RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. STRUCTURED ASSET SECURITIES CORPORATION ACCREDITED MORTGAGE LOAN TRUST OPTEUM MORTGAGE ACCEPTANCE CORPORATION FIRST FRANKLIN MTG LOAN ASSET BACKED CERTIFICATES CHEVY CHASE MORTGAGE FUNDING C NEW CENTURY HOME EQUITY LOAN TRUST RESIDENTIAL ASSET SECURITIES CORPORATION BEAR STEARNS ASSET BACKED SECURITIES, INC. RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. THORNBURG MORTGAGE SECURITIES TRUST FIELDSTONE MORTGAGE INVESTMENT CORP. CARRINGTON MORTGAGE LOAN TRUST STRUCTURED ASSET SECURITIES CORPORATION RAMP 2005-EFC6 1A2 SASC 2005-WF4 A3 22 November 2005 US76112BJ845 Aaa United States RMBS First and Second Lien Prime 23 November 2005 US863576DD31 Aaa United States RMBS Subprime 2.71 ACCR 2005-4 A2B 23 November 2005 US004375EG23 Aaa United States RMBS Subprime 1.81 OPMAC 2005-5 1A1A FFML 2005-FFH4 2A1 CCMFC 2005-3A A2 NCHET 2005-2 A2B RASC 2005-EMX4 A2 BSABS 2005-EC1 A2 RAMP 2005-EFC4 A2 29 November 2005 US68383NCV38 Aaa United States RMBS First and Second Lien Prime 2.81 General Motors Corp Lehman Brothers Holdings Inc Accredited Home Lenders Holding Co 5.00% 85.00% 77.40% 22,321,428.57 5.00% 85.00% 83.57% 22,321,428.57 5.00% 85.00% 83.43% 22,321,428.57 0.87 Wells Fargo & Co 5.00% 85.00% 91.05% 22,321,428.57 15 December 2005 US32027NWZ04 Aaa United States RMBS Subprime 0.90 National City Corp. 5.00% 85.00% 70.35% 22,321,428.57 16 June 2005 US16678RDU8 Aaa United States RMBS First and Second Lien Prime 22 April 2005 US64352VKQ31 Aaa United States RMBS Subprime 1.83 17 November 2005 US76110W5X07 Aaa United States RMBS Subprime 2.62 30 December 2005 US0738795A26 Aaa United States RMBS Subprime 2.92 29 September 2005 US76112BC329 Aaa United States RMBS Midprime 2.67 TMST 2005-3 A1 30 September 2005 US885220HZ91 Aaa United States RMBS First and Second Lien Prime 3.97 Chevy Ch<strong>as</strong>e Bank F.S.B. New Century Financial Corp General Motors Corp EMC Mortgage Corp. General Motors Corp 5.00% 85.00% 89.25% 22,321,428.57 5.00% 85.00% 96.60% 22,321,428.57 5.00% 85.00% 76.00% 22,321,428.57 5.00% 85.00% 80.00% 22,321,428.57 5.00% 85.00% 79.13% 22,321,428.57 1.99 Wells Fargo & Co 5.00% 85.00% 96.45% 22,321,428.57 FMIC 2005-3 2A2 23 November 2005 US31659TEG67 Aaa United States RMBS Subprime 2.49 Wells Fargo & Co 5.00% 85.00% 76.92% 22,321,428.57 CARR 2005-NC2 A2 SASC 2005-AR1 A4 04 May 2005 US144531BS84 Aaa United States RMBS Subprime 0.74 25 November 2005 US86359DVU89 Aaa United States RMBS Subprime 2.83 New Century Financial Corp Lehman Brothers Holdings Inc 5.00% 85.00% 76.80% 22,321,428.57 5.00% 85.00% 77.84% 22,321,428.57 ADJUSTABLE RATE MORTAGE TRUST ARMT 2005-12 5A1 30 November 2005 US2254W0MM4 2 Aaa United States RMBS First and Second Lien Prime 2.32 Wells Fargo & Co 5.00% 85.00% 94.00% 22,321,428.57 AMERIQUEST MORTGAGE SECURITIES INC. AMSI 2005-R11 A2C 20 December 2005 US03072SU782 Aaa United States RMBS Subprime 3.14 Ameriquest Capital Corp 5.00% 85.00% 81.05% 22,321,428.57 GE-WMC MORTGAGE SECURITIES LLC SACO I TRUST ASSET BACKED SECURITIES CORP HOME EQUITY LN TRST GEWMC 2005-2 A2C SACO 2005-10 2A1 ABSHE 2005-HE8 A5 19 December 2005 US367910AU06 Aaa United States RMBS Subprime 3.00 C-B<strong>as</strong>s LLC 5.00% 85.00% 77.93% 22,321,428.57 30 December 2005 US785778NE70 Aaa United States RMBS First and Second Lien Prime 1.06 ABN AMRO Holding NV 5.00% 85.00% 82.09% 22,321,428.57 28 October 2005 US04541GUM22 Aaa United States RMBS Subprime 2.76 Wells Fargo & Co 5.00% 85.00% 79.78% 22,321,428.57 FIRST NLC TRUST FNLC 2005-4 A3 22 December 2005 US32113JCF03 Aaa United States RMBS Subprime 2.89 Wells Fargo & Co 5.00% 85.00% 77.84% 22,321,428.57 68
FREMONT HOME LOAN TRUST FHLT 2005-E 2A3 20 December 2005 US35729PNB21 Aaa United States RMBS Subprime 3.14 Wells Fargo & Co 5.00% 85.00% 77.97% 22,321,428.57 GSAMP TRUST GSAMP 2005- WMC2 A2B 23 November 2005 US362341UY32 Aaa United States RMBS Subprime 2.77 JPMorgan Ch<strong>as</strong>e & Co 5.00% 85.00% 79.64% 22,321,428.57 RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. ASSET BACKED FUNDING CERTIFICATES RAMP 2005-EFC3 AI2 ABFC 2005-HE2 A2C 30 August 2005 US76112BYQ75 Aaa United States RMBS Midprime 2.53 General Motors Corp 5.00% 75.00% 48.30% 22,321,428.57 30 August 2005 US04542BNG31 Aaa United States RMBS Midprime 2.90 Wells Fargo & Co 5.00% 85.00% 76.45% 22,321,428.57 Source: Bloomberg and Société Générale 69