A tranche is one of a series of certificates or interests created and issued as part of the
same transaction.
5
For example, the GSEs purchased Certificates issued pursuant to both the A1A and
A1B tranches of the JPMAC 2006-RM1 Securitization.
33
Table 2
Transaction Tranche Sponsor Depositor Lead
Underwriter
Principal
Amount
Issued
Date of
Issuance
Supporti
ng Loan
Group
AABST 2005-5 IIA
Aegis
Mortgage
Corp.
Aegis Asset
Backed
Securities
Corp.
BSC $500,000,000 10/28/2005 Pool 2
AHM 2005-1 VIA
American
Home
Mortgage
Acceptance,
Inc.
American
Home
Mortgage
Securities
LLC
BSC $337,000,000 4/25/2006 Group VI
AHM 2005-4 IVA
American
Home
Mortgage
Acceptance,
Inc.
BSABS BSC $556,435,000 10/7/2005 Group IV
ARSI 2006-M2 A1
Ameriquest
Mortgage
Company
Argent
Securities Inc.
J.P. Morgan
Securities
(co-lead with
Citigroup)
$717,382,000 8/29/2006 Group I
BALTA 2005-10 II2A1 EMC SAMI BSC $407,783,000 12/30/2005 Group II-2
BALTA 2005-10 II3A1 EMC SAMI BSC $569,686,000 12/30/2005 Group II-3
BALTA 2006-1 II1A1 EMC BSABS BSC $300,000,000 1/31/2006 Group II-1
BALTA 2006-2 II2A1 EMC SAMI BSC $431,361,000 3/31/2006 Group II-2
BALTA 2006-3 II1A1 EMC SAMI BSC $276,267,000 4/28/2006 Group II-1
BALTA 2006-4 I2A1 EMC SAMI BSC $807,809,000 6/30/2006 Group I-2
BALTA 2006-4 III1A1 EMC SAMI BSC $132,532,000 6/30/2006 Group III1
BSABS 2005-HE12 IIA EMC BSABS BSC $302,737,000 12/30/2005 Group II
BSABS 2006-AQ1 I2A EMC BSABS BSC $192,142,000 11/30/2006 Group I-2
BSABS 2006-HE2 IIA EMC BSABS BSC $241,697,000 2/28/2006 Group II
BSABS 2006-HE4 IIA EMC BSABS BSC $264,889,000 4/28/2006 Group II
BSABS 2006-HE5 IIA EMC BSABS BSC $162,020,000 5/30/2006 Group II
BSABS 2006-HE7 II2A EMC BSABS BSC $100,275,000 8/30/2006 Group II-2
BSABS 2006-HE8 II2A EMC BSABS BSC $51,306,000 10/30/2006 Group II-2
BSABS 2006-HE9 IIA EMC BSABS BSC $218,304,000 11/30/2006 Group II
BSABS 2006-HE9 IIIA EMC BSABS BSC $236,045,000 11/30/2006 Group III
BSABS 2006-HE10 II2A EMC BSABS BSC $201,892,000 12/29/2006 Group II-2
BSABS 2006-HE10 II3A EMC BSABS BSC $132,221,000 12/29/2006 Group II-3
BSABS 2007-FS1 IIA EMC BSABS BSC $70,635,000 2/28/2006 Group II
BSABS 2007-HE1 II2A EMC BSABS BSC $118,512,000 1/30/2007 Group II-2
BSABS 2007-HE1 II3A EMC BSABS BSC $92,100,000 1/30/2007 Group II-3
BSABS 2007-HE2 II2A EMC BSABS BSC $75,162,000 2/28/2007 Group II-2
BSABS 2007-HE2 II3A EMC BSABS BSC $77,349,000 2/28/2007 Group II-3
BSABS 2007-HE3 IIA EMC BSABS BSC $131,715,000 3/30/2007 Group II
BSABS 2007-HE3 IIIA EMC BSABS BSC $90,354,000 3/30/2007 Group III
BSABS 2007-HE4 IIA EMC BSABS BSC $210,625,000 4/30/2007 Group II
34
Transaction Tranche Sponsor Depositor Lead
Underwriter
Principal
Amount
Issued
Date of
Issuance
Supporti
ng Loan
Group
BSABS 2007-HE5 IIA EMC BSABS BSC $99,922,000 5/30/2007 Group II
BSABS 2007-HE5 IIIA EMC BSABS BSC $122,752,000 5/30/2007 Group III
BSABS 2007-HE6 IIA EMC BSABS BSC $291,210,000 8/30/2007 Group II
BSABS 2007-HE7 IIA1 EMC BSABS BSC $137,892,000 9/19/2007 Group II
BSABS 2007-HE7 IIIA1 EMC BSABS BSC $69,504,000 9/19/2007 Group III
BSMF 2006-SL5 IIA EMC BSABS BSC $23,706,000 11/30/2006 Group II
BSMF 2006-SL6 IIA EMC BSABS BSC $20,279,000 12/29/2006 Group II
BSMF 2007-AR3 II2A1 EMC SAMI BSC $241,679,000 3/30/2007 Group II-2
BSMF 2007-SL1 IIA EMC BSABS BSC $24,050,000 1/30/2007 Group II
BSMF 2007-SL2 IIA EMC BSABS BSC $21,671,000 2/28/2007 Group II
CBASS 2006-CB2 AV
Credit-Based
Asset
Servicing and
Securitization
LLC
Bond
Securitization,
LLC
J.P. Morgan
Securities $347,712,000 2/28/2006 Group 1
CBASS 2006-CB7 A1
Credit-Based
Asset
Servicing and
Securitization
LLC
Bond
Securitization,
LLC
J.P. Morgan
Securities $385,237,000 10/5/2006 Group I
GPMF 2005-AR5 IIA1 EMC SAMI BSC $470,923,000 10/31/2005 Group II
GPMF 2006-AR3 IIA1 EMC SAMI BSC $492,223,000 4/28/2006 Group II
GPMF 2006-AR3 IIA2 EMC SAMI BSC $259,690,000 4/28/2006 Group II
JPALT 2005-A2 2A1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $68,406,000 12/29/2005 Pool 2
JPALT 2007-A2 11A1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $369,061,000 5/31/2007 Pool 1A
JPMAC 2005-FRE1 AI J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $274,516,000 11/29/2005 Group I
JPMAC 2005-OPT2 A1A J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $311,578,000 12/21/2005 Group 1
JPMAC 2005-
WMC1 A1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $404,000,000 10/27/2005 Group 1
JPMAC 2006-ACC1 A1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $266,700,000 6/2/2006 Group 1
JPMAC 2006-CH1 A1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $149,925,000 11/14/2006 Group 1
JPMAC 2006-CH2 AV1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $900,296,000 12/14/2006 Group 2-
A
JPMAC 2006-CW1 A1A J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $213,081,000 5/31/2006 Group 1
JPMAC 2006-CW2 AV1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $410,588,000 8/8/2006 Group 2
JPMAC 2006-FRE1 A1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $279,696,000 1/27/2006 Group 1
JPMAC 2006-FRE2 A1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $267,476,000 3/29/2006 Group 1
JPMAC 2006-HE1 A1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $166,827,000 2/28/2006 Group 1
JPMAC 2006-HE2 A1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $171,430,000 6/30/2006 Group 1
35
Transaction Tranche Sponsor Depositor Lead
Underwriter
Principal
Amount
Issued
Date of
Issuance
Supporti
ng Loan
Group
JPMAC 2006-HE3 A1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $189,800,000 11/10/2006 Group 1
JPMAC 2006-NC1 A1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $345,251,000 4/27/2006 Group 1
JPMAC 2006-NC2 A1A J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $223,083,000 8/23/2006 Group 1
JPMAC 2006-RM1 A1A J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $230,853,000 9/27/2006 Group 1
JPMAC 2006-RM1 A1B J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $57,713,000 9/27/2006 Group 1
JPMAC 2006-
WMC1 A1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $161,500,000 3/30/2006 Group 1
JPMAC 2006-
WMC2 A1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $324,255,000 6/28/2006 Group 1
JPMAC 2006-
WMC3 A1SS J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $175,270,000 9/14/2006 Group 1
JPMAC 2006-
WMC3 A1MZ J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $43,817,000 9/14/2006 Group 1
JPMAC 2006-
WMC4 A1A J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $376,675,000 12/20/2006 Group 1
JPMAC 2006-
WMC4 A1B J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $41,853,000 12/20/2006 Group 1
JPMAC 2007-CH2 AV1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $234,600,000 3/15/2007 Group 2-
A
JPMAC 2007-CH3 A1A J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $374,118,000 5/15/2007 Group 1
JPMAC 2007-CH3 A1B J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $41,569,000 5/15/2007 Group 1
JPMAC 2007-CH4 A1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $435,000,000 6/15/2007 Group 1
JPMAC 2007-CH5 A1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $304,336,000 7/12/2007 Group 1
JPMMT 2006-A3 1A1 J.P. Morgan
Acquisition
J.P. Morgan
Acceptance
J.P. Morgan
Securities $174,568,800 7/12/2007 Pool 1
LBMLT 2005-3 IA Long Beach
Mortgage
Long Beach
Securities
WaMu Capital
(co-lead with
Lehman
Brothers Inc.)
$604,830,000 9/7/2005 Group I
LBMLT 2006-1 IA Long Beach
Mortgage
Long Beach
Securities Credit Suisse $870,736,000 2/7/2006 Group I
LBMLT 2006-2 IA Long Beach
Mortgage
Long Beach
Securities
WaMu Capital
(co-lead with
RBS
Greenwich)
$1,101,891,000 3/7/2006 Group I
LBMLT 2006-3 IA Long Beach
Mortgage
Long Beach
Securities WaMu Capital $513,901,000 4/6/2006 Group I
LBMLT 2006-4 IA Long Beach
Mortgage
Long Beach
Securities
WaMu Capital
(co-lead with
Lehman
Brothers Inc.)
$787,668,000 5/9/2006 Group I
LBMLT 2006-5 IA Long Beach
Mortgage
Long Beach
Securities WaMu Capital $631,423,000 6/15/2006 Group I
LBMLT 2006-6 IA WaMu Bank Long Beach
Securities WaMu Capital $415,891,000 7/26/2006 Group I
LBMLT 2006-7 IA WaMu Bank Long Beach
Securities WaMu Capital $360,139,000 8/30/2006 Group I
LBMLT 2006-8 IA WaMu Bank Long Beach
Securities WaMu Capital $366,091,000 9/21/2006 Group I
36
Transaction Tranche Sponsor Depositor Lead
Underwriter
Principal
Amount
Issued
Date of
Issuance
Supporti
ng Loan
Group
LBMLT 2006-9 IA WaMu Bank Long Beach
Securities WaMu Capital $420,396,000 10/12/2006 Group I
LBMLT 2006-10 IA WaMu Bank Long Beach
Securities WaMu Capital $288,380,000 11/9/2006 Group I
LBMLT 2006-11 IA WaMu Bank Long Beach
Securities WaMu Capital $408,047,000 12/14/2006 Group I
LBMLT 2006-WL1 IA1 Long Beach
Mortgage
Long Beach
Securities Goldman Sachs $284,678,000 2/8/2006 Group I
LBMLT 2006-WL1 IA2 Long Beach
Mortgage
Long Beach
Securities Goldman Sachs $256,210,000 2/8/2006 Group I
LBMLT 2006-WL2 IA Long Beach
Mortgage
Long Beach
Securities
Lehman
Brothers Inc. $462,263,000 10/12/2006 Group I
LBMLT 2006-WL3 IA Long Beach
Mortgage
Long Beach
Securities
Lehman
Brothers Inc. $440,218,000 1/30/2006 Group I
LUM 2006-3 II2A1
Luminent
Mortgage
Capital, Inc.
SAMI BSC $147,795,000 4/28/2006 Group II-2
NCMT 2007-1 1A1
Newcastle
Investment
Corp.
BSABS BSC $370,224,000 7/12/2007 Group 1
PCHLT 2005-4 2A1
People’s
Choice
Funding, Inc.
People’s
Choice Home
Loan
Securities
Corp.
BSC $433,582,000 10/26/2005 Group 2
SACO 2007-1 IIA EMC BSABS BSC $50,429,000 1/16/2007 Group II
SACO 2007-2 IIA EMC BSABS BSC $20,226,000 2/28/2007 Group II
SAMI 2006-AR4 IA1 EMC SAMI BSC $316,180,000 6/30/2006 Group I
WAMU 2007-OA3 1A WaMu Bank WaMu
Acceptance WaMu Capital $140,139,000 3/27/2007 Group 1
WMABS 2006-HE1 IA WaMu
Securities
WaMu
Acceptance WaMu Capital $53,578,000 4/20/2006 Group 1
WMABS 2006-HE3 IA WaMu
Securities
WaMu
Acceptance WaMu Capital $175,828,000 9/27/2006 Group I
WMABS 2006-HE4 IA WaMu
Securities
WaMu
Acceptance WaMu Capital $117,798,000 10/27/2006 Group I
WMABS 2006-HE5 IA WaMu
Securities
WaMu
Acceptance WaMu Capital $269,063,000 12/7/2006 Group I
WMABS 2007-HE1 IA WaMu
Securities
WaMu
Acceptance WaMu Capital $115,217,000 1/16/2007 Group I
WMABS 2007-HE2 IA WaMu
Securities
WaMu
Acceptance WaMu Capital $286,276,000 3/13/2007 Group I
WMALT 2005-9 1CB WaMu
Securities
WaMu
Securities WaMu Capital $69,400,400 10/31/2005 Group 1
WMALT 2005-10 1CB WaMu
Securities
WaMu
Securities WaMu Capital $62,532,200 11/30/2005 Group 1
WMALT 2006-AR4 1A WaMu
Securities
WaMu
Acceptance WaMu Capital $76,071,000 5/30/2006 Group 1
WMALT 2006-AR4 2A WaMu
Securities
WaMu
Acceptance WaMu Capital $69,518,000 5/30/2006 Group 2
WMALT 2006-AR4 3A WaMu
Securities
WaMu
Acceptance WaMu Capital $251,313,000 5/30/2006 Group 3
WMALT 2006-AR5 1A WaMu
Securities
WaMu
Acceptance WaMu Capital $74,766,000 6/28/2006 Group 1
WMALT 2006-AR5 2A WaMu
Securities
WaMu
Acceptance WaMu Capital $57,966,000 6/28/2006 Group 2
37
Transaction Tranche Sponsor Depositor Lead
Underwriter
Principal
Amount
Issued
Date of
Issuance
Supporti
ng Loan
Group
WMALT 2006-AR8 1A WaMu
Securities
WaMu
Acceptance WaMu Capital $211,150,000 9/28/2006 Group 1
WMALT 2006-AR9 1A WaMu
Securities
WaMu
Acceptance WaMu Capital $270,142,000 10/26/2006 Group 1
WMALT 2007-OA1 1A WaMu
Securities
WaMu
Acceptance WaMu Capital $255,047,000 1/26/2007 Group 1
WMALT 2007-OA2 1A WaMu
Securities
WaMu
Acceptance WaMu Capital $222,967,000 2/26/2007 Group 1
WMALT 2007-OA3 1A
WaMu
Securities &
WaMu Bank
WaMu
Acceptance WaMu Capital $230,966,000 3/28/2007 Group 1
WMALT 2007-OA3 3A
WaMu
Securities &
WaMu Bank
WaMu
Acceptance WaMu Capital $195,998,000 3/28/2007 Group 3
WMHE 2007-HE1 IA WaMu Bank WaMu
Acceptance WaMu Capital $368,226,000 1/16/2007 Group I
WMHE 2007-HE2 IA WaMu Bank WaMu
Acceptance WaMu Capital $491,550,000 4/10/2007 Group I
WMHE 2007-HE3 IA WaMu Bank WaMu
Acceptance WaMu Capital $372,475,000 5/10/2007 Group I
WMHE 2007-HE4 IA WaMu Bank WaMu
Acceptance WaMu Capital $249,921,000 6/13/2007 Group I
C. The Securitization Process
1. J.P. Morgan Acquisition, EMC, WaMu Bank, WaMu
Securities, and Long Beach Mortgage Transfer The Mortgage
Loans To Special Purpose Trusts
105. As the sponsor for 27 of the 103 Securitizations (the “JPMorgan Securitizations”),
J.P. Morgan Acquisition purchased the mortgage loans underlying the Certificates for those 27
Securitizations after they were originated, either directly from the originators or through
affiliates of the originators.
106. As the sponsor for 32 of the 103 Securitizations (the “Bear Stearns
Securitizations”), EMC purchased the mortgage loans underlying the Certificates for those 32
Securitizations after they were originated, either directly from the originators or through
affiliates of the originators.
107. As the sponsors or co-sponsors for 26 of the 103 Securitizations (the “WaMu
Securitizations”), WaMu Bank and WaMu Securities purchased the mortgage loans underlying
38
the Certificates for those 26 Securitizations after they were originated, either directly from the
originators or through affiliates of the originators.
108. As the sponsor for nine of the 103 Securitizations (the “Long Beach
Securitizations”), Long Beach Mortgage purchased the mortgage loans underlying the
Certificates for those nine Securitizations after they were originated, either directly from the
originators or through affiliates of the originators.
109. Non-party sponsors Aegis Mortgage Corporation, American Home Mortgage
Acceptance, Inc., Newcastle Investment Corporation, Luminent Mortgage Capital, Inc., People’s
Choice Funding, Inc., Credit-Based Asset Servicing and Securitization LLC, and Ameriquest
Mortgage Company were each a sponsor of one or more of the remaining nine Securitizations.
The sponsor for each Securitization is included above in Table 2.
110. J.P. Morgan Acquisition then sold the mortgage loans for the 27 Securitizations
that it sponsored to the depositor, J.P. Morgan Acceptance, which is a JPMorgan-affiliated entity.
EMC then sold the mortgage loans for the 32 Securitizations that it sponsored to one of two
depositors, SAMI and BSABS, both of which are Bear Stearns-affiliated entities. WaMu Bank
then sold the mortgage loans for the 12 Securitizations that it sponsored or co-sponsored to one
of two depositors, WaMu Acceptance or Long Beach Securities, one of which is a WaMuaffiliated entity and one of which is a Long Beach-affiliated entity. WaMu Securities then sold
the mortgage loans for 13 of the 15 Securitizations that it sponsored or co-sponsored to WaMu
Acceptance, which is a WaMu-affiliated entity. WaMu Securities itself acted as the depositor for
the remaining two Securitizations that it sponsored. Long Beach Mortgage then sold the
mortgage loans for the nine Securitizations that it sponsored to the depositor, Long Beach
Securities, which is a Long Beach-affiliated entity.
39
111. With respect to three of the remaining nine Securitizations, non-parties American
Home Mortgage Acceptance, Inc. and Newcastle Investment Corp. sold the mortgage loans to
Defendant BSABS for the AHM 2005-4 and NCMT 2007-1 Securitizations, respectively, and
Luminent Mortgage Capital, Inc. sold the mortgage loans to Defendant SAMI for the LUM
2006-3 Securitization. With respect to the remaining six Securitizations, non-party sponsors sold
the mortgage loans to non-party depositors, as reflected above in Table 2; Defendant J.P. Morgan
Securities was the lead or co-lead underwriter and selling underwriter for the ARSI 2006-M2,
CBASS 2006-CB2, and CBASS 2006-CB7 Securitizations; Defendant BSC was the lead or colead underwriter and selling underwriter for the AABST 2005-5, AHM 2005-1, and PCHLT
2005-4 Securitizations.
112. Both J.P. Morgan Acquisition (sponsor) and J.P. Morgan Acceptance (depositor)
were controlled by their ultimate parent, JPMorgan Chase. Both EMC (sponsor) and SAMI and
BSABS (depositors) were controlled by their ultimate parent, BSI. Both WaMu Securities
(sponsor and depositor) and WaMu Acceptance (depositor) were controlled by their ultimate
parent, WaMu Bank, who also was a sponsor. Both Long Beach Mortgage (sponsor) and Long
Beach Securities (depositor) were controlled by their ultimate parent, WaMu Bank, who also was
a sponsor. The sole purpose of the depositor, and the common law trusts created through this
process, was to act as a conduit through which loans acquired by the sponsor could be securitized
and sold to investors.
113. The transfer of the mortgage loans to the trust was generally effected by means of
either a Pooling and Servicing Agreement or other agreement of substantially similar effect6
(a
6
In AHM 2005-1 and AHM 2005-4, the trustee executed a Trust Agreement; in JPMAC
2006-CW1, the trustee executed a Pooling Agreement; and in PCHLT 2005-4, the trustee
executed a Sale and Servicing Agreement.
40
“PSA”) executed among the depositor and the parties responsible for monitoring and servicing
the mortgage loans in that Securitization. The trust, administered by the trustee, held the
mortgage loans pursuant to the related PSA and issued certificates, including the GSE
Certificates, backed by such loans. The GSEs purchased the GSE Certificates, through which
they obtained an ownership interest in the assets of the trust, including the mortgage loans.
2. The Trusts Issue Securities Backed by the Loans
114. Once the mortgage loans were transferred to the trusts in accordance with the
PSAs, each trust issued Certificates backed by the underlying mortgage loans. The Certificates
were then sold to investors like Fannie Mae and Freddie Mac, which thereby acquired an
ownership interest in the cash flow from the assets held by the corresponding trust. Each
Certificate entitles its holder to a specified portion of the cashflows from the underlying
mortgages in the Supporting Loan Group. The level of risk inherent in the Certificates was a
function of the capital structure of the related transaction and the credit quality of the underlying
mortgages.
115. The Certificates were issued pursuant to one of 19 Shelf Registration Statements
filed with the SEC on Form S-3. The Shelf Registration Statements were amended by one or
more Forms S-3/A filed with the SEC. The depositor affiliates of JPMorgan, Bear Stearns,
WaMu, and Long Beach collectively filed 13 of the 19 Shelf Registration Statements. Each
Individual Defendant signed one or more of the 13 Shelf Registration Statements or amendments
thereto which were filed by the depositor affiliates of JPMorgan, Bear Stearns, WaMu, and Long
Beach. The SEC filing number, registrants, signatories and filing dates for the 19 Shelf
Registration Statements and amendments thereto, as well as the Certificates covered by the Shelf
Registration Statements, are reflected in Table 3 below.
41
Table 3
SEC File
Number
Date
Registration
Statement
Filed
Date(s)
Amended
Registration
Statements
Filed
Registrant(s) Related Certificates Signatories of
Registration Statement
Signatories of
Amendments
333-
141607 3/27/2007 4/23/2007 J.P. Morgan
Acceptance
JPMAC 2007-CH4,
JPMAC 2007-CH3,
JPMAC 2007-CH5
Brian Bernard
Louis Schioppo, Jr.
Christine E. Cole
David M. Duzyk
William A. King
Edwin F. McMichael
Brian Bernard
Louis Schioppo, Jr.
Christine E. Cole
David M. Duzyk
William A. King
Edwin F. McMichael
333-
141255 3/13/2007 4/9/2007 WaMu
Acceptance
WMHE 2007-HE4,
WMHE 2007-HE3
Thomas G. Lehmann
David Beck
Diane Novak
Stephen Fortunato
Donald Wilhelm
Thomas G. Lehmann
David Beck
Diane Novak
Stephen Fortunato
Donald Wilhelm
333-
140247 1/26/2007 2/23/2007,
2/09/2007 SAMI BSMF 2007-AR3
Jeffrey L. Verschleiser
Michael B. Nierenberg
Jeffrey Mayer
Thomas F. Marano
Jeffrey L. Verschleiser
Michael B. Nierenberg
Jeffrey Mayer
Thomas F. Marano
333-
130192 12/7/2005
8/2/2006,
4/3/2006,
3/13/2006
J.P. Morgan
Acceptance
JPALT 2007-A2,
JPMMT 2006-A3,
JPMAC 2006-CW1,
JPMAC 2006-ACC1,
JPMAC 2006-
WMC2, JPMAC
2006-CW2, JPMAC
2006-NC2, JPMAC
2006-WMC3,
JPMAC 2006-RM1,
JPMAC 2006-CH2,
JPMAC 2006-CH1,
JPMAC 2006-HE3,
JPMAC 2006-
WMC4, JPMAC
2006-HE2, JPMAC
2006-NC1, JPMAC
2007-CH2
David M. Duzyk
Louis Schioppo, Jr.
Christine E. Cole
Edwin F. McMichael
David M. Duzyk
Louis Schioppo, Jr.
Christine E. Cole
Edwin F. McMichael
42
SEC File
Number
Date
Registration
Statement
Filed
Date(s)
Amended
Registration
Statements
Filed
Registrant(s) Related Certificates Signatories of
Registration Statement
Signatories of
Amendments
333-
131374 1/30/2006
3/31/2006,
3/28/2006,
3/27/2006,
3/6/2006,
3/3/2006
BSABS
BSABS 2007-HE3,
BSABS 2007-FS1,
BSABS 2007-HE5,
BSABS 2007-HE4,
BSABS 2007-HE7,
BSABS 2007-HE6,
BSABS 2006-HE4,
BSABS 2006-HE5,
BSABS 2006-HE7,
BSABS 2006-HE8,
BSABS 2006-HE9,
BSABS 2006-AQ1,
BSABS 2006-HE10,
BSABS 2007-HE1,
BSABS 2007-HE2,
BSMF 2006-SL6,
BSMF 2006-SL5,
BSMF 2007-SL1,
BSMF 2007-SL2,
NCMT 2007-1,
SACO 2007-1,
SACO 2007-2
Matthew E. Perkins
Samuel L. Molinaro, Jr.
Thomas F. Marano
Kim Lutthans
Katherine Garniewski
Joseph T. Jurkowski, Jr.
Matthew E. Perkins
Samuel L. Molinaro, Jr.
Thomas F. Marano
Kim Lutthans
Katherine Garniewski
333-
131252 1/24/2006 3/31/2006,
3/21/2006
Long Beach
Securities
LBMLT 2006-11,
LBMLT 2006-4,
LBMLT 2006-5,
LBMLT 2006-6,
LBMLT 2006-7,
LBMLT 2006-8,
LBMLT 2006-9,
LBMLT 2006-10
Thomas W. Casey
John F. Robinson
Keith Johnson
Suzanne Krahling
Larry Breitbarth
Thomas W. Casey
John F. Robinson
Michael J. Giampaolo
Stephen Fortunato
Rolland Jurgens
David H. Zielke
333-
132232 3/6/2006 3/10/2006 SAMI
LUM 2006-3, SAMI
2006-AR4, BALTA
2006-2, BALTA
2006-3, BALTA
2006-4, GPMF 2006-
AR3
Jeffrey L. Verschleiser
Michael B. Nierenberg
Jeffrey Mayer
Thomas F. Marano
Jeffrey L. Verschleiser
Michael B. Nierenberg
Jeffrey Mayer
Thomas F. Marano
333-
130795 12/30/2005 1/3/2006 WaMu
Acceptance
WMABS 2006-HE1,
WMHE 2007-HE2,
WMHE 2007-HE1,
WAMU 2007-OA3,
WMALT 2006-AR4,
WMALT 2006-AR9,
WMABS 2006-HE3,
WMABS 2006-HE4,
WMABS 2007-HE2,
WMABS 2006-HE5,
WMALT 2007-OA3,
WMALT 2006-AR5,
WMABS 2007-HE1,
WMALT 2006-AR8,
WMALT 2007-OA1,
WMALT 2007-OA2
Richard Careaga
David Beck
Diane Novak
Thomas Green
Rolland Jurgens
Richard Careaga
David Beck
Diane Novak
Thomas Green
Rolland Jurgens
43
SEC File
Number
Date
Registration
Statement
Filed
Date(s)
Amended
Registration
Statements
Filed
Registrant(s) Related Certificates Signatories of
Registration Statement
Signatories of
Amendments
333-
127020 7/29/2005 8/15/2005 J.P. Morgan
Acceptance
JPMAC 2006-HE1,
JPMAC 2006-FRE1,
JPMAC 2006-FRE2,
JPMAC 2006-
WMC1, JPMAC
2005-WMC1,
JPMAC 2005-FRE1,
JPALT 2005-A2,
JPMAC 2005-OPT2
David M. Duzyk
Louis Schioppo, Jr.
Christine E. Cole
Edwin F. McMichael
David M. Duzyk
Louis Schioppo, Jr.
Christine E. Cole
William A. King
Edwin F. McMichael
333-
125422 6/1/2005 6/14/2005 BSABS
AHM 2005-4,
BALTA 2006-1,
BSABS 2006-HE2,
BSABS 2005-HE12
Matthew E. Perkins
Samuel L. Molinaro, Jr.
Thomas F. Marano
Kim Lutthans
Katherine Garniewski
Joseph T. Jurkowski, Jr.
Matthew E. Perkins
Samuel L. Molinaro, Jr.
Thomas F. Marano
Kim Lutthans
Katherine Garniewski
333-
120916 12/1/2004 12/14/2004 SAMI GPMF 2005-AR5,
BALTA 2005-10
Jeffrey L. Verschleiser
Michael B. Nierenberg
Jeffrey Mayer
Thomas F. Marano
Jeffrey L. Verschleiser
Michael B. Nierenberg
Jeffrey Mayer
Thomas F. Marano
333-
109318 9/30/2003 2/10/2004 Long Beach
Securities
LBMLT 2005-3,
LBMLT 2006-WL1,
LBMLT 2006-1,
LBMLT 2006-WL2,
LBMLT 2006-WL3,
LBMLT 2006-2,
LBMLT 2006-3
Craig S. Davis
Marangal I. Domingo
Troy A. Gotschall
Art Den Heyer
Stephen Lobo
David H. Zielke
Craig S. Davis
Marangal I. Domingo
Troy A. Gotschall
Art Den Heyer
Stephen Lobo
333-
103345 2/20/2003 3/7/2003 WaMu
Securities
WMALT 2005-9,
WMALT 2005-10
Michael J. Kula
Craig S. Davis
Marangal I. Domingo
Marc K. Malone
Michael L. Parker
Thomas G. Lehmann
Megan M. Davidson
Michael J. Kula
Craig S. Davis
Marangal I. Domingo
Marc K. Malone
Michael L. Parker
Thomas G. Lehmann
Megan M. Davidson
333-
124934 5/13/2005 5/31/2005
Aegis Asset
Backed
Securities
Corp.
AABST 2005-5
D. Richard Thompson
Pat Walden
Orlando Figueroa
D. Richard Thompson
Pat Walden
Orlando Figueroa
333-
121581 12/31/2004 Not applicable
American
Home
Mortgage
Securities
LLC
AHM 2005-1
Michael Strauss
Stephen Hozie
Thomas McDonagh
Alan Horn
Not applicable
333-
131895 2/16/2006 3/17/2006 Argent
Securities Inc. ARSI 2006-M2
Adam J. Bass
John P. Grazer
Andrew L. Stidd
Adam J. Bass
John P. Grazer
Andrew L. Stidd
333-
87146 4/29/2002 6/6/2002
Bond
Securitization,
LLC
CBASS 2006-CB2
James R. Pomposelli
Christine E. Cole
Dean Christianson
Benjamin B. Abedine
James R. Pomposelli
Christine E. Cole
Dean Christianson
Benjamin B. Abedine
44
SEC File
Number
Date
Registration
Statement
Filed
Date(s)
Amended
Registration
Statements
Filed
Registrant(s) Related Certificates Signatories of
Registration Statement
Signatories of
Amendments
333-
136741 8/18/2006 9/18/2006
Bond
Securitization,
LLC
CBASS 2006-CB7
David M. Duzyk
Christian Greco
Benjamin B. Abedine
Christine E. Cole
Orlando Figueroa
David M. Duzyk
Christian Greco
Benjamin B. Abedine
Christine E. Cole
Orlando Figueroa
333-
125734 6/10/2005 6/22/2005
People’s
Choice Home
Loan
Securities
Corp.
PCHLT 2005-4 Neil Kornswiet
Brad Plantiko
Neil Kornswiet
Brad Plantiko
116. The Prospectus Supplement for each Securitization describes the underwriting
guidelines that purportedly were used in connection with the origination of the underlying
mortgage loans. In addition, the Prospectus Supplements purport to provide accurate statistics
regarding the mortgage loans in the collateral group and the entire securitization, including the
ranges of and weighted average FICO credit scores of the borrowers, the ranges of and weighted
average loan-to-value ratios of the loans, the ranges of and weighted average outstanding
principal balances of the loans, the geographic distribution of the loans, the extent to which the
loans were for purchase or refinance purposes, information concerning whether the loans were
secured by a property to be used as a primary residence, second home, or investment property,
and information concerning whether the loans were delinquent.
117. The Prospectus Supplements associated with each Securitization were
AI
