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skono4

10/18/07 11:49 AM

#568032 RE: TJ Parker #568000

Here's the components list one of ~ .25 on the dollar tranche
20 components equally weighted. Could this paper have lost 75% of it's face value?

Fremont Home Loan Trust 2006-3 FHLT06-3 2006-3 M-9 USD B 5.000%
HOME EQUITY ASSET TRUST 2006-7 HEAT06-7 2006-7 B-1 USD B 5.000%
Long Beach Mortgage Loan Trust 2006-6 LBMLT06-6 2006-6 M-9 USD BB 5.000%
CWABS Asset-Backed Certificates Trust 2006-18 CWABT06-18 2006-18 M9 USD BB 5.000%
Morgan Stanley ABS Capital I Inc. Trust 2006-HE6 MSAC06-HE6 2006-HE6 B-3 USD B 5.000%
RASC Series 2006-KS9 Trust RASC06-KS9 2006-KS9 M-9 USD B 5.000%
Structured Asset Securities Corporation Mortgage Loan Trust 2006-BC4 SASC06-BC4 2006-BC4 M9 USD BB 5.000%
C-BASS 2006-CB6 Trust CBASS06-CB6 2006-CB6 B-1 USD BB 5.000%
J.P. Morgan Mortgage Acquisition Trust 2006-CH2 JPMMA06-CH2 2006-CH2 MV9 USD BBB 5.000%
MASTR Asset Backed Securities Trust 2006-NC3 MABST06-NC3 2006-NC3 M-9 USD B 5.000%
Merrill Lynch Mortgage Investors Trust, Series 2006-HE5 MLMIT06-HE5 2006-HE5 B-3 USD BB 5.000%
Securitized Asset Backed Receivables LLC Trust 2006-HE2 SABRT06-HE2 2006-HE2 B-3 USD BB 5.000%
Soundview Home Loan Trust 2006-EQ1 SVHLT06-EQ1 2006-EQ1 M-9 USD BB 5.000%
FFMLT Trust 2006-FF13 FFMLT06-FF13 2006-FF13 M-9 USD BB 5.000%
GSAMP TRUST 2006-HE5 GSAMPT06-HE5 2006-HE5 M-9 USD B 5.000%
ABFC 2006-OPT2 Trust ABFCAB06-OPT2 2006-OPT2 M-9 USD BB 5.000%
ACE Securities Corp. Home Equity Loan Trust, Series 2006-NC3 ACEHELT06-NC3 2006-NC3 M-9 USD B 5.000%
Bear Stearns Asset Backed Securities I Trust 2006-HE10 BSABST06-HE10 2006-HE10 II-M-9 USD B 5.000%
Carrington Mortgage Loan Trust, Series 2006-NC4 CARRMLT06-NC4 2006-NC4 M-9 USD BB 5.000%
Citigroup Mortgage Loan Trust 2006-WFHE3 CITIMLT06-WFHE3 2006-WFHE3 M9 USD BBB 5.000