EX-99 2 b3mlmiabs1q12.htm b3mlmiabs1q12.htm

Naming of Issuing Entity
Check if Registered
Name of Originator1(a)
Total Assets in ABS by Originator
Total Assets in ABS by Originator
Total Assets in ABS by Originator
Assets That Were Subject of Demand2(a)
Assets That Were Repurchased or Replaced3(a)
Assets Pending Repurchase or Replacement (within cure period)4(a)
Demand in Dispute5(a)
 
Demand Withdrawn6(a)
Demand Rejected7(a)
 
     
(#)
($)
(%)
(#)
($)8(a)
(%)
(#)
($)8(a)
(%)
(#)
($)8(a)
(%)
(#)
($)8(a)
(%)
(#)
($)8(a)
(%)
(#)
($)8(a)
(%)
Residential mortgages – Non-Prime
                                             
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-WMC1
0001353236
X
WMC Mortgage Corp.
6,436
1,265,639,168
100.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
5
1,273,041
0.46%
1
164,361
0.06%
0
0
0.00%
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-BC2
0001357703
X
Decision One Mortgage Company, LLC
14
1,971,946
0.25%
2
444,028
0.24%
0
0
0.00%
0
0
0.00%
2
444,028
0.24%
0
0
0.00%
0
0
0.00%
   
FMF Capital LLC
152
25,721,976
3.26%
26
3,295,157
1.76%
0
0
0.00%
0
0
0.00%
26
3,295,157
1.76%
0
0
0.00%
0
0
0.00%
   
Harbourton Mortgage Investment Corporation
75
12,305,452
1.56%
13
1,361,248
0.73%
0
0
0.00%
0
0
0.00%
13
1,361,248
0.73%
0
0
0.00%
0
0
0.00%
   
Home Loan Corporation
519
66,563,627
8.43%
129
11,586,876
6.19%
0
0
0.00%
0
0
0.00%
125
11,365,690
6.07%
4
221,186
0.12%
0
0
0.00%
   
MILA, Inc.
1,679
193,588,578
24.50%
443
38,529,351
20.59%
0
0
0.00%
0
0
0.00%
441
38,417,709
20.53%
2
111,643
0.06%
0
0
0.00%
   
MLSG, Inc.
22
5,428,270
0.69%
4
703,601
0.38%
0
0
0.00%
0
0
0.00%
4
703,601
0.38%
0
0
0.00%
0
0
0.00%
   
Mirabella Mortgage Company
142
18,592,983
2.35%
42
4,921,724
2.63%
0
0
0.00%
0
0
0.00%
42
4,921,724
2.63%
0
0
0.00%
0
0
0.00%
   
MortgageIT, Inc.
1,452
234,778,047
29.72%
248
25,626,932
13.69%
0
0
0.00%
0
0
0.00%
241
25,235,266
13.48%
7
391,666
0.21%
0
0
0.00%
   
National City Mortgage Co.
110
18,131,657
2.30%
15
2,730,544
1.46%
0
0
0.00%
0
0
0.00%
15
2,730,544
1.46%
0
0
0.00%
0
0
0.00%
   
Right-Away Mortgage, Inc.
80
17,176,357
2.17%
5
966,585
0.52%
0
0
0.00%
0
0
0.00%
5
966,585
0.52%
0
0
0.00%
0
0
0.00%
   
Sherwood Mortgage Group, Inc.
40
5,191,943
0.66%
13
1,166,057
0.62%
0
0
0.00%
0
0
0.00%
12
1,034,308
0.55%
1
131,749
0.07%
0
0
0.00%
   
Siera Pacific Mortgage Corporation
52
7,924,910
1.00%
12
1,458,619
0.78%
0
0
0.00%
0
0
0.00%
11
1,341,012
0.72%
1
117,607
0.06%
0
0
0.00%
   
U.S. Bank Home Mortgage
6
768,052
0.10%
1
184,402
0.10%
0
0
0.00%
0
0
0.00%
1
184,402
0.10%
0
0
0.00%
0
0
0.00%
   
Wilmington Finance, Inc.
1,038
180,439,045
22.84%
137
19,719,126
10.54%
0
0
0.00%
0
0
0.00%
131
19,110,035
10.21%
6
609,092
0.33%
0
0
0.00%
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-RM5
0001378278
X
ResMAE Mortgage Corporation
2,944
535,628,316
100.00%
197
54,375,636
36.49%
0
0
0.00%
0
0
0.00%
197
54,375,636
36.49%
0
0
0.00%
0
0
0.00%
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-A1
0001385131
X
First National Bank of America
616
160,789,720
19.80%
0
0
0.00%
0
0
0.00%
0
0
0.00%
3
414,506
0.12%
0
0
0.00%
0
0
0.00%
FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-FF2
0001389459
X
First Franklin Financial Corporation
12,821
2,600,256,201
100.00%
457
87,466,897
7.93%
0
0
0.00%
0
0
0.00%
2,531
519,628,760
47.09%
0
0
0.00%
1
308,300
0.03%
MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-1
0001392868
X
First Franklin Financial Corporation
10,755
2,234,527,127
100.00%
788
174,734,790
17.60%
0
0
0.00%
0
0
0.00%
788
174,734,790
17.60%
0
0
0.00%
0
0
0.00%
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-A29(a)
0001389455
X
First National Bank of America
638
171,928,665
19.51%
0
0
0.00%
0
0
0.00%
0
0
0.00%
4
1,222,739
0.34%
0
0
0.00%
0
0
0.00%
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-A3
0001395011
X
First National Bank of America
505
147,907,297
30.32%
0
0
0.00%
0
0
0.00%
0
0
0.00%
3
1,009,029
0.44%
0
0
0.00%
0
0
0.00%
   
Pinnacle Direct Funding Corporation
82
23,109,058
4.74%
0
0
0.00%
0
0
0.00%
0
0
0.00%
2
372,460
0.16%
0
0
0.00%
0
0
0.00%
FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-FFC
0001392867
X
First Franklin Financial Corporation
15,508
855,877,212
100.00%
199
16,859,382
14.60%
0
0
0.00%
0
0
0.00%
291
21,142,304
18.30%
5
178,503
0.15%
9
939,798
0.81%
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-OAR410(a)
0001406781
X
GMAC Mortgage, LLC
663
225,950,141
63.96%
0
0
0.00%
0
0
0.00%
0
0
0.00%
6
2,271,253
1.22%
0
0
0.00%
0
0
0.00%
                                               
Residential mortgages – Non-Prime Subtotal*
   
56,349
   
2,731
   
0
   
0
   
4,899
   
27
   
10
   
Residential mortgages – Non-Prime Subtotal*
     
9,010,195,748
   
446,130,956
   
0
   
0
   
887,555,825
   
1,925,808
   
1,248,098
 
                                               
Issuing Entities with No Demands for Repurchase or Replacement11(a)
                                             
                                               
Residential mortgages – Non-Prime
                                             
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 1994-G
 
                                           
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 1999-H1
0001081317
X
                                           
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2002-AFC1
0001166761
X
                                           
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2002-NC1
0001174396
X
 
1,342
199,625,554
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2002-HE1
0001209003
X
 
5,692
783,179,496
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-WMC1
0001222424
X
 
4,838
792,060,542
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-BC1
0001225011
X
 
1,658
244,000,377
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-WMC2
0001225791
X
 
4,637
756,897,316
100.00%
                                   
C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-CB3
0001248641
X
 
1,981
296,690,768
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-BC2
0001248636
X
 
1,957
284,235,685
100.00%
                                   
TERWIN MORTGAGE TRUST ASSET-BACKED CERTIFICATES, SERIES TMTS 2002-2HE
0001257673
X
 
879
172,772,758
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-WMC3
0001261841
X
 
5,435
897,875,491
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-BC3
0001264394
X
 
2,686
370,382,194
100.00%
                                   
TERWIN MORTGAGE TRUST ASSET-BACKED CERTIFICATES, SERIES TMTS 2003-4HE
0001268747
X
 
1,468
236,806,283
100.00%
                                   
TERWIN MORTGAGE TRUST ASSET-BACKED CERTIFICATES, SERIES TMTS 2003-5SL
0001268747
X
 
3,235
133,109,686
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-HE1
 
1,765
237,650,916
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-OPT1
0001271531
X
 
6,767
1,052,527,309
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-BC4
0001274134
X
 
2,751
425,003,954
100.00%
                                   
TERWIN MORTGAGE TRUST ASSET-BACKED CERTIFICATES, SERIES TMTS 2003-8HE
0001274589
X
 
1,525
268,868,534
100.00%
                                   
C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-CB2
0001283616
X
 
1,956
418,640,997
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-WMC1
0001278941
X
 
4,967
837,959,970
100.00%
                                   
FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-FF1
000121964
X
 
6,083
1,336,342,000
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-BC1
0001285106
X
 
3,355
525,008,837
100.00%
                                   
TERWIN MORTGAGE TRUST ASSET-BACKED CERTIFICATES, SERIES TMTS 2004-3HE
0001288861
X
 
1,172
244,995,922
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-WMC3
0001290069
X
 
8,449
1,403,966,261
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-BC2
0001295183
X
 
4,047
575,029,169
100.00%
                                   
TERWIN MORTGAGE TRUST ASSET-BACKED CERTIFICATES, SERIES TMTS 2004-5HE
0001295668
X
 
1,906
324,987,696
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-SL1
0001296487
X
 
5,669
205,021,859
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-HE1
0001298150
X
 
1,915
305,532,692
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-FM1
0001300342
X
 
2,075
353,225,666
100.00%
                                   
C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-CB6
0001302637
X
 
3,090
459,286,540
100.00%
                                   
TERWIN MORTGAGE TRUST ASSET-BACKED CERTIFICATES, SERIES TMTS 2004-11HE
0001304576
X
 
1,308
270,148,643
100.00%
                                   
FIELDSTONE MORTGAGE INVESTMENT TRUST, SERIES 2004-4
0001304851
X
 
4,624
879,604,054
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-OPT1
0001306304
X
 
4,526
728,927,783
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-HE2
0001306563
X
 
3,075
511,034,204
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-AA1
0001307189
X
 
905
190,822,456
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-BC3
0001307196
X
 
4,419
650,002,380
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-SL2
0001307263
X
 
5,054
190,004,876
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-WMC5
0001307262
X
 
12,893
2,328,550,139
100.00%
                                   
OWNIT MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-1
0001307438
X
 
2,567
417,636,408
100.00%
                                   
C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-CB8
0001313763
X
 
3,684
547,530,756
100.00%
                                   
FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-FFC
0001312879
X
 
8,048
397,867,023
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-BC4
0001312704
X
 
5,167
750,001,305
100.00%
                                   
TERWIN MORTGAGE TRUST ASSET-BACKED CERTIFICATES, SERIES TMTS 2004-22SL
0001312703
X
 
5,362
265,005,791
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-WMC1
0001315624
X
 
10,434
1,852,807,586
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-NC1
0001316272
X
 
6,006
1,010,863,601
100.00%
                                   
OWNIT MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-1
0001317959
X
 
2,440
393,122,758
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-BC1
0001319962
X
 
5,351
785,589,879
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-SL1
0001320258
X
 
14,880
569,769,758
100.00%
                                   
OWNIT MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-2
0001323419
X
 
7,300
1,176,156,895
100.00%
                                   
TERWIN MORTGAGE TRUST ASSET-BACKED CERTIFICATES, SERIES TMTS 2005-6HE
0001324384
X
 
1,797
350,020,475
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-HE1
0001324403
X
 
2,460
425,466,598
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-AB1
0001327109
X
 
1,561
270,000,227
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-BC2
0001327613
X
 
6,290
840,001,419
100.00%
                                   
FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-FF6
0001328725
X
 
4,930
1,103,272,171
100.00%
                                   
FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-FFH1
0001328796
X
 
3,220
550,000,106
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-WMC2
0001328797
X
 
4,432
780,437,986
100.00%
                                   
C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-CB3
0001329684
X
 
2,379
417,458,658
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-SL2
0001331580
X
 
11,505
472,638,619
100.00%
                                   
OWNIT MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-3
0001343097
X
 
3,840
690,639,862
100.00%
                                   
TERWIN MORTGAGE TRUST ASSET-BACKED CERTIFICATES, SERIES TMTS 2005-10HE
0001334649
X
 
2,462
276,035,205
100.00%
                                   
TERWIN MORTGAGE TRUST ASSET-BACKED CERTIFICATES, SERIES TMTS 2005-12AL
0001337709
X
 
1,665
315,010,838
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-NCA
0001337533
X
 
4,274
244,749,252
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-FM1
0001337519
X
 
4,613
901,907,018
100.00%
                                   
TERWIN MORTGAGE TRUST ASSET-BACKED CERTIFICATES, SERIES TMTS 2005-14HE
0001338841
X
 
1,854
325,001,345
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-AB2
0001338731
X
 
1,673
330,851,760
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-AR1
0001340116
X
 
5,253
1,108,280,467
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-BC3
0001340125
X
 
6,930
1,050,001,736
100.00%
                                   
C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-CB6
0001340315
X
 
3,150
498,791,423
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-SD1
0001341929
X
 
1,326
115,363,606
100.00%
                                   
TERWIN MORTGAGE TRUST ASSET-BACKED CERTIFICATES, SERIES TMTS 2005-16HE
0001341934
X
 
2,517
550,720,739
100.00%
                                   
OWNIT MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-4
0001342868
X
 
4,378
866,008,360
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-SL3
0001344079
X
 
8,126
375,991,445
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-NCB
0001345623
X
 
4,648
247,934,336
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-HE2
0001345750
X
 
3,761
720,353,003
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-BC4
0001347448
X
 
8,684
1,240,004,126
100.00%
                                   
FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-FF12
0001349082
X
 
9,194
1,965,600,096
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-HE3
0001348113
X
 
3,315
863,594,801
100.00%
                                   
OWNIT MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-5
0001347957
X
 
2,866
465,328,742
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-AB3
0001347897
X
 
1,594
315,001,647
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-SL1
0001351148
X
 
8,571
401,279,299
100.00%
                                   
OWNIT MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-1
0001351468
X
 
3,175
724,995,990
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-HE1
0001352502
X
 
4,825
781,325,635
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-BC1
0001353802
X
 
10,339
1,500,000,388
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-AB1
0001354710
X
 
2,506
475,002,390
100.00%
                                   
OWNIT MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-2
0001355694
X
 
3,100
585,992,346
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-RM1
0001356932
X
 
3,050
517,795,728
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-WMC2
0001357862
X
 
6,561
1,234,682,960
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2006-A1
0001357994
X
 
1,346
668,539,580
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-HE2
0001358888
X
 
3,478
569,982,363
100.00%
                                   
OWNIT MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-3
0001359464
X
 
3,174
575,302,559
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-AR1
0001360673
X
 
3,269
678,821,101
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2006-A2
0001360975
X
 
1,190
348,838,110
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2006-AF3
0001364545
X
 
1,587
558,850,114
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-RM2
0001364542
X
 
5,903
991,244,257
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-AB2
0001364482
X
 
1,997
399,999,469
100.00%
                                   
C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-CB4
0001366173
X
 
2,520
520,639,704
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-HE3
0001366775
X
 
2,956
552,381,273
100.00%
                                   
OWNIT MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-4
0001367577
X
 
4,361
806,348,249
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-BC3
0001367353
X
 
5,084
850,005,701
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-AHL1
0001368111
X
 
1,937
429,661,760
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-RM3
0001367768
X
 
4,383
777,950,775
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-FM1
0001368077
X
 
1,991
439,401,071
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-HE4
0001370357
X
 
3,112
501,792,413
100.00%
                                   
OWNIT MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-5
0001370409
X
 
2,839
471,399,413
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2006-AF4
0001370873
X
 
1,128
387,790,300
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-SL2
0001371913
X
 
5,040
249,716,798
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-SD1
0001374164
X
 
1,301
165,560,296
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-OPT1
0001374563
X
 
4,271
906,994,029
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-AB3
0001374562
X
 
1,934
425,000,053
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-RM4
0001374555
X
 
3,145
575,264,264
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-BC4
0001374564
X
 
6,517
1,100,000,096
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-HE5
0001374556
X
 
7,090
1,376,307,736
100.00%
                                   
OWNIT MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-6
0001374560
X
 
2,594
427,912,659
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2006-AF1
0001375541
X
 
1,963
668,222,557
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-MLN1
0001375791
X
 
4,290
819,593,841
100.00%
                                   
C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-CB8
0001378276
X
 
2,628
571,697,970
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2006-AF2
0001378483
X
 
1,941
675,532,936
100.00%
                                   
OWNIT MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-7
0001378277
X
 
3,953
685,334,867
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-BC5
0001379641
X
 
4,560
865,000,390
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-FF1
0001379644
X
 
15,079
2,375,911,775
100.00%
                                   
FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-FF18
0001382369
X
 
12,140
2,402,708,323
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-HE6
0001382370
X
 
5,774
949,336,454
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-BC1
0001385133
X
 
4,782
825,001,683
100.00%
                                   
FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-FF1
0001385134
X
 
9,898
2,033,910,275
100.00%
                                   
FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-FFA
0001385135
X
 
9,262
499,661,412
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-HE1
0001385130
X
 
6,688
1,184,010,241
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-OAR1
0001391449
X
 
1,252
428,979,193
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-F1
0001389458
X
 
1,771
444,904,297
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-AB1
0001392869
X
 
1,435
350,000,517
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-OAR2
0001392904
X
 
1,679
611,879,992
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-HE2
0001389456
X
 
5,987
1,213,248,399
100.00%
                                   
MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-2
0001395007
X
 
10,106
2,002,131,979
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED SECURITIES, SERIES 2007-MLN1
0001392927
X
 
6,283
1,396,358,498
100.00%
                                   
C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-CB4
0001395012
X
 
2,533
497,856,174
100.00%
                                   
SPECIALTY UNDERWRITING AND RESIDENTIAL FINANCE TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-BC2
0001395010
X
 
2,100
390,000,562
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED SECURITIES, SERIES 2007-SL1
0001385132
X
 
4,773
284,784,503
100.00%
                                   
MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-3
0001398697
X
 
9,233
1,888,495,811
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-AF1
0001398961
X
 
1,838
693,258,990
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED SECURITIES, SERIES 2007-HE3
0001395009
X
 
3,645
668,937,131
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED SECURITIES, SERIES 2007-SD1
0001389457
X
 
2,433
383,044,110
100.00%
                                   
MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-4
0001402720
X
 
7,567
1,600,000,024
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-OAR312(a)
0001402968
X
 
1,158
393,747,909
100.00%
                                   
MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-A
0001395008
X
 
5,004
282,128,069
100.00%
                                   
MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-H1
0001413718
X
 
3,665
893,417,460
100.00%
                                   
MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-5
0001407137
X
 
3,126
795,445,096
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-OAR5
0001416072
X
 
1,359
564,765,703
100.00%
                                   
MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-6
0001417205
X
 
161
26,238,161
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-WMC2
0001286160
X
 
5,166
874,470,490
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-WMC4
0001293655
X
 
7,729
1,305,921,361
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED SECURITIES, SERIES 20010-NP1A
 
592
144,592,622
100.00%
                                   
                                               
Residential mortgages – Other/Combined
                                             
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 1988-W
 
                                         
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-W1
 
393
216,509,160
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-WL2
 
334
204,426,141
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2007-WL3
 
255
167,876,854
100.00%
                                   
                                               
Residential mortgages – Prime
                                             
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2002-A3
 
1,076
468,090,398
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-A1
0001220307
X
 
1,027
427,500,172
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2003-A
0001221468
X
 
4,119
1,628,037,496
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2003-B
0001224368
X
 
2,801
1,074,841,359
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-A2
0001225288
X
 
1,756
803,894,572
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-A3
0001237223
X
 
813
353,901,155
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2003-C
0001287083
X
 
2,552
1,004,952,623
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2003-D
0001257270
X
 
2,852
1,024,596,110
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-A4
0001257793
X
 
1,494
655,087,975
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2003-E
0001261425
X
 
2,684
1,005,518,595
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2003-F
0001264603
X
 
3,354
1,325,078,169
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-A5
0001264956
X
 
1,286
549,169,468
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2003-A6
0001268732
X
 
758
322,414,971
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2003-G
0001272978
X
 
2,690
1,000,000,178
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2003-H
0001274136
X
 
1,989
750,000,973
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-A1
0001281979
X
 
1,375
604,180,564
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2004-A
0001284422
X
 
3,572
1,400,004,948
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2004-B
0001292105
X
 
2,897
1,000,003,353
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2004-C
0001295083
X
 
2,310
900,006,454
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2004-HB1
0001298854
X
 
2,054
500,001,016
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2004-D
0001301649
X
 
2,682
1,000,001,358
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-A2
0001301782
X
 
1,162
436,345,701
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-A3
0001301762
X
 
763
388,340,131
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2004-E
0001303974
X
 
3,150
1,100,001,139
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2004-A4
0001307231
X
 
793
500,550,731
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2004-1
0001310131
X
 
1,426
612,025,533
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2004-F
0001309757
X
 
2,831
1,000,012,589
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2004-G
0001312848
X
 
1,284
485,000,698
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-A1
0001316306
X
 
1,258
559,198,793
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2005-A
0001319119
X
 
1,439
550,001,262
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-A2
0001318473
X
 
1,614
988,900,952
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2005-1
0001325515
X
 
899
407,048,448
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-A3
0001328521
X
 
1,142
317,707,145
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2005-B
0001328853
X
 
1,250
500,005,685
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-A4
0001329097
X
 
1,239
502,099,539
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-A5
0001331818
X
 
1,191
730,706,297
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-A6
0001337440
X
 
3,162
963,361,418
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2005-2
0001337873
X
 
2,378
1,220,525,429
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-A7
0001340245
X
 
814
463,360,704
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2005-3
0001343097
X
 
2,436
1,178,985,743
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-A8
0001344467
X
 
5,184
1,012,683,745
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-A10
0001347796
X
 
1,724
781,839,264
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2005-A9
0001347833
X
 
2,047
927,442,200
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2006-1
0001354650
X
 
826
476,561,871
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2006-2
0001360855
X
 
945
634,771,628
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE LOAN ASSET-BACKED CERTIFICATES, SERIES 2006-F1
0001360862
X
 
455
226,864,854
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2006-3
0001374561
X
 
828
537,919,898
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES MLCC 2007-1
0001392868
X
 
706
462,223,039
100.00%
                                   
MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-1
0001390978
X
 
904
453,680,470
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES MLCC 2007-2
0001398696
X
 
586
416,548,326
100.00%
                                   
MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-2
0001392004
X
 
1,054
645,969,568
100.00%
                                   
MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES 2007-3
0001402967
X
 
813
304,840,443
100.00%
                                   
MERRILL LYNCH MORTGAGE INVESTORS TRUST MORTGAGE PASS-THROUGH CERTIFICATES, SERIES MLCC 2007-3
0001409615
X
 
390
293,596,173
100.00%
                                   
                                               
                                               
                                               
                                               
                                               
                                               
Name of Issuing Entity
Check if Registered
Name of Originator1(b)
Total Assets in ABS by Originator
   
Assets That Were Subject of Demand2(b)
Assets That Were Repurchased or Replaced3b
Assets Pending Repurchase or Replacement (within cure period)
Demand in Dispute4(b)
 
Demand Withdrawn5(b)
 
Demand Rejected6(b)
 
     
#
$
% of principal balance
#
$7(b)
% of principal balance
#
$7(b)
% of principal balance
#
$7(b)
% of principal balance
#
$7(b)
% of principal balance
#
$7(b)
% of principal balance
#
$7(b)
% of principal balance
Commercial Mortgages
                                             
Merrill Lynch Floating Trust Pass-Through Certificates, Series 2006-1
 
LaSalle Bank, National Association
1
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
Merrill Lynch Floating Trust Pass-Through Certificates, Series 2006-1
 
Bear Stearns Commercial Mortgage, Inc.
1
65,000,000
57.52%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
Merrill Lynch Floating Trust Pass-Through Certificates, Series 2006-1
 
Bear Stearns Commercial Mortgage, Inc.(75%)
Lehman Brothers Bank, FSB (25%)
(asset co-originated)
1
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
1
0
0.00%
0
0
0.00%
0
0
0.00%
Merrill Lynch Floating Trust Pass-Through Certificates, Series 2006-1
 
Countrywide Commercial Real Estate Finance, Inc.
2
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
Merrill Lynch Floating Trust Pass-Through Certificates, Series 2006-1
 
Merrill Lynch Mortgage Lending Inc. (50%)
Bear Stearns Commercial Mortgage, Inc. (26.5%)
Morgan Stanley Mortgage Capital, Inc. (14.7%)
Royal Bank of Canada (8.8%)
(asset co-originated)
1
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
Merrill Lynch Floating Trust Pass-Through Certificates, Series 2006-1
 
Merrill Lynch Mortgage Lending, Inc. (42.5%), Bear Stearns Commercial Mortgage, Inc. (22.5%), Morgan Stanley Mortgage Capital, Inc. (12.5%), Royal Bank of Canada (7.5%), German American Capital Corporation (15.0%) (asset co-originated)
1
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
Merrill Lynch Floating Trust Pass-Through Certificates, Series 2006-1
 
Merrill Lynch Mortgage Lending Inc.
8
48,000,000
42.48%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
Merrill Lynch Floating Trust Pass-Through Certificates, Series 2006-1
 
Wells Fargo Bank, N.A.
1
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2004-BPC1
0001306753
X
Bank of America, N.A.
21
212,725,549
26.79%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2004-BPC1
0001306753
X
IXIS Real Estate Capital Inc.
8
109,169,669
13.75%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2004-BPC1
0001306753
X
Merrill Lynch Mortgage Lending, Inc.
31
303,028,038
38.16%
0
0
0.00%
0
0
0.00%
0
0
0.00%
1
28,123,688
9.28%
0
0
0.00%
0
0
0.00%
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2004-BPC1
0001306753
X
PNC Bank, National Association
34
169,170,294
21.30%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2007-C1
0001404613
X
LaSalle Bank, National Association
89
682,028,990
19.99%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2007-C1
 0001404613
X
General Electric Capital Corporation
64
635,376,428
18.63%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2007-C1
0001404613
X
Merrill Lynch Mortgage Lending, Inc.
53
1,453,775,168
42.62%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
1
3,380,000
0.23%
0
0
0.00%
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2007-C1
0001404613
X
Wells Fargo Bank, N.A.
59
640,089,724
18.76%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
0
0
0.00%
                                               
Commercial Mortgages Subtotal*
   
375
   
0
   
0
   
0
   
2
   
1
   
0
   
Commercial Mortgages Subtotal*
     
4,318,363,860
   
0
   
0
   
0
   
28,123,688
   
3,380,000
   
0
 
                                               
Issuing Entities with No Demands for Repurchase or Replacement8(b)
                                             
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 1996-C1
 
159
647,219,479
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 1996-WFPB
 
1
873,436,000
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 1996-WFPD
 
1
434,346,000
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 1996-C2
 
300
1,138,310,859
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 1997-C1
0001040772
X
 
219
840,787,879
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 1997-C2
 0001052935
X
 
147
686,342,939
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 1998-C2
0001060803
X
 
401
1,088,330,849
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 1998-C1
0001060802
X
 
105
646,080,545
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 1998-C3
0001075172
X
 
139
638,408,621
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 1998-CAN1
 
32
182,083,241
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 1999-C1
0001097398
X
 
106
592,445,173
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2001-HRPA
 
1
259,828,144
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2002-MW1
0001176178
X
 
101
1,082,600,765
100.00%
                                   
Merrill Lynch Mortgage Trust Series 2002-FED
   
1
25,000,000
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2003-KEY1
0001268822
X
 
79
1,076,546,924
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2004-MKB1
0001287083
X
 
72
979,850,328
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2004-KEY2
0001186308
X
 
115
1,115,140,387
100.00%
                                   
Mezz Cap Commercial Mortgage Trust Commercial Mortgage Pass-Through Certificates, Series 2004-C2
 
81
52,399,821
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2005-MKB2 0001320550
X
 
86
1,137,261,497
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2005-GN1
0001071460
X
 
1
94,229,696
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2005-MCP1
0001330240
X
 
111
1,737,992,960
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2005-CIP1
0001335233
X
 
135
2,056,750,305
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2005-CKI1
0001344666
X
 
169
3,073,749,481
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2005-LC1
0001346319
X
 
142
1,546,255,949
100.00%
                                   
ML-CFC Commercial Mortgage Trust Commercial Mortgage Pass-Through Certificates, Series 2006-1
0001351420
X
 
152
2,141,833,162
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2006-C1
0001360571
X
 
244
2,489,838,721
100.00%
                                   
ML-CFC Commercial Mortgage Trust Commercial Mortgage Pass-Through Certificates, Series 2006-2
0001362916
X
 
191
1,841,447,790
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2006-C2
0001369017
X
 
126
1,542,696,554
100.00%
                                   
ML-CFC Commercial Mortgage Trust Commercial Mortgage Pass-Through Certificates, Series 2006-3
0001371096
X
 
211
2,425,022,036
100.00%
                                   
ML-CFC Commercial Mortgage Trust Commercial Mortgage Pass-Through Certificates, Series 2006-4
0001379882
X
 
279
4,522,709,172
100.00%
                                   
Mezz Cap Commercial Mortgage Trust Commercial Mortgage Pass-Through Certificates, Series 2006-C4
 
146
88,930,894
100.00%
                                   
ML-CFC Commercial Mortgage Trust Commercial Mortgage Pass-Through Certificates, Series 2007-5
0001390192
X
 
333
4,417,019,874
100.00%
                                   
ML-CFC Commercial Mortgage Trust Commercial Mortgage Pass-Through Certificates, Series 2007-6
0001391668
X
 
144
2,145,926,363
100.00%
                                   
ML-CFC Commercial Mortgage Trust Commercial Mortgage Pass-Through Certificates, Series 2007-7
0001398853
X
 
326
2,785,502,683
100.00%
                                   
ML-CFC Commercial Mortgage Trust Commercial Mortgage Pass-Through Certificates, Series 2007-8
0001408514
X
 
218
2,435,364,712
100.00%
                                   
ML-CFC Commercial Mortgage Trust Commercial Mortgage Pass-Through Certificates, Series 2007-9
0001415828
X
 
246
2,809,835,153
100.00%
                                   
Mezz Cap Commercial Mortgage Trust Commercial Mortgage Pass-Through Certificates, Series 2007-C5
 
86
56,328,896
100.00%
                                   
Merrill Lynch Floating Trust Pass-Through Certificates, Series 2008-LAQA
   
1
1,438,411,008
100.00%
                                   
Merrill Lynch Mortgage Investors, Inc. Commercial Mortgage Pass-Through Certificates, Series 2008-C1
0001432961
X
 
92
948,772,138
100.00%
                                   
                                               
                                               
Totals*
   
56,724
   
2,731
   
0
   
0
   
4,901
   
28
   
10
   
Totals*
     
13,328,559,608
   
446,130,956
   
0
   
0
   
915,679,513
   
5,305,808
   
1,248,098
 

 


MERRILL LYNCH MORTGAGE INVESTORS, INC.

Residential Mortgages

Endnotes
 
1(a) The originator is the party identified by the securitizer using the same methodology as the securitizer used to identify the originator of assets for purposes of complying with Item 1110 of Regulation AB (Subpart 229.1100 – Asset-Backed Securities (Regulation AB), 17 C.F.R. §§229.1100-229.1123) in connection with registered offerings of asset-backed securities in the same asset class.
 
Data regarding originators for assets that were not subject to demands to repurchase or replace has been omitted because it could not be obtained by the securitizer without unreasonable effort or expense due to the number of transactions, the number of originators and the length of time the securitizer has been engaged in transactions.
 

 
2(a) Reflects assets subject to demands to repurchase or replace that were received during the reporting period covered by this Form ABS-15G.  Activity with respect to demands received during and prior to the reporting period covered by this Form ABS-15G is reflected elsewhere in this table.  If an asset changed status during the reporting period covered by this Form ABS 15G, information regarding the asset will appear in this column and the other applicable column in this Form ABS 15G.
 
The securitizer has attempted to gather the information required by this Form ABS-15G and Rule 15Ga-1 by, among other things, (i) identifying the asset-backed securities transactions that fall within the scope of Rule 15Ga-1 for which it is a securitizer and that are not covered by a filing to be made by an affiliated securitizer (“Covered Transactions”), (ii) gathering information in its 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 the securitizer’s 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 the securitizer.  However, the securitizer cannot be certain that it has obtained all applicable Reportable Information because, among other things, some of the Demand Entities may not have agreed to provide Reportable Information or may not have provided complete information, and some Demand Entities may be unable or unwilling to provide such requested Reportable Information without unreasonable burden or expense (or without imposing unreasonable burden or expense on the securitizer).
 
In addition, while the securitizer requested Reportable Information from trustees and other Demand Entities as to investor demands that occurred prior to July 22, 2010, it is possible that this disclosure does not contain information about all investor demands upon those parties made prior to that date.
 

 
3(a) Reflects assets that were repurchased or replaced during the reporting period covered by this Form ABS-15G.
 
The demand for repurchase or replacement relating to any asset reported in this column may have been received prior to the reporting period covered by this Form ABS-15G.
 

 

 
 

 

4(a) Reflects assets for which the representing party has agreed to repurchase or replace the asset but repurchase proceeds and/or replacement assets were not yet received by the trustee or the master servicer, as applicable, as of the end of the reporting period covered by this Form ABS-15G.
 
The demand for repurchase or replacement relating to any asset reported in this column may have been received prior to the reporting period covered by this Form ABS-15G.
 

 
5(a) Includes assets for which any of the following situations apply as of the end of the reporting period:
 
(a) A related demand to repurchase or replace such asset was received by the representing party but not yet responded to by the end of the reporting period covered by this Form ABS-15G;
 
(b) The representing party has responded to one or more related demands to repurchase or replace such asset by refuting the allegations supporting the most recent such demand and rejecting the repurchase demand  but the party demanding repurchase or replacement of such asset has responded to such rejection and continues to assert the merits of its demand; or
 
(c)  The representing party and the party demanding repurchase or replacement of such asset acknowledge that the ongoing dispute over the merits of such demand may not be readily resolved.
 
The demand for repurchase or replacement relating to any asset reported in this column may have been received prior to the reporting period covered by this Form ABS-15G.
 

 
6(a) Includes assets for which any of the following situations apply as of the end of the reporting period:
 
(a)  The party demanding the repurchase or replacement of such asset has agreed to rescind its demand;
 
(b)  The party demanding the repurchase or replacement of such asset has not responded to the most recent rejection of the related repurchase demand by the representing party in over 180 days; or
 
(c)   Events unrelated to the repurchase or replacement of such asset, such as repayment of the asset by the related obligor, have negated the need for further consideration of the request to repurchase or replace such asset.
 
The demand for repurchase or replacement relating to any asset reported in this column may have been received prior to the reporting period covered by this Form ABS-15G.
 

 
7(a) Reflects assets for which the representing party has responded to one or more related demands to repurchase or replace such asset by refuting the allegations supporting such demand and rejecting the repurchase demand(s) and the party demanding repurchase or replacement of such asset has not responded to the most recent such rejection as of the end of the reporting period covered by this Form ABS-15G.
 
The demand for repurchase or replacement relating to any asset reported in this column may have been received prior to the reporting period covered by this Form ABS-15G.
 

 

 
 

 


8(a)  An outstanding principal balance shown in this column is calculated (a) for any asset that has not been liquidated, as the remaining outstanding principal balance of the asset at the earlier of the date on which it was repurchased or replaced, if applicable, and the end of the reporting period covered by this Form ABS-15G, or (b) for any liquidated asset, as the remaining outstanding principal balance of the asset at liquidation following application of all borrower payments, but not including any insurance payments or liquidation proceeds applied to principal.  This same principal balance is used in the calculating the numerator in the corresponding “% of principal balance” column.  However, the denominator used to calculate the corresponding “% of principal balance” column is derived from the outstanding principal balances reported to the trustee or other calculation agent for the trust reporting period with the same ending date as the end of the reporting period covered by this Form ABS-15G, which amounts reflect any insurance payments or liquidation proceeds received on liquidated assets and applied to principal.
 

 
9(a) A Demand Entity has reported to the securitizer that it received “alleged demands” to repurchase or replace 1 asset during the period covered by this report.  These alleged demands are not reflected in the table above for this issuing entity because the Demand Entity did not provide sufficient information to enable the securitizer to identify the specific assets subject to those alleged demands.  Additionally, because the party reported to have made such alleged demands is a mortgage insurer, it is possible that the communications reported as alleged demands are instead notices of denial of mortgage insurance coverage with respect to those assets.
 

 
10(a) A Demand Entity has reported to the securitizer that it received “alleged demands” to repurchase or replace 1 asset during the period covered by this report.  These alleged demands are not reflected in the table above for this issuing entity because the Demand Entity did not provide sufficient information to enable the securitizer to identify the specific assets subject to those alleged demands.
 

 
11(a)   Data voluntarily provided for trusts with no repurchase demands includes transaction name, CIK number, if a registered transaction, number of assets and principal balance of assets as of the closing date.
 

 
12(a) A Demand Entity has reported to the securitizer that it received “alleged demands” to repurchase or replace 4 assets during the period covered by this report.  These alleged demands are not reflected in the table above for this issuing entity because the Demand Entity did not provide sufficient information to enable the securitizer to identify the specific assets subject to those alleged demands.
 

 

 
Commercial Mortgages
 
Endnotes
 
1(b)The originator is the party identified by the securitizer using the same methodology as the securitizer would use to identify the originator of assets for purposes of complying with Item 1110 of Regulation AB (Subpart 229.1100 – Asset-Backed Securities (Regulation AB), 17 C.F.R. §§229.1100-229.1123) in connection with registered offerings of asset-backed securities in the same asset class.
 

 
2(b)Reflects assets subject to demands to repurchase or replace that were received during the reporting period covered by this Form ABS-15G.  Activity with respect to demands received during and, if applicable, prior to the reporting period covered by this Form ABS-15G is reflected elsewhere in this table.  If an asset changed status during the reporting period covered by this Form ABS 15G, information regarding the asset will appear in this column and the other applicable column in this Form ABS 15G.
 
The securitizer has attempted to gather the information required by this Form ABS-15G and Rule 15Ga-1 by, among other things, (i) identifying the asset-backed securities transactions that fall within the scope of Rule 15Ga-1 for which it is a securitizer and that are not covered by a filing to be made by an affiliated securitizer (“Covered Transactions”), (ii) gathering information in its 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 the securitizer’s 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 the securitizer.  However, the securitizer cannot be certain that it has obtained all applicable Reportable Information because, among other things, some of the Demand Entities may not have agreed to provide Reportable Information or may not have provided complete information, and some Demand Entities may be unable or unwilling to provide such requested Reportable Information without unreasonable burden or expense (or without imposing unreasonable burden or expense on the securitizer).
 
In addition, while the securitizer requested Reportable Information from trustees and other Demand Entities as to investor demands that occurred prior to July 22, 2010, it is possible that this disclosure does not contain information about all investor demands upon those parties made prior to that date.
 

 
3(b)Reflects assets that were repurchased or replaced during the reporting period covered by this Form ABS-15G.
 
If applicable, the demand for repurchase or replacement relating to any asset reported in this column may have been received prior to the reporting period covered by this Form ABS-15G.
 

 
4(b)Includes assets for which any of the following situations apply as of the end of the reporting period:
 
(a) A related demand to repurchase or replace such asset was received by the representing party but not yet responded to by the end of the reporting period covered by this Form ABS-15G;
 
(b) The representing party has responded to one or more related demands to repurchase or replace such asset by refuting the allegations supporting the most recent such demand and rejecting the repurchase demand  but the party demanding repurchase or replacement of such asset has responded to such rejection and continues to assert the merits of its demand; or
 
(c) The representing party and the party demanding repurchase or replacement of such asset acknowledge that the ongoing dispute over the merits of such demand may not be readily resolved.
 
If applicable, the demand for repurchase or replacement relating to any asset reported in this column may have been received prior to the reporting period covered by this Form ABS-15G.
 

 
5(b)Includes assets for which the party demanding the repurchase or replacement of such asset has agreed to rescind its demand.
 
If applicable, the demand for repurchase or replacement relating to any asset reported in this column may have been received prior to the reporting period covered by this Form ABS-15G.
 

 
6(b)Reflects assets for which the representing party has responded to one or more related demands to repurchase or replace such asset by refuting the allegations supporting such demand and rejecting the repurchase demand(s) and the party demanding repurchase or replacement of such asset has not responded to the most recent such rejection as of the end of the reporting period covered by this Form ABS-15G.
 

 
7(b)An outstanding principal balance shown in this column is calculated (a) for any asset that has not been liquidated, as the remaining outstanding principal balance of the asset at the earlier of the date on which it was repurchased, or replaced, if applicable, and the end of the reporting period covered by this Form ABS-15G, or (b) for any asset no longer part of the pool assets at the end of the reporting period, as zero.
 

 
8(b)Data voluntarily provided for trusts with no repurchase demands includes transaction name, CIK number, if a registered transaction, number of assets and principal balance of assets as of the closing date.
 

 
*(Sub)totals for # of assets and principal balance of assets are shown in separate rows due to technical formatting limitations.  The first consecutive (sub)total row presents the (sub)total for the # of assets and the second such row presents the (sub)total for the principal balance of such assets.