The class action settlement includes the following securities: (i) Series 2006-3 mortgage loan pass-through certificates sponsored by Thornburg Mortgage Home Loans Inc and issued by Thornburg Mortgage Securities Trust 2006-3 during the period June 1, 2006 through June 30, 2009, inclusive; and/or (ii) Series 2006-5 and/or Series 2007-4 mortgage loan pass-through certificates sponsored by Thornburg Mortgage Home Loans Inc and issued by Thornburg Mortgage Securities Trust 2006-5 and Thornburg Mortgage Securities Trust 2007-4 during the period June 1, 2006 through December 10, 2010, inclusive. February 25, 2013 - The court approved the settlement, entered the orders approving the plan of allocation, the motion for attorneys’ fees and expenses, and dismissed the action with prejudice. December 10, 2012 - The court preliminarily approved the settlement. December 3, 2012 - Parties filed a stipulation of settlement. February 24, 2012 - The court granted the dismissal of a few defendants with prejudice. December 19, 2011 - The lead plaintiffs filed a second amended complaint. November 12, 2011 - The court granted in part and denied in part the defendants' motion to dismiss. March 22, 2011 - A plaintiff filed a notice of voluntary dismissal. February 11, 2011 - The defendants filed a motion to dismiss. December 10, 2010 - The lead plaintiffs filed an amended complaint. February 26, 2010 - The lead plaintiffs and lead counsel were appointed. June 26, 2009 - Lead plaintiff motions were filed. March 27, 2009 - The case was removed to the U.S. District Court for the District of New Mexico. February 27, 2009 - An investor in mortgage loan pass-through certificates sponsored by Thornburg Mortgage Homes Loans Inc filed a lawsuit in State of New Mexico, County of Santa Fe, First Judicial District Court against Thornburg Mortgage Inc over alleged violations of Federal Securities Laws in connection with certain allegedly false and misleading statements made between 2006 and 2007.