Common use of Reference Tranches Clause in Contracts

Reference Tranches. Eleven (11) classes of “hypothetical” tranches deemed to be backed by the Reference Pool, referred to as Class A-H, Class X-0, Xxxxx X-0X, Class M-2, Class M- 2H, Class X-0X, Xxxxx X-0XX, Class M-3B, Class M-3BH, Class B and Class B-H Reference Tranches, with the following initial Class Notional Amounts: Classes of Reference Tranches Initial Class Notional Amount Class A-H $23,602,630,840 Class M-1 and Class M-1H(1) $248,448,746 Class M-2 and Class M-2H(2) $248,448,746 Class M-3A and Class M-3AH(3) $248,448,745 Class M-3B and Class M-3BH(4) $248,448,746 Class B and Class B-H(5) $248,448,746

Reference Tranches. Eleven (11) classes of “hypothetical” tranches deemed to be backed by the Reference Pool, referred to as Class A-H, Class X-0, Xxxxx X-0X, Class M-2, Class M- 2H, Class X-0X, Xxxxx X-0XX, Class M-3B, Class M-3BH, Class B and Class B-H Reference Tranches, with the following initial Class Notional Amounts: Classes of Reference Tranches Initial Class Notional Amount Class A-H $23,602,630,840 17,440,306,697 Class M-1 and Class M-1H(1) $248,448,746 184,553,510 Class M-2 and Class M-2H(2) $248,448,746 276,830,265 Class M-3A and Class M-3AH(3) $248,448,745 184,553,510 Class M-3B and Class M-3BH(4) $248,448,746 184,553,510 Class B and Class B-H(5) $248,448,746184,553,509

Reference Tranches. Eleven (11) Eight classes of “hypothetical” tranches deemed to be backed by the Reference Pool, referred to as Class A-H, Class X-0, Xxxxx X-0X, Class M-2X-0, Xxxxx X-0X, Class M- 2HM-3, Class X-0X, Xxxxx X-0XX, Class M-3B, Class M-3BH, Class B M-3H and Class B-H Reference Tranches, with the following initial Class Notional Amounts: Classes of Reference Tranches Initial Class Notional Amount Class A-H $23,602,630,840 18,837,906,460 Class M-1 and Class M-1H(1) $248,448,746 197,462,332 Class M-2 and Class M-2H(2) $248,448,746 236,954,798 Class M-3A M-3 and Class M-3AH(3M-3H(3) $248,448,745 Class M-3B and Class M-3BH(4) $248,448,746 Class B and 394,924,664 Class B-H(5) H $248,448,74678,984,933

Reference Tranches. Eleven (11) classes of “hypothetical” tranches deemed to be backed by the Reference Pool, referred to as Class A-H, Class X-0, Xxxxx X-0X, Class M-2, Class M- 2H, Class X-0X, Xxxxx X-0XX, Class M-3B, Class M-3BH, Class B and Class B-H Reference Tranches, with the following initial Class Notional Amounts: Classes of Reference Tranches Initial Class Notional Amount Class A-H $23,602,630,840 14,845,386,255 Class M-1 and Class M-1H(1) $248,448,746 204,222,244 Class M-2 and Class M-2H(2) $248,448,746 212,076,947 Class M-3A and Class M-3AH(3) $248,448,745 145,311,982 Class M-3B and Class M-3BH(4) $248,448,746 145,311,982 Class B and Class B-H(5) $248,448,746157,094,034

Reference Tranches. Eleven (11) Eight classes of “hypothetical” tranches deemed to be backed by the Reference Pool, referred to as Class A-H, Class X-0, Xxxxx X-0X, Class M-2X-0, Xxxxx X-0X, Class M- 2HM-3, Class X-0X, Xxxxx X-0XX, Class M-3B, Class M-3BH, Class B M-3H and Class B-H Reference Tranches, with the following initial Class Notional Amounts: Classes of Reference Tranches Initial Class Notional Amount Class A-H $23,602,630,840 9,326,325,209 Class M-1 and Class M-1H(1) $248,448,746 239,392,305 Class M-2 and Class M-2H(2) $248,448,746 154,607,530 Class M-3A M-3 and Class M-3AH(3M-3H(3) $248,448,745 Class M-3B and Class M-3BH(4) $248,448,746 Class B and 179,544,229 Class B-H(5) H $248,448,74674,810,095

Reference Tranches. Eleven (11) classes of “hypothetical” tranches deemed to be backed by the Reference Pool, referred to as Class A-H, Class X-0, Xxxxx X-0X, Class M-2M-2A, Class M- 2H2AH, Class X-0X, Xxxxx X-0XXM-2B, Class M-3BM-2BH, Class M-3BHB-1, Class B B-1H, Class B-2 and Class B-H B-2H Reference Tranches, with the following initial Class Notional Amounts: Classes of Reference Tranches Initial Class Notional Amount Class A-H $23,602,630,840 32,691,709,047 Class M-1 and Class M-1H(1) $248,448,746 407,584,943 Class M-2 M-2A and Class M-2H(2M-2AH(2) $248,448,746 263,231,942 Class M-3A M-2B and Class M-3AH(3M-2BH(3) $248,448,745 263,231,942 Class M-3B B-1 and Class M-3BH(4B-1H(4) $248,448,746 169,827,059 Class B B-2 and Class B-H(5B-2H(5) $248,448,746169,827,059

Reference Tranches. Eleven (11) classes of “hypothetical” tranches deemed to be backed by the Reference Pool, referred to as Class A-H, Class X-0M-1, Xxxxx X-0XClass M-1H, Class M-2, Class M- 2H, Class X-0XM-3A, Xxxxx X-0XXClass M-3AH, Class M-3B, Class M-3BH, Class B and Class B-H Reference Tranches, with the following initial Class Notional Amounts: Classes of Reference Tranches Initial Class Notional Amount Class A-H $23,602,630,840 13,085,068,855 Class M-1 and Class M-1H(1) $248,448,746 169,621,263 Class M-2 and Class M-2H(2) $248,448,746 169,621,263 Class M-3A and Class M-3AH(3) $248,448,745 141,927,995 Class M-3B and Class M-3BH(4) $248,448,746 141,927,996 Class B and Class B-H(5) $248,448,746138,466,337

Reference Tranches. Eleven (11) classes of “hypothetical” tranches deemed to be backed by the Reference Pool, referred to as Class A-H, Class X-0, Xxxxx X-0X, Class M-2, Class M- 2H, Class X-0X, Xxxxx X-0XX, Class M-3B, Class M-3BH, Class B and Class B-H Reference Tranches, with the following initial Class Notional Amounts: Classes of Reference Tranches Initial Class Notional Amount Class A-H $23,602,630,840 25,144,514,075 Class M-1 and Class M-1H(1) $248,448,746 264,679,095 Class M-2 and Class M-2H(2) $248,448,746 251,445,141 Class M-3A and Class M-3AH(3) $248,448,745 264,679,095 Class M-3B and Class M-3BH(4) $248,448,746 277,913,050 Class B and Class B-H(5) $248,448,746264,679,097

Reference Tranches. Eleven Ten (1110) classes of “hypothetical” tranches deemed to be backed by the Reference Pool, referred to as Class A-H, Class X-0, Xxxxx X-0XM-1, Class M-2M-1H, Class M- 2HM-2A, Class X-0X, Xxxxx X-0XXM-2AH, Class M-3BM-2B, Class M-3BHM-2BH, Class B B-1, Class B-1H and Class B-H B-2H Reference Tranches, with the following initial Class Notional Amounts: Classes of Reference Tranches Initial Class Notional Amount Class A-H $23,602,630,840 30,340,140,424 Class M-1 and Class M-1H(1) $248,448,746 316,043,128 Class M-2 M-2A and Class M-2H(2M-2AH(2) $248,448,746 316,043,130 Class M-3A M-2B and Class M-3AH(3M-2BH(3) $248,448,745 316,043,129 Class M-3B B-1 and Class M-3BH(4B-1H(4) $248,448,746 158,021,565 Class B and Class B-H(5) B-2H $248,448,746158,021,565

Reference Tranches. Eleven (11) classes of “hypothetical” tranches deemed to be backed by the Reference Pool, referred to as Class A-H, Class X-0, Xxxxx X-0X, Class M-2, Class M- 2H, Class X-0X, Xxxxx X-0XX, Class M-3B, Class M-3BH, Class B and Class B-H Reference Tranches, with the following initial Class Notional Amounts: Classes of Reference Tranches Initial Class Notional Amount Class A-H $23,602,630,840 13,085,068,855 Class M-1 and Class M-1H(1) $248,448,746 169,621,263 Class M-2 and Class M-2H(2) $248,448,746 169,621,263 Class M-3A and Class M-3AH(3) $248,448,745 141,927,995 Class M-3B and Class M-3BH(4) $248,448,746 141,927,996 Class B and Class B-H(5) $248,448,746138,466,337

Reference Tranches. Eleven (11) classes of “hypothetical” tranches deemed to be backed by the Reference Pool, referred to as Class A-H, Class X-0, Xxxxx X-0X, Class M-2, Class M- 2H, Class X-0X, Xxxxx X-0XX, Class M-3B, Class M-3BH, Class B and Class B-H Reference Tranches, with the following initial Class Notional Amounts: Classes of Reference Tranches Initial Class Notional Amount Class A-H $23,602,630,840 28,614,901,949 Class M-1 and Class M-1H(1) $248,448,746 256,028,070 Class M-2 and Class M-2H(2) $248,448,746 271,088,545 Class M-3A and Class M-3AH(3) $248,448,745 338,860,681 Class M-3B and Class M-3BH(4) $248,448,746 338,860,681 Class B and Class B-H(5) $248,448,746301,209,494

Reference Tranches. Eleven (11) classes of “hypothetical” tranches deemed to be backed by the Reference Pool, referred to as Class A-H, Class X-0, Xxxxx X-0XM-1, Class M-2M-1H, Class M-2A, Class M- 2H2AH, Class X-0X, Xxxxx X-0XXM-2B, Class M-3BM-2BH, Class M-3BHB-1, Class B B-1H, Class B-2 and Class B-H B-2H Reference Tranches, with the following initial Class Notional Amounts: Classes of Reference Tranches Initial Class Notional Amount Class A-H $23,602,630,840 32,691,709,047 Class M-1 and Class M-1H(1) $248,448,746 407,584,943 Class M-2 M-2A and Class M-2H(2M-2AH(2) $248,448,746 263,231,942 Class M-3A M-2B and Class M-3AH(3M-2BH(3) $248,448,745 263,231,942 Class M-3B B-1 and Class M-3BH(4B-1H(4) $248,448,746 169,827,059 Class B B-2 and Class B-H(5B-2H(5) $248,448,746169,827,059

Reference Tranches. Eleven (11) Eight classes of “hypothetical” tranches deemed to be backed by the Reference Pool, referred to as Class A-H, Class X-0, Xxxxx X-0X, Class M-2X-0, Xxxxx X-0X, Class M- 2HM-3, Class X-0X, Xxxxx X-0XX, Class M-3B, Class M-3BH, Class B M-3H and Class B-H Reference Tranches, with the following initial Class Notional Amounts: Classes of Reference Tranches Initial Class Notional Amount Class A-H $23,602,630,840 26,880,367,090 Class M-1 and Class M-1H(1) $248,448,746 281,469,812 Class M-2 and Class M-2H(2) $248,448,746 422,204,718 Class M-3A M-3 and Class M-3AH(3M-3H(3) $248,448,745 Class M-3B and Class M-3BH(4) $248,448,746 Class B and 478,498,681 Class B-H(5) H $248,448,74684,440,945

Reference Tranches. Eleven (11) classes of “hypothetical” tranches deemed to be backed by the Reference Pool, referred to as Class A-H, Class X-0M-1, Xxxxx X-0XClass M-1H, Class M-2, Class M- 2H, Class X-0XM-3A, Xxxxx X-0XXClass M-3AH, Class M-3B, Class M-3BH, Class B and Class B-H Reference Tranches, with the following initial Class Notional Amounts: Classes of Reference Tranches Initial Class Notional Amount Class A-H $23,602,630,840 14,845,386,255 Class M-1 and Class M-1H(1) $248,448,746 204,222,244 Class M-2 and Class M-2H(2) $248,448,746 212,076,947 Class M-3A and Class M-3AH(3) $248,448,745 145,311,982 Class M-3B and Class M-3BH(4) $248,448,746 145,311,982 Class B and Class B-H(5) $248,448,746157,094,034

Reference Tranches. Eleven (11) Eight classes of “hypothetical” tranches deemed to be backed by the Reference Pool, referred to as Class A-H, Class X-0, Xxxxx X-0X, Class M-2X-0, Xxxxx X-0X, Class M- 2HM-3, Class X-0X, Xxxxx X-0XX, Class M-3B, Class M-3BH, Class B M-3H and Class B-H Reference Tranches, with the following initial Class Notional Amounts: Classes of Reference Tranches Initial Class Notional Amount Class A-H $23,602,630,840 30,980,845,089 Class M-1 and Class M-1H(1) $248,448,746 324,406,754 Class M-2 and Class M-2H(2) $248,448,746 486,610,133 Class M-3A M-3 and Class M-3AH(3M-3H(3) $248,448,745 Class M-3B and Class M-3BH(4) $248,448,746 Class B and 551,491,483 Class B-H(5) H $248,448,74697,322,027

Reference Tranches. Eleven (11) classes of “hypothetical” tranches deemed to be backed by the Reference Pool, referred to as Class A-H, Class X-0, Xxxxx X-0X, Class M-2M-2A, Class M- 2H2AH, Class X-0X, Xxxxx X-0XXM-2B, Class M-3BM-2BH, Class M-3BHB-1, Class B B-1H, Class B-2 and Class B-H B-2H Reference Tranches, with the following initial Class Notional Amounts: Classes of Reference Tranches Initial Class Notional Amount Class A-H $23,602,630,840 28,398,372,780 Class M-1 and Class M-1H(1) $248,448,746 296,588,751 Class M-2 M-2A and Class M-2H(2M-2AH(2) $248,448,746 333,662,343 Class M-3A M-2B and Class M-3AH(3M-2BH(3) $248,448,745 333,662,343 Class M-3B B-1 and Class M-3BH(4B-1H(4) $248,448,746 148,294,374 Class B B-2 and Class B-H(5B-2H(5) $248,448,746148,294,374