% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Financial Mortgage, Inc. 3 $          269,769.04 0.07% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    First Capital 6 $          183,332.43 0.05% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    First Choice Mortgage Equity Corporation 1 $            16,780.94 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    First Choice Mortgage, Inc. 1 $            16,777.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    First Hallmark Mortgage Corp 4 $          300,440.41 0.08% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    First Home Mortgage Corporation 3 $            55,685.87 0.02% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    First Madison Mortgage Corporation 3 $          231,048.38 0.06% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    First NLC Financial Services, LLC 19 $          885,287.52 0.24% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    First Republic Mortgage Bankers 1 $          169,781.86 0.05% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    First United Mortgage Banking Corp. 32 $       2,980,082.94 0.81% 12 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 12 $0.00 0.00% 0 $0.00 0.00%
    Flexpoint Funding Corporation 8 $          669,988.09 0.18% 4 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 4 $0.00 0.00% 0 $0.00 0.00%
    Flick Mortgage 2 $          219,327.80 0.06% 2 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 2 $0.00 0.00% 0 $0.00 0.00%
    Global Atlantic Mortgage Corp. 1 $            82,390.07 0.02% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Golden Empire Mortgage Inc. 5 $          306,672.89 0.08% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Golf Savings Bank 1 $            75,309.22 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Great Northern Financial Corporation 2 $          155,728.56 0.04% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Group One Mortgage, Inc. 1 $            46,420.00 0.01% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    HOME 123 64 $       5,553,056.27 1.51% 9 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 9 $0.00 0.00% 0 $0.00 0.00%
    Home Consultants, Inc. 6 $          354,871.48 0.10% 4 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 4 $0.00 0.00% 0 $0.00 0.00%
    Home Loan Center 11 $          387,410.75 0.11% 2 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 2 $0.00 0.00% 0 $0.00 0.00%
    Home Loan Network Corporation 1 $            49,850.29 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Home Loan Specialists, Inc 1 $          157,750.98 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Home Loans USA 6 $          487,543.40 0.13% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Home Mortgage Finance Group Corp. 4 $          334,788.81 0.09% 3 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 3 $0.00 0.00% 0 $0.00 0.00%
    Home Mortgage Resources 1 $            12,935.67 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Home Savings Mortgage 1 $          111,646.67 0.03% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Homefield Financial, Inc 1 $            74,455.25 0.02% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Homewide Lending Corporation 4 $          204,092.88 0.06% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    HTFC Corporation 1 $          398,957.24 0.11% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    ICAP Financial Corp. 1 $            20,941.57 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Intercontinental Capital Group 3 $          178,451.61 0.05% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    JDB Mortgage, Inc. 4 $          150,295.46 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Knightbridge Mortgage Bankers, LLC 17 $       1,710,197.63 0.46% 5 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 5 $0.00 0.00% 0 $0.00 0.00%
    Koshman Enterprises, Inc. 3 $          251,548.53 0.07% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Lakeland Regional Mortgage Corporation 3 $          104,868.17 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Lender LTD 1 $            64,357.47 0.02% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Lending First Mortgage 35 $       3,144,730.32 0.86% 7 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 7 $0.00 0.00% 0 $0.00 0.00%
    Lighthouse Mortgage Service Co., Inc. 7 $          398,795.49 0.11% 5 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 5 $0.00 0.00% 0 $0.00 0.00%
    Loan Correspondents, Inc. 5 $          372,245.37 0.10% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Lynx Mortgage Bank, LLC 1 $            52,885.45 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Maribella Mortgage 1 $            32,493.82 0.01% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Mariners Capital, Inc. 17 $       1,461,644.46 0.40% 12 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 12 $0.00 0.00% 0 $0.00 0.00%
    Mason McDuffie Mortgage Corporation 2 $            91,857.89 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Maverick Residential Mortgage 11 $          566,156.16 0.15% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Mega Capital 1 $          111,593.55 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Metropolitan National Bank 4 $          287,690.41 0.08% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Michael David Financial, Inc. 29 $       2,879,231.77 0.78% 13 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 13 $0.00 0.00% 0 $0.00 0.00%
    Mid-Atlantic Financial Services, Inc. 4 $          202,822.59 0.06% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Minnesota Lending Company, LLC 7 $          249,214.07 0.07% 5 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 5 $0.00 0.00% 0 $0.00 0.00%
    MJS Lending, Inc. 4 $          297,445.79 0.08% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Montgomery Mortgage Capital 13 $          818,637.03 0.22% 10 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 10 $0.00 0.00% 0 $0.00 0.00%
    Mortgage Capital Associates, Inc 6 $          564,743.02 0.15% 2 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 2 $0.00 0.00% 0 $0.00 0.00%
    MortgageIT, Inc. 4,218 $   273,617,151.04 74.39% 1060 $725,753.57 1.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1060 $725,753.57 1.03% 0 $0.00 0.00%
    Nations One Mortgage Company, Inc. 19 $          818,811.46 0.22% 2 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 2 $0.00 0.00% 0 $0.00 0.00%
    NationsFirst Lending 21 $       2,000,180.02 0.54% 9 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 9 $0.00 0.00% 0 $0.00 0.00%
    NBGI 1 $            62,833.96 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    New Equity Financial Corp. 2 $            61,570.74 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    NJ Lenders Corp. 24 $       1,538,291.88 0.42% 9 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 9 $0.00 0.00% 0 $0.00 0.00%
    Oaktree Funding Corporation 1 $            55,926.85 0.02% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Olympia Funding, Inc. 9 $          795,293.21 0.22% 5 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 5 $0.00 0.00% 0 $0.00 0.00%
    ON Q Financial, Inc. 4 $          545,247.20 0.15% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Pacific America Group, Inc. 2 $          148,359.48 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Pacific Horizon Bancorp 2 $          116,058.52 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Paragon Home Lending 3 $            84,487.99 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Pathway Financial 19 $          766,819.45 0.21% 4 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 4 $0.00 0.00% 0 $0.00 0.00%
    Pinnacle Mortgage Group, Inc 2 $          110,183.61 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Premier Mortgage Capital, Inc. 23 $       1,312,605.42 0.36% 4 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 4 $0.00 0.00% 0 $0.00 0.00%
    Prime Mortgage Financial, Inc. 1 $            84,605.90 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Prudential Lending, Inc. 6 $          514,729.96 0.14% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Resource Mortgage Banking, Ltd. 2 $          698,225.61 0.19% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Sage Credit Company, Inc. 5 $          214,965.61 0.06% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Sea Forth Mortgage Corporation 12 $       1,123,690.76 0.31% 10 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 10 $0.00 0.00% 0 $0.00 0.00%
    SMC 1 $            80,837.28 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    SMI 3 $          102,771.77 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    South Pacific Financial Corp 9 $          579,948.86 0.16% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    SRI 1 $            25,804.07 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    State Lending Corporation 3 $          172,902.20 0.05% 2 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 2 $0.00 0.00% 0 $0.00 0.00%
    Sterling Eagle 1 $            39,790.08 0.01% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Sterling Empire Funding Association 1 $          259,529.60 0.07% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Structure Mortgage, Inc. 11 $          973,807.69 0.26% 4 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 4 $0.00 0.00% 0 $0.00 0.00%
    Summit Funding 11 $          427,080.94 0.12% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Sun West Mortgage Company, Inc. 1 $            53,347.18 0.01% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Sunset Direct Lending LLC. 3 $          142,623.62 0.04% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Sunshine Mortgage 1 $            25,752.72 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Sutton Bank 4 $          218,096.26 0.06% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Swift Lending Corp. 2 $          386,605.65 0.11% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Sycamore Funding, Inc. 4 $          217,100.08 0.06% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Texas Capital Bank, N.A. 11 $          335,549.22 0.09% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    The Crossfire Financial Network, Inc. 1 $          314,543.36 0.09% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    The Mortgage Depot, Inc 1 $            54,928.15 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Transnational Financial Network 3 $            77,990.42 0.02% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Trian LLC 38 $       2,057,907.42 0.56% 17 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 17 $0.00 0.00% 0 $0.00 0.00%
    Trinity Mortgage Assurance Corporation 19 $       1,271,648.33 0.35% 5 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 5 $0.00 0.00% 0 $0.00 0.00%
    Union Fidelity Mortgage, Inc. 9 $          592,737.66 0.16% 3 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 3 $0.00 0.00% 0 $0.00 0.00%
    United Capital, Inc. 3 $          102,989.11 0.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Universal Financial Group 5 $          563,920.44 0.15% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Valley Vista Mortgage, Inc 3 $          156,861.01 0.04% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Vandyk Mortgage Corporation 1 $            51,393.66 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Victoria Capital, Inc. 3 $          433,859.25 0.12% 2 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 2 $0.00 0.00% 0 $0.00 0.00%
    WCS Lending, LLC 2 $          151,323.38 0.04% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    WestStar Mortgage 9 $          681,596.12 0.19% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    X Bancorp 1 $            75,548.75 0.02% 1 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1 $0.00 0.00% 0 $0.00 0.00%
    Yellowstone Bank 1 $            21,791.07 0.01% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00%
    Zino Financial Inc 17 $       1,531,360.09 0.42% 11 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 11 $0.00 0.00% 0 $0.00 0.00%
    Total 5,542 $   367,800,746.12 100.00% 1497 $725,753.57 1.03% 0 $0.00 0.00% 0 $0.00 0.00% 0 $0.00 0.00% 1497 $725,753.57 1.03% 0 $0.00 0.00%
    Grand Total: 28,039 $3,257,039,666.23 100.00% 4,908 $188,317,864.91 27.23% 0 $0.00 0.00% 0 $0.00 0.00% 3,250 $187,546,095.22 27.11% 1,658 $771,769.69 11.00% 0 $0.00 0.00%

EX-99.2 3 e49193ex99-2.htm EXPLANATORY NOTES

Exhibit 99.2

 

ABS-15G Explanatory Notes

 

We have attempted to gather the information required by this Form ABS-15G and Rule 15Ga-1 by, among other things, (i) identifying asset-backed securities transactions that fall within the scope of Rule 15Ga-1 for which we are a securitizer and that are not covered by a filing to be made by an affiliated securitizer (“Covered Transactions”), (ii) gathering information in our records regarding demands for repurchase or replacement of pool assets in Covered Transactions for breaches of representations or warranties concerning those pool assets (“Repurchases”) that is required to be reported on Form ABS-15G (“Reportable Information”), (iii) identifying the parties in Covered Transactions that have a contractual obligation to enforce any Repurchase obligations of the party or parties making those representations or warranties based on our records (“Demand Entities”), and (iv) requesting all Reportable Information from trustees and other Demand Entities that is within their respective possession and which has not been previously provided to us. However, we cannot be certain that we have obtained all applicable Reportable Information because, among other things, some Demand Entities have not agreed to provide Reportable Information or may not have provided complete Reportable Information, and some Demand Entities may be unable or unwilling to provide Reportable Information without unreasonable effort or expense (or without imposing unreasonable expense on us). The information in this Form ABS-15G has not been verified by any third party.

 

In many cases, the entity identified as “Originator” is the entity that sold the assets to the sponsor, based on the sponsor’s records. This entity may or may not be the originator of the assets. The securitizer is not able to obtain further information as to the identity of the originator without unreasonable effort or expense. (For columns c-f)

 

Data about “Total Assets in ABS by Originator” is based on outstanding principal balances of assets in the ABS as of the related closing date, and includes pre-funded assets.

 

Assets included in “Assets That Were Subject of Demand” include assets where a demand was made during the reporting period or where a demand was made prior to the reporting period and there was activity occurring during the reporting period. (For columns g-i). The outstanding principal balance of each asset in these columns (and all columns to the right) is based on the end of the reporting period or the most recent balance available for assets that remain in the pool at that time or if an asset has been charged off, liquidated or otherwise removed from the pool prior to or during a reporting period, the corresponding outstanding principal balance used in calculating columns (h) through (x) shall be zero.

 

“Assets that were Repurchased or Replaced” may include assets that were previously liquidated and for which a make-whole payment (if required) was made. (For columns j-l)

 

“Assets Pending Repurchase or Replacement” includes only assets for which a decision to repurchase, replace or make-whole (if required) had been approved during the reporting period but such action has not been completed, and are shown without regard to cure period status. (For columns m-o)

 

“Demand in Dispute” includes assets for which a decision to dispute the demand was made during the reporting period and assets for which the securitizer made, or intended to make, during the reporting period a request for further information about a demand previously presented. If a demand has been rejected, it will not be considered to be in dispute absent a subsequent communication or other indication that the demand remains in dispute. (For columns p-r)

 

“Demand Withdrawn” shows assets where the repurchase demand was withdrawn by the trustee, or by any other party that made the demand, which demand may have been withdrawn in connection with a settlement. (For columns s-u)

 

“Demands Rejected” shows assets where a repurchase demand has been rejected by the securitizer or by any other party that would be obligated to repurchase the asset if the claim had been valid. (For columns v-x)

 

For assets where more than one activity occurred during the reporting period, only the most recent activity is reported above, provided that an asset subject to a demand to repurchase may be listed in both the “Assets That Were Subject to Demand” column as well as an additional column showing the most recent activity or status during the reporting period. No asset is included in the information provided, unless at least one activity described above occurred during the reporting period.